利用均線間隔距離來進行交易的系統(tǒng)方案

1、利用均線間隔距離來進行交易的系統(tǒng)（據(jù)說價格300歐元）/ user in putexter n double Lots=0.1;/ how many lots to trade at a timeextern intSlippage=2;/ how many pips of slippage can you tolorateextern intFast_TimeFrame=0;extern intFast_Period=28;extern intFast_Price = PRICE_OPEN;extern intFast_Mode = MODE_SMA;extern intFast_Shift

2、=0;extern intSlow_TimeFrame=0;extern intSlow_Period=73;extern intSlow_Price = PRICE_OPEN;extern intSlow_Mode = MODE_SMA;extern intSlow_Shift=0;extern double DVBuySell=0.002;extern intMAXTrades=5;/ nu mber of trades to have ope n at onceexter n double ProfitMade=100;/ how much money do you expect to

3、makeexter n double LossLimit=72;/ how much loss can you tolorateextern intTrailStop=999;/ traili ng stop (999=no traili ng stop)extern int PLBreakEven=999;made (999=off)extern int StartHour=0;/ your local time to start mak ing tradesexter n intStopHour=24;/ your local time to stop mak ing tradesexte

4、rn int BasketProfit=9999;/ if equity reaches this level, close tradesextern int BasketLoss=9999;/ if equity reaches this n egative level, close/ set break even when this many pips aretrades/ naming and nu mberi ngintMagicNumber = 200601182020; / allows multiple experts to trade on same acco untstri

5、ngTradeComme nt = "2MA_Diverge nceTrader_04_"/ used to determ ine whe n a bar has moved/ Bar han dli ng datetime bartime=0;intbartick=0;intobjtick=0;inttickco un t=0;/ nu mber of times bars have moved/ used to draw objects on the chart/ Trade con trol/ used to man age tradesbool TradeAllow

6、ed=true;/ Mi n/Max tracki ngdouble maxOrders;double maxEquity;double min Equity;double CECou nt;double CEProc;double CEBuy;double CESell;/+| Custom in it |ll+/ Called ONCE whe n EA is added to chart or recompiled int init()int i;stri ng o;/remove the old objectsfor(i=0; i<Bars; i+)o=DoubleT oStr(

7、i,0);ObjectDelete("myx"+o);ObjectDelete("myz"+o);objtick=0;Prin t("l nit happe ned ”,CurTime();Comme nt(” ");/+| Custom DE-i nit |/+/ Called ONCE whe n EA is removed from chart int dein it()int i;stri ng o;/remove the old objectsfor(i=0; i<Bars; i+)o=DoubleT oStr(i,0

8、);ObjectDelete("myx"+o);ObjectDelete("myz"+o);objtick=0;Prin t("MAX number of orders ”,maxOrders);Prin t("MAX equity”,maxEquity);Prin t("MIN equity",mi nEquity);Prin t("Close Everyth ing",CECou nt);Prin t("Close Proc”,CEProc);Prin t("Proc B

9、uy”,CEBuy);Prin t("Proc Sell”,CESell);Print("DE-Init happened ”,CurTime();Comme nt(” ");/+| Ma in|/+/ Called EACH TICK and each Bar int start()double p=Po in t();double spread=Ask-Bid;intcn t=0;intgle=0;intOrdersPerSymbol=0;intOrdersBUY=0;intOrdersSELL=0;intiFileHa ndle;/ stoploss and

10、 takeprofit and close control double SL=0;double TP=0;double Curre ntProfit=0;double Curren tBasket=0;/ directi on con trolbool BUYme=false;bool SELLme=false;/ Trade stuff double diverge;/ bar counting if(bartime!=TimeO)bartime=TimeO;bartick+;objtick+;TradeAllowed=true;Prin t("Bartick=",ba

11、rtick);OrdersPerSymbol=0;for(cnt=OrdersT otal();cnt>=O;cnt-)OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);if( OrderSymbol()=Symbol() && OrderMagicNumber()=MagicNumber)OrdersPerSymbol+;if(OrderType()=OP_BUY) OrdersBUY+; if(OrderType()=OP_SELL)OrdersSELL+;if(OrdersPerSymbol>maxOrders) max

12、Orders=OrdersPerSymbol;/+| In sert your in dicator here| And set either BUYme or| SELLme true to place orders | /+ diverge=diverge nce(O);Comme nt("Curre nt Diverge nee = ”,diverge);if( diverge>=DVBuySell )BUYme=true;if( diverge<=(DVBuySell*(-1) SELLme=true;/+/| End In sert |/+/ENTRY LONG

13、 (buy, Ask) if(OrdersPerSymbol<=MAXTrades && TradeAllowed && BUYme)/Ask(buy, lo ng)if(LossLimit =0) SL=0; else SL=Ask-(LossLimit+7)*Poi nt();if(ProfitMade=0) TP=0; else TP=Ask+(ProfitMade+7)*Point();OrderSe nd(Symbol(),OP_BUY,Lots,Ask,Slippage,SL,TP ,TradeComme nt,MagicNumber,Whit

14、 e);gle=GetLastError();if(gle=0)Prin t("BUYAsk=",Ask," bartick=",bartick);ObjectCreate("myx"+DoubleToStr(objtick,0),OBJ_TEXT, 0, TimeO,High0+(5*p);ObjectSetText("myx"+DoubleToStr(objtick,0),"B",15,"Arial",Red);bartick=0;TradeAllowed=false;e

15、lsePrint("-ERROR- BUYAsk=",Ask," error=",gle," bartick=",bartick);/ENTRY SHORT (sell, Bid)if(OrdersPerSymbol<=MAXTrades && TradeAllowed && SELLme )/Bid (sell, short)if(LossLimit =0) SL=0; else SL=Bid+(LossLimit+7)*Poi nt(); if(ProfitMade=0) TP=0; else

16、 TP=Bid-(ProfitMade+7)*Poi nt();OrderSe nd(Symbol(),OP_SELL,Lots,Bid,Slippage,SL,TP ,TradeComme nt,MagicNumber,Red);gle=GetLastError();if(gle=O)Prin t("SELL Bid=",Bid," bartick=",bartick);Time0,ObjectCreate("myx"+DoubleToStr(objtick,0),OBJ_TEXT, 0,High0+(5*p);ObjectSetT

17、ext("myx"+DoubleToStr(objtick,0),"S",15,"Arial",Red);bartick=0;TradeAllowed=false;elsePrint("-ERROR- SELL Bid=",Bid," error=",gle," bartick=",bartick);/Basket profit or lossCurren tBasket=Acco un tEquity()-Acco un tBala nce();if(Curre ntBas

18、ket>maxEquity) maxEquity=Curre ntBasket;if(Curre ntBasket<mi nEquity) min Equity=Curre ntBasket;if( CurrentBasket>=BasketProfit | CurrentBasket<=(BasketLoss*(-1)CloseEverythi ng();CECou nt+;/ CLOSE order if profit target made for(c nt=0;c nt<OrdersTotal();c nt+)OrderSelect(cnt, SELECT

19、_BY_POS, MODE_TRADES);if( OrderSymbol()=Symbol() && OrderMagicNumber()=MagicNumber )if(OrderType()=OP_BUY)Curre ntProfit=Bid-OrderOpe nPrice();/ modify for break even>=PLBreakEve n*p&&if(Curre ntProfitOrderOpe nPrice()>OrderStopLoss()SL=OrderOpe nPrice()+(spread*2);TP=OrderTake

20、Profit();OrderModify(OrderTicket(),OrderOpe nPrice(),SL,TP, White);gle=GetLastError();if(gle=0)Prin t("MODIFY BREAKEVEN BUY Bid=",Bid," bartick=",bartick);ObjectCreate("myz"+DoubleToStr(objtick,0),OBJ_TEXT, 0, TimeO,Low0-(7*p);ObjectSetText("myz"+DoubleT oStr(

21、objtick,0),"BE",15,"Arial",White);elsePrint("-ERROR-MODIFY BREAKEVEN BUY Bid=",Bid,"error=",gle," bartick=",bartick);/ modify for trailing stopif(Curre ntProfit >= TrailStop*p )SL=Bid-(TrailStop*p);TP=OrderTakeProfit();OrderModify(OrderTicket(),Or

22、derOpe nPrice(),SL,TP, White);gle=GetLastError();if(gle=0)Print ("MODIFY TRAILSTOP BUYStopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit=",Curre ntProfit);ObjectCreate("myz"+DoubleToStr(objtick,0),OBJ_TEXT, 0, Time0,Low0-(7*p

23、);ObjectSetText("myz"+DoubleT oStr(objtick,0),"TS",15,"Arial",White);elsePrint("-ERROR-MODIFY TRAILSTOP BUY Bid=",Bid,"error=",gle," bartick=",bartick);/ did we make our desired BUY profit/ or did we hit the BUY LossLimitif(Curre ntProfit&g

24、t;=(ProfitMade*p) | Curre ntProfit<=(LossLimit*(-1)*p)OrderClose(OrderTicket(),Lots,Bid,Slippage,White);gle=GetLastError();if(gle=0)Prin t("CLOSE BUY Bid=",Bid," bartick=",bartick);ObjectCreate("myz"+DoubleToStr(objtick,0),OBJ_TEXT, 0, Time0,Low0-(7*p);ObjectSetText(

25、"myz"+DoubleT oStr(objtick,0),"C",15,"Arial",White);elsePrint("-ERROR-CLOSE BUY Bid=",Bid,"bartick=",bartick); / if BUYif(OrderType()=OP_SELL)Curre ntProfit=OrderOpe nPrice()-Ask;/ modify for break evenif(Curre ntProfit>=PLBreakEve n*pOrderOpe nPr

26、ice()<OrderStopLoss()SL=OrderOpe nPrice()-(spread*2);TP=OrderTakeProfit();error=",gle,"&&OrderModify(OrderTicket(),OrderOpe nPrice(),SL,TP, Red);gle=GetLastError();if(gle=O)Print("MODIFY BREAKEVEN SELL Ask=",Ask," bartick=",bartick);ObjectCreate("myz&quo

27、t;+DoubleToStr(objtick,0),OBJ_TEXT, 0, TimeO,Low0-(7*p);ObjectSetText("myz"+DoubleT oStr(objtick,0),"BE",15,"Arial",Red);elsePrint("-ERROR-MODIFY BREAKEVEN SELL Ask=",Ask,"error=",gle," bartick=",bartick);/ modify for trailing stopif(Curre

28、ntProfit >= TrailStop*p)SL=Ask+(TrailStop*p);TP=OrderTakeProfit();OrderModify(OrderTicket(),OrderOpe nPrice(),SL,TP , Red);gle=GetLastError();if(gle=0)Print ("MODIFY TRAILSTOP SELL StopLoss=",SL," bartick=",bartick,"OrderTicket=",OrderTicket()," CurrProfit="

29、;,Curre ntProfit);ObjectCreate("myz"+DoubleToStr(objtick,0),OBJ_TEXT, 0, Time0,Low0-(7*p);ObjectSetText("myz"+DoubleT oStr(objtick,0),"TS",15,"Arial",Red);elsePrint("-ERROR-MODIFY TRAILSTOP SELL Ask=",Ask,"error=",gle," bartick=",

30、bartick);/ did we make our desired SELL profit?if( Curre ntProfit>=(ProfitMade*p) | Curre ntProfit<=(LossLimit*(-1)*p)OrderClose(OrderTicket(),Lots,Ask,Slippage,Red);gle=GetLastError();if(gle=0)Prin t("CLOSE SELL Ask=",Ask," bartick=",bartick);ObjectCreate("myz"+D

31、oubleToStr(objtick,0),OBJ_TEXT, 0, Time0,Low0-(7*p);ObjectSetText("myz"+DoubleT oStr(objtick,0),"C",15,"Arial",Red);elsePrint("-ERROR-CLOSE SELL Ask=",Ask," error=",gle,"bartick=",bartick); /if SELL / if(OrderSymbol) / for / start()/+| Clos

32、eEverythi ng |/+/ Closes all OPEN and PENDING orders int CloseEverythi ng()double myAsk;double myBid;intmyTkt;double myLot;intmyTyp;int i;bool result = false;for(i=OrdersTotal();i>=0;i-)OrderSelect(i, SELECT_BY_POS);myAsk=Marketl nfo(OrderSymbol(),MODE_ASK);myBid=Marketl nfo(OrderSymbol(),MODE_BI

33、D);myTkt=OrderTicket();myLot=OrderLots();myTyp=OrderType();switch( myTyp )/Close ope ned long positi onscase OP_BUY:result = OrderClose(myTkt, myLot, myBid, Slippage, Red);CEBuy+;break;/Close ope ned short positi onscase OP_SELL:result = OrderClose(myTkt, myLot, myAsk, Slippage, Red);CESell+;break;/

34、Close pending orderscase OP_BUYLIMIT :case OP_BUYSTOP :case OP_SELLLIMIT:case OP_SELLSTOP :result = OrderDelete( OrderTicket();if(result = false)Alert("Order " , myTkt , " failed to close. Error:" , GetLastError();Prin t("Order " , myTkt , " failed to close. Error:

35、" , GetLastError();Sleep(3000);Sleep(1000);CEProc+; /for / closeeveryth ingdouble diverge nce(i nt mypos)int i;double maF1, maF2, maS1, maS2;double dv1, dv2;maF 仁 iMA(Symbol(),Fast_TimeFrame,Fast_Period,Fast_Shift,Fast_Mode,Fast_Price,mypos)5maS仁iMA(Symbol(),Slow_TimeFrame,Slow_Period,Slow_Shif

36、t,Slow_Mode,Slow_Price,mypos);dv仁(maF1-maS1);maF2=iMA(Symbol(),Fast_TimeFrame,Fast_Period,Fast_Shift,Fast_Mode,Fast_Price,mypos+1);maS2=iMA(Symbol(),Slow_TimeFrame,Slow_Period,Slow_Shift,Slow_Mode,Slow_Price,my pos+1);dv2=(maF1-maS1)-(maF2-maS2);return(dv1-dv2);/*int PlaceOrder(string currency, stri

37、ng BuySell, int PM, int LL)/ Retur ns GetLastError nu mber/ you can call with ProfitMade or LossLimit set to/ zero, and none will be set whe n order is placedint gle=0;/ GetLastError nu mberdouble mySL;/ locally gen erated SLdouble myTP;/ locally gen erated TPdouble myAsk = Market In fo(curre ncy, MODE_ASK);double myBid =