Probleme beim Schließen, bitte helfen - Seite 7

 
Ais wrote >>

Hallo Cameofx,
Danke für die freundliche Antwort.
Dieses Kodierungssystem ist sehr einfach und leicht.
Alles wird manuell in MetaEditor gemacht.
Das System wurde entwickelt, um große Programme einfach und mit hoher Geschwindigkeit zu entwickeln.
Das System sollte auch flexibel und zuverlässig sein.
Beste Grüße!

Hallo Ais
Das ist ein unglaubliches Stück Arbeit..... Wie kann das Forum dir genug danken? Ein Dankeschön und ein "Hipp, hipp, hurra".
Ich danke dir auch für die Geduld, die du bei der Erläuterung der vielen Fragen, die ich gestellt habe, aufgebracht hast. Ich danke Ihnen
Heute werde ich das Programm, das nicht funktioniert hat, 1_20[1], mit diesem Programm Anweisung für Anweisung vergleichen. Es gibt viel von beiden zu lernen.
Sie haben bereits bei der Entwicklung dieses Programms erwähnt, dass durch die Flexibilität dieses Programms Funktionen hinzugefügt werden können. Bei den Funktionen kann es sich um Indikatoren, Geldmanagement, das Stapeln von Positionen, das Ändern von Pending Orders usw. handeln. Kann eine Funktion hinzugefügt werden, die besagt, dass, wenn ein Handel liquidiert wurde, für den aktuellen Balken keine weiteren Geschäfte mehr ausgeführt werden können? Das mag für einige Leute im Forum kein Problem sein, aber ich würde gerne einen Backtest mit einer Option durchführen, bei der das System nach einer Liquidation nicht sofort auf dem aktuellen Balken handelt. Ist das möglich?
Danke, dass Sie hier waren.
Auf Wiedersehen für jetzt.
 

Hallo Ais
Es gibt ein paar kleine Änderungen in dem Vergleich. Ich bin erst seit kurzer Zeit dabei, ich habe die Arbeit noch nicht abgeschlossen. Aber ein auffallender Unterschied ist mit dem iNewBar (). Indem man iNewBar () eliminiert und die Variable iFirstRun durch iTime_0 ersetzt, wird die
( ( iNewBar () ==TRUE) || (iFirst == 1 ) ) aus der Programmgleichung verdrängt. iSignalOpen wird vereinfacht und schneller ausgeführt.
Super Arbeit.
Cheers
<bearbeitet>
Das obige beweist das gleiche für iSignalClose. Sehr einfach zu verstehen, wie die Steuerung durch das Programm läuft.
Vielen Dank!

 

Hallo Ais
Ich habe einen weiteren feinen Unterschied in iTryOpen und iTryClose gefunden. Keine offensichtliche Auswirkung. Werde mich aber über die "else-if"-Operatoren informieren, um sicherzugehen.
Nochmals vielen Dank.
Bin morgen wieder da.
Prost

 
////////////////////////////////////////////////////////////////////<         1>
// < Program : Property >                                         //<          >
//   #define   1    " "                                           //<          >
//   #define   2    " "                                           //<          >
// </Program : Property >                                         //<          >
//                                                                //<          >
// < Program : Content >                                          //<          >
//                                                                //<          >
// < Structure             18 elements  in      4 domains       > //<          >
// < 1. Data                9 elements  in      2 domains      /> //<          >
// < 2. Code                9 elements  in      2 domains      /> //<          >
// </Structure             18 elements  in      4 domains       > //<          >
//                                                                //<          >
// < 1. Data                9 =       4 i       3 d       - s   > //<          >
// < 1.1. Input             8 =       5 i       3 d       - s  /> //<          >
// < 1.2. Buffer            1 =       1 i       - d       - s  /> //<          >
// </1. Data                9 =       4 i       3 d       - s   > //<          >
//                                                                //<          >
// < 2. Code                9 /       - i      80 l       3 o   > //<          >
// < 2.1. Interface         6 /       - i      69 l       3 o  /> //<          >
// < 2.2. Special           3 /       - i      11 l       - o  /> //<          >
// </2. Code                9 /       - i      80 l       3 o   > //<          >
//                                                                //<          >
// </Program : Content >                                          //<          >

////////////////////////////////////////////////////////////////////<         2>
// < 1.1. Data : Input >                                          //<          >
//                                                                //<          >
// < 1.1. Input             8 =       5 i       3 d       - s   > //<          >
// <      1. Strategy       4 =       2 i       2 d       - s  /> //<          >
// <      2. Trading        4 =       3 i       1 d       - s  /> //<          >
// </1.1. Input             8 =       5 i       3 d       - s   > //<          >
//                                                                //<          >
// <      1.1.1. Strategy 4 >=====================================//<          >
                    int       iBaseLag          = 20            ; //<          >
                    int       iBaseBar          = 1             ; //<          >
                    double    dFactorTP         = 1.0           ; //<          >
                    double    dFactorSL         = 2.0           ; //<          >
// </     1.1.1. Strategy 4 >=====================================//<          >
//                                                                //<          >
// <      1.1.2. Trading 4 >======================================//<          >
                    int       iTradeBarOnce     = 1             ; //<          >
                    int       iSlippage         = 1             ; //<          >
                    int       iMagic            = 1             ; //<          >
                    double    dLots             = 0.1           ; //<          >
// </     1.1.2. Trading 4 >======================================//<          >
//                                                                //<          >
//                                                                //<          >
// </1.1. Data : Input >                                          //<          >
 
////////////////////////////////////////////////////////////////////<         3>
// < 1.2. Data : Buffer >                                         //<          >
//                                                                //<          >
// < 1.2. Buffer            1 =       1 i       - d       - s   > //<          >
// <      1. Flags          1 =       1 i       - d       - s  /> //<          >
// </1.2. Buffer            1 =       1 i       - d       - s   > //<          >
//                                                                //<          >
// <      1.2.1. Flags 1 >========================================//<          >
                    int       iTradeBarTime     = EMPTY         ; //<          >
// </     1.2.1. Flags 1 >========================================//<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </1.2. Data : Buffer >                                         //<          >

////////////////////////////////////////////////////////////////////<         4>
// < 2.1. Code : Interface >                                      //<          >
//                                                                //<          >
// < 2.1. Interface         6 /       - i      69 l       3 o   > //<          >
// <      1. iReserved_1              - i       - l       - o  /> //<          >
// <      2. iSignalOpen              - i      17 l       1 o  /> //<          >
// <      3. iSignalClose             - i      15 l       1 o  /> //<          >
// <      4. iGetTicket               - i       7 l       1 o  /> //<          >
// <      5. iTryOpen                 - i      15 l       - o  /> //<          >
// <      6. iTryClose                - i      15 l       - o  /> //<          >
// </2.1. Interface         6 /       - i      69 l       3 o   > //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </2.1. Code : Interface >                                      //<          >
 
////////////////////////////////////////////////////////////////////<         5>
// < 2.1.1. Code : Interface : iReserved_1 >                      //<          >
//int     iReserved_1 ()     //       - i       - l       - o     //<          >
//{                                                               //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//}                                                               //<          >
// </2.1.1. Code : Interface : iReserved_1 >                      //<          >

////////////////////////////////////////////////////////////////////<         6>
// < 2.1.2. Code : Interface : iSignalOpen >                      //<          >
int       iSignalOpen ()     //       - i      17 l       1 o     //<          >
{                                                                 //<          >
if      ( iTradeBarTime    == iTime   ( 0 , 0 , 0 ) )             //<          >
if      ( iTradeBarOnce    == 1 )       return    ( EMPTY     ) ; //<          >
//                                                                //<          >
static    int       iTime_0 = EMPTY                             ; //<          >
if      (           iTime_0 < iTime   ( 0 , 0 , 0 ) )             //<          >
        {           iTime_0 = iTime   ( 0 , 0 , 0 )             ; //<          >
          iTradeBarTime     = EMPTY                             ; //<          >
          static    double    dHighest , dLowest                ; //<          >
          dHighest = High   [ iHighest ( 0 , 0    , MODE_HIGH ,   //<          >
                              iBaseLag , iBaseBar           ) ] ; //<          >
          dLowest  = Low    [ iLowest  ( 0 , 0    , MODE_LOW  ,   //<          >
                              iBaseLag , iBaseBar           ) ] ; //<          >
        } // if                                                   //<          >
double    dAsk    = MarketInfo        ( Symbol () , MODE_ASK  ) ; //<          >
double    dBid    = MarketInfo        ( Symbol () , MODE_BID  ) ; //<          >
if      ( dAsk    > dHighest )          return    ( OP_BUY    ) ; //<          >
if      ( dBid    < dLowest  )          return    ( OP_SELL   ) ; //<          >
                                        return    ( EMPTY     ) ; //<          >
}                                                                 //<          >
// </2.1.2. Code : Interface : iSignalOpen >                      //<          >
 
////////////////////////////////////////////////////////////////////<         7>
// < 2.1.3. Code : Interface : iSignalClose >                     //<          >
int       iSignalClose ()    //       - i      15 l       1 o     //<          >
{                                                                 //<          >
static    int       iTime_0 = EMPTY                             ; //<          >
if      (           iTime_0 < iTime   ( 0 , 0 , 0 ) )             //<          >
        {           iTime_0 = iTime   ( 0 , 0 , 0 )             ; //<          >
          static    double    dATR    , dProfit  , dLoss        ; //<          >
          dATR    = iATR    ( 0 , 0   , iBaseLag , iBaseBar   ) ; //<          >
        } // if                                                   //<          >
//                                                                //<          >
double    dDelta  = OrderOpenPrice () - OrderClosePrice ()      ; //<          >
//                                                                //<          >
if      ( OrderType ()     == OP_BUY  )                           //<          >
        { dProfit = -dDelta ; dLoss  =  dDelta                ; } //<          >
else if ( OrderType ()     == OP_SELL )                           //<          >
        { dProfit =  dDelta ; dLoss  = -dDelta                ; } //<          >
else                                    return    ( EMPTY     ) ; //<          >
//                                                                //<          >
if      ( dProfit > dATR * dFactorTP )  return    ( TRUE      ) ; //<          >
if      ( dLoss   > dATR * dFactorSL )  return    ( TRUE      ) ; //<          >
                                        return    ( EMPTY     ) ; //<          >
}                                                                 //<          >
// </2.1.3. Code : Interface : iSignalClose >                     //<          >

////////////////////////////////////////////////////////////////////<         8>
// < 2.1.4. Code : Interface : iGetTicket >                       //<          >
int       iGetTicket ()      //       - i       7 l       1 o     //<          >
{                                                                 //<          >
for     ( int i   = OrdersTotal () - 1 ; i >= 0 ; i -- )          //<          >
        {                                                         //<          >
          if      ( OrderSelect ( i , SELECT_BY_POS ) == TRUE   ) //<          >
          if      ( OrderMagicNumber ()               == iMagic ) //<          >
                                      return ( OrderTicket () ) ; //<          >
        } // for                                                  //<          >
                                      return ( EMPTY          ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.1.4. Code : Interface : iGetTicket >                       //<          >
 
////////////////////////////////////////////////////////////////////<         9>
// < 2.1.5. Code : Interface : iTryOpen >                         //<          >
int       iTryOpen ()        //       - i      15 l       - o     //<          >
{                                                                 //<          >
int       iCommand          = iSignalOpen ()                    ; //<          >
if      ( iCommand         == EMPTY  )                return    ; //<          >
if      ( iCommand         == OP_BUY )                            //<          >
        { string    sType   = "Buy"  ;  int  iColor = Blue    ; } //<          >
else    {           sType   = "Sell" ;       iColor = Red     ; } //<          >
//                                                                //<          >
if      ( iCommand         == OP_BUY )  int  iMode  = MODE_ASK  ; //<          >
                                        else iMode  = MODE_BID  ; //<          >
double    dPrice  = MarketInfo ( Symbol () , iMode            ) ; //<          >
//                                                                //<          >
OrderSend  ( Symbol ()       , iCommand             , dLots   ,   //<          >
             NormalizeDouble ( dPrice , Digits )              ,   //<          >
             iSlippage  , 0  , 0 , "" , iMagic , 0  , iColor  ) ; //<          >
//                                                                //<          >
int       iTrap   = GetLastError ()                             ; //<          >
if      ( iTrap  == 0 )                                           //<          >
        { Alert   ( sType , " Was a Big Success"            ) ; } //<          >
else    { Alert   ( sType , " open exception "      , iTrap ) ; } //<          >
}                                                                 //<          >
// </2.1.5. Code : Interface : iTryOpen >                         //<          >

////////////////////////////////////////////////////////////////////<        10>
// < 2.1.6. Code : Interface : iTryClose >                        //<          >
int       iTryClose ()       //       - i      15 l       - o     //<          >
{                                                                 //<          >
int       iCommand          = iSignalClose ()                   ; //<          >
if      ( iCommand         == EMPTY  )                return    ; //<          >
if      ( OrderType ()     == OP_BUY )                            //<          >
        { string    sType   = "Buy"  ;  int  iColor = Red     ; } //<          >
else    {           sType   = "Sell" ;       iColor = Blue    ; } //<          >
//                                                                //<          >
if      ( OrderProfit ()    > 0      )  string sAct = "Take"    ; //<          >
                                        else   sAct = "Stop"    ; //<          >
double    dPrice  = OrderClosePrice ()                          ; //<          >
//                                                                //<          >
OrderClose ( OrderTicket ()  , OrderLots ()                   ,   //<          >
             NormalizeDouble ( dPrice , Digits )              ,   //<          >
             iSlippage                              , iColor  ) ; //<          >
//                                                                //<          >
int       iTrap   = GetLastError ()                             ; //<          >
if      ( iTrap  == 0 ) iTradeBarTime = iTime ( 0 , 0 , 0 ) ;   //<          >
          Alert   ( sType , " closed with Hard "    , sAct  ) ; } //<          >
else    { Alert   ( sType , " close exception "     , iTrap ) ; } //<          >
}                                                                 //<          >
// </2.1.6. Code : Interface : iTryClose >                        //<          >
 
////////////////////////////////////////////////////////////////////<        11>
// < 2.2. Code : Special >                                        //<          >
//                                                                //<          >
// < 2.2. Special           3 /       - i      11 l       - o   > //<          >
// <      1. init                     - i       1 l       - o  /> //<          >
// <      2. deinit                   - i       1 l       - o  /> //<          >
// <      3. start                    - i       9 l       - o  /> //<          >
// </2.2. Special           3 /       - i      11 l       - o   > //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </2.2. Code : Special >                                        //<          >

////////////////////////////////////////////////////////////////////<        12>
// < 2.2.1. Code : Special : Init >                               //<          >
int       init    ()         //       - i       1 l       - o     //<          >
{                                                                 //<          >
Alert   ( ""               , "Start " , UninitializeReason () ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.2.1. Code : Special : Init >                               //<          >
 
////////////////////////////////////////////////////////////////////<        13>
// < 2.2.2. Code : Special : Deinit >                             //<          >
int       deinit  ()         //       - i       1 l       - o     //<          >
{                                                                 //<          >
Alert   ( ""               , "Stop "  , UninitializeReason () ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.2.2. Code : Special : Deinit >                             //<          >

////////////////////////////////////////////////////////////////////<        14>
// < 2.2.3. Code : Special : Start >                              //<          >
int       start   ()         //       - i       9 l       - o     //<          >
{                                                                 //<          >
// < 2.2.3.1. History data inspection 4 >`````````````````````````//<          >
static    int       iTrigger   = 0       ; if ( iTrigger == 0 ) { //<          >
  if  ( ( iTime ( 0 , 0 , 0 ) == 0                          )     //<          >
  ||    ( iBars ( 0 , 0     )  < iBaseLag     + iBaseBar    ) )   //<          >
          return                         ; else iTrigger  = 1 ; } //<          >
// </2.2.3.1. History data inspection 4 >`````````````````````````//<          >
//                                                                //<          >
// < 2.2.3.2. Main routine 3 >````````````````````````````````````//<          >
int       iTicket           = iGetTicket ()                     ; //<          >
//                                                                //<          >
if      ( iTicket < 0 )       iTryOpen   ()                     ; //<          >
else                          iTryClose  ()                     ; //<          >
// </2.2.3.2. Main routine 3 >````````````````````````````````````//<          >
//                                                                //<          >
// < 2.2.3.3. Exception handler 2 >```````````````````````````````//<          >
int       iTrap   =           GetLastError ()                   ; //<          >
if      ( iTrap   > 0 )       Alert  ( "Exception " , iTrap   ) ; //<          >
// </2.2.3.3. Exception handler 2 >```````````````````````````````//<          >
}                                                                 //<          >
// </2.2.3. Code : Special : Start >                              //<          >
////////////////////////////////////////////////////////////////////<         0>


Vollständige Liste der Änderungen:

1. Die globale Variable "int iTradeBarOnce = 1 ;" wurde in den Bereich "Data : Input".
2. Die Domäne "Data : Buffer" wurde erstellt.
3. Die globale Variable "int iTradeBarTime" wurde in die Domäne "Data : Buffer" hinzugefügt.
4. Leere Funktion "iReserved_1 ()" wurde hinzugefügt.
5. Die Funktion "iSignalOpen ()" wurde geändert.
6. Die Funktion "iTryClose ()" wurde geändert.


Hinweise:

1. Die globale Variable "int iTradeBarOnce" erlaubt / verbietet die Wiederholung des Handels auf demselben Balken.
2. Der Wert dieser Variablen "0" erlaubt und der Wert "1" verbietet den wiederholten Handel auf demselben Balken.
3. Die globale Variable "int iTradeBarTime" überträgt die Eröffnungszeit des gehandelten Balkens von der Funktion "iTryClose ()".
4. Die Funktion "iSignalOpen ()" empfängt diesen Wert und verwendet ihn zur Steuerung des wiederholten Handels.
5. Ich möchte die Werte "1" und "0" anstelle von "TRUE" und "FALSE" verwenden.
6.

Die

folgenden Anweisungen sind gleichwertig, aber die erste funktioniert schneller:

if      ( iTradeBarTime    == iTime   ( 0 , 0 , 0 ) )             //<          >
if      ( iTradeBarOnce    == 1 )       return    ( EMPTY     ) ; //<          >

if    ( ( iTradeBarTime    == iTime   ( 0 , 0 , 0 ) )             //<          >
     && ( iTradeBarOnce    == 1 ) )     return    ( EMPTY     ) ; //<          >

7. Die leere Funktion "iReserved_1" wurde für die zukünftige Verwendung hinzugefügt.


Letzte Bearbeitung: 18.03.2010 22:54
Status: Fertig



Hallo Huckleberry und hi!
Ich werde das Programm später noch etwas erweitern, um es lesbarer zu machen.
Prost!

Dateien:
1_29.mq4  27 kb