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¡Hola, codificadores!

Aaragorn y yo hemos estado trabajando en este ea últimamente

extern int MagicNumber = 0;

extern bool SignalMail = False;

extern bool EachTickMode = False;

extern double Lots = 0.1;

extern int Slippage = 3;

extern bool StopLossMode = False;

extern int StopLoss = 5;

extern bool TakeProfitMode = True;

extern int TakeProfit = 50;

extern bool TrailingStopMode = False;

extern int TrailingStop = 5;

extern int MaxOpenTrade = 1;

extern int Shift = 2;

extern double Slope = 2;

extern int EnterEMA = 38;

extern int ExitEMA = 1500;

#define SIGNAL_NONE 0

#define SIGNAL_BUY 1

#define SIGNAL_SELL 2

#define SIGNAL_CLOSEBUY 3

#define SIGNAL_CLOSESELL 4

int BarCount;

int Current;

bool TickCheck = False;

//+------------------------------------------------------------------+

//| expert initialization function |

//+------------------------------------------------------------------+

int init() {

BarCount = Bars;

if (EachTickMode) Current = 0; else Current = 1;

return(0);

}

//+------------------------------------------------------------------+

//| expert deinitialization function |

//+------------------------------------------------------------------+

int deinit() {

return(0);

}

//+------------------------------------------------------------------+

//| expert start function |

//+------------------------------------------------------------------+

int start() {

int Order = SIGNAL_NONE;

int Total, Ticket;

double StopLossLevel, TakeProfitLevel;

if (EachTickMode && Bars != BarCount) TickCheck = False;

Total = OrdersTotal();

Order = SIGNAL_NONE;

//+------------------------------------------------------------------+

//| Variable Begin |

//+------------------------------------------------------------------+

double Buy1_1 = iMA(NULL, 0, EnterEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double Buy1_2 = iClose(NULL, 0, Current + 0);

double Buy2_1 = iMA(NULL, 0, EnterEMA, 0, MODE_EMA, PRICE_CLOSE, Current + Shift);

double Buy2_2 = iClose(NULL, 0, Current + Shift);

double Sell1_1 = iMA(NULL, 0, EnterEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double Sell1_2 = iClose(NULL, 0, Current + 0);

double Sell2_1 = iMA(NULL, 0, EnterEMA, 0, MODE_EMA, PRICE_CLOSE, Current + Shift);

double Sell2_2 = iClose(NULL, 0, Current + Shift);

double CloseBuy1_1 = iClose(NULL, 0, Current + 0);

double CloseBuy1_2 = iMA(NULL, 0, ExitEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double CloseSell1_1 = iClose(NULL, 0, Current + 0);

double CloseSell1_2 = iMA(NULL, 0, ExitEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

//+------------------------------------------------------------------+

//| Variable End |

//+------------------------------------------------------------------+

bool IsTrade = False;

for (int i = 0; i < Total; i ++) {

OrderSelect(i, SELECT_BY_POS, MODE_TRADES);

if(OrderType() <= OP_SELL && OrderSymbol() == Symbol()) {

IsTrade = True;

if(OrderType() == OP_BUY) {

//+------------------------------------------------------------------+

//| Signal Begin(Exit Buy) |

//+------------------------------------------------------------------+

if (Sell1_1 < CloseBuy1_2) Order = SIGNAL_CLOSEBUY;

//+------------------------------------------------------------------+

//| Signal End(Exit Buy) |

//+------------------------------------------------------------------+

if (Order == SIGNAL_CLOSEBUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {

OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, MediumSeaGreen);

if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Close Buy");

if (!EachTickMode) BarCount = Bars;

IsTrade = False;

continue;

}

if(TrailingStopMode && TrailingStop > 0) {

if(Bid - OrderOpenPrice() > Point * TrailingStop) {

if(OrderStopLoss() < Bid - Point * TrailingStop) {

OrderModify(OrderTicket(), OrderOpenPrice(), Bid - Point * TrailingStop, OrderTakeProfit(), 0, MediumSeaGreen);

if (!EachTickMode) BarCount = Bars;

continue;

}

}

}

} else {

//+------------------------------------------------------------------+

//| Signal Begin(Exit Sell) |

//+------------------------------------------------------------------+

if (Sell1_1 > CloseBuy1_2) Order = SIGNAL_CLOSESELL;

//+------------------------------------------------------------------+

//| Signal End(Exit Sell) |

//+------------------------------------------------------------------+

if (Order == SIGNAL_CLOSESELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {

OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, DarkOrange);

if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Close Sell");

if (!EachTickMode) BarCount = Bars;

IsTrade = False;

continue;

}

if(TrailingStopMode && TrailingStop > 0) {

if((OrderOpenPrice() - Ask) > (Point * TrailingStop)) {

if((OrderStopLoss() > (Ask + Point * TrailingStop)) || (OrderStopLoss() == 0)) {

OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange);

if (!EachTickMode) BarCount = Bars;

continue;

}

}

}

}

}

}

//+------------------------------------------------------------------+

//| Signal Begin(Entry logics) |

//+------------------------------------------------------------------+

if (Buy1_1 < Buy1_2 && Buy2_1 Buy2_1*/) Order = SIGNAL_BUY;

if (Sell1_1 > Sell1_2 && Sell2_1 > Sell2_2/* && Sell1_1 + Slope*Point < Sell2_1*/) Order = SIGNAL_SELL;

//+------------------------------------------------------------------+

//| Signal End |

//+------------------------------------------------------------------+

if (Order == SIGNAL_BUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {

IsTrade = False;//---allows multiple orders to open

if(!IsTrade) {

if (AccountFreeMargin() < (1000 * Lots)) {

Print("We have no money. Free Margin = ", AccountFreeMargin());

return(0);

}

if (StopLossMode) StopLossLevel = Ask - StopLoss * Point; else StopLossLevel = 0.0;

if (TakeProfitMode) TakeProfitLevel = Ask + TakeProfit * Point; else TakeProfitLevel = 0.0;

if(OrdersTotal() < MaxOpenTrade)

Ticket = OrderSend(Symbol(), OP_BUY, Lots, Ask, Slippage, StopLossLevel, TakeProfitLevel, "Buy(#" + MagicNumber + ")", MagicNumber, 0, DodgerBlue);

if(Ticket > 0) {

if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {

Print("BUY order opened : ", OrderOpenPrice());

if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Open Buy");

} else {

Print("Error opening BUY order : ", GetLastError());

}

}

if (EachTickMode) TickCheck = True;

if (!EachTickMode) BarCount = Bars;

return(0);

}

}

if (Order == SIGNAL_SELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {

IsTrade = False;//---allows multiple orders to open

if(!IsTrade) {

if (AccountFreeMargin() < (1000 * Lots)) {

Print("We have no money. Free Margin = ", AccountFreeMargin());

return(0);

}

if (StopLossMode) StopLossLevel = Bid + StopLoss * Point; else StopLossLevel = 0.0;

if (TakeProfitMode) TakeProfitLevel = Bid - TakeProfit * Point; else TakeProfitLevel = 0.0;

if(OrdersTotal() < MaxOpenTrade)

Ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, Slippage, StopLossLevel, TakeProfitLevel, "Sell(#" + MagicNumber + ")", MagicNumber, 0, DeepPink);

if(Ticket > 0) {

if (OrderSelect(Ticket, SELECT_BY_TICKET, MODE_TRADES)) {

Print("SELL order opened : ", OrderOpenPrice());

if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Open Sell");

} else {

Print("Error opening SELL order : ", GetLastError());

}

}

if (EachTickMode) TickCheck = True;

if (!EachTickMode) BarCount = Bars;

return(0);

}

}

if (!EachTickMode) BarCount = Bars;

return(0);

}

//+------------------------------------------------------------------+

"Shift" es el número de periodos que mira hacia atrás, y "Slope" es cuántos pips ha subido el "EnterEMA" en el "Shift". Todavía estamos perfeccionando la estrategia, y me preguntaba si podrías ayudarme con algo.

 

esto es para dar un poco de contexto antes de reducir el código que tengo una pregunta acerca de ...

#property copyright "Aaragorn"

#property link "http://sufx.core.t3-ism.net/ExpertAdvisorBuilder/"

extern int MagicNumber = 0;

extern bool SignalMail = False;

extern bool EachTickMode = False;

extern double Lots = 0.35;

extern int Slippage = 3;

extern bool StopLossMode = False;

extern int StopLoss = 5;

extern bool TakeProfitMode = True;

extern int TakeProfit = 42;

extern bool TrailingStopMode = False;

extern int TrailingStop = 10;

extern int MaxOpenTrade = 1;

extern int Shift = 3;

//extern double Slope = 2;

extern int EntLongEMA = 46;

extern int EntShortEMA = 1;

extern int ExitEMA = 52;

extern int TrendEMA = 150;

//+-----------close based on not triggering trailing stop in allotted time----------------+

extern int MonitorInMinutes = 60; // minutes after open to check state of trade

extern int ThresholdMove = 1; // if after that time we don't have +'x' pips we will exit

extern int MinsMultiplier = 90; // multiplies the MonitorInMinutes to make minutes (if 'x'=60) into hours

#define SIGNAL_NONE 0

#define SIGNAL_BUY 1

#define SIGNAL_SELL 2

#define SIGNAL_CLOSEBUY 3

#define SIGNAL_CLOSESELL 4

int BarCount;

int Current;

bool TickCheck = False;

//+------------------------------------------------------------------+

//| expert initialization function |

//+------------------------------------------------------------------+

int init() {

BarCount = Bars;

if (EachTickMode) Current = 0; else Current = 1;

return(0);

}

//+------------------------------------------------------------------+

//| expert deinitialization function |

//+------------------------------------------------------------------+

int deinit() {

return(0);

}

//+------------------------------------------------------------------+

//| expert start function |

//+------------------------------------------------------------------+

int start() {

int Order = SIGNAL_NONE;

int Total, Ticket;

double StopLossLevel, TakeProfitLevel;

if (EachTickMode && Bars != BarCount) TickCheck = False;

Total = OrdersTotal();

Order = SIGNAL_NONE;

//+------------------------------------------------------------------+

//| Variable Begin |

//+------------------------------------------------------------------+

double Buy1_1 = iMA(NULL, 0, EntLongEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double Buy1_2 = iMA(NULL, 0, EntShortEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double Buy2_1 = iMA(NULL, 0, EntLongEMA, 0, MODE_EMA, PRICE_CLOSE, Current + Shift);

double Buy2_2 = iMA(NULL, 0, EntShortEMA, 0, MODE_EMA, PRICE_CLOSE, Current + Shift);

double Sell1_1 = iMA(NULL, 0, EntLongEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double Sell1_2 = iMA(NULL, 0, EntShortEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double Sell2_1 = iMA(NULL, 0, EntLongEMA, 0, MODE_EMA, PRICE_CLOSE, Current + Shift);

double Sell2_2 = iMA(NULL, 0, EntShortEMA, 0, MODE_EMA, PRICE_CLOSE, Current + Shift);

double CloseBuy1_1 = iMA(NULL, 0, EntShortEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double CloseBuy1_2 = iMA(NULL, 0, ExitEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double CloseSell1_1 = iMA(NULL, 0, EntShortEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double CloseSell1_2 = iMA(NULL, 0, ExitEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double C_trendsetter = iMA(NULL, 0, TrendEMA, 0, MODE_EMA, PRICE_CLOSE, Current + 0);

double S_trendsetter = iMA(NULL, 0, TrendEMA, 0, MODE_EMA, PRICE_CLOSE, Current + Shift);

//+------------------------------------------------------------------+

//| Variable End |

//+------------------------------------------------------------------+

//Check position

bool IsTrade = False;

for (int i = 0; i < Total; i ++) {

OrderSelect(i, SELECT_BY_POS, MODE_TRADES);

if(OrderType() <= OP_SELL && OrderSymbol() == Symbol()) {

IsTrade = True;

if(OrderType() == OP_BUY) {

//Close

//+------------------------------------------------------------------+

//| Signal Begin(Exit Buy)Closing logic for long positions |

//+------------------------------------------------------------------+

// if (Buy1_1 <= C_trendsetter) Order = SIGNAL_CLOSEBUY;

if (Buy1_1 <= C_trendsetter) StopLossMode = True;

if (Buy1_1 <= CloseBuy1_2) CloseOrder();

if (Buy1_1 <= CloseBuy1_2) TrailingStopMode = True;

//+------------------------------------------------------------------+

//| Signal End(Exit Buy) |

//+------------------------------------------------------------------+

if (Order == SIGNAL_CLOSEBUY && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {

OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, MediumSeaGreen);

if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Bid, Digits) + " Close Buy");

if (!EachTickMode) BarCount = Bars;

IsTrade = False;

continue;

}

//Trailing stop

if(TrailingStopMode && TrailingStop > 0) {

if(Bid - OrderOpenPrice() > Point * TrailingStop) {

if(OrderStopLoss() < Bid - Point * TrailingStop) {

OrderModify(OrderTicket(), OrderOpenPrice(), Bid - Point * TrailingStop, OrderTakeProfit(), 0, MediumSeaGreen);

if (!EachTickMode) BarCount = Bars;

TrailingStopMode = False; //resets mode after each order

StopLossMode = False; //resets mode after each order

continue;

}

}

}

} else {

//Close

//+------------------------------------------------------------------+

//| Signal Begin(Exit Sell)Closing logic for short positions |

//+------------------------------------------------------------------+

// if (Buy1_1 >= C_trendsetter) Order = SIGNAL_CLOSEBUY;

if (Buy1_1 >= C_trendsetter) StopLossMode = True;

if (Sell1_1 >= CloseSell1_2) CloseOrder();

if (Sell1_1 >= CloseSell1_2) TrailingStopMode = True;

//+------------------------------------------------------------------+

//| Signal End(Exit Sell) |

//+------------------------------------------------------------------+

if (Order == SIGNAL_CLOSESELL && ((EachTickMode && !TickCheck) || (!EachTickMode && (Bars != BarCount)))) {

OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, DarkOrange);

if (SignalMail) SendMail("[Signal Alert]", "[" + Symbol() + "] " + DoubleToStr(Ask, Digits) + " Close Sell");

if (!EachTickMode) BarCount = Bars;

IsTrade = False;

continue;

}

//Trailing stop

if(TrailingStopMode && TrailingStop > 0) {

if((OrderOpenPrice() - Ask) > (Point * TrailingStop)) {

if((OrderStopLoss() > (Ask + Point * TrailingStop)) || (OrderStopLoss() == 0)) {

OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point * TrailingStop, OrderTakeProfit(), 0, DarkOrange);

if (!EachTickMode) BarCount = Bars;

TrailingStopMode = False; //resets mode after each order

StopLossMode = False; //resets mode after each order

continue;

}

}

}

}

}

}[/PHP]

I am working on the exit logics... This is the buy.closing...

//+------------------------------------------------------------------+

//| Signal Begin(Exit Buy)Closing logic for long positions |

//+------------------------------------------------------------------+

if (Buy1_1 <= C_trendsetter) Order = SIGNAL_CLOSEBUY;

// if (Buy1_1 <= C_trendsetter) StopLossMode = True;

if (Buy1_1 <= CloseBuy1_2) CloseOrder();

if (Buy1_1 <= CloseBuy1_2) TrailingStopMode = True;

When I turn on the close buy condition it does in fact close the trade.

see attached.

[PHP]//+------------------------------------------------------------------+

//| Signal Begin(Exit Buy)Closing logic for long positions |

//+------------------------------------------------------------------+

// if (Buy1_1 <= C_trendsetter) Order = SIGNAL_CLOSEBUY;

if (Buy1_1 <= C_trendsetter) StopLossMode = True;

if (Buy1_1 <= CloseBuy1_2) CloseOrder();

if (Buy1_1 <= CloseBuy1_2) TrailingStopMode = True;

si el stop loss se activó debería haber cerrado poco después pero no lo hizo, sin embargo el trailing stop obviamente se activó, ver adjunto..

Archivos adjuntos:
executedclose.gif  54 kb
partialexecutedlogic.gif  62 kb
 

Todavía no hace lo que le digo que haga...

Hizo el cierre en el primer comercio...pero no el segundo comercio...ver adjunto.

Archivos adjuntos:
partialexecutedlogic_1.gif  63 kb
my_second_strategytester.mq4  14 kb
 

if (Buy1_1 + StopLoss*Point <= C_trendsetter) Order = SIGNAL_CLOSEBUY;

esto parece funcionar.

encontrado el error ...

esto debería ser

if (Buy1_1 + StopLoss*Point <= C_trendsetter) Order = SIGNAL_CLOSESELL;

para los cortos...

Copio y pego tanto que he perdido la pista de la señal de orden...oy.

 

si (Buy1_1 + StopLoss*Point <= C_trendsetter) Orden = SIGNAL_CLOSEBUY;

debería ser

si (Buy1_1 + StopLoss*Point <= C_trendsetter) Order = SIGNAL_CLOSESELL;

 

Preguntas sobre el color

¿Cómo puedo hacer que las líneas de la media móvil tengan el color que yo especifique cuando se abre en el gráfico del probador de estrategias?

¿Cómo puedo hacer que las flechas se muestren más grandes cuando abro el gráfico del probador de estrategias?

 

¿crees que es posible tener medias móviles envolventes que se proyecten en el futuro en línea recta?

 
kidhudi:
¿crees que es posible tener medias móviles envolventes que se proyecten hacia el futuro en línea recta?

las mediasmóviles se determinan por la media de los últimos "x" periodos,

por ejemplo, si usted aplica la media móvil al cierre, un período cierra en 1.3417, y el siguiente es 5 pips más alto, y el siguiente 5 más alto, y etc, una media móvil "promediaría" esos valores para llegar a un valor actual.

y como el precio siempre está cambiando, sólo las medias móviles que miran hacia atrás por más de 100 pips o así, se ven cerca de la recta la mayor parte del tiempo

¡en respuesta a su pregunta, si es posible, por favor hágamelo saber! (lol)

 

hola, estoy trabajando en un EA con el que estoy intentando hacer un cruce de precios.

¿Cómo puedo saber si ha cruzado?

si hago if Ask>iCustom() entonces pone órdenes cada vez que está por encima

si hago if ask=iCustom() entonces pierde las compras porque lo hace por minuto

en dealbook haría if ask[-1] =iCustom pero no puedo averiguarlo aquí ya que Ask y Bid no tienen historial

 

gráficos adicionales

Hola,

esto es probablemente irrelevante para este hilo, pero quería saber cómo añadir en los gráficos adicionales para metatrader 4 ... como la plata, audnzd, nzdusd, platino, etc. El tema de la seguridad de la información es un tema que no tiene nada que ver con el tema de la seguridad de la información.

thnx

kev

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