Demandez ! - page 17

 

Hé, les codeurs !

Aaragorn et moi avons travaillé sur cette ea récemment.

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" est le nombre de périodes que vous regardez en arrière, et "Slope" est le nombre de pips que l'"EnterEMA" a augmenté dans le "Shift". Nous sommes encore en train de perfectionner la stratégie, et je me demandais si vous pouviez m'aider avec quelque chose.

 

Ceci est pour donner un certain contexte avant que je ne me concentre sur le code sur lequel j'ai une question...

#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 le stop loss s'est déclenché, il aurait dû clôturer peu de temps après mais ne l'a pas fait, pourtant le trailing stop s'est évidemment déclenché, voir ci-joint...

Dossiers :
 

Il ne fait toujours pas ce que je lui dis de faire...

Il a fait la clôture de la première transaction... mais pas de la deuxième... voir ci-joint.

 

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

cela semble fonctionner.

J'ai trouvé le bug...

cela devrait être

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

pour les shorts...

Je fais tellement de copier/coller que j'ai perdu la trace du signal d'ordre...oy.

 

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

devrait être

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

 

Questions sur la couleur

Comment faire pour que les lignes de la moyenne mobile aient la couleur que je spécifie lorsqu'elles s'ouvrent dans le graphique du testeur de stratégie?

Comment faire en sorte que les flèches soient plus grandes lorsque j'ouvre le graphique du testeur de stratégie ?

 

pensez-vous qu'il est possible d'avoir des enveloppes de moyennes mobiles qui se projettent dans le futur en ligne droite ?

 
kidhudi:
pensez-vous qu'il est possible d'avoir des enveloppes de moyennes mobiles qui se projettent dans le futur en ligne droite ?

les moyennesmobiles sont déterminées par la moyenne des "x" périodes passées,

par exemple, si vous appliquez la moyenne mobile à la clôture, une période clôture à 1.3417, et la suivante est 5 pips plus haut, et la suivante 5 plus haut, et ainsi de suite, une moyenne mobile fera la "moyenne" de ces valeurs pour arriver à une valeur actuelle.

et parce que le prix est toujours en train de changer, seules les moyennes mobiles qui remontent à plus de 100 pips ou plus, sont proches de la ligne droite la plupart du temps.

pour répondre à votre question, si c'est possible, faites-le moi savoir ! (lol)

 

Bonjour, je travaille sur un EA avec lequel j'essaie de faire un croisement de prix.

Comment puis-je savoir s'il y a eu croisement ?

Si je fais si Ask>iCustom() alors il passe des ordres chaque fois qu'il est au-dessus.

Si je fais si ask=iCustom() alors il manque des achats parce qu'il le fait par minute.

Dans le dealbook, je ferais si ask[-1] =iCustom mais je ne peux pas le faire ici car Ask et Bid n'ont pas d'historique.

 

graphiques supplémentaires

Bonjour,

J'aimerais savoir comment ajouter des graphiques supplémentaires pour Metatrader 4, comme l'argent, l'audnzd, le nzdusd, le platanium, etc. Quelqu'un m'avait déjà donné cette pièce jointe à copier-coller dans le dossier metatrader pour obtenir ces graphiques, mais il semble que je l'ai perdue, alors quelqu'un peut-il m'aider ?

thnx

kev