Problemas de fechamento, por favor, ajude - página 7

 
Ais wrote >>

Olá Cameofx,
Obrigado por sua amável resposta.
Este sistema de codificação é muito simples e fácil.
Tudo feito manualmente no MetaEditor.
De fato, o sistema está sendo projetado para desenvolver grandes programas facilmente e com alta velocidade.
O sistema também deve ser flexível e confiável.
Com os melhores cumprimentos!

Olá, Ais
Este é um trabalho incrível..... Como o fórum pode lhe agradecer o suficiente? Um obrigado a você e um hip, hip, hooray.
Eu também reconheço a paciência que você gastou ao explicar as muitas perguntas que eu fiz. Agradeço a vocês
Hoje estarei comparando o programa que não funcionou, 1_20[1] com esta declaração de programa por declaração. Há muito a aprender com os dois.
Você mencionou anteriormente no desenvolvimento deste programa, que com a flexibilidade deste programa, características podem ser adicionadas. As características podem ser indicadores, gerenciamento de dinheiro, empilhamento de posições, modificação de ordens pendentes, etc... Pode ser adicionado um recurso que, quando uma negociação for liquidada, nenhuma outra negociação será executada na barra atual? Isto pode não ser um problema com algumas pessoas no fórum, mas eu gostaria de voltar atrás com uma opção onde o sistema não negociaria imediatamente na barra atual após uma liquidação. Isso é possível?
Obrigado por estar aqui.
Adeus, por enquanto.
 

Oi Ais
Há algumas mudanças sutis na comparação. Estou nisso há pouco tempo, ainda não terminei o trabalho. Mas uma diferença marcante é com a iNewBar (). Ao eliminar a iNewBar (), e substituir a variável iFirstRun pelo iTime_0, isto força o
( ( iNewBar () ==TRUE) || (iFirst == 1 ) ) fora da equação do programa. iSignalOpen é simplificado com uma execução mais rápida.
Ótimo trabalho.
Saúde
< editado>
O acima provou o mesmo para o iSignalClose. Muito fácil de entender o controle passando através do programa.
Obrigado.

 

Olá, Ais
Encontrei mais uma diferença sutil no iTryOpen e no iTryClose. Sem impacto aparente. Mas será lido nos operadores do 'else-if' para ser claro.
Mais uma vez, obrigado.
Volte amanhã.
Abraço

 
////////////////////////////////////////////////////////////////////<         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>


Lista completa de mudanças:

1. A variável global "int iTradeBarOnce = 1 ;" foi adicionada ao domínio "Data : Input".
2. Domínio "Dados : Buffer" foi criado.
3. A variável global "int iTradeBarTime" foi adicionada no domínio "Dados : Entrada": Buffer".
4. A função vazia "iReserved_1 ()" foi adicionada.
5. A função "iSignalOpen ()" foi alterada.
6. A função "iTryClose ()" foi modificada.


Notas:

1. A variável global "int iTradeBarOnce" permite/obriga a repetição de comércio na mesma barra.
2. O valor desta variável "0" permite e o valor "1" proíbe a repetição de comércio no mesmo compasso.
3. A variável global "int iTradeBarTime" transmite o tempo de abertura da barra negociada a partir da função "iTryClose ()".
4. A função "iSignalOpen ()" recebe este valor e o utiliza para controlar a repetição da negociação.
5. Eu gosto de usar valores "1" e "0" em vez de "TRUE" e "FALSE".
6.

As

seguintes afirmações são equivalentes, mas primeiro funcionam mais rapidamente:

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

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

7. A função vazia "iReserved_1" foi adicionada para uso futuro.


Última edição: 2010.03.18 22:54
Estado: Pronto



Olá Huckleberry e olá!
Um pouco mais tarde vou estender um pouco o programa para torná-lo mais legível.
Saúde!

Arquivos anexados:
1_29.mq4  27 kb