关闭的问题,请帮助 - 页 4

 
Ais wrote>>

没有SL和TP也可以工作。
,但我们仍然需要在盈利的情况下关闭订单的条件。
,请看看更新的函数 "iSignalClose",
https://www.mql5.com/en/forum/124521/page2
,现在它当然是虚拟SL的条件。
,但我们仍然需要虚拟TP的条件。
,等待您的答复。
:)


你好,艾斯
哇,这是伟大的工作。谢谢你。
对不起,我不得不离开。今天是星期天,家庭在湖边的时间,然后是晚餐。
几分钟前我刚打开程序,看到你所做的所有工作。
我怎么能不感谢你呢?这可能需要一点时间让我吸收。
没有讨论过TP的想法是,我正在把这个东西放在一起,一次一个声明或功能。
语句或函数的时候。只是慢慢理解如何建立一个程序。
你对此的看法缩短了程序,而且很专业。谢谢你的分享。
TP和SL会更复杂一些。正如我所说的,我正在慢慢学习这个。
不确定接下来应该做什么功能。如果可以的话,我将告知你大的情况。

1.通过这个程序,我想增加更多的位置。比如说最初的位置。
已经在程序中的那个,然后是位置2、3、4和5。
注意:没有用5个以上的头寸进行回测。

2.2.随着新仓位的出现,每一个仓位的SL都需要调整。当SL被击中时,所有头寸
都被清算。

3.3.每一个额外的头寸将是之前头寸的1/2 ATR。买入将是ATR的1/2倍。
而卖出则会降低1/2 ATR。

4.4. SL将被调整1/2 ATR,与每个额外的头寸同步。
注意:有一段时间,当你在一个体面的趋势中,价格确实超过了1/2 ATR。
并希望不再有任何头寸。在这个趋势中,有一段时间,价格也会达到一个点,即过去10个柱状的最低点,将高于最后的SL。在这种情况下,止损点会根据过去10个柱子的最低点进行调整。并且在低点被移出图表后进行相应调整。正如你所看到的,SL不是一个追踪止损。而是通过ATR*2来调整,然后通过过去10天的最低点来调整。(所提到的情况是一个买入条件。卖出条件则正好相反)。

这是我手工回测的系统。
我没有机会用代码或TP进行回测。也许在不久的将来,我可以研究一下
价格模式。但就目前而言,我已经让利润运行,并承受了许多小的损失。

有人告诉我,我不应该试图变得复杂。我应该在小程序中学习
并以此为基础。 所以我正试图这样做。所以我想下一步应该是学习
如何在额外的位置上进行枢轴操作。然后学习如何调整SL。

资金管理可以推迟到最后再进行。但如此重要。如果你认为我的方向错了,我很感激
任何意见。

我确实希望,已经完成的工作,不会因为额外的步骤而受到阻碍。
我只是不知道哪一步应该先做,或者什么应该跟上。

谢谢你所做的一切。
我很钦佩你的改进。我还会回来的,我肯定还会有更多问题。你所提供的东西有很多值得学习的地方。
干杯
 

你好,Huckleberry,

,最好的感谢:
"
你好,Ais
哇,这是伟大的工作。谢谢你。
"
真的,真的。

现在我打算改进计算。
确切地说,我想只在新条上计算ATR。
这样可以更快地测试和优化。

而且,最主要的是,我的意图是,你将能够很容易地改变程序。
即使你要扩展这个程序并增加新的功能。
这个结构特别是为了减少复杂性。
在不久的将来,我将在大型程序中使用同样的结构。

至于交易策略,我只是匆匆研究了一下。
我相信有很多策略可以而且一定会起作用。

我想帮助你研究这个结构,以获得最佳理解。

最好的问候和再见

P.S. 今后我将只用虚拟取款和止损来工作。

 
////////////////////////////////////////////////////////////////////<         1>
// < Program : Property >                                         //<          >
//   #define   1    " "                                           //<          >
//   #define   2    " "                                           //<          >
// </Program : Property >                                         //<          >
//                                                                //<          >
// < Program : Content >                                          //<          >
//                                                                //<          >
// < Structure             16 elements  in      4 domains       > //<          >
// < 1. Data                7 elements  in      2 domains      /> //<          >
// < 2. Code                9 elements  in      2 domains      /> //<          >
// </Structure             16 elements  in      4 domains       > //<          >
//                                                                //<          >
// < 1. Data                7 =       4 i       3 d       - s   > //<          >
// < 1.1. Input             7 =       4 i       3 d       - s  /> //<          >
// < 1.2. Buffer            - =       - i       - d       - s  /> //<          >
// </1. Data                7 =       4 i       3 d       - s   > //<          >
//                                                                //<          >
// < 2. Code                9 /       - i      82 l       4 o   > //<          >
// < 2.1. Interface         6 /       - i      71 l       4 o  /> //<          >
// < 2.2. Special           3 /       - i      11 l       - o  /> //<          >
// </2. Code                9 /       - i      82 l       4 o   > //<          >
//                                                                //<          >
// </Program : Content >                                          //<          >
     

////////////////////////////////////////////////////////////////////<         2>
// < 1.1. Data : Input >                                          //<          >
//                                                                //<          >
// < 1.1. Input             7 =       4 i       3 d       - s   > //<          >
// <      1. Strategy       4 =       2 i       2 d       - s  /> //<          >
// <      2. Trading        3 =       2 i       1 d       - s  /> //<          >
// </1.1. Input             7 =       4 i       3 d       - s   > //<          >
//                                                                //<          >
// <      1. Strategy 4 >=========================================//<          >
                    int       iBaseLag          = 20            ; //<          >
                    int       iBaseBar          = 1             ; //<          >
                    double    dFactorTP         = 2.0           ; //<          >
                    double    dFactorSL         = 2.0           ; //<          >
// </     1. Strategy 4 >=========================================//<          >
//                                                                //<          >
// <      2. Trading 3 >==========================================//<          >
                    int       iSlippage         = 1             ; //<          >
                    int       iMagic            = 1             ; //<          >
                    double    dLots             = 0.1           ; //<          >
// </     2. Trading 3 >==========================================//<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </1.1. Data : Input >                                          //<          >
     
 
////////////////////////////////////////////////////////////////////<         3>
// < 1.2. Data : Buffer >                                         //<          >
//                                                                //<          >
// < 1.2. Buffer            - =       - i       - d       - s   > //<          >
// </1.2. Buffer            - =       - i       - d       - s   > //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
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//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </1.2. Data : Buffer >                                         //<          >
     

////////////////////////////////////////////////////////////////////<         4>
// < 2.1. Code : Interface >                                      //<          >
//                                                                //<          >
// < 2.1. Interface         6 /       - i      71 l       4 o   > //<          >
// <      1. iNewBar                  - i       4 l       1 o  /> //<          >
// <      2. iSignalOpen              - i      15 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      71 l       4 o   > //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
// </2.1. Code : Interface >                                      //<          >
     
 
////////////////////////////////////////////////////////////////////<         5>
// < 2.1.1. Code : Interface : iNewBar >                          //<          >
int       iNewBar ()         //       - i       4 l       1 o     //<          >
{                                                                 //<          >
static    int       iTime_0 = 0                                 ; //<          >
//                                                                //<          >
if      ( iTime_0 < iTime   ( 0 , 0 , 0 ) )                       //<          >
        { iTime_0 = iTime   ( 0 , 0 , 0 ) ;  return ( TRUE  ) ; } //<          >
else    {                                    return ( EMPTY ) ; } //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.1.1. Code : Interface : iNewBar >                          //<          >
     

////////////////////////////////////////////////////////////////////<         6>
// < 2.1.2. Code : Interface : iSignalOpen >                      //<          >
int       iSignalOpen ()     //       - i      15 l       1 o     //<          >
{                                                                 //<          >
static    int                           iFirstRun   = 1         ; //<          >
if    ( ( iNewBar () == TRUE )   ||   ( iFirstRun  == 1 ) )       //<          >
        {                               iFirstRun   = 0         ; //<          >
          int iIndexH = iHighest      ( 0 , 0    , MODE_HIGH  ,   //<          >
                                        iBaseLag , iBaseBar   ) ; //<          >
          int iIndexL = iLowest       ( 0 , 0    , MODE_LOW   ,   //<          >
                                        iBaseLag , iBaseBar   ) ; //<          >
          static double dHigh ; dHigh = High     [ iIndexH    ] ; //<          >
          static double dLow  ; dLow  = Low      [ iIndexL    ] ; //<          >
        } // if                                                   //<          >
//                                                                //<          >
double    dAsk    = MarketInfo        ( Symbol () , MODE_ASK  ) ; //<          >
if      ( dAsk    > dHigh )             return    ( OP_BUY    ) ; //<          >
//                                                                //<          >
double    dBid    = MarketInfo        ( Symbol () , MODE_BID  ) ; //<          >
if      ( dBid    < dLow  )             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                           iFirstRun   = 1         ; //<          >
if    ( ( iNewBar () == TRUE )   ||   ( iFirstRun  == 1 ) )       //<          >
        {                               iFirstRun   = 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 )                                           //<          >
          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 () ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
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//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </2.2.1. Code : Special : Init >                               //<          >
     
 
////////////////////////////////////////////////////////////////////<        13>
// < 2.2.2. Code : Special : Deinit >                             //<          >
int       deinit  ()         //       - i       1 l       - o     //<          >
{                                                                 //<          >
Alert   ( ""               , "Stop "  , UninitializeReason () ) ; //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
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//                                                                //<          >
//                                                                //<          >
//                                                                //<          >
}                                                                 //<          >
// </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 >                              //<          >
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Adjust MetaEditor window to see 25 lines x 80 columns.
Use <Page Up> and <Page Down> to scroll the content.

Last edit: 2010.03.16 18:44
State: Ready
     

附加的文件:
1_24.mq4  27 kb