回溯测试中的伟大EA! - 页 114

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DudeWorks:
这里还有一个写文件的样本，就在MT编辑器里......

这将允许你记录到一个csv文件，修改你的输出，你想。

int handle;

datetime orderOpen=OrderOpenTime();

handle=FileOpen("c:\cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

if(handle>0)

{

FileWrite(handle, Close[0], Open[0], High[0], Low[0], TimeToStr(orderOpen));

FileClose(handle);

}

我是在IBFX的现场，我可以为你转发测试微型手的现场。但是我的账户上还有其他的实盘交易，所以我必须把CT的结果单独拿出来。

请给我发电子邮件地址

我必须把所有这些打印到文件中，以及我评估的任何指标....，目前它只是把这些打印到日志中。

ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, SlipPage, StopLoss, Bid - (TakeProfit * Point), "NeuroCluster-testing-AI-LS1", MagicNumber, 0, Green);

if(ticket > 0)

{

if(OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))

{

int handle;

datetime orderOpen=OrderOpenTime();

handle=FileOpen("C:\cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

if(handle>0)

{

FileWrite(handle,"Hour: ",TimeHour(CurTime())," Minute: ",TimeMinute(CurTime()));

FileWrite(handle,"SellPossibilityMid*SellPossibilityQuality:", SellPossibilityMid*SellPossibilityQuality);

FileWrite(handle,"BuyPossibilityMid*BuyPossibilityQuality:", BuyPossibilityMid*BuyPossibilityQuality);

FileWrite(handle,"UndefinedPossibilityMid*UndefinedPossibilityQuality:", UndefinedPossibilityMid*UndefinedPossibilityQuality);

FileWrite(handle,"UndefinedSucPossibilityQuality:", UndefinedSucPossibilityQuality);

FileWrite(handle,"SellSucPossibilityQuality:", SellSucPossibilityQuality);

FileWrite(handle,"BuySucPossibilityQuality:", BuySucPossibilityQuality);

FileWrite(handle,"UndefinedPossibilityQuality:", UndefinedPossibilityQuality);

FileWrite(handle,"SellPossibilityQuality:", SellPossibilityQuality);

FileWrite(handle,"BuyPossibilityQuality:", BuyPossibilityQuality);

FileWrite(handle,"UndefinedSucPossibilityMid:", UndefinedSucPossibilityMid);

FileWrite(handle,"SellSucPossibilityMid:", SellSucPossibilityMid);

FileWrite(handle,"BuySucPossibilityMid:", BuySucPossibilityMid);

FileWrite(handle,"UndefinedPossibilityMid:", UndefinedPossibilityMid);

FileWrite(handle,"SellPossibilityMid:", SellPossibilityMid);

FileWrite(handle,"BuyPossibilityMid:", BuyPossibilityMid);

FileClose(handle);

}

我不知道该怎么做......但这是正确的吗？这不是生成文件。一定是不对的。

2006.11.08 11:21:54 2006.10.06 12:08 Cyberia Trader1.9 R2.2 AlertEuro EURUSDm,H1: error(4101): wrong file name

2006.11.08 11:21:54 2006.10.06 12:08 Cyberia Trader1.9 R2.2 AlertEuro：绝对文件路径 "C:cyberia_log.csv "不允许。

????

这有什么问题吗？

 

好的，这样就好了....

ticket = OrderSend(Symbol(), OP_SELL, Lots, Bid, SlipPage, StopLoss, Bid - (TakeProfit * Point), "NeuroCluster-testing-AI-LS1", MagicNumber, 0, Green);

if(ticket > 0)

{

if(OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))

{

datetime sorderOpen=OrderOpenTime();

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

if(handle!=-1)

{

FileWrite(handle,"Hour: ",TimeHour(CurTime())," Minute: ",TimeMinute(CurTime()));

FileWrite(handle,"SellPossibilityMid*SellPossibilityQuality:", SellPossibilityMid*SellPossibilityQuality);

FileWrite(handle,"BuyPossibilityMid*BuyPossibilityQuality:", BuyPossibilityMid*BuyPossibilityQuality);

FileWrite(handle,"UndefinedPossibilityMid*UndefinedPossibilityQuality:", UndefinedPossibilityMid*UndefinedPossibilityQuality);

FileWrite(handle,"UndefinedSucPossibilityQuality:", UndefinedSucPossibilityQuality);

FileWrite(handle,"SellSucPossibilityQuality:", SellSucPossibilityQuality);

FileWrite(handle,"BuySucPossibilityQuality:", BuySucPossibilityQuality);

FileWrite(handle,"UndefinedPossibilityQuality:", UndefinedPossibilityQuality);

FileWrite(handle,"SellPossibilityQuality:", SellPossibilityQuality);

FileWrite(handle,"BuyPossibilityQuality:", BuyPossibilityQuality);

FileWrite(handle,"UndefinedSucPossibilityMid:", UndefinedSucPossibilityMid);

FileWrite(handle,"SellSucPossibilityMid:", SellSucPossibilityMid);

FileWrite(handle,"BuySucPossibilityMid:", BuySucPossibilityMid);

FileWrite(handle,"UndefinedPossibilityMid:", UndefinedPossibilityMid);

FileWrite(handle,"SellPossibilityMid:", SellPossibilityMid);

FileWrite(handle,"BuyPossibilityMid:", BuyPossibilityMid);

FileClose(handle);

}

else

{

int err;

err=GetLastError();

Print("error(",err,"): ",ErrorDescription(err));

return(0);

}

好的，这就产生了一个文件，但该文件只包含一个条目，而不是所有的订单....oy。

 
DudeWorks:
我会为你编码，给我今晚的时间，告诉我你还想甩掉什么？

除了上面的cyberia逻辑外...

我正在考虑测试熊市和牛市的力量指标、cci、adx的3个值、macd和随机指数、rsi，以及基于当前条形图中的收盘价的1MA（收盘价的MA），如果还有其他你认为可以评估的指标，请继续并抛出它们。你明白我的意思，我只是想生成一个轮廓，所以角度越多越好，真的......在一定程度上我想。

还有一件事我必须补充。我在另一个EA上做了一项工作，在订单开仓时保存账户净值，然后在订单关闭时将其与账户净值进行比较，并确定交易是赢家还是输家......我需要这个数据转储也包括这样的交易结果，以便我们在分析交易时知道将其归入哪个类别。

我想我要重新设计一下，用订单开盘价和订单收盘价来代替，因为多笔交易可能会改变账户资产...等一下....

我已经走了一半的路，我已经在代码中得到了这个，只是需要再调整一下......

/////////////record outcomes/////////////////

空白记录长线成果()

{

如果(Bid<OrderOpenPrice())

{

OrderSelect(OrderTicket(),SELECT_BY_POS,MODE_TRADES) 。

Print(" Loser Long ",OrderTicket()," Opened:",OrderOpenPrice()," Closed:",Bid)。

}

返回(0)。

}

空白记录空头结果()

{

如果(Ask>OrderOpenPrice())

{

OrderSelect(OrderTicket(),SELECT_BY_POS,MODE_TRADES) 。

Print(" Loser Short ",OrderTicket()," Opened:",OrderOpenPrice()," Closed:",Bid)。

}

return(0);

}

 

所以我们在这里的工作方向......也是我前段时间的想法，但我太懒了......是在每个订单的时候记录所有的变量和指标值，这样我们可以看到每个订单到底发生了什么，以确定相关性。

我一直很好奇，当它最终给出一个订单信号时，哪些可能性是存在的，所以这确实应该显示。

然而，每行的宽度可能相当宽，但我认为我们可以进入，如果我们使我们只记录实际选择的指标。

我认为MT4文件的宽度是64个字段......所以有足够的空间来进行操作。

我把我的电子邮件发给你了

 
DudeWorks:
所以，我们在这里的工作方向......也是我前一阵子的想法，但我太懒了......是在每笔订单的时候记录所有的变量和指标值，这样我们就可以看到每笔订单的确切情况，以确定相关性

我一直很好奇，当它最终给出一个订单信号时，有哪些可能性，所以这确实应该显示。

然而，每行的宽度可能相当宽，但我认为我们可以进入，如果我们使我们只记录实际选择的指标。

我想，MT4文件的宽度是64个字段......所以有足够的空间进行操作。

我把我的电子邮件发给你了

准确地说!精确性确实是我们在过滤器中寻找的，这可能揭示了如何使它对我们有用。

好的，我把我的病人项目发给你，让你探索一下，但不要让它分散你对这个数据转储的注意力，好吗？

当我遇到困难时，我欢迎身边有一个更有经验的开发者。我真的还是个新手，还没有太多的经验。

至于输出。你从这个平台上输出的东西都不可能超过excel的尺寸。我需要的是，它要容易识别，所以当我把 它导入excel时，我可以看到我在做什么，而不是一堆没有记录的数字，都挤在一起，用定界符隔开。我需要每个值的数据标签。我们正在寻找15个CT字段，加上8个指标，CCI，RSI，1MA，bearspower，bullspower，adx(threevalues)，再加上无论你怎么做macd和stochastics，如果你计算6，那么总字段=29，加上赢（见以前的帖子）或输=30，开盘和收盘以及时间加3，总和=33，因为我计算。

33个字段/订单。这应该能说明一些问题，是吗？还有一个小忙，如果你能让日期时间真正打印出来（打印到文件），而不是计算机使用的intergervalue，人类可以理解的日期时间，这也会有帮助。

 

关于这一点，我得到了错误信息......

在我关闭OrderSelect之前，"OrderClose函数 的无效票"。

但我想你能明白我想从中得到什么。

/////////////record outcomes/////////////////

void RecordLongOutcomes()

{

//OrderSelect(OrderTicket(),SELECT_BY_POS,MODE_TRADES);

if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)

{

if(OrderType()==OP_BUY)

{

if(OrderOpenPrice() + Spread < OrderClosePrice())

{

datetime borderOpen=OrderOpenTime();

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

if(handle!=-1)

{

FileWrite(handle,"Winning Long OrderTicket: ",OrderTicket()," Opened @: ",OrderOpenPrice()," Closed @: ",OrderClosePrice()," Order Open Time: ",borderOpen);

FileClose(handle);

Print(" Winning Long ",OrderTicket()," Opened: ",OrderOpenPrice()," Closed: ", Bid);

}

else

{

int err;

err=GetLastError();

Print("error(",err,"): ",ErrorDescription(err));

return(0);

}

}

else

{

datetime buyorderOpen=OrderOpenTime();

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

if(handle!=-1)

{

FileWrite(handle,"Losing Long OrderTicket: ",OrderTicket()," Opened @: ",OrderOpenPrice()," Closed @: ",OrderClosePrice()," Order Open Time: ",buyorderOpen);

FileClose(handle);

Print(" Losing Long ",OrderTicket()," Opened: ",OrderOpenPrice()," Closed: ", Bid);

}

else

{

int err1;

err=GetLastError();

Print("error(",err1,"): ",ErrorDescription(err1));

return(0);

}

}//if win or lose

}//if buy

}//if symbol and magic number

return (0);

}//record long outcomes

void RecordShortOutcomes()

{

//OrderSelect(OrderTicket(),SELECT_BY_POS,MODE_TRADES);

if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)

{

if(OrderType()==OP_SELL)

{

if(OrderOpenPrice() - Spread > OrderClosePrice())

{

datetime borderOpen=OrderOpenTime();

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

if(handle!=-1)

{

FileWrite(handle,"Winning Short OrderTicket: ",OrderTicket()," Opened @: ",OrderOpenPrice()," Closed @: ",OrderClosePrice()," Order Open Time: ",borderOpen);

FileClose(handle);

Print(" Winning Short ",OrderTicket()," Opened: ",OrderOpenPrice()," Closed: ", Bid);

}

else

{

int err3;

err3=GetLastError();

Print("error(",err3,"): ",ErrorDescription(err3));

return(0);

}

}

else

{

datetime sellorderOpen=OrderOpenTime();

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

if(handle!=-1)

{

FileWrite(handle,"Losing Short OrderTicket: ",OrderTicket()," Opened @: ",OrderOpenPrice()," Closed @: ",OrderClosePrice()," Order Open Time: ",sellorderOpen);

FileClose(handle);

Print(" Losing Short ",OrderTicket()," Opened: ",OrderOpenPrice()," Closed: ", Bid);

}

else

{

int err4;

err4=GetLastError();

Print("error(",err4,"): ",ErrorDescription(err4));

return(0);

}

}//if win or lose

}//if buy

}//if symbol and magic number

return (0);

}//record short outcomes
 

我刚刚添加的记录结果的代码运行良好，除了filewrite()。

我现在正在生成文件，但它只有一个条目，似乎是通过测试器运行的最终订单，所以我认为发生在我身上的是它正在覆盖每个条目，而不是将其追加到文件的末尾。如果我知道如何解决这个问题，我可能现在就能把这个数据转储出来。

 
Aaragorn:
好的，这就产生了一个文件，但该文件只包含一个条目，而不是每一个订单....oy。

每次你打开文件时都会被覆盖。一个解决方案是在init()函数 中打开文件，在deinit()中关闭它。

 
tururo:
每次你打开文件时，文件都会被覆盖。一个解决方案是在init()函数中打开文件，并在deinit()中关闭它。

我不确定我是否理解如何使用读写标志。

我在这样的例子中看到这些...

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, '; ')。

或

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, ';')。

这是否可行呢？

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_READ|FILE_WRITE, ';') 。

你看，我不明白如何准确地追加到最后。

我不确定如何在init()中打开它

然后

将每个新的命令附加到它的末尾

然后

在deinit()中关闭它

我想它应该是这样的。

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_READ, '; ')。

在初始程序中，然后

FileWrite(handle, "OrderOpen Time:",sorderOpen)。

FileWrite(handle, "SellPossibilityMid*SellPossibilityQuality:", SellPossibilityMid*SellPossibilityQuality）。

FileWrite(handle, "BuyPossibilityMid*BuyPossibilityQuality:", BuyPossibilityMid*BuyPossibilityQuality）。

FileWrite(handle, "UndefinedPossibilityMid*UndefinedPossibilityQuality:", UndefinedPossibilityMid*UndefinedPossibilityQuality）。

FileWrite(handle, "UndefinedSucPossibilityQuality:", UndefinedSucPossibilityQuality）。

FileWrite(handle, "SellSucPossibilityQuality:", SellSucPossibilityQuality);

FileWrite(handle, "BuySucPossibilityQuality:", BuySucPossibilityQuality);

FileWrite(handle, "UndefinedPossibilityQuality:", UndefinedPossibilityQuality);

FileWrite(handle, "SellPossibilityQuality:", SellPossibilityQuality);

FileWrite(handle, "BuyPossibilityQuality:", BuyPossibilityQuality);

FileWrite(handle, "UndefinedSucPossibilityMid:", UndefinedSucPossibilityMid);

FileWrite(handle, "SellSucPossibilityMid:", SellSucPossibilityMid);

FileWrite(handle, "BuySucPossibilityMid:", BuySucPossibilityMid);

FileWrite(handle, "UndefinedPossibilityMid:", UndefinedPossibilityMid);

FileWrite(handle, "SellPossibilityMid:", SellPossibilityMid);

FileWrite(handle, "BuyPossibilityMid:", BuyPossibilityMid); FileWrite(handle, "Winning Short OrderTicket:",OrderTicket()," Opened @:",OrderOpenPrice()," Closed @:",OrderClosePrice()," Order Open Time: ",borderOpen)。

然后在脱机时

FileClose(handle)。

这样做对吗？

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

//| We initialize the adviser |

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

int init()

{

handle=FileOpen("cyberia_log.csv", FILE_CSV|FILE_WRITE, ';');

SavedBlockSell = BlockSell;

SavedBlockBuy = BlockBuy;

AccountStatus();

GetMarketInfo();

ModelingPeriod = ValuePeriod * ValuesPeriodCount; // Period of simulation in minutes

if (ValuePeriod != 0 )

ModelingBars = ModelingPeriod / ValuePeriod; // Quantity of steps in the period

CalculateSpread();

return(0);

}

我得到一个错误，说 "有太多的文件打开"？

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