品牌:外汇EA：简单的订单管理（二）
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//+------------------------------------------------------------------+
//| 如果执行达到此点， |
//| 说明没有挂单和开仓。 |
//+------------------------------------------------------------------+
//---- 放置BuyStop 和 SellStop:
double _OpenPriceLevel, _StopLossLevel, _TakeProfitLevel;
_OpenPriceLevel = NormalizeDouble( Ask + Luft*Point, Digits );
if ( StopLoss 0 )
{ _StopLossLevel = NormalizeDouble( _OpenPriceLevel -
StopLoss*Point, Digits ); }
else
{ _StopLossLevel = 0.0; }
if ( TakeProfit 0 )
{ _TakeProfitLevel = NormalizeDouble( _OpenPriceLevel +
TakeProfit*Point, Digits ); }
else
{ _TakeProfitLevel = 0.0; }
if ( OrderSend ( Symbol(), OP_BUYSTOP, Lot, _OpenPriceLevel,
5, _StopLossLevel, _TakeProfitLevel, ,
_MagicNumber ) 0 )
{
alert( OrderSend Error # , GetLastError() );
return(-1);
}
_OpenPriceLevel = NormalizeDouble(Bid - Luft*Point, Digits);
if ( StopLoss 0 )
{ _StopLossLevel = NormalizeDouble( _OpenPriceLevel +
StopLoss*Point, Digits ); }
else
{ _StopLossLevel = 0.0; }
if ( TakeProfit 0 )
{ _TakeProfitLevel = NormalizeDouble( _OpenPriceLevel -
TakeProfit*Point, Digits ); }
else
{ _TakeProfitLevel = 0.0; }
if ( OrderSend ( Symbol(), OP_SELLSTOP, Lot, _OpenPriceLevel,
5, _StopLossLevel,
_TakeProfitLevel, , _MagicNumber ) 0 )
{
alert( OrderSend Error # , GetLastError() );
return(-1);
}
return(0);
}
现在让我们写出可以简化控制建仓代码的函数，它必须用每个类型的定单进行搜索，然后将这些信息存储在全局变量里，程序如下:
// 在定单特性中的整体变量会被储存:
int _BuyTicket = 0, _SellTicket = 0, _BuyStopTicket = 0;
int _SellStopTicket = 0, _BuyLimitTicket = 0, _SellLimitTicket = 0;
double _BuyLots = 0.0, _SellLots = 0.0, _BuyStopLots = 0.0;
double _SellStopLots = 0.0, _BuyLimitLots = 0.0,
_SellLimitLots = 0.0;
double _BuyOpenPrice = 0.0, _SellOpenPrice = 0.0,
_BuyStopOpenPrice = 0.0;
double _SellStopOpenPrice = 0.0, _BuyLimitOpenPrice = 0.0,
_SellLimitOpenPrice = 0.0;
double _BuyStopLoss = 0.0, _SellStopLoss = 0.0, _BuyStopStopLoss = 0.0;
double _SellStopStopLoss = 0.0, _BuyLimitStopLoss = 0.0, _SellLimitStopLoss = 0.0;
double _BuyTakeProfit = 0.0, _SellTakeProfit = 0.0,
_BuyStopTakeProfit = 0.0;
double _SellStopTakeProfit = 0.0, _BuyLimitTakeProfit = 0.0,
_SellLimitTakeProfit = 0.0;
datetime _BuyOpenTime = -1, _SellOpenTime = -1,
_BuyStopOpenTime = -1;
datetime _SellStopOpenTime = -1, _BuyLimitOpenTime = -1,
_SellLimitOpenTime = -1;
double _BuyProfit = 0.0, _SellProfit = 0.0, _BuySwap = 0.0,
_SellSwap = 0.0;
double _BuyCommission = 0.0, _SellCommission = 0.0;
string _BuyComment = , _SellComment = , _BuyStopComment =
string _SellStopComment = , _BuyLimitComment = ,
_SellLimitComment =
datetime _BuyStopExpiration = -1, _SellStopExpiration = -1;
datetime _BuyLimitExpiration = -1, _SellLimitExpiration = -1;
void oneTypeOrdersInit( int magic )
{
// 变量归零:
_BuyTicket = 0; _SellTicket = 0; _BuyStopTicket = 0;
_SellStopTicket = 0; _BuyLimitTicket = 0; _SellLimitTicket = 0;
_BuyLots = 0.0; _SellLots = 0.0; _BuyStopLots = 0.0;
_SellStopLots = 0.0; _BuyLimitLots = 0.0; _SellLimitLots = 0.0;
_BuyOpenPrice = 0.0; _SellOpenPrice = 0.0; _BuyStopOpenPrice = 0.0;
_SellStopOpenPrice = 0.0; _BuyLimitOpenPrice = 0.0;
_SellLimitOpenPrice = 0.0;
_BuyStopLoss = 0.0; _SellStopLoss = 0.0; _BuyStopStopLoss = 0.0;
_SellStopStopLoss = 0.0; _BuyLimitStopLoss = 0.0;
_SellLimitStopLoss = 0.0;
_BuyTakeProfit = 0.0; _SellTakeProfit = 0.0;
_BuyStopTakeProfit = 0.0;
_SellStopTakeProfit = 0.0; _BuyLimitTakeProfit = 0.0;
_SellLimitTakeProfit = 0.0;
_BuyOpenTime = -1; _SellOpenTime = -1; _BuyStopOpenTime = -1;
_SellStopOpenTime = -1; _BuyLimitOpenTime = -1;
_SellLimitOpenTime = -1;
_BuyProfit = 0.0; _SellProfit = 0.0; _BuySwap = 0.0;
_SellSwap = 0.0;
_BuyCommission = 0.0; _SellCommission = 0.0;
_BuyComment = _SellComment = _BuyStopComment =
_SellStopComment = _BuyLimitComment =
_SellLimitComment =
_BuyStopExpiration = -1; _SellStopExpiration = -1;
_BuyLimitExpiration = -1; _SellLimitExpiration = -1;
int _GetLastError = 0, _OrdersTotal = OrdersTotal();
for ( int z = _OrdersTotal - 1; z z -- )
{
if ( !OrderSelect( z, SELECT_BY_POS ) )
{
_GetLastError = GetLastError();
Print( OrderSelect( , z, ,SELECT_BY_POS) - Error # ,
_GetLastError );
continue;
}
if ( OrderMagicNumber() == magic OrderSymbol() ==
Symbol() )
{
switch ( OrderType() )
{
case OP_BUY:
_BuyTicket = OrderTicket();
_BuyLots = NormalizeDouble( OrderLots(), 1 );
_BuyOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_BuyStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_BuyTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_BuyOpenTime = OrderOpenTime();
_BuyProfit = NormalizeDouble( OrderProfit(), 2 );
_BuySwap = NormalizeDouble( OrderSwap(), 2 );
_BuyCommission = NormalizeDouble( OrderCommission(),
2 );
_BuyComment = OrderComment();
break;
case OP_SELL:
_SellTicket = OrderTicket();
_SellLots = NormalizeDouble( OrderLots(), 1 );
_SellOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_SellStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_SellTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_SellOpenTime = OrderOpenTime();
_SellProfit = NormalizeDouble( OrderProfit(), 2 );
_SellSwap = NormalizeDouble( OrderSwap(), 2 );
_SellCommission = NormalizeDouble( OrderCommission(),
2 );
_SellComment = OrderComment();
break;
case OP_BUYSTOP:
_BuyStopTicket = OrderTicket();
_BuyStopLots = NormalizeDouble( OrderLots(), 1 );
_BuyStopOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_BuyStopStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_BuyStopTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_BuyStopOpenTime = OrderOpenTime();
_BuyStopComment = OrderComment();
_BuyStopExpiration = OrderExpiration();
break;
case OP_SELLSTOP:
_SellStopTicket = OrderTicket();
_SellStopLots = NormalizeDouble( OrderLots(), 1 );
_SellStopOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_SellStopStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_SellStopTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_SellStopOpenTime = OrderOpenTime();
_SellStopComment = OrderComment();
_SellStopExpiration = OrderExpiration();
break;
case OP_BUYLIMIT:
_BuyLimitTicket = OrderTicket();
_BuyLimitLots = NormalizeDouble( OrderLots(), 1 );
_BuyLimitOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_BuyLimitStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_BuyLimitTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_BuyLimitOpenTime = OrderOpenTime();
_BuyLimitComment = OrderComment();
_BuyLimitExpiration = OrderExpiration();
break;
case OP_SELLLIMIT:
_SellLimitTicket = OrderTicket();
_SellLimitLots = NormalizeDouble( OrderLots(), 1 );
_SellLimitOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_SellLimitStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_SellLimitTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_SellLimitOpenTime = OrderOpenTime();
_SellLimitComment = OrderComment();
_SellLimitExpiration = OrderExpiration();
break;
}
}
}
}
现在我们将函数用到智能交易程序中:
extern int _MagicNumber = 1123;5. 总结
extern double Lot = 0.1;
extern int StopLoss = 60;
// 止损点的间距(0 - d无)
extern int TakeProfit = 100;
// 赢利点的间距 (0 - 无)
extern int TrailingStop = 50;
//追踪止损点 (0 - 无)
extern int Luft = 20;
// 挂单交易放置水平的间距
#include OneTypeOrdersControl.mq4
int start()
{
int _GetLastError = 0;
//---- 记住开仓的参量(如果可用)
oneTypeOrdersInit( _MagicNumber );
//---- 如果我们两个都是挂单交易,退出
//---- 等待他们开启
if ( _BuyStopTicket 0 _SellStopTicket 0 ) return(0);
//---- 如果 BUY 仓位开仓
if ( _BuyTicket 0 )
{
//---- 如果SellStop 还没有删除，删除它:
if ( _SellStopTicket 0 )
{
if ( !OrderDelete( _SellStopTicket ) )
{
alert( OrderDelete 错误# , GetLastError() );
return(-1);
}
}
//---- 检测止损被移动:
//---- 如果追踪止损不是很小,
if ( TrailingStop MarketInfo( Symbol(),
MODE_STOPLEVEL ) )
{
//---- 如果赢利仓位超过追踪止损点，
if ( NormalizeDouble( Bid - _BuyOpenPrice, Digits )
NormalizeDouble( TrailingStop*Point, Digits ) )
{
//---- 如果新止损水平超过当前仓位
//---- (或者当前仓位没有止损),
if(NormalizeDouble( Bid - TrailingStop*Point,
Digits ) _BuyStopLoss
|| _BuyStopLoss = 0.0 )
{
//---- 修改定单
if ( !OrderModify( _BuyTicket, _BuyOpenPrice,
NormalizeDouble( Bid - TrailingStop*Point,
Digits ),
_BuyTakeProfit, 0 ) )
{
alert( OrderModify 错误# ,
GetLastError() );
return(-1);
}
}
}
}
//---- 如果没有开仓仓位，退出，无事可做
return(0);
}
//---- 这个单元格与BUY仓位的单元格相似
//---- 这就是我们不能做标注的原因...
if ( _SellTicket 0 )
{
if ( _BuyStopTicket 0 )
{
if ( !OrderDelete( _BuyStopTicket ) )
{
alert( OrderDelete错误 # , GetLastError() );
return(-1);
}
}
if(TrailingStop MarketInfo( Symbol(), MODE_STOPLEVEL))
{
if(NormalizeDouble( _SellOpenPrice - Ask, Digits )
NormalizeDouble( TrailingStop*Point, Digits ) )
{
if(NormalizeDouble( Ask + TrailingStop*Point,
Digits ) _SellStopLoss
|| _SellStopLoss = 0.0 )
{
if(!OrderModify( _SellTicket, _SellOpenPrice,
NormalizeDouble( Ask + TrailingStop*Point,
Digits ),
_SellTakeProfit, 0 ) )
{
alert( OrderModify Error # ,
GetLastError() );
return(-1);
}
}
}
}
return(0);
}
最后，我想来比较一下使用函数与否在搜索定单时的速度。为此，我们用相同的版本来连续测试 Every tick 模式10次(用_MagicNumber最优化)，用 metaTrader 软件来计算时间 时间时自己计算的。
结果如下:正如你的表格里看到的，使用函数的智能交易程序稍稍慢了一点，这作为使源代码简单易懂的代价，应该还算合理。
无论如何，每个人都有是否使用函数的自由。 本文标签:外汇EA