MACD Sample 真正的用面向对象的思路来写EA

您需要 登录 才可以下载或查看，没有帐号？注册 我初步看了下系统自带的MACD Sample EA，这个实例其实用原来MT4的方式实现起来很简单。
但是我看了系统自带的代码：简直和C++代码没什么区别了：
首先应用头文件或者说是库文件。这些文件其实都是类库文件，每个类里面自带了许多处理方法
接着定义一个类
然后吧一些变量和方法都封装到类中。
最后void onTick()程序实体部分简单的不可想象：
就是定义一个类的实例，然后调用一个类的方法就完了。
以后有时间我好好分析分析。
//+------------------------------------------------------------------+
//| MACD Sample.mq5 |
//| Copyright 2001-2009, metaQuotes Software Corp. |
//| http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright Copyright 2001-2009, metaQuotes Software Corp.
#property link http://www.mql5.com
#property version 5.04
#property description It is important to make sure that the expert works with a normal
#property description chart and the user did not make any mistakes setting input
#property description variables (Lots, TakeProfit, TrailingStop) in our case,
#property description we check TakeProfit on a chart of more than 2*trend_period bars
//---
#include TradeTrade.mqh 引用头文件
#include TradeSymbolInfo.mqh
#include TradePositionInfo.mqh
#include TradeAccountInfo.mqh
#include IndicatorsIndicators.mqh
//---
input double InpLots =0.1; // Lots
input int InpTakeProfit =50; // Take Profit (in pips)
input int InpTrailingStop =30; // Trailing Stop Level (in pips)
input double InpMACDOpenLevel =0.3; // MACD open level
input double InpMACDCloseLevel=0.2; // MACD close level
input int InpMATrendPeriod =26; // MA trend period
//---
int ExtTimeOut=10; // time out in seconds between trade operations
//+------------------------------------------------------------------+
//| MACD Sample expert class |
//+------------------------------------------------------------------+
class CSampleExpert
{
protected:
double m_adjusted_point; // point value adjusted for 3 or 5 points
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
CPositionInfo m_position; // trade position object
CAccountInfo m_account; // account info wrapper
//--- indicators
CIndicators *m_indicators; // indicator collection to fast recalculations
CiMACD *m_MACD; // MACD indicator object
CiMA *m_EMA; // moving average indicator object
//--- indicator data for processing
double m_macd_current;
double m_macd_previous;
double m_signal_current;
double m_signal_previous;
double m_ema_current;
double m_ema_previous;
public:
CSampleExpert();
~CSampleExpert() { Deinit(); }
bool Init();
void Deinit();
bool Processing();
protected:
bool InitCheckParameters(int digits_adjust);
bool InitIndicators();
bool LongClosed();
bool ShortClosed();
bool LongModified();
bool ShortModified();
bool LongOpened();
bool ShortOpened();
};
//---
CSampleExpert ExtExpert;
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+
CSampleExpert::CSampleExpert()
{
//---
m_adjusted_point=0;
m_indicators=NULL;
m_MACD=NULL;
m_EMA =NULL;
//---
m_macd_current =0;
m_macd_previous =0;
m_signal_current =0;
m_signal_previous=0;
m_ema_current =0;
m_ema_previous =0;
//---
}
//+------------------------------------------------------------------+
//| Initialization and checking for input parameters |
//+------------------------------------------------------------------+
bool CSampleExpert::Init()
{
//--- initialize common information
m_symbol.Name(Symbol()); // symbol
m_trade.SetExpertMagicNumber(12345); // magic
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5) digits_adjust=10;
m_adjusted_point=m_symbol.Point()*digits_adjust;
//--- set default deviation for trading in adjusted points
m_trade.SetDeviationInPoints(3*digits_adjust);
//---
if(!InitCheckParameters(digits_adjust)) return(false);
if(!InitIndicators()) return(false);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Checking for input parameters |
//+------------------------------------------------------------------+
bool CSampleExpert::InitCheckParameters(int digits_adjust)
{
//--- initial data checks
if(InpTakeProfit*digits_adjust m_symbol.StopsLevel())
{
printf( Take Profit must be greater than %d ,m_symbol.StopsLevel());
return(false);
}
if(InpTrailingStop*digits_adjust m_symbol.StopsLevel())
{
printf( Trailing Stop must be greater than %d ,m_symbol.StopsLevel());
return(false);
}
//--- check for right lots amount
if(InpLots m_symbol.LotsMin() || InpLots m_symbol.LotsMax())
{
printf( Lots amount must be in the range from %f to %f ,m_symbol.LotsMin(),m_symbol.LotsMax());
return(false);
}
if(MathAbs(MathMod(InpLots,m_symbol.LotsStep())) 1.0E-15)
{
printf( Lots amount is not corresponding with lot step %f ,m_symbol.LotsStep());
return(false);
}
//--- warning
if(InpTakeProfit =InpTrailingStop)
printf( Warning: Trailing Stop must be greater than Take Profit
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Initialization of the indicators |
//+------------------------------------------------------------------+
bool CSampleExpert::InitIndicators()
{
//--- create indicators collection
if(m_indicators==NULL)
if((m_indicators=new CIndicators)==NULL)
{
printf( Error creating indicators collection
return(false);
}
//--- create MACD indicator and add it to collection
if(m_MACD==NULL)
if((m_MACD=new CiMACD)==NULL)
{
printf( Error creating MACD indicator
return(false);
}
if(!m_indicators.Add(m_MACD))
{
printf( Error adding MACD indicator to collection
return(false);
}
//--- initialize MACD indicator
if(!m_MACD.Create(NULL,0,12,26,9,PRICE_CLOSE))
{
printf( Error MACD indicator init
return(false);
}
m_MACD.BuffSize(2);
//--- create EMA indicator and add it to collection
if(m_EMA==NULL)
if((m_EMA=new CiMA)==NULL)
{
printf( Error creating EMA indicator
return(false);
}
if(!m_indicators.Add(m_EMA))
{
printf( Error adding EMA indicator to collection
return(false);
}
//--- initialize EMA indicator
if(!m_EMA.Create(NULL,0,InpMATrendPeriod,0,MODE_EMA,PRICE_CLOSE))
{
printf( Error EMA indicator init
return(false);
}
m_EMA.BuffSize(2);
//--- ok
return(true);
}
//+------------------------------------------------------------------+
//| Function for deleting of dynamic objects |
//+------------------------------------------------------------------+
void CSampleExpert::Deinit()
{
//--- delete indicators collection
if(m_indicators!=NULL)
{
delete m_indicators;
m_indicators=NULL;
m_MACD=NULL;
m_EMA =NULL;
}
//---
}
//+------------------------------------------------------------------+
//| Check for long position closing |
//+------------------------------------------------------------------+
bool CSampleExpert::LongClosed()
{
bool res=false;
//--- should it be closed?
if(m_macd_current 0)
if(m_macd_current m_signal_current m_macd_previous m_signal_previous)
if(m_macd_current InpMACDCloseLevel*m_adjusted_point)
{
//--- close position
if(m_trade.PositionClose(Symbol()))
printf( Long position by %s to be closed ,Symbol());
else
printf( Error closing position by %s : '%s' ,Symbol(),m_trade.ResultComment());
//--- processed and cannot be modified
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position closing |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortClosed()
{
bool res=false;
//--- should it be closed?
if(m_macd_current 0)
if(m_macd_current m_signal_current m_macd_previous m_signal_previous)
if(MathAbs(m_macd_current) InpMACDCloseLevel*m_adjusted_point)
{
//--- close position
if(m_trade.PositionClose(Symbol()))
printf( Short position by %s to be closed ,Symbol());
else
printf( Error closing position by %s : '%s' ,Symbol(),m_trade.ResultComment());
//--- processed and cannot be modified
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for long position modifying |
//+------------------------------------------------------------------+
bool CSampleExpert::LongModified()
{
bool res=false;
//--- check for trailing stop
if(InpTrailingStop 0)
{
if(m_symbol.Bid()-m_position.PriceOpen() m_adjusted_point*InpTrailingStop)
{
if(m_position.StopLoss() m_symbol.Bid()-m_adjusted_point*InpTrailingStop || m_position.StopLoss()==0.0)
{
double sl=m_symbol.Bid()-m_adjusted_point*InpTrailingStop;
double tp=m_position.TakeProfit();
//--- modify position
if(m_trade.PositionModify(Symbol(),sl,tp))
printf( Long position by %s to be modified ,Symbol());
else
{
printf( Error modifying position by %s : '%s' ,Symbol(),m_trade.ResultComment());
printf( Modify parameters : SL=%f,TP=%f ,sl,tp);
}
//--- modified and must exit from expert
res=true;
}
}
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position modifying |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortModified()
{
bool res=false;
//--- check for trailing stop
if(InpTrailingStop 0)
{
if((m_position.PriceOpen()-m_symbol.Ask()) (m_adjusted_point*InpTrailingStop))
{
if((m_position.StopLoss() (m_symbol.Ask()+m_adjusted_point*InpTrailingStop)) || m_position.StopLoss()==0.0)
{
double sl=m_symbol.Ask()+m_adjusted_point*InpTrailingStop;
double tp=m_position.TakeProfit();
//--- modify position
if(m_trade.PositionModify(Symbol(),sl,tp))
printf( Short position by %s to be modified ,Symbol());
else
{
printf( Error modifying position by %s : '%s' ,Symbol(),m_trade.ResultComment());
printf( Modify parameters : SL=%f,TP=%f ,sl,tp);
}
//--- modified and must exit from expert
res=true;
}
}
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for long position opening |
//+------------------------------------------------------------------+
bool CSampleExpert::LongOpened()
{
bool res=false;
//--- check for long position (BUY) possibility
if(m_macd_current 0)
if(m_macd_current m_signal_current m_macd_previous m_signal_previous)
if(MathAbs(m_macd_current) (InpMACDOpenLevel*m_adjusted_point) m_ema_current m_ema_previous)
{
//--- check for free money
if(m_account.FreeMarginCheck(Symbol(),0,InpLots) 0.0)
printf( We have no money. Free Margin = %f ,m_account.FreeMargin());
else
{
double price=m_symbol.Ask();
double tp =m_symbol.Ask()+InpTakeProfit*m_adjusted_point;
//--- open position
if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,InpLots,price,0.0,tp))
printf( Position by %s to be opened ,Symbol());
else
{
printf( Error opening BUY position by %s : '%s' ,Symbol(),m_trade.ResultComment());
printf( Open parameters : price=%f,TP=%f ,price,tp);
}
}
//--- in any case we must exit from expert
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| Check for short position opening |
//+------------------------------------------------------------------+
bool CSampleExpert::ShortOpened()
{
bool res=false;
//--- check for short position (SELL) possibility
if(m_macd_current 0)
if(m_macd_current m_signal_current m_macd_previous m_signal_previous)
if(m_macd_current (InpMACDOpenLevel*m_adjusted_point) m_ema_current m_ema_previous)
{
//--- check for free money
if(m_account.FreeMarginCheck(Symbol(),0,InpLots) 0.0)
printf( We have no money. Free Margin = %f ,m_account.FreeMargin());
else
{
double price=m_symbol.Bid();
double tp =m_symbol.Bid()-InpTakeProfit*m_adjusted_point;
//--- open position
if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,InpLots,price,0.0,tp))
printf( Position by %s to be opened ,Symbol());
else
{
printf( Error opening SELL position by %s : '%s' ,Symbol(),m_trade.ResultComment());
printf( Open parameters : price=%f,TP=%f ,price,tp);
}
}
//--- in any case we must exit from expert
res=true;
}
//---
return(res);
}
//+------------------------------------------------------------------+
//| main function returns true if any position processed |
//+------------------------------------------------------------------+
bool CSampleExpert::Processing()
{
//--- refresh rates
if(!m_symbol.RefreshRates()) return(false);
//--- refresh indicators
m_indicators.Refresh();
//--- to simplify the coding and speed up access
//--- data are put into internal variables
m_macd_current =m_MACD.Main(0);
m_macd_previous =m_MACD.Main(1);
m_signal_current =m_MACD.Signal(0);
m_signal_previous=m_MACD.Signal(1);
m_ema_current =m_EMA.Main(0);
m_ema_previous =m_EMA.Main(1);
//--- it is important to enter the market correctly,
//--- but it is more important to exit it correctly...
//--- first check if position exists - try to select it
if(m_position.Select(Symbol()))
{
if(m_position.PositionType()==OP_BUY)
{
//--- try to close or modify long position
if(LongClosed()) return(true);
if(LongModified()) return(true);
}
else
{
//--- try to close or modify short position
if(ShortClosed()) return(true);
if(ShortModified()) return(true);
}
}
//--- no opened position identified
else
{
//--- check for long position (BUY) possibility
if(LongOpened()) return(true);
//--- check for short position (SELL) possibility
if(ShortOpened()) return(true);
}
//--- exit without position processing
return(false);
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int onInit()
{
//--- create all necessary objects
if(!ExtExpert.Init())
{
ExtExpert.Deinit();
return(-1);
}
//--- ok
return(0);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void onDeinit(const int reason)
{
ExtExpert.Deinit();
}
//+------------------------------------------------------------------+
//| Expert new tick handling function |
//+------------------------------------------------------------------+
void onTick()
{
static datetime limit_time=0; // last trade processing time + timeout
//--- don't process if timeout
if(TimeCurrent() =limit_time)
{
//--- check for data
if(Bars(Symbol(),Period()) 2*InpMATrendPeriod)
{
//--- change limit time by timeout in seconds if processed
if(ExtExpert.Processing()) limit_time=TimeCurrent()+ExtTimeOut;
}
}
//---
}
//+------------------------------------------------------------------+
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