返回首页
量化投资,高频交易,程序化交易学习必备~900+个(200G+)培训视频持续更新中!!!
当前位置: 主页 > MT4 >

MT4交易策略综述与网格交易策略源码

时间:2016-08-31 08:40来源:未知 作者:杨清婉 点击:
所有的交易分类可以说都是随意的,下面这篇文章将介绍这种分类强调从交易的基本概念上分类。 《MT4交易策略综述》 MT4的网格交易法源码 //+------------------------------------------------------------------+ //| Grid1.1.mq4 | //| Copy* 顺势加码 2006

     所有的交易分类可以说都是随意的,下面这篇文章将介绍这种分类强调从交易的基本概念上分类。

  MT4的网格交易法源码

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

  //| Grid1.1.mq4 |

  //| Copy* 顺势加码 2006 |

  //| |

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

  #property copy* "Copy* 顺势加码 2006"

  #property link "bonnyshi@gmail.com"

  #include

  extern double GridStep=50; //格幅

  extern double GridLength=100; //格长

  double PivotPr, Multiple, i, Lots=0.1, STOPLEVEL, TP, ST;

  string Text="Grid";

  int Magic, j, BuyCount, SellCount, DTS, Ticket;

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

  int init() //初始化部分将定义参数赋值: 每次在start里面都可能被赋值一次,消耗时间

  if (DTS==4) DTS=2;

  else DTS=0;

  Magic =105;

  GridStep =GridStep*Point;

  GridLength =GridLength*Point;

  STOPLEVEL =MarketInfo(Symbol(),MODE_STOPLEVEL)*Point;

  return(0);

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

  int start()

  {

  Multiple =NormalizeDouble((Bid-NormalizeDouble(Bid,DTS))/GridStep, 0); // 评rint 检查这地方出值为0

  PivotPr =NormalizeDouble(Bid,DTS) +GridStep*Multiple;

  // 下网格布网

  for(i=PivotPr; i>=PivotPr-GridLength; i=i-GridStep)

  {

  BuyCount=0; SellCount=0;

  for(j=0; j

  {

  if(OrderSelect(j,SELECT_BY_POS)==false) return(0);

  if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPr(),DTS)==NormalizeDouble(i,DTS) )

  {

  if(OrderType()==OP_BUY || OrderType()==OP_BUYLIMIT ) BuyCount++;

  if(OrderType()==OP_SELL || OrderType()==OP_SELLSTOP ) SellCount++;

  }

  }

  if(BuyCount==0)

  {

  TP =i+GridStep; ST=0;

  if(Ask-i>=STOPLEVEL)

  {

  Ticket =OrderSend(Symbol(),OP_BUYLIMIT,Lots,i,0,ST,TP,"Grid - BuyLimit",Magic,0,0);

  if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 开仓成功");

  else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  if(Ask==i)

  {

  Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid - Buy",Magic,0,0);

  if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - Buy=",i," 开仓成功");

  else Alert( Symbol(),"Grid - Buy=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  }

  if(SellCount==0)

  {

  TP=i-GridStep;ST=0;

  if(Bid-i>=STOPLEVEL)

  {

  Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,i,0,ST,TP,"Grid - SellStop",Magic,0,0);

  if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - SellStop=",i," 开仓成功");

  else Alert( Symbol(),"Grid - SellStop=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  if(Bid==i)

  {

  Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid - Sell",Magic,0,0);

  if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 开仓成功");

  else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  }

  }

  // 上网格布网

  for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep)

  {

  BuyCount=0;SellCount=0;

  for(j=0;j

  {

  if(OrderSelect(j,SELECT_BY_POS)==false) return(0);

  if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPrice(),DTS)==NormalizeDouble(i,DTS) )

  {

  if(OrderType()==OP_BUY || OrderType()==OP_BUYSTOP) BuyCount++;

  if(OrderType()==OP_SELL || OrderType()==OP_SELLLIMIT) SellCount++;

  }

  }

  if(BuyCount==0)

  {

  TP=i+GridStep;ST=0;

  if(i-Ask>=STOPLEVEL)

  {Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,i,0,ST,TP,"Grid + BuyStop",Magic,0,0);

  if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + BuyStop=",i," 开仓成功");

  else Alert( Symbol(),"Grid + BuyStop=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  if(i==Ask)

  {

  Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid + Buy",Magic,0,0);

  if(Ticket>0) Alert(Symbol()," ",Ticket,"Grid + Buy=",i," 开仓成功");

  else Alert( Symbol(),"Grid + Buy=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  }

  if(SellCount==0)

  {

  TP=i-GridStep;ST=0;

  if(i-Bid>=STOPLEVEL)

  {

  Ticket=OrderSend(Symbol(),OP_SELLLIMIT,Lots,i,0,ST,TP,"Grid + SellLimit",Magic,0,0);

  if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + SellLimit=",i," 开仓成功");

  else Alert( Symbol(),"Grid + SellLimit=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  if(i==Bid)

  {

  Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid + Sell",Magic,0,0);

  if(Ticket>0) Alert(Symbol()," ",Ticket,"Grid + Sell=",i," 开仓成功");

  else Alert( Symbol(),"Grid + Sell=",i," 开仓失败:",ErrorDescription(GetLastError()));

  Sleep(10000);

  }

  }

  }

  //----

  return(0);

  }

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

(责任编辑:admin)
量化投资,高频交易,程序化交易学习必备~900+个(200G+)培训视频持续更新中!!!
------分隔线----------------------------
云量化商城
如果您会开发策略,请进!大量项目等待与您合作!
推荐内容
量化投资培训