EA（原码）学习

2012-02-16 09:17:52    来源：    作者：

评论 收藏 打印

//+------------------------------------------------------------------+
#property copyright "2009"
#property link " "

int MagicNumber = 0;
string EAname ="顺势";
int MAGICMA = 2000;

//定义资金管理--------------------------------------------------------+
extern string _资金管理_ ="任选一个";
extern bool zijiguanli1= true;//false true、、
extern bool zijiguanli2= false;//false true、、
extern bool zijiguanli3= false;//false true、、

// 定义各参数--------------------------------------------------------+
extern int FastEMA = 12;
extern int SlowEMA = 26;
extern int SignalSMA = 9;

//定义指标函数--------------------------------------------------------+
   double ema120;
   double sma20,sma21;
   double ema15,ema16;

//定义止赢止损,滑点---------------------------------------------------+
   double TP=0,TPP=0,SL=0,SLL=0; //赚120点出场,亏20点出场
   int slip=6;
//定义移动止损-------------------------------------------------------+
   int cnt;
   extern double TrailingStop=20;//移动止损为20点
//+------------------------------------------------------------------+
   double mode=0;
   double LastOrderType;
   double LastPricesell;
   double LastPricebuy;
   double LastPrice;
   double OpenSells;
   double OpenSellStops;
   double OpenBuys;
   double OpenBuyStops;
   double SLauto;
   string text="";

//定义下单信息--------------------------------------------------------+  
   extern double cheng=1;
   double aa=0;
   int s=0,b=0,i,panduan=0;
   double CurrentBasket=0;
   double LotMM=0;
   double lotstart=0;
   double LotsMax=100;
   double LotsMin=0.1;
   extern double lotab=1;
   extern double Stoploss=0,no60=60;
   double lots=0;

//关于保证金-----------------------------------------------------------+
double BaoZhenJing;

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

int 判断=0,buy1=1,buy2=1,buy3=1,buy4=1,sell1=1,sell2=1,sell3=1,sell4=1;

//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//以后可能有用到
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//以后可能有用到
return(0);
}
//+------------------------------------------------------------------+
//| expert start 主程式
//+------------------------------------------------------------------+
int start()
{
MoneyManagement();//资金管理
ma();//指标管理
zhangchang();//战场管理
jiancha();//检查
TrailingStop();//移动止损
xianshi();//显示管理

return(0);
}

//资金管理-------------------------------------------------------------+
void MoneyManagement() {
lotstart=(AccountBalance()*lotab/10000);
lots=lotstart;
if(cheng==0){cheng=1;}
CurrentBasket=AccountEquity()-AccountBalance();
/////////////////////////////////////////////////////////////////
if(zijiguanli1){ LotMM = lots;}
/////////////////////////////////////////////////////////////////
if(zijiguanli2){
if(CurrentBasket<0 ) {LotMM=NormalizeDouble(lots*(OrdersTotal()*cheng)+lotstart,2); }
if(CurrentBasket==0 ) {LotMM=NormalizeDouble(LotMM*0,2); }
}
/////////////////////////////////////////////////////////////////
if(zijiguanli3){
if(s+b==0){aa=1;}
if(s+b==1){aa=3;}
if(s+b==2){aa=7;}
if(s+b==3){aa=11;}
if(s+b==4){aa=20;}
if(s+b==5){aa=31;}
if(s+b==6){aa=42;}
if(s+b==7){aa=54;}
if(s+b==8){aa=66;}
if(s+b==9){aa=76;}
if(s+b>=10){aa=66;}
if(CurrentBasket<0 ) {LotMM=NormalizeDouble(lotstart*aa,2); }
if(CurrentBasket==0 ) {LotMM=NormalizeDouble(LotMM*0,2); }
}
/////////////////////////////////////////////////////////////////
if(LotMM<LotsMin){LotMM=LotsMin;}
if(LotMM>LotsMax){LotMM=LotsMax;}
}//end 资金管理

//指标管理MA--------------------------------------------------------+
void ma() {

ema120 = iMA(NULL, PERIOD_M5, 120, 0, MODE_EMA, PRICE_CLOSE, 0);

sma20 = iMA(NULL, PERIOD_M5, 20, 0, MODE_SMA, PRICE_CLOSE, 0);
sma21 = iMA(NULL, PERIOD_M5, 20, 0, MODE_SMA, PRICE_CLOSE, 0+1);

ema15 = iMA(NULL, PERIOD_M5, 15, 0, MODE_EMA, PRICE_CLOSE, 0);
ema16 = iMA(NULL, PERIOD_M5, 15, 0, MODE_EMA, PRICE_CLOSE, 0+1);
 

}

//战场管理---------------------------------------------------------+
void zhangchang() {
//--- 如果开仓保证金超过上限，则返还不交易。 ------------------
if( AccountMargin() / (AccountMargin() + AccountFreeMargin()) >= 1 ) { return(0); }
BaoZhenJing = MarketInfo( Symbol(), MODE_MARGINREQUIRED); // 一个标准手需保证金金额。
BaoZhenJing = BaoZhenJing * LotMM ; // 下单需用的保证金
if( (AccountMargin()+BaoZhenJing) / (AccountMargin()+AccountFreeMargin()) >= 1 ) { return(0); }
//+-------------------------------------------------------------------+

if(s+b==111){buyme();sellme();CloseSell();CloseBuy();closeall();}

datetime Time0 = 0;
if (Time0 != Time[0]){
Time0 = Time[0];

if(
(b==0 && ema120<sma21 && sma20>ema15 && sma21<ema16){判断=1;buyme();}
if(
(s==0 && ema120>sma21 && sma20<ema15 && sma21>ema16)){判断=2;sellme();}

}
if(判断==2 && b>0){CloseBuy();}
if(判断==1 && s>0){CloseSell();}
//if(s+b>0 && AccountProfit()>30){closeall();}

if(sma20>ema15 b>0){CloseBuy();}
if(sma20<ema15 && s>0){CloseSell();}
   return(0);
}

//下单后没成交 撤单--------------------------------------------------------------+
//if (OrderSend==OP_BUY)
//if((OrderOpenPrice-OrderClosePrice)/Point > 100)
//OrderDelete(OrderTicket)};
//if (OrderSend==OP_SELL)
//if((OrderClosePrice-OrderOpenPrice)/Point > 100)
//OrderDelete(OrderTicket)};

//买入开单--------------------------------------------------------------+
void buyme(){
if (TP==0) { TPP=0; } if(TP>0) { TPP=Ask+TP*Point; }
if (SL==0) { SLL=0; } if(SL>0) { SLL=Ask-SL*Point; }
OrderSend(Symbol(),OP_BUY,LotMM,Ask,slip,SLL,TPP,"M"+Period()+"",0,0,Violet);
return(0); }

//卖出开单--------------------------------------------------------------+
void sellme(){
if (TP==0) { TPP=0; } if(TP>0) { TPP=Bid-(TP*Point); }
if (SL==0) { SLL=0; } if(SL>0) { SLL=Bid+(SL*Point); }
OrderSend(Symbol(),OP_SELL,LotMM,Bid,2,SLL,TPP,"M"+Period()+"",0,0,GreenYellow);
return(0); }

//平仓持有的买单-------------------------------------------------------+
void CloseBuy()
{
if (OrdersTotal( ) > 0 )  
{
for(i=OrdersTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)     break;
if(OrderType()==OP_BUY)
{
    OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
    Sleep(5000);
} }}}

//平仓持有的卖单--------------------------------------------------------+
void CloseSell()
{
if (OrdersTotal( ) > 0 )  
{
for(i=OrdersTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)     break;
if(OrderType()==OP_SELL)
    {
    OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
    Sleep(5000);
    } }}}

//平仓所有--------------------------------------------------------+
void closeall()
{
if (OrdersTotal( ) > 0 )  
{
for(i=OrdersTotal()-1;i>=0;i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)     break;
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)     break;
if(OrderType()==OP_SELL)
if(OrderType()==OP_BUY)
    {
    OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
    OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
    Sleep(5000);
    } }}}

//移动止损-----------------------------------------------------------+

void TrailingStop()
{
for(cnt=OrdersTotal();cnt>=0;cnt--)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol() )//&& OrderMagicNumber()==MAGICMA)
{
if (OrderType()==OP_SELL)
{
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
{
if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
return(0);
}
}
}
}

if (OrderType()==OP_BUY)
{
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>Point*TrailingStop)
{
if(OrderStopLoss()<Bid-Point*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
return(0);
} } } } } }

}
//检 查--------------------------------------------------------------+
void jiancha()
{
b=0;s=0;
for (int cnt=0; cnt<=OrdersTotal(); cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol()==Symbol() )
{
mode=OrderType();LastOrderType=OrderType();
if (OrderType() == OP_SELL){ s++; LastPricesell=OrderOpenPrice();}

if (OrderType() == OP_BUY ){ b++; LastPricebuy=OrderOpenPrice();}
LastPrice=OrderOpenPrice();
if (OrderType()==OP_SELL) {OpenSells++;}
if (OrderType()==OP_SELLSTOP) {OpenSellStops++;}
if (OrderType()==OP_BUY) {OpenBuys++;}
if (OrderType()==OP_BUYSTOP) {OpenBuyStops++;}
}
}
}

//显示数据-----------------------------------------------------------+
void xianshi()
{
string name_8 = "xianshi1";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8, "伺服器时间::"+TimeToStr(CurTime( ))+"", 13, "Arial", White);
ObjectSet(name_8, OBJPROP_CORNER, 0);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 15);

name_8 = "Lableyeddrice1";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8, "M"+Period()+" 货币 "+Symbol()+"", 10, "Arial", Silver);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 130);
ObjectSet(name_8, OBJPROP_YDISTANCE, 32);

//////这个显示上方
name_8 = "LableCurPrice2";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr(Ask, Digits)+"::买上", 15, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 30);

//////这个显示下方
name_8 = "Lab345rPrice3";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr(Bid, Digits)+"::卖下", 15, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 50);

name_8 = "Acc87lance";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr( AccountBalance(), 2)+"::账面资金", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 70);

name_8 = "LableC5rice6";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr( AccountEquity(), 2)+"::净值资金", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 90);

name_8 = "Labl456rice6";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr( AccountMargin(), 2)+"::保证资金", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 110);

name_8 = "Labl4hcjce6";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr( AccountFreeMargin(), 2)+"::可用资金", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 130);

name_8 = "Accvf7lance";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr( AccountProfit(), 2)+"::账面盈亏", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 150);
aa=s+b;
name_8 = "Accvfee7lance";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+DoubleToStr( aa, 0)+"::s+b", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 170);
name_8 = "Acccvfee7lance";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+b+"::buy", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 190);
name_8 = "Acccwvfee7lance";
ObjectDelete(name_8);
ObjectCreate(name_8, OBJ_LABEL, 0, 0, 0);
ObjectSetText(name_8,""+s+"::sell", 13, "Arial", Lime);
ObjectSet(name_8, OBJPROP_CORNER, 1);
ObjectSet(name_8, OBJPROP_XDISTANCE, 15);
ObjectSet(name_8, OBJPROP_YDISTANCE, 210);

return(0);
}