关于止损点的问题，不建议超出几个固定点就止损。
价格到达上下轨位，下单的止损为前一高点，高点与轨道线价格差建议不超20点，要以盈亏比设定是否合算。如果超过前期高点，考虑反向开单，开仓时点为突破止损线后回采。 //============原则
高胜算：
盈亏的概率（次数亏少盈多）
盈亏的空间（金额点数上亏少盈多）
盈亏的频率（时间）（避免频繁交易，适度）
//===========实施方案
消息：基本面
无重大消息，按势走；
重大消息，按行情EA做；
势：200日、100日，50日MA，通道线、Chart以4小时及日线为准。1小时Chart进场准备。
态：实际上在势的关键位置，要考虑Bar的形态组合，如孕线，外包线等。指标的优劣，sdr,macd,rsi,kd
位：盈亏比，止损与盈利空间是否合适。
//自制通道线买入卖出法.mq4 //+-----------半自动，边测试完善---------------------+ //| 自制通道线买入卖出法.mq4 | //| Copyright 2016, ong. | //| https://www.ong.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2016, ong." #property link "https://www.ong.com" #property version "1.00" #property strict //----draw chanel and paste it's name-------- //extern string ChanelnameA="ch_EURUSD"; string ChanelnameA=NULL;
extern string currency="通道线作用货币名"; extern string Strade="紧急交易关闭"; extern double 保平触发值=100; extern double 利润防守比例=0.7; extern double Lot=0.03;//下单量
//---S1--if rsi_sell_1<45,can't sell extern double rsi_sell_1=50; extern double rsi_sell_2=70; extern double sto_sell_1=45; //---S2--if rsi_sell extern double rsi_sell_3=30; extern double sto_sell_2=40; //------------------------------------ //---B1--if rsi_sell_1<45,can't buy extern double rsi_buy_1=30; extern double rsi_buy_2=50; extern double sto_buy_1=75; //---B2--if rsi_sellsto_sell_2,cann't buy; extern double rsi_buy_3=75; extern double sto_buy_2=90; //---------- double rsi0=0; double sto0=0; //----------------------------------------------------------------------------------
double arraya[4];
int MagicBuyLimit=1101; int MagicSellLimit=1102; int glbOrderType=NULL; int glbOrderTicket=NULL; string glbOrderSymbol=NULL; double glbOrderOpenPrice=NULL; double glbOrderStopLoss=NULL; double glbOrderLots=NULL; double glbOrderTp=NULL; double glbOrderP=NULL; double glbOrderPoint=NULL; double p_sl=0; double glbOrderDigits=NULL; double glbMinlot=NULL; string PH="ph_"+StringSubstr(ChanelnameA,3,0);
//每一次编写，并不刷新MT窗口中"已经运行的"EA参数设定值。只有在MT中退出EA,再运行"编写"EA,上部的外部参数才生效。 //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- }
//+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() {
//----only effect to the order that it's magicnumber is null(无幻号订单,手动单的自动处理)--开始 if (OrderFind(NULL)) { //---if the value of "sl","tp" isn't set,then set that firstly! if (glbOrderType==0||glbOrderType==2||glbOrderType==4) { if (glbOrderType==0) { double yldsb=(Bid-glbOrderOpenPrice);//盈利点数 //---- if (yldsb>=80*glbOrderPoint&&glbOrderStopLoss<(glbOrderOpenPrice+yldsb*glbOrderPoint*0.5)) { double slb=NULL; if (yldsb==80*glbOrderPoint) slb=glbOrderOpenPrice; if (yldsb>150*glbOrderPoint && yldsb<400*glbOrderPoint ) slb=glbOrderOpenPrice+yldsb*0.5; if (yldsb>400*glbOrderPoint) slb=glbOrderOpenPrice+yldsb*0.7; if (OrderModify(glbOrderTicket,glbOrderOpenPrice,slb,glbOrderTp,0,clrRosyBrown)==FALSE) Print("自选单错误号：",GetLastError()); } } if (glbOrderStopLoss==NULL ) { if (OrderModify(glbOrderTicket,glbOrderOpenPrice,glbOrderOpenPrice-150*glbOrderPoint,glbOrderOpenPrice+MathAbs(arraya[2]),0,clrRosyBrown)==FALSE) Print("自选单错误号：",GetLastError()); }
} if (glbOrderType==1||glbOrderType==3||glbOrderType==5) { if (glbOrderType==1) { double yldss=(glbOrderOpenPrice-Ask);//盈利点数 //---- if (yldss>=80*glbOrderPoint&&glbOrderStopLoss>(glbOrderOpenPrice-yldss*0.5)) { double sls=NULL; if (yldss==80*glbOrderPoint) sls=glbOrderOpenPrice; if (yldss>150*glbOrderPoint && yldss<400*glbOrderPoint ) sls=glbOrderOpenPrice+yldss*0.5; if (yldss>400*glbOrderPoint) sls=glbOrderOpenPrice+yldss*0.7;
if (OrderModify(glbOrderTicket,glbOrderOpenPrice,sls,glbOrderTp,0,clrRosyBrown)==FALSE) Print("自选单错误号：",GetLastError()); } } if (glbOrderStopLoss==NULL)//未设止损的，设定止损 { if (OrderModify(glbOrderTicket,glbOrderOpenPrice,glbOrderOpenPrice+150*Point,glbOrderOpenPrice-MathAbs(arraya[2])*0.8,0,clrRosyBrown)==FALSE) Print("自选单错误号：",GetLastError()); } }
}
//-----------------手动单处理结束——————————————————————————————————————
//--- //-在当前"图表Chart"中找物件，找到返回窗口(window)号，主窗为0，其它1,2....否则负数-- // if find the chanel line in the original "currncy" chart of draw the line . //"if" operator only effect to the next line, not all yet! if you want effcet to muti line,use the {} include it! if (Strade!="紧急交易关闭") { ; PlaySound("alert.wav"); } if (Lot>0.1) { ; PlaySound("alert.wav"); } ChanelnameA="ch_"+Symbol();
// Print("趋势线名称",ChanelnameA);
if (ObjectFind(0,ChanelnameA)==0 && Symbol()==StringSubstr(ChanelnameA,3,0)&& Lot<=0.1) { //----------------------------------------------------------- //----------------------------------------------------- string name=ChanelnameA; //调动自定义通道函数 chanel(name); double sl =arraya[0]+ 150*Point;//selllimit's sl double tp =arraya[1]+ 150*Point;//selllimit's tp Print("卖单时的sl::",sl); double slb =arraya[1]- 150*Point;//buylimit's sl double tpb =arraya[0]- 150*Point;//buylimit's tp rsi0=iRSI(NULL,0,14,PRICE_CLOSE,0); sto0=iStochastic(NULL,0,5,3,3,MODE_SMA,0,MODE_MAIN,0);
//Print("数组高值symbol----",Symbol(),":::",arraya[0]); //Print("fffffffffffffff",glbOrderSymbol); // Print("数组低值",arraya[1]); // Print("数组差值",arraya[2]);
//%%%%-------order not exist------------------------------------------------------------ //%%%%-------order not exist------------------------------------------------------------ // if order's symbol = the chart's symbol and magicnumber not exist //---selllimit no exist------------ if (OrderFind( MagicSellLimit)==false &&arraya[3]<1) { //-----sell紧急模式,such as "sell_EURUSD" //Print("操作方向",StringSubstr(Strade,0,4),"商品名",StringSubstr(Strade,5,0)); if (StringSubstr(Strade,0,4)=="sell" && StringSubstr(Strade,5,0)==Symbol()) { if (OrderSend(Symbol(),OP_SELL,Lot,Ask,3,sl, tp,"",MagicSellLimit,0,Red)==false) Print("err(",GetLastError(),")"); Print("操作方向",StringSubstr(Strade,0,4),"商品名",StringSubstr(Strade,5,0)); } //-----sell正常模式----- if (((rsi0>rsi_sell_1&&rsi0 { Print("可执行卖","sto0的值",sto0); if ((arraya[0]-Ask)Ask && Strade=="紧急交易关闭" ) { if (OrderSend(Symbol(),OP_SELLLIMIT,Lot,arraya[0]-Point*50,3,sl, tp,"",MagicSellLimit,0,Red)==false) Print("err(",GetLastError(),")"); } } } // ----buylimit no exist ---- if (OrderFind( MagicBuyLimit)==false && arraya[3]<1) { //------buy（bull)-紧急模式---such as bull_EURUSD---- if (StringSubstr(Strade,0,4)=="bull" && StringSubstr(Strade,5,0)==Symbol()) { if (OrderSend(Symbol(),OP_BUY,Lot,Bid,3,slb, tpb,"",MagicBuyLimit,0,Red)==false) Print("err(",GetLastError(),")"); Print("操作方向",StringSubstr(Strade,0,4),"商品名",StringSubstr(Strade,5,0)); } //------buy(bull) 正常模式------- if (((rsi0>rsi_buy_1&&rsi0sto_buy_1)||rsi0>rsi_buy_3 || sto0>sto_buy_2)==false) { Print("可执行买","sto0的值",sto0); if ((Ask-arraya[1])arraya[1]&& Strade=="紧急交易关闭" ) { if (OrderSend(Symbol(),OP_BUYLIMIT,Lot,arraya[1]+Point*50,3,slb, tpb,"",MagicBuyLimit,0,Red)==false) Print("err(",GetLastError(),")"); } } } //%%%%-------order not exist------over--------------------------------------------- //@@@@@@-----selllimit--order exist------------------------------------------------------------ if (OrderFind( MagicSellLimit)==true && glbOrderSymbol==Symbol()) { //-1-modify the trading order---when profit is higher 200 points than openprice,设定盈利25点保平
if (glbOrderType==1) { Print("dddddddddddddddddddd",glbOrderStopLoss); double sell_ask=glbOrderOpenPrice-Ask;//即时sell单盈利点数 double sell_slj=glbOrderOpenPrice-sell_ask*利润防守比例;//sell单阶段性步步盈利，追踪止损值 if (sell_ask>保平触发值*Point && sell_ask<200*Point) { //tp upto 150 point,保平 double s=glbOrderOpenPrice-50*Point; Print("ssssssssss",s); if(OrderModify(glbOrderTicket, glbOrderOpenPrice,(glbOrderOpenPrice-50*Point), tp, 0, Green) == false) Print("Err (", GetLastError(), ")"); } if ( sell_ask>200*Point&& glbOrderStopLoss> sell_slj ) { Print("jjjjjjjjjjjj",sell_slj); if(OrderModify(glbOrderTicket,glbOrderOpenPrice,sell_slj, tp, 0, Green) == false) Print("Err (", GetLastError(), ")"); } //Print("有魔号的订单号",glbOrderTicket); // Print("订单币种",OrderSymbol()); } //-2-modify the pending sell order--- //-when the price of ask or bid is bigger or sammer then openprice(200 point) if (glbOrderType==3) {
if (arraya[0]-Ask>200*Point || Ask-arraya[0]>0) { if (OrderDelete(glbOrderTicket)==false) Print("ERR(",GetLastError(),")"); } if ( OrderModify(glbOrderTicket, arraya[0]-50*Point, sl, tp, 0, Green) == false) Print("Err (", GetLastError(), ")"); // Print("OPEN_TYPE:",glbOrderType); } } //@@@@@@@@@-------selllimit----order exist----over----- //######-----buylimit--order exist------------------ if (OrderFind( MagicBuyLimit)==true && glbOrderSymbol==Symbol()) { //-1-modify the trading order---when profit is higher 200 points than openprice,设定盈利25点保平 if (glbOrderType==0) { double buy_bid=Bid-glbOrderOpenPrice;//即时buy单盈利点数 Print("即时buy单Bid数",Bid,"即时buy单开仓价",glbOrderOpenPrice); Print("即时buy单盈利点数",buy_bid); double buy_slj=glbOrderOpenPrice+buy_bid*利润防守比例;//buy单阶段性步步为赢，追踪止损值 if (buy_bid>保平触发值*Point && buy_bid<200*Point) { if(OrderModify(glbOrderTicket, glbOrderOpenPrice,(glbOrderOpenPrice+50*Point), tpb, 0, Green) == false) Print("Err (", GetLastError(), ")kkkkkkkkk"); } if (buy_bid>200*Point&& buy_slj>glbOrderStopLoss) { if(OrderModify(glbOrderTicket, glbOrderOpenPrice, buy_slj, tpb, 0, Green) == false) Print("Err (aaa", GetLastError(), ")"); } } //-2-modify the pending buy order--- //-when the price of ask or bid is bigger or sammer then openprice(200 point) if (glbOrderType==2&& glbOrderSymbol==Symbol()) { Print("挂买单时BID值",Bid); if (Bid-arraya[1]>200*Point||Bid { if (OrderDelete(glbOrderTicket)==false) Print("ERRbbb(",GetLastError(),")"); } if ( OrderModify(glbOrderTicket, arraya[1]+50*Point, slb, tpb, 0, Green) == false) Print("Errccc (", GetLastError(),")","买单时的止损", slb,"买单时的止盈",tpb); // Print("OPEN_TYPE:",glbOrderType); } } //#######--------buylimit---order exist----over--------------- }
//---
}
//+----------------------------------------------------------------------+
//+------------自定义函数chanel()-----start---------------------+ //|求取通道高低值 //|create a funtion the chanel angle is up or down //|when the price of first point is bigger than second one,the chanel line is up! //|暂定两个点的为主线，对线为次线。MT4定义主线上左边点为点1，右边点为点2，对应的次线上的点为点3. //|取得点3时间对应的主线价格，可知两线差。 //|直接取得主线即时价格，可知次线即时价。
void chanel( string name) { ObjectFind(0,name);
double pa=ObjectGet(name,OBJPROP_PRICE3); //如果不加(datetime)，就会出现possible loss of data due to type conversion提示，说见博客 double pb=ObjectGetValueByTime(0,name, (datetime)ObjectGet(name,OBJPROP_TIME3),0); double pd=NormalizeDouble(pa-pb,Digits);
//pm is the now price of main line,ps is the now price of secondary line double pm=ObjectGetValueByShift(name,0); double ps=pm+pd; //if pd>0 ,次线价高 double phcn=0; double plcn=0; if (pd>0) { phcn=NormalizeDouble(ps,Digits); plcn=NormalizeDouble(pm,Digits); } else { phcn=NormalizeDouble(pm,Digits); plcn=NormalizeDouble(ps,Digits); }
ArrayInitialize(arraya,NULL); arraya[0]=phcn; arraya[1]=plcn; arraya[2]=pd; //-------------price out chanel---------- //datetime some_time=D'2016.05.13 09:00'; datetime some_time=(datetime)ObjectGet(name,OBJPROP_TIME1); int bars_ct1=iBarShift(Symbol(),PERIOD_CURRENT,some_time);//chanel's TIME point shift number
int i=NULL; for ( i=0;i { Comment("bar's number ",bars_ct1,Symbol()," 未突破! ","突破的位置:---"); double chi=ObjectGetValueByShift(name,i); double cli=chi+pd; arraya[3]=0; if (pd>0) { cli=ObjectGetValueByShift(name,i); chi=cli+pd; } if (Close[i]>chi||Close[i] { arraya[3]=1;//有突破通道现象 Comment("bar's number ",bars_ct1,Symbol()," 突破！！！! ","突破的位置:::",i); Print(Symbol(),"有突破通道现象",i); break; //comment\print:comment区别 // comment保持最后的状态不变。如上面最后i值为21，如果后面没有条件触发，comment会在主图一直显示21.所以在上面加了一行comment //而print,如果没有条件触发，则不再输出任何内容。
} }
//Comment("ww11ww",High[29],High[2]);
return; } //+------------------chanel()---over---------------------------------+
//+------------------自定义orderfind()---start-----------------------+ //|find the Order of EA auto place exist or no？ //| //| | //+------------------------------------------------------------------+ bool OrderFind(int Magic) { glbOrderType = -1; glbOrderTicket = -1; int total = OrdersTotal(); bool res = false; for(int cnt = 0 ; cnt < total ; cnt++) { if (OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES)==false) Print("ERR(",GetLastError(),")"); if(OrderMagicNumber() == Magic && OrderSymbol() == Symbol()&& Symbol()==StringSubstr(ChanelnameA,3,0)) { glbOrderType = OrderType(); glbOrderSymbol=OrderSymbol(); glbOrderTicket = OrderTicket(); glbOrderOpenPrice=OrderOpenPrice(); glbOrderStopLoss=OrderStopLoss(); glbOrderLots=OrderLots(); glbOrderTp=OrderTakeProfit(); glbOrderP=OrderProfit(); glbOrderPoint=Point; glbOrderDigits=Digits; glbMinlot = MarketInfo(OrderSymbol(),MODE_MINLOT); Print(Symbol(),"ggggggggggggggggg",glbMinlot,"点值",glbOrderPoint); res = true; } } return(res); }
//------------------orderfind()----over-------------------------------+
//+------------自定义sl_line()-----start-------------这部分没写完现在无效--------+ //|sl is stopline,find object of "sl_bl","sl_sl" //|line value as the value of sl bool sl_line( string linename) { bool res=false; if (ObjectFind(0,linename)==0 && Symbol()==StringSubstr(linename,5,0)) { p_sl=NormalizeDouble(ObjectGetDouble(0,linename,OBJPROP_PRICE,0),Digits); res=true; Print("找到了！值：",p_sl); } else Print("ERR(",GetLastError(),")没有损线"); return(res); } //+----------------sl_line()---over---------------------------------+
