MT4平臺自帶的EA：Moving Average詳解

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使用過MT4平臺的人都知道，MT4平臺自帶了一個自動交易的EA指標，那就是Moving Average ，下面我們詳細解釋一下該指標的語句功能，以便各位匯友學習EA的編程。

??????????? //+------------------------------------------------------------------+
??????????? //|??????????????????????? Moving Average.mq4???????????????????????
?????????????? |
??????????? //|????? Copyright ?2005, MetaQuotes Software Corp.??????? |
??????????? //|????????????????? http://www.metaquotes.net/?????????????????????
????????????? |
??????????? //+------------------------------------------------------------------+
??????????? #define MAGICMA?? 20050610
??????????? //定義本EA操作的訂單的唯一標識號碼，由此可以實現在同一賬戶上多系統操作，各操作EA的訂單標識碼不同，就不會互相誤操作。凡是EA皆不可缺少，非常非常重要！！！
??????????? //宏定義命令#define用法
??????????? extern double Lots???????????? = 0.1;//每單的交易量
??????????? extern double MaximumRisk??????? = 0.02;//本系統最大可以動用總資金的2%
??????????? extern double DecreaseFactor???? = 3;//作者定義的參數，作用要看程序中的用法
??????????? extern double MovingPeriod??? = 10;//EA中使用的均線的周期
??????????? extern double MovingShift??????? =3;//EA中使用的均線向左的K線偏移量
??????????? //extern 確定從外部程序輸入的變量， 會直接顯現輸入數據窗口。數列本身不能作為外部變量。
??????????? //+------------------------------------------------------------------+
??????????? //| Calculate open positions????????????????????????????????????????
??????????????? |
??????????? //+------------------------------------------------------------------+
??????????? int CalculateCurrentOrders(string symbol)//函數作用，計算當前持倉訂單的數量
??????????? {
??????????? int buys=0,sells=0;//定義兩個臨時變量，準備用于后面的多空訂單的個數計算
??????????? //----
??????????? for(int i=0;i??????????? {
??????????? if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)
??????????? break;//挑出持倉單的每一個訂單位置
??????????? if(OrderSymbol()==Symbol() &&
??????????? OrderMagicNumber()==MAGICMA)//根據訂單位置，比較是否是當前K線商品
??????????? 以及訂單唯一標識號是否和本程序設置的一致，即判斷這個訂單是不是當前EA操作的。（用于避免EA誤操作其他程序控制的持倉單）
?????????????????? {
??????????? if(OrderType()==OP_BUY)?? buys++;//找到符合條件的持倉單后，如果是多單，則臨時變量buys增加1
??????????? if(OrderType()==OP_SELL) sells++;//找到符合條件的持倉單后，如果是空單，則臨時變量sells增加1
??????????? }
??????????? }
??????????? //---- return orders volume
??????????? if(buys>0) return(buys);
??????????? else??? return(-sells);//本函數返回查詢計算結束時的持倉單的個數.這種模式返回是假設不存在鎖單的。
??????????? }
??????????? //+------------------------------------------------------------------+
??????????? //| Calculate optimal lot size??????????????????????????????????????
????????????????? |
??????????? //+------------------------------------------------------------------+
??????????? double LotsOptimized()//函數目的，根據要求 計算出訂單交易量
??????????? {
??????????? double lot=Lots;
??????????? int orders=HistoryTotal();???? // history orders total 歷史出場訂單的個數
??????????? int losses=0;??????????????? // number of losses orders without a
??????????? break
??????????? //---- select lot size
??????????? lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);//通過風險系數的計算獲得當前入場單應該采用的交易量，除以1000是因為大多貨幣對匯價都在這個附近。
??????????? //---- calcuulate number of losses orders without a break
??????????? if(DecreaseFactor>0)
??????????? {
??????????? for(int i=orders-1;i>=0;i--)
??????????? {
??????????? if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error
??????????? in history!"); break; }//循環查詢出場單隊列
??????????? if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;//
??????????? //----
??????????? if(OrderProfit()>0) break;
??????????? if(OrderProfit()??????????? }
??????????? if(losses>1)
??????????? lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);//如果虧損額大于1，則下一入場單的交易量修正為新的計算結果。
??????????? }
??????????? //---- return lot size
??????????? if(lot??????????? return(lot);
??????????? }
??????????? //+------------------------------------------------------------------+
??????????? //| Check for open order conditions????????????????????????????????
|
??????????? //+------------------------------------------------------------------+
??????????? void CheckForOpen()//檢查入場條件的情況并作處理
??????????? {
??????????? double ma;
??????????? int res;
??????????? //---- go trading only for first tiks of new
??????????? bar，注意下面采用的Volume[0]，Open[1]等可以確保交易是在當前周期下k線 收盤價走完才發生的。
??????????? if(Volume[0]>1)
??????????? return;//如果當前K線持倉量（成交量）大于1，說明不是K線的開盤時間點，即當前k線還沒收盤確定，則直接返回
??????????? 否則是K線第一個價格，則繼續下面的過程
??????????? //---- get Moving Average
??????????? ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);//獲得當前的均線數值
??????????? //---- sell conditions
??????????? if(Open[1]>ma && Close[1]??????????? {
??????????? res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
??????????? return;
??????????? }
??????????? //---- buy conditions
??????????? if(Open[1]ma)?? //如當前K開盤價小于均線，而前一K收盤價大于均線，則發出入場空單
??????????? {
??????????? res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
??????????? return;
??????????? }
??????????? //----
??????????? }
??????????? //+------------------------------------------------------------------+
??????????? //| Check for close order conditions????????????????????????????????
??????????? |
??????????? //+------------------------------------------------------------------+
??????????? void CheckForClose()//檢查出場條件的情況并作處理
??????????? {
??????????? double ma;
??????????? //---- 只在一個k收盤另一個新出現時交易
??????????? if(Volume[0]>1) return;
??????????? //---- get Moving Average
??????????? ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
??????????? //----
??????????? for(int i=0;i??????????? {
??????????? if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)??????? break;
??????????? if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
??????????? //----確定是不是自己系統下的單子。
??????????? if(OrderType()==OP_BUY)??????????? //多單平倉
??????????? {
??????????? if(Open[1]>ma && Close[1]??????????? OrderClose(OrderTicket(),OrderLots(),Bid,3,White);//如果持倉是多單，則當當前K開盤價小于均
??????????? 線，而前一K收盤價大于均線，則發出平倉指令
??????????? break;
??????????? }
??????????? if(OrderType()==OP_SELL)???????? //空單平倉
??????????? {
??????????? if(Open[1]ma)
??????????? OrderClose(OrderTicket(),OrderLots(),Ask,3,White););//如果持倉是空單，則當當前K開盤價大于
??????????? 均線，而前一K收盤價小于均線，則發出平倉指令
??????????? break;
??????????? }
??????????? }
??????????? //----
??????????? }
??????????? //+------------------------------------------------------------------+
??????????? //| Start function??????????????????????????????????????????????????
??????????????????????? |
??????????? //+------------------------------------------------------------------+
??????????? void start()//主循環過程
??????????? {
??????????? //---- check for history and trading
??????????? if(Bars??????????? //---- calculate open orders by current symbol
??????????? if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
??????????? else????????????????????????????????? CheckForClose();
??????????? //----
??????????? }

來源:外匯邦