MetaTrader编程入门(1)－－智能交易系统基础

//+------------------------------------------------------------------+
//|                           Designed by OKwh, China   |
//|                   Copyright 2006, OKwh |
//|                                             |
//+------------------------------------------------------------------+
#property copyright "Copyright 2006, OKwh "
#property link     ""
#define MAGICMA 200610011231
//+------------------------------------------------------------------+
//| 注意没有指标文件那些property                   |
//+------------------------------------------------------------------+
extern int whichmethod = 1;   //1~4 种下单方式
extern double TakeProfit = 100;   
extern   double StopLoss = 20;
extern double MaximumRisk     = 0.3;
extern double TrailingStop =25;
extern   int maxOpen = 3;   //最多持仓限制
extern   int maxLots = 5;   //最多单仓限制
extern int bb = 0;       //非零就跟踪止赢
extern double MATrendPeriod=26;//使用26均线

int i, p2, xxx,p1, res;
double Lots;
datetime lasttime;
int init()   //初始化
{
Lots = 1;
lasttime = NULL;
return(0);
}
int deinit() { return(0); } //反初始化
//主程序
int start()
{
CheckForOpen();
if (bb>0)   CTP();   //跟踪止赢
return(0);
}
//+------下面是各子程序--------------------------------------------+
double LotsOptimized()   //确定下单量，开仓调用
{
double lot=Lots;
int   orders=HistoryTotal();   // history orders total
int   losses=0;             // number of losses orders without a break
//MarketInfo(Symbol(),MODE_MINLOT);
//MarketInfo(Symbol(),MODE_MAXLOT);
//MarketInfo(Symbol(),MODE_LOTSTEP);
lot=NormalizeDouble(MaximumRisk * AccountBalance()/AccountLeverage(),1);
if(lot<0.1) lot=0.1;
if(lot>maxLots) lot=maxLots;
return(lot);
}
  
//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);
    }
  }
}
}
//判断是否买或卖或平仓
int buyorsell()   //在这个函数计算设置你的交易信号
{
  double MacdCurrent, MacdPrevious, SignalCurrent;
  double SignalPrevious, MaCurrent, MaPrevious;
  MacdCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0);
  MacdPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1);
  SignalCurrent=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,0);
  SignalPrevious=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_SIGNAL,1);
  MaCurrent=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,0);
  MaPrevious=iMA(NULL,0,MATrendPeriod,0,MODE_EMA,PRICE_CLOSE,1);
if(MacdCurrent<0 && MacdCurrent>SignalCurrent && MacdPrevious<SignalPrevious
    && MaCurrent>MaPrevious)
  return (1); // 买 Ma在上升，Macd在0线上，并且两线上交叉
if(MacdCurrent>0 && MacdCurrent<SignalCurrent && MacdPrevious>SignalPrevious
    && MaCurrent<MaPrevious)
  return (-1); // 卖
return (0); //不交易
}
int nowbuyorsell = 0;
void CheckForOpen()