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外汇EA：简单的订单管理（二）

外汇网2021-06-17 09:42:22 66
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//+------------------------------------------------------------------+

//| 假使实施高达此点， |
//| 表明没有挂单和开仓。 |
//+------------------------------------------------------------------+
//---- 放置BuyStop 和 SellStop:
double _OpenPriceLevel, _StopLossLevel, _TakeProfitLevel;
_OpenPriceLevel = NormalizeDouble( Ask + Luft*Point, Digits );
if ( StopLoss > 0 )
{ _StopLossLevel = NormalizeDouble( _OpenPriceLevel -
StopLoss*Point, Digits );
}
else
{ _StopLossLevel = 0.0; }
if ( TakeProfit > 0 )
{ _TakeProfitLevel = NormalizeDouble( _OpenPriceLevel +
TakeProfit*Point, Digits );
}
else
{ _TakeProfitLevel = 0.0; }
if ( OrderSend ( Symbol(), OP_BUYSTOP, Lot, _OpenPriceLevel,
5, _StopLossLevel, _TakeProfitLevel, "",
_MagicNumber ) < 0 )
{
Alert( "OrderSend Error #", GetLastError() );
return(-1);
}
_OpenPriceLevel = NormalizeDouble(Bid - Luft*Point, Digits);
if ( StopLoss > 0 )
{ _StopLossLevel = NormalizeDouble( _OpenPriceLevel +
StopLoss*Point, Digits );
}
else
{ _StopLossLevel = 0.0; }
if ( TakeProfit > 0 )
{ _TakeProfitLevel = NormalizeDouble( _OpenPriceLevel -
TakeProfit*Point, Digits );
}
else
{ _TakeProfitLevel = 0.0; }
if ( OrderSend ( Symbol(), OP_SELLSTOP, Lot, _OpenPriceLevel,
5, _StopLossLevel,
_TakeProfitLevel, "", _MagicNumber ) < 0 )
{
Alert( "OrderSend Error #", GetLastError() );
return(-1);
}
return(0);
}

当下让我们写出可以简化控制建仓代码的函数，它务必用每个类型的定单执行搜索，然后将这些信息存储在全局变量里，程序如下:

// 在定单特性中的整体变量会被储存:
int _BuyTicket = 0, _SellTicket = 0, _BuyStopTicket = 0;
int _SellStopTicket = 0, _BuyLimitTicket = 0, _SellLimitTicket = 0;
double _BuyLots = 0.0, _SellLots = 0.0, _BuyStopLots = 0.0;
double _SellStopLots = 0.0, _BuyLimitLots = 0.0,
_SellLimitLots= 0.0;
double _BuyOpenPrice = 0.0, _SellOpenPrice = 0.0,
_BuyStopOpenPrice= 0.0;
double _SellStopOpenPrice = 0.0, _BuyLimitOpenPrice = 0.0,
_SellLimitOpenPrice = 0.0;
double _BuyStopLoss = 0.0, _SellStopLoss = 0.0, _BuyStopStopLoss = 0.0;
double _SellStopStopLoss = 0.0, _BuyLimitStopLoss = 0.0, _SellLimitStopLoss = 0.0;
double _BuyTakeProfit = 0.0, _SellTakeProfit = 0.0,
_BuyStopTakeProfit = 0.0;
double _SellStopTakeProfit = 0.0, _BuyLimitTakeProfit = 0.0,
_SellLimitTakeProfit = 0.0;
datetime _BuyOpenTime = -1, _SellOpenTime = -1,
_BuyStopOpenTime= -1;
datetime _SellStopOpenTime = -1, _BuyLimitOpenTime = -1,
_SellLimitOpenTime = -1;
double _BuyProfit = 0.0, _SellProfit = 0.0, _BuySwap = 0.0,
_SellSwap = 0.0;
double _BuyCommission = 0.0, _SellCommission = 0.0;
string _BuyComment = "", _SellComment = "", _BuyStopComment = "";
string _SellStopComment = "", _BuyLimitComment = "",
_SellLimitComment= "";
datetime _BuyStopExpiration = -1, _SellStopExpiration = -1;
datetime _BuyLimitExpiration = -1, _SellLimitExpiration = -1;
void OneTypeOrdersInit( int magic )
{
// 变量归零:
_BuyTicket = 0; _SellTicket = 0; _BuyStopTicket = 0;
_SellStopTicket = 0; _BuyLimitTicket = 0; _SellLimitTicket = 0;
_BuyLots = 0.0; _SellLots = 0.0; _BuyStopLots = 0.0;
_SellStopLots = 0.0; _BuyLimitLots = 0.0; _SellLimitLots = 0.0;
_BuyOpenPrice = 0.0; _SellOpenPrice = 0.0; _BuyStopOpenPrice = 0.0;
_SellStopOpenPrice = 0.0; _BuyLimitOpenPrice = 0.0;
_SellLimitOpenPrice = 0.0;
_BuyStopLoss = 0.0; _SellStopLoss = 0.0; _BuyStopStopLoss = 0.0;
_SellStopStopLoss = 0.0; _BuyLimitStopLoss = 0.0;
_SellLimitStopLoss= 0.0;
_BuyTakeProfit = 0.0; _SellTakeProfit = 0.0;
_BuyStopTakeProfit = 0.0;
_SellStopTakeProfit = 0.0; _BuyLimitTakeProfit = 0.0;
_SellLimitTakeProfit = 0.0;
_BuyOpenTime = -1; _SellOpenTime = -1; _BuyStopOpenTime = -1;
_SellStopOpenTime = -1; _BuyLimitOpenTime = -1;
_SellLimitOpenTime= -1;
_BuyProfit = 0.0; _SellProfit = 0.0; _BuySwap = 0.0;
_SellSwap= 0.0;
_BuyCommission = 0.0; _SellCommission = 0.0;
_BuyComment = ""; _SellComment = ""; _BuyStopComment = "";
_SellStopComment = ""; _BuyLimitComment = "";
_SellLimitComment= "";
_BuyStopExpiration = -1; _SellStopExpiration = -1;
_BuyLimitExpiration = -1; _SellLimitExpiration = -1;
int _GetLastError = 0, _OrdersTotal = OrdersTotal();
for ( int z = _OrdersTotal - 1; z >= 0; z -- )
{
if ( !OrderSelect( z, SELECT_BY_POS ) )
{
_GetLastError = GetLastError();
Print("OrderSelect(", z, ",SELECT_BY_POS) - Error #",
_GetLastError);
continue;
}
if ( OrderMagicNumber() == magic && OrderSymbol() ==
Symbol() )
{
switch ( OrderType() )
{
case OP_BUY:
_BuyTicket = OrderTicket();
_BuyLots = NormalizeDouble( OrderLots(), 1 );
_BuyOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_BuyStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_BuyTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_BuyOpenTime = OrderOpenTime();
_BuyProfit = NormalizeDouble( OrderProfit(), 2 );
_BuySwap = NormalizeDouble( OrderSwap(), 2 );
_BuyCommission = NormalizeDouble( OrderCommission(),
2 );
_BuyComment = OrderComment();
break;
case OP_SELL:
_SellTicket = OrderTicket();
_SellLots = NormalizeDouble( OrderLots(), 1 );
_SellOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_SellStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_SellTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_SellOpenTime = OrderOpenTime();
_SellProfit = NormalizeDouble( OrderProfit(), 2 );
_SellSwap = NormalizeDouble( OrderSwap(), 2 );
_SellCommission = NormalizeDouble( OrderCommission(),
2 );
_SellComment = OrderComment();
break;
case OP_BUYSTOP:
_BuyStopTicket = OrderTicket();
_BuyStopLots = NormalizeDouble( OrderLots(), 1 );
_BuyStopOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_BuyStopStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_BuyStopTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_BuyStopOpenTime = OrderOpenTime();
_BuyStopComment = OrderComment();
_BuyStopExpiration = OrderExpiration();
break;
case OP_SELLSTOP:
_SellStopTicket = OrderTicket();
_SellStopLots = NormalizeDouble( OrderLots(), 1 );
_SellStopOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_SellStopStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_SellStopTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_SellStopOpenTime = OrderOpenTime();
_SellStopComment = OrderComment();
_SellStopExpiration = OrderExpiration();
break;
case OP_BUYLIMIT:
_BuyLimitTicket = OrderTicket();
_BuyLimitLots = NormalizeDouble( OrderLots(), 1 );
_BuyLimitOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_BuyLimitStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_BuyLimitTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_BuyLimitOpenTime = OrderOpenTime();
_BuyLimitComment = OrderComment();
_BuyLimitExpiration = OrderExpiration();
break;
case OP_SELLLIMIT:
_SellLimitTicket = OrderTicket();
_SellLimitLots = NormalizeDouble( OrderLots(), 1 );
_SellLimitOpenPrice = NormalizeDouble( OrderOpenPrice(),
Digits );
_SellLimitStopLoss = NormalizeDouble( OrderStopLoss(),
Digits );
_SellLimitTakeProfit = NormalizeDouble( OrderTakeProfit(),
Digits );
_SellLimitOpenTime = OrderOpenTime();
_SellLimitComment = OrderComment();
_SellLimitExpiration = OrderExpiration();
break;
}
}
}
}

当下我们将函数用到智能交易程序中:

extern int _MagicNumber = 1123;
extern double Lot = 0.1;
extern int StopLoss = 60;
// 止损点的间距(0 - d无)
extern int TakeProfit = 100;
// 赢利点的间距 (0 - 无)
extern int TrailingStop = 50;
//跟踪止损点 (0 - 无)
extern int Luft = 20;
// 挂单交易放置水平的间距
#include 
int start()
{
int _GetLastError = 0;
//---- 记住开仓的参数(假使可用)
OneTypeOrdersInit( _MagicNumber );
//---- 假使我们两个均为挂单交易,退出
//---- 等候他们开启
if ( _BuyStopTicket > 0 && _SellStopTicket > 0 ) return(0);
//---- 假使 BUY 仓位开仓
if ( _BuyTicket > 0 )
{
//---- 假使SellStop 还没有删除，删除它:
if ( _SellStopTicket > 0 )
{
if ( !OrderDelete( _SellStopTicket ) )
{
Alert( "OrderDelete 错误#", GetLastError() );
return(-1);
}
}
//---- 检测止损被移动:
//---- 假使跟踪止损不是很小,
if ( TrailingStop > MarketInfo( Symbol(),
MODE_STOPLEVEL) )
{
//---- 假使赢利仓位胜过跟踪止损点，
if ( NormalizeDouble( Bid - _BuyOpenPrice, Digits ) >
NormalizeDouble( TrailingStop*Point, Digits ) )
{
//---- 假使新止损水平胜过目前仓位
//---- (或者目前仓位没有止损),
if(NormalizeDouble( Bid - TrailingStop*Point,
Digits) > _BuyStopLoss
||_BuyStopLoss <= 0.0 )
{
//---- 修改定单
if ( !OrderModify( _BuyTicket, _BuyOpenPrice,
NormalizeDouble( Bid - TrailingStop*Point,
Digits ),
_BuyTakeProfit, 0 ) )
{
Alert( "OrderModify 错误#",
GetLastError() );
return(-1);
}
}
}
}
//---- 假使没有开仓仓位，退出，无事可做
return(0);
}
//---- 这个单元格与BUY仓位的单元格类似
//---- 这就是我们不能做标注的原因...
if ( _SellTicket > 0 )
{
if ( _BuyStopTicket > 0 )
{
if ( !OrderDelete( _BuyStopTicket ) )
{
Alert( "OrderDelete错误 #", GetLastError() );
return(-1);
}
}
if(TrailingStop > MarketInfo( Symbol(), MODE_STOPLEVEL))
{
if(NormalizeDouble( _SellOpenPrice - Ask, Digits ) >
NormalizeDouble( TrailingStop*Point, Digits ) )
{
if(NormalizeDouble( Ask + TrailingStop*Point,
Digits) < _SellStopLoss
||_SellStopLoss <= 0.0 )
{
if(!OrderModify( _SellTicket, _SellOpenPrice,
NormalizeDouble( Ask + TrailingStop*Point,
Digits),
_SellTakeProfit, 0 ) )
{
Alert( "OrderModify Error #",
GetLastError() );
return(-1);
}
}
}
}
return(0);
}
5. 归纳

最后，我想来比较一下运用函数与否在搜索定单时的进展。为此，我们用相同的版本来接连试探 “Every tick” 模式10次(用_MagicNumber最优化)，用 MetaTrader 软件来计算时间 — 时间时自己计算的。

结果如下:
智能交易 10 试探的时间 (mm:ss)
CrossMACD_beta

(不包含函数) 		07:42
CrossMACD 11:37
DoublePending_beta

(不包含函数) 		08:18
DoublePending 09:42
正如你的表格里目睹的，运用函数的智能交易程序稍稍慢了一点，这作为使源代码简单易懂的代价，应当还算合理。

无论如何，每个人都有能否运用函数的自由。
标签：
止损
函数
仓位
定单
间距
错误
智能
时间
程序
变量
不包含
单元格
都是
水平
无事
测试
还没有
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