MT4自带的EA,高手做的详细注解 [未知]
//+------------------------------------------------------------------+
//| Moving Average.mq4 |
//| http://www.imt4.com |
//+------------------------------------------------------------------+
#define MAGICMA 20050610
extern double Lots = 0.1;
extern double MaximumRisk = 0.02;
extern double DecreaseFactor = 3;
extern double MovingPeriod = 10;
extern double MovingShift =3;
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- 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; }
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
}
//---- return lot size
if(lot<0.1) lot=0.1;
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()
{
double ma;
int res;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//---- sell conditions
if(Open[1]>ma && Close[1]<ma)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//---- buy conditions
if(Open[1]<ma && Close[1]>ma)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()
{
double ma;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
break;
}
if(OrderType()==OP_SELL)
{
if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
break;
}
}
//----
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
}
//+------------------------------------------------------------------+
@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@
以下是注解
//+------------------------------------------------------------------+
//| Moving Average.mq4 |
//| http://www.imt4.com |
//+------------------------------------------------------------------+
#define MAGICMA 20050610 //定义本EA操作的订单的唯一标识号码
extern double Lots = 0.1;//每单的交易量
extern double MaximumRisk = 0.02;//作者定义的最大风险参数
extern double DecreaseFactor = 3;//作者定义的参数，作用要看程序中的用法
extern double MovingPeriod = 10;//EA中使用的均线的周期
extern double MovingShift =3;//EA中使用的均线向左的K线偏移量
//+------------------------------------------------------------------+
//| Calculate open positions |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)//函数作用，计算当前持仓订单的数量
{
int buys=0,sells=0;//定义两个临时变量，准备用于后面的多空订单的个数计算
//----
for(int i=0;i<OrdersTotal();i++)//循环检测当前的订单队列
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;//挑出持仓单的每一个订单位置
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)//根据订单位置，比较是否是当前K线商品 以及订单唯一标识号是否和本程序设置的一致（用于避免EA误操作其他程序控制的持仓单）
{
if(OrderType()==OP_BUY) buys++;//找到符合条件的持仓单后，如果是多单，则临时变量buys增加1
if(OrderType()==OP_SELL) sells++;//找到符合条件的持仓单后，如果是空单，则临时变量sells增加1
}
}
//---- return orders volume
if(buys>0) return(buys);
else return(-sells);//本函数返回查询计算结束时的持仓单的个数。
}
//+------------------------------------------------------------------+
//| Calculate optimal lot size |
//+------------------------------------------------------------------+
double LotsOptimized()//函数目的，根据要求 计算出订单交易量
{
double lot=Lots;
int orders=HistoryTotal(); // history orders total 历史出场订单的个数
int losses=0; // number of losses orders without a break
//---- select lot size
lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);//通过风险系数的计算获得当前入场单应该采用的交易量
//---- 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; }//循环查询出场单队列
if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;//
//----
if(OrderProfit()>0) break;
if(OrderProfit()<0) losses++;//循环计算所有出场亏损单的亏损总和
}
if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);//如果亏损额大于1，则下一入场单的交易量修正为新的计算结果。
}
//---- return lot size
if(lot<0.1) lot=0.1;//如果计算出的交易量小于帐户最小手数0.1，则下一入场单的交易手数使用0.1作为交易量
return(lot);
}
//+------------------------------------------------------------------+
//| Check for open order conditions |
//+------------------------------------------------------------------+
void CheckForOpen()//检查入场条件的情况并作处理
{
double ma;
int res;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;//如果当前K线持仓量大于1，说明不是K线的开盘时间点，则直接返回 否则是K线第一个价格，则继续下面的过程
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);//获得当前的均线数值
//---- sell conditions
if(Open[1]>ma && Close[1]<ma) //如当前K开盘价大于均线，而前一K收盘价小于均线，则发出入场多单
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
return;
}
//---- buy conditions
if(Open[1]<ma && Close[1]>ma) //如当前K开盘价小于均线，而前一K收盘价大于均线，则发出入场空单
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
return;
}
//----
}
//+------------------------------------------------------------------+
//| Check for close order conditions |
//+------------------------------------------------------------------+
void CheckForClose()//检查出场条件的情况并作处理
{
double ma;
//---- go trading only for first tiks of new bar
if(Volume[0]>1) return;
//---- get Moving Average
ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//----
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);//如果持仓是多单，则当当前K开盘价小于均线，而前一K收盘价大于均线，则发出平仓指令
break;
}
if(OrderType()==OP_SELL)
{
if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White););//如果持仓是空单，则当当前K开盘价大于均线，而前一K收盘价小于均线，则发出平仓指令
break;
}
}
//----
}
//+------------------------------------------------------------------+
//| Start function |
//+------------------------------------------------------------------+
void start()//主循环过程
{
//---- check for history and trading
if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
else CheckForClose();
//----
}
//+------------------------------------------------------------------+
本文来源于http://www.ea80.com ,原文地址：http://www.ea800.com/bbsx/thread-5228-1-1.html
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