以下是我在网上看到的一个网格交易法的源码,希望更多的人贴一些网格交易法的源码,大家一起学习提高。 //+------------------------------------------------------------------+ //| Grid1.1.mq4 | //| Copy* 顺势加码 2006 | //| | //+------------------------------------------------------------------+ #property copy* "Copy* 顺势加码 2006 外汇联盟收集整理" #property link "service@" #include <stdlib.mqh> extern double GridStep=50; //格幅 extern double GridLength=100; //格长 double PivotPr, Multiple, i, Lots=0.1, STOPLEVEL, TP, ST; string Text="Grid"; int Magic, j, BuyCount, SellCount, DTS, Ticket; //+------------------------------------------------------------------+ int init() //初始化部分将定义参数赋值: 每次在start里面都可能被赋值一次,消耗时间 完整源码详见: 《网格交易策略源码》 //+------------------------------------------------------------------+ //| Grid1.1.mq4 | //| Copy* 顺势加码 2006 | //| | //+------------------------------------------------------------------+ #property copy* "Copy* 顺势加码 2006 外汇联盟收集整理" #property link "service@" #include <stdlib.mqh> extern double GridStep=50; //格幅 extern double GridLength=100; //格长 double PivotPr, Multiple, i, Lots=0.1, STOPLEVEL, TP, ST; string Text="Grid"; int Magic, j, BuyCount, SellCount, DTS, Ticket; //+------------------------------------------------------------------+ int init() //初始化部分将定义参数赋值: 每次在start里面都可能被赋值一次,消耗时间 if (DTS==4) DTS=2; else DTS=0; Magic =105; GridStep =GridStep*Point; GridLength =GridLength*Point; STOPLEVEL =MarketInfo(Symbol(),MODE_STOPLEVEL)*Point; return(0); //+------------------------------------------------------------------+ int start() { Multiple =NormalizeDouble((Bid-NormalizeDouble(Bid,DTS))/GridStep, 0); // 评rint 检查这地方出值为0 PivotPr =NormalizeDouble(Bid,DTS) +GridStep*Multiple; // 下网格布网 for(i=PivotPr; i>=PivotPr-GridLength; i=i-GridStep) { BuyCount=0; SellCount=0; for(j=0; j<OrdersTotal(); j++) { if(OrderSelect(j,SELECT_BY_POS)==false) return(0); if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPr(),DTS)==NormalizeDouble(i,DTS) ) { if(OrderType()==OP_BUY || OrderType()==OP_BUYLIMIT ) BuyCount++; if(OrderType()==OP_SELL || OrderType()==OP_SELLSTOP ) SellCount++; } } if(BuyCount==0) { TP =i+GridStep; ST=0; if(Ask-i>=STOPLEVEL) { Ticket =OrderSend(Symbol(),OP_BUYLIMIT,Lots,i,0,ST,TP,"Grid - BuyLimit",Magic,0,0); if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 开仓成功"); else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } if(Ask==i) { Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid - Buy",Magic,0,0); if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - Buy=",i," 开仓成功"); else Alert( Symbol(),"Grid - Buy=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } } if(SellCount==0) { TP=i-GridStep;ST=0; if(Bid-i>=STOPLEVEL) { Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,i,0,ST,TP,"Grid - SellStop",Magic,0,0); if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - SellStop=",i," 开仓成功"); else Alert( Symbol(),"Grid - SellStop=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } if(Bid==i) { Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid - Sell",Magic,0,0); if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 开仓成功"); else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } } } // 上网格布网 for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep) { BuyCount=0;SellCount=0; for(j=0;j<OrdersTotal();j++) { if(OrderSelect(j,SELECT_BY_POS)==false) return(0); if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPrice(),DTS)==NormalizeDouble(i,DTS) ) { if(OrderType()==OP_BUY || OrderType()==OP_BUYSTOP) BuyCount++; if(OrderType()==OP_SELL || OrderType()==OP_SELLLIMIT) SellCount++; } } if(BuyCount==0) { TP=i+GridStep;ST=0; if(i-Ask>=STOPLEVEL) {Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,i,0,ST,TP,"Grid + BuyStop",Magic,0,0); if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + BuyStop=",i," 开仓成功"); else Alert( Symbol(),"Grid + BuyStop=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } if(i==Ask) { Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid + Buy",Magic,0,0); if(Ticket>0) Alert(Symbol()," ",Ticket,"Grid + Buy=",i," 开仓成功"); else Alert( Symbol(),"Grid + Buy=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } } if(SellCount==0) { TP=i-GridStep;ST=0; if(i-Bid>=STOPLEVEL) { Ticket=OrderSend(Symbol(),OP_SELLLIMIT,Lots,i,0,ST,TP,"Grid + SellLimit",Magic,0,0); if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + SellLimit=",i," 开仓成功"); else Alert( Symbol(),"Grid + SellLimit=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } if(i==Bid) { Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid + Sell",Magic,0,0); if(Ticket>0) Alert(Symbol()," ",Ticket,"Grid + Sell=",i," 开仓成功"); else Alert( Symbol(),"Grid + Sell=",i," 开仓失败:",ErrorDescription(GetLastError())); Sleep(10000); } } } //---- return(0); } //+------------------------------------------------------------------+ |
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