客服热线：
手机版
二维码
MT4.0编程函数库
|
MT4.0编程函数库 MT4.0和3.x相比，编程语言迥然不同，基本上是C语言的翻版，所以有一些C语言基础是很容易学会MT编程的。 MT4.0可以编写的程序有好几类，主要是自动交易程序和指标，估计大家都是为了给自己的投资策略，由于我的精力有限，所以接下来只介绍自动交易程序。 1. MT程序的语法 MT程序既然是C语言的翻版，语法和C语言当然很接近了，用有限的篇幅来说明其语法似乎是一个不能完成的任务，我这里只能告诉大家如何去学习。 语法说明可以在meta Editor的帮助中找到，在工具栏上点MQL Navigator，就会弹出MT编程的导航，其中Dictionary就是语言和函数库的帮助。 在这个树状帮助目录下，语法的说明在Basic下，主要包括Syntax, Data type, Operations & expressions, Operators, Functions, Variables, Preprocessor 如果会C的话，粗略看一下即可，如果不会，结合例程学习一遍吧。 由于帮助基本是英文的，所以刚开始学还是有难度的，不过没有办法，我也帮不上忙，大家有问题就提吧，我尽量回答。啥时候能出个中文版的就好了。 学习的时候，从网上搜一些现成的程序进行学习和修改是加快学习的一个办法，上一次我贴的Grid的交易程序就是一个很好的学习的例子。 2. 函数库 MT的函数库帮助进行了分类，看起来还是比较方便的。这里也没有办法详细介绍，做一个扼要介绍。 还是在帮助的Dictionary下，看这些帮助要考验一下大家的英文，特别要涉及到金融和计算机专业英语。 包括以下几类： (1) Stardard constants 也就是系统定义的标准常量，主要是一些枚举类型和窗口常量等，一般先不用管它，在别的地方会链接过来。 (2) Predifined variables 一些系统常量，包括买入价，卖出价，最高、最低价等，还是很有用的，不过不太多，挨个儿看一下吧。 (3) Account Information 账户有关的函数 (4) Array functions 数组处理函数。 (5) Common functions 常用处理函数。 (6) Conversion functions 转换函数，主要是字符串和主要类型之间的转换函数。 (7) Custom Indicators 编写自定义指标用到的函数，如果不编写自定义指标的话，可以不管它。 (8) Date&Time functions 时间日期有关的函数 (9) File functions 文件处理函数 (10) Globle variables 全局变量有关的处理函数。 (11) Math & Trig 数学计算函数 (12)Object functions 对象处理函数，主要是在图表中处理对象的函数，对象是指直线、文本等。 (13) String functions 字符串处理函数。 (14) Technical indicators 技术指标函数，相信大家一定会经常用到的。大家通过指标的英文，应该比较容易看出来谁是谁。 (15) Trading functions 交易函数。这一类对自动交易系统是很重要的。 (16) Window functions 窗口处理函数，基本不需要用到。 3. 创建程序 在MT的程序组中，有一个meta Editor，这就是MT的编译器，还是很容易上手的。用过Visual Studio C++的人一看，有点熟，对吧？ 首先，点击菜单File->New，弹出对话框，程序类型选择Expert Advisor，后面按导航操作输入名称即可。 这样一个简单的MT空白交易程序就创建了，点按钮Compile或直接按快捷键F5就可以编译通过了。因为是空白的，这时候它什么也不能干。 注意：自动交易程序一定要存放在安装目录下的Experts子目录。 4. 修改 (1)全局变量 在程序的开头，可以定义一下全局变量。前面加extern的全局变量的值，在自动交易程序启动的时候可以直接在MT改，不需要重新编译。 (2)入口函数 MT程序的调用入口是start()函数，和C程序的main()函数是一样的，一般就在这里写处理过程即可。 (3) 子函数 比较复杂的过程，可以写子函数，在start()函数里调用子函数。 5. 例程：以下是在MT官方网站的论坛下hdb写的Grid自动交易程序，供参考。 #property copyright "***************" #property link "" //#property version "1.8" // DISCLAIMER ***** importANT NOTE ***** READ BEFORE USING ***** // This expert advisor can open and close real positions and hence do real trades and lose real money. // This is not a 'trading system' but a simple robot that places trades according to fixed rules. // The author has no pretentions as to the profitability of this system and does not suggest the use // of this EA other than for testing purposes in demo accounts. // Use of this system is free - but u may not resell it - and is without any garantee as to its // suitability for any purpose. // By using this program you implicitly acknowledge that you understand what it does and agree that // the author bears no responsibility for any losses. // Before using, please also check with your broker that his systems are adapted for the frequest trades // associated with this expert. // 1.8 changes // made wantLongs and wantShorts into localvariables. Previously, if u set UseMACD to true, // it did longs and shorts and simply ignored the wantLongs and wantShorts flags. // Now, these flags are not ignored. // added a loop to check if there are 'illicit' open orders above or below the EMA when the limitEMA34 // flag is used. These accumulate over time and are never removed and is due to the EMA moving. // removed the switch instruction as they dont seem to work - replaced with if statements // made the EMA period variable // // // modified by cori. Using OrderMagicNumber to identify the trades of the grid extern int uniqueGridMagic = 11111; // Magic number of the trades. must be unique to identify // the trades of one grid extern double Lots = 0.1; // extern double GridSize = 6; // pips between orders - grid or mesh size extern double GridSteps = 12; // total number of orders to place extern double TakeProfit = 12 ; // number of ticks to take profit. normally is = grid size but u can override extern double StopLoss = 0; // if u want to add a stop loss. normal grids dont use stop losses extern double UpdateInterval = 1; // update orders every x minutes extern bool wantLongs = true; // do we want long positions extern bool wantShorts = true; // do we want short positions extern bool wantBreakout = true; // do we want longs above price, shorts below price extern bool wantCounter = true; // do we want longs below price, shorts above price extern bool limitEMA = false; // do we want longs above ema only, shorts below ema only extern int EMAperiod = 34; // the length of the EMA.. was previously fixed at 34 extern double GridMaxOpen = 0; // maximum number of open positions : not yet implemented.. extern bool UseMACD = false; // if true, will use macd >0 for longs only, macd >0 for shorts only // on crossover, will cancel all pending orders. This will override any // wantLongs and wantShort settings - at least for now. extern bool CloseOpenPositions = false;// if UseMACD, do we also close open positions with a loss? extern bool doHouseKeeping = true; // just a test // modified by cori. internal variables only string GridName = "Grid"; // identifies the grid. allows for several co-existing grids double LastUpdate = 0; // counter used to note time of last update #property copyright "**********" #property link "" int init() { //---- #property show_inputs // shows the parameters - thanks Slawa... //---- // added my corri and removed by hdb!! lol.. just to stay compatible with open grids... // GridName = StringConcatenate( "Grid", Symbol() ); return(0); } //+------------------------------------------------------------------------+ //| tests if there is an open position or order in the region of atRate | //| will check for longs if checkLongs is true, else will check | //| for shorts | //+------------------------------------------------------------------------+ bool IsPosition(double atRate, double inRange, bool checkLongs ) { int totalorders = OrdersTotal(); for(int j=0;j { OrderSelect(j, SELECT_BY_POS); // modified by cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { int type = OrderType(); if (MathAbs( OrderOpenPrice() - atRate ) < (inRange*0.9)) // dont look for exact price but price proximity (less than gridsize) - added 0.9 because of floating point errors { if ( ( checkLongs && ( type == OP_BUY || type == OP_BUYLIMIT || type == OP_BUYSTOP ) ) || (!checkLongs && ( type == OP_SELL || type == OP_SELLLIMIT || type == OP_SELLSTOP ) ) ) { return(true); } } } } return(false); } //+------------------------------------------------------------------------+ //| cancells all pending orders | //+------------------------------------------------------------------------+ void CloseAllPendingOrders( ) { int totalorders = OrdersTotal(); &bsp; for(int j=totalorders-1;j>=0;j--) // scan all orders and positions... { OrderSelect(j, SELECT_BY_POS); // modified as per cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { int type = OrderType(); if ( type > 1 ) bool result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| cancells all pending orders and closes open positions | //+------------------------------------------------------------------------+ void CloseOpenOrders() { int total = OrdersTotal(); for(int i=total-1;i>=0;i--) { OrderSelect(i, SELECT_BY_POS); int type = OrderType(); bool result = false; // modified by cori. Using OrderMagicNumber to identify the trades of the grid // hdb added or gridname for compatibility if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { //Close opened long positions if ( type == OP_BUY ) result = OrderClose( OrderTicket(), OrderLots(), 骗子Info(OrderSymbol(), MODE_BID), 5, Red ); //Close opened short positions if ( type == OP_SELL ) result = OrderClose( OrderTicket(), OrderLots(), 骗子Info(OrderSymbol(), MODE_ASK), 5, Red ); //Close pending orders if ( type > 1 ) result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------------+ //| cancells all open orders which fall on the wrong side of the EMA | //+------------------------------------------------------------------------+ void CloseOrdersfromEMA( double theEMAValue ) { int totalorders = OrdersTotal(); for(int j=totalorders-1;j>=0;j--) // scan all orders and positions... { OrderSelect(j, SELECT_BY_POS); if ( OrderSymbol()==Symbol() && ( (OrderMagicNumber() == uniqueGridMagic) || (OrderComment() == GridName)) ) // only look if mygrid and symbol... { int type = OrderType(); bool result = false; //if (type > 1) Print(type," ",theEMAValue," ",OrderOpenPrice()); if ( type == OP_BUYLIMIT && OrderOpenPrice() <= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_BUYSTOP && OrderOpenPrice() <= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_SELLLIMIT && OrderOpenPrice() >= theEMAValue ) result = OrderDelete( OrderTicket() ); if ( type == OP_SELLSTOP && OrderOpenPrice() >= theEMAValue ) result = OrderDelete( OrderTicket() ); } } return; } //+------------------------------------------------------------------+ //| script program start function | //+------------------------------------------------------------------+ int start() { //---- int i, j,k, ticket, entermode, totalorders; bool doit; double point, startrate, traderate; //---- setup parameters if ( TakeProfit <= 0 ) // { TakeProfit = GridSize; } bool myWantLongs = wantLongs; bool myWantShorts = wantShorts; //---- if (MathAbs(CurTime()-LastUpdate)> UpdateInterval*60) // we update the first time it is called and every UpdateInterval minutes { LastUpdate = CurTime(); point = 骗子Info(Symbol(),MODE_POINT); startrate = ( Ask + point*GridSize/2 ) / point / GridSize; // round to a number of ticks divisible by GridSize k = startrate ; k = k * GridSize ; startrate = k * point - GridSize*GridSteps/2*point ; // calculate the lowest entry point double myEMA=iMA(NULL,0,EMAperiod,0,MODE_EMA,PRICE_CLOSE,0); if (limitEMA) { if (doHouseKeeping) CloseOrdersfromEMA(myEMA); } if ( UseMACD ) { double Macd0=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,0); double Macd1=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1); double Macd2=iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,2); if( Macd0>0 && Macd1>0 && Macd2<0) // cross up { CloseAllPendingOrders(); if ( CloseOpenPositions == true ) { CloseOpenOrders(); } } if( Macd0<0 && Macd1<0 && Macd2>0) // cross down &nbp; { CloseAllPendingOrders(); if ( CloseOpenPositions == true ) { CloseOpenOrders(); } } myWantLongs = false; myWantShorts = false; if( Macd0>0 && Macd1>0 && Macd2>0 && wantLongs ) // is well above zero { myWantLongs = true; } if( Macd0<0 && Macd1<0 && Macd2<0 && wantShorts ) // is well below zero { myWantShorts = true; } } for( i=0;i { traderate = startrate + i*point*GridSize; if ( myWantLongs && (!limitEMA || traderate > myEMA)) { if ( IsPosition(traderate,point*GridSize,true) == false ) // test if i have no open orders close to my price: if so, put one on { double myStopLoss = 0; if ( StopLoss > 0 ) { myStopLoss = traderate-point*StopLoss ; } if ( traderate > Ask ) { entermode = OP_BUYSTOP; } else { entermode = OP_BUYLIMIT ; } if ( ((traderate > Ask ) && (wantBreakout)) || ((traderate <= Ask ) && (wantCounter)) ) { // modified by cori. Using OrderMagicNumber to identify the trades of the grid ticket=OrderSend(Symbol(),entermode,Lots,traderate,0,myStopLoss,traderate+point*TakeProfit,GridName,uniqueGridMagic,0,Green); } } } if ( myWantShorts && (!limitEMA || traderate < myEMA)) { if (IsPosition(traderate,point*GridSize,false)== false ) // test if i have no open orders close to my price: if so, put one on { myStopLoss = 0; if ( StopLoss > 0 ) { myStopLoss = traderate+point*StopLoss ; } if ( traderate > Bid ) { entermode = OP_SELLLIMIT; } else { entermode = OP_SELLSTOP ; } if ( ((traderate < Bid ) && (wantBreakout)) || ((traderate >= Bid ) && (wantCounter)) ) { // modified by cori. Using OrderMagicNumber to identify the trades of the grid ticket=OrderSend(Symbol(),entermode,Lots,traderate,0,myStopLoss,traderate-point*TakeProfit,GridName,uniqueGridMagic,0,Red); } } } } } return(0); } //+------------------------------------------------------------------+ 自动交易系统的测试 很多人都想用历史数据测试自己的自动交易系统结果怎么样。 在MT的View菜单下，有一个Strategy tester。 选定自己的交易系统，设定好币种，历史数据的时间周期，交易系统的属性，勾上Recalculate，设定时间范围，点Start按钮即开始测试。 特别强调的是，由于历史数据不能反映内部的波动情况，测试中可以选择三种插值方式，但是因为要使用插值，测试结果可能是不准确的，尤其是在以下两种情况下： (1) 有止损的策略 (2) 使用的Timeframe比较大 找了一个根据均线交易的例子，我自己择主要的加了一些中文注释，看看有没有帮助。 //+------------------------------------------------------------------+ //| Moving Average.mq4 | //| Copyright ?2005, metaQuotes Software Corp. | //| http://forexea.com | //+------------------------------------------------------------------+ #define MAGICMA 20050610 // extern的全局变量，编译后可以直接在MT中修改 extern double Lots = 0.1; extern double MaximumRisk = 0.02; extern double DecreaseFactor = 3; extern double MovingPeriod = 12; extern double MovingShift = 6; //+------------------------------------------------------------------+ //| 入口函数，程序从这里开始运行 | //+------------------------------------------------------------------+ void start() { //---- if(Bars<100 //如果历史数据不足100根K线 || IsTradeAllowed()==false) // 或者系统目前不允许交易 return; // 退出 //---- if(CalculateCurrentOrders(Symbol())==0)// 调用子函数CalculateCurrentOrders检查现有仓位，是否需要建仓 CheckForOpen(); // 调用子函数CheckForOpen开始建立仓位 else CheckForClose(); // 否则检查是否需要平仓 //---- } //+------------------------------------------------------------------+ //| 检查现有仓位| //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol) { int buys=0,sells=0; //---- for(int i=0;i { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) // 如果获取Order失败，则退出 break; if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA) // 获取仓位成功 { if(OrderType()==OP_BUY) buys++; // 如果是买单，买单计数器加一 if(OrderType()==OP_SELL) sells++; // 如果是卖单，卖单计数器加一 } } //---- return orders volume if(buys>0) return(buys); // 有至少一张买单，返回买单数量 else return(-sells); // 否则，返回卖单数量的负值 } //+------------------------------------------------------------------+ //| 计算最优仓位 //+http://blog.sina.com.cn/zhouxiaoyin18---------------------+ 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); } //+------------------------------------------------------------------+ //| 检查是否建仓 | //+------------------------------------------------------------------+ void CheckForOpen() { double ma; int res; //---- go trading only for first tiks of new bar if(Volume[0]>1) return; //---- 指标调用，iMA就是均线（Moving Average） ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //---- sell conditions if(Open[1]>ma && Close[1] { // 建立仓位 res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); return; } //---- buy conditions if(Open[1]ma) { res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue); return; } //---- } //+------------------------------------------------------------------+ //| 检查是否平仓 | //+------------------------------------------------------------------+ 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 { 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] break; } if(OrderType()==OP_SELL) { if(Open[1]ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White); break; } } //---- } |
打赏
最新创建圈子
新闻EA运行效果图圈 2019-05-05
圈主：admin 帖子：1
