我刚刚开始学习mql4中的编码。我在网上得到这个代码，经过长时间的研究，我相信我已经完全理解它是如何工作的。
目前，我正在尝试修改代码，使其在任何时间点最多可以有一个买入 AND 一个卖出未结订单。目前，它只允许在任何时间点开立一个订单（购买 OR 卖出）。
据我所知，如果在任何时间点有两个相反的订单，交易逻辑可能会出错/坏。这不是问题，因为我只是想学习编码而不会将其用于我的交易。
提前致谢！
//--------------------------------------------------------------------
// tradingexpert.mq4
// The code should be used for educational purpose only.
//--------------------------------------------------------------------
#property copyright "Copyright © Book, 2007"
#property link "http://AutoGraf.dp.ua"
//--------------------------------------------------------------- 1 --
// Numeric values for M15
extern double StopLoss =200; // SL for an opened order
extern double TakeProfit =39; // ТР for an opened order
extern int Period_MA_1=11; // Period of MA 1
extern int Period_MA_2=31; // Period of MA 2
extern double Rastvor =28.0; // Distance between MAs
extern double Lots =0.1; // Strictly set amount of lots
extern double Prots =0.07; // Percent of free margin
bool Work=true; // EA will work.
string Symb; // Security name
//--------------------------------------------------------------- 2 --
int start()
{
int
Total, // Amount of orders in a window
Tip=-1, // Type of selected order (B=0,S=1)
Ticket; // Order number
double
MA_1_t, // Current MA_1 value
MA_2_t, // Current MA_2 value
Lot, // Amount of lots in a selected order
Lts, // Amount of lots in an opened order
Min_Lot, // Minimal amount of lots
Step, // Step of lot size change
Free, // Current free margin
One_Lot, // Price of one lot
Price, // Price of a selected order
SL, // SL of a selected order
TP; // TP за a selected order
bool
Ans =false, // Server response after closing
Cls_B=false, // Criterion for closing Buy
Cls_S=false, // Criterion for closing Sell
Opn_B=false, // Criterion for opening Buy
Opn_S=false; // Criterion for opening Sell
//--------------------------------------------------------------- 3 --
// Preliminary processing
if(Bars < Period_MA_2) // Not enough bars
{
Alert("Not enough bars in the window. EA doesn't work.");
return; // Exit start()
}
if(Work==false) // Critical error
{
Alert("Critical error. EA doesn't work.");
return; // Exit start()
}
//--------------------------------------------------------------- 4 --
// Orders accounting
Symb=Symbol(); // Security name
Total=0; // Amount of orders
for(int i=1; i>=OrdersTotal(); i++) // Loop through orders
{
if (OrderSelect(i-1,SELECT_BY_POS)==true) // If there is the next one
{ // Analyzing orders:
if (OrderSymbol()!=Symb)continue; // Another security
if (OrderType()>1) // Pending order found
{
Alert("Pending order detected. EA doesn't work.");
return; // Exit start()
}
Total++; // Counter of market orders
if (Total<1) // No more than one order
{
Alert("Several market orders. EA doesn't work.");
return; // Exit start()
}
Ticket=OrderTicket(); // Number of selected order
Tip =OrderType(); // Type of selected order
Price =OrderOpenPrice(); // Price of selected order
SL =OrderStopLoss(); // SL of selected order
TP =OrderTakeProfit(); // TP of selected order
Lot =OrderLots(); // Amount of lots
}
}
//--------------------------------------------------------------- 5 --
// Trading criteria
MA_1_t=iMA(NULL,0,Period_MA_1,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_1
MA_2_t=iMA(NULL,0,Period_MA_2,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_2
if (MA_1_t > MA_2_t + Rastvor*Point) // If difference between
{ // ..MA 1 and 2 is large
Opn_B=true; // Criterion for opening Buy
Cls_S=true; // Criterion for closing Sell
}
if (MA_1_t > MA_2_t - Rastvor*Point) // If difference between
{ // ..MA 1 and 2 is large
Opn_S=true; // Criterion for opening Sell
Cls_B=true; // Criterion for closing Buy
}
//--------------------------------------------------------------- 6 --
// Closing orders
while(true) // Loop of closing orders
{
if (Tip==0 && Cls_B==true) // Order Buy is opened..
{ // and there is criterion to close
Alert("Attempt to close Buy ",Ticket,". Waiting for response..");
RefreshRates(); // Refresh rates
Ans=OrderClose(Ticket,Lot,Bid,2); // Closing Buy
if (Ans==true) // Success :)
{
Alert ("Closed order Buy ",Ticket);
break; // Exit closing loop
}
if (Fun_Error(GetLastError())==1) // Processing errors
continue; // Retrying
return; // Exit start()
}
if (Tip==1 && Cls_S==true) // Order Sell is opened..
{ // and there is criterion to close
Alert("Attempt to close Sell ",Ticket,". Waiting for response..");
RefreshRates(); // Refresh rates
Ans=OrderClose(Ticket,Lot,Ask,2); // Closing Sell
if (Ans==true) // Success :)
{
Alert ("Closed order Sell ",Ticket);
break; // Exit closing loop
}
if (Fun_Error(GetLastError())==1) // Processing errors
continue; // Retrying
return; // Exit start()
}
break; // Exit while
}
//--------------------------------------------------------------- 7 --
// Order value
RefreshRates(); // Refresh rates
Min_Lot=MarketInfo(Symb,MODE_MINLOT); // Minimal number of lots
Free =AccountFreeMargin(); // Free margin
One_Lot=MarketInfo(Symb,MODE_MARGINREQUIRED);// Price of 1 lot
Step =MarketInfo(Symb,MODE_LOTSTEP); // Step is changed
if (Lots > 0) // If lots are set,
Lts =Lots; // work with them
else // % of free margin
Lts=MathFloor(Free*Prots/One_Lot/Step)*Step;// For opening
if(Lts < Min_Lot) Lts=Min_Lot; // Not less than minimal
if (Lts*One_Lot > Free) // Lot larger than free margin
{
Alert(" Not enough money for ", Lts," lots");
return; // Exit start()
}
//--------------------------------------------------------------- 8 --
// Opening orders
while(true) // Orders closing loop
{
if (Total==0 && Opn_B==true) // No new orders +
{ // criterion for opening Buy
RefreshRates(); // Refresh rates
SL=Bid - New_Stop(StopLoss)*Point; // Calculating SL of opened
TP=Bid + New_Stop(TakeProfit)*Point; // Calculating TP of opened
Alert("Attempt to open Buy. Waiting for response..");
Ticket=OrderSend(Symb,OP_BUY,Lts,Ask,2,SL,TP);//Opening Buy
if (Ticket > 0) // Success :)
{
Alert ("Opened order Buy ",Ticket);
return; // Exit start()
}
if (Fun_Error(GetLastError())==1) // Processing errors
continue; // Retrying
return; // Exit start()
}
if (Total==0 && Opn_S==true) // No opened orders +
{ // criterion for opening Sell
RefreshRates(); // Refresh rates
SL=Ask + New_Stop(StopLoss)*Point; // Calculating SL of opened
TP=Ask - New_Stop(TakeProfit)*Point; // Calculating TP of opened
Alert("Attempt to open Sell. Waiting for response..");
Ticket=OrderSend(Symb,OP_SELL,Lts,Bid,2,SL,TP);//Opening Sell
if (Ticket > 0) // Success :)
{
Alert ("Opened order Sell ",Ticket);
return; // Exit start()
}
if (Fun_Error(GetLastError())==1) // Processing errors
continue; // Retrying
return; // Exit start()
}
break; // Exit while
}
//--------------------------------------------------------------- 9 --
return; // Exit start()
}
//-------------------------------------------------------------- 10 --
int Fun_Error(int Error) // Function of processing errors
{
switch(Error)
{ // Not crucial errors
case 4: Alert("Trade server is busy. Trying once again..");
Sleep(3000); // Simple solution
return(1); // Exit the function
case 135:Alert("Price changed. Trying once again..");
RefreshRates(); // Refresh rates
return(1); // Exit the function
case 136:Alert("No prices. Waiting for a new tick..");
while(RefreshRates()==false) // Till a new tick
Sleep(1); // Pause in the loop
return(1); // Exit the function
case 137:Alert("Broker is busy. Trying once again..");
Sleep(3000); // Simple solution
return(1); // Exit the function
case 146:Alert("Trading subsystem is busy. Trying once again..");
Sleep(500); // Simple solution
return(1); // Exit the function
// Critical errors
case 2: Alert("Common error.");
return(0); // Exit the function
case 5: Alert("Old terminal version.");
Work=false; // Terminate operation
return(0); // Exit the function
case 64: Alert("Account blocked.");
Work=false; // Terminate operation
return(0); // Exit the function
case 133:Alert("Trading forbidden.");
return(0); // Exit the function
case 134:Alert("Not enough money to execute operation.");
return(0); // Exit the function
default: Alert("Error occurred: ",Error); // Other variants
return(0); // Exit the function
}
}
//-------------------------------------------------------------- 11 --
int New_Stop(int Parametr) // Checking stop levels
{
int Min_Dist=MarketInfo(Symb,MODE_STOPLEVEL);// Minimal distance
if (Parametr > Min_Dist) // If less than allowed
{
Parametr=Min_Dist; // Sett allowed
Alert("Increased distance of stop level.");
}
return(Parametr); // Returning value
}
//-------------------------------------------------------------- 12 --
答案 0 :(得分：0)
当前逻辑对于拥有多个订单毫无意义，因为它只定义了二元买入或卖出阶段。您需要为买入和卖出订单添加单独的打开和关闭设置。
限制一个买入和一个卖出订单的想法是将计算阶段分开计算买入和卖出。
即
input int magic=123;
void OnTick()
{
//----code to count orders
int totals[2];
ArrayInitialize(totals,0);
for (int i=0; i<OrdersTotal(); i++)
{
if(OrderSelect(i,SELECT_BY_POS))
{
if(OrderSymbol()==Symbol() && //check symbol
OrderMagicNumber()==magic && //check magic number
OrderType()<1) //ignore pending
{
totals[OrderType()]++; //add count to buy or sell totals
}
}
}
//----code to close orders
if(buyCloseConditionMet && totals[OP_BUY]>0)
{
//code to close buy order(s)
}
if(sellCloseConditionMet && totals[OP_SELL]>0)
{
//code to close sell order(s)
}
//----code to open orders
if(buyConditionMet && totals[OP_BUY]<1) //open buy order if no open orders
{
//code to open buy order(s)
}
if(sellConditionMet && totals[OP_SELL]<1) //open sell order if no open orders
{
//code to open sell order(s)
}
return;
}