我有一个外汇交易机器人的mql4专家 但是我在运行此代码以在MetaTrader 4中进行回测时在获取代码时遇到了一些问题 我的代码详细信息是: 我有2个ema,何时交叉获得买入,何时向下交叉获得卖出 但在回测中损坏2 ema后获得位置的问题。 我的止损定为10 pip,但tp为0,我们有开放交易直到2 ema的下一个交叉,然后关闭pervios头寸并获得新头寸。 我添加了测试立体声,并显示了我在定位上的问题
#property copyright "Copyright 2018"
#property link "https://www.mql4.com"
#property version "1.00"
#property strict
input int Ema_Fast_Period = 62;
input int Ema_Slow_Period = 30;
input int MagicNumber = 1982;
input double Lots = 0.01;
input double StopLoss = 100;
input double TakeProfit = 0;
double FastMACurrent ,SlowMACurrent ,FastMAPrevious ,SlowMAPrevious;
bool BuyCondition = False, SellCondition = False, CrossPriseWithFastMAUpShado = False, CrossPriseWithFastMADownShado = False;
//---
int Slippage=5;
double OpenPosition = 0;
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
}
//+------------------------------------------------------------------+
//| expert OnTick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(Volume[0]<=1)
{
FastMACurrent = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Fast_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,1 );
SlowMACurrent = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Slow_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,1 );
FastMAPrevious = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Fast_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,2 );
SlowMAPrevious = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Slow_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,2 );
//----------------------- BUY CONDITION
BuyCondition = (FastMAPrevious<SlowMAPrevious && FastMACurrent>SlowMACurrent);
//----------------------- SELL CONDITION
SellCondition = (FastMAPrevious>SlowMAPrevious && FastMACurrent<SlowMACurrent);
CrossPriseWithFastMADownShado = ( Low[1]<FastMACurrent && FastMACurrent<Open[1] );
if( BuyCondition )
{
//If we have open trade before get another trade close perivios trade and save money
if( OrderSelect(0, SELECT_BY_POS,MODE_TRADES) )
{
int a = OrderClose( OrderTicket(),OrderLots(),OrderClosePrice(), Slippage, clrWhite );
}
BuyCondition = False;
GetBuy();
}
if( SellCondition )
{
//If we have open trade before get another trade close perivios trade and save money
if( OrderSelect(0, SELECT_BY_POS,MODE_TRADES) )
{
int a = OrderClose( OrderTicket(),OrderLots(),OrderClosePrice(), Slippage, clrWhite );
}
SellCondition = False;
GetSell();
}
}
}
//+------------------------------------------------------------------+
//| expert Buy Or Sell function |
//+------------------------------------------------------------------+
int GetBuy(){
int getposition = OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,Ask-(StopLoss*Point),0,"Buy",MagicNumber,0,Blue);
return True;
}
int GetSell(){
int getposition = OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,Bid+(StopLoss*Point),0,"Sell",MagicNumber,0,Red);
return True;
}
答案 0 :(得分:1)
我编辑了您的代码。您代码中的主要问题是止盈! 在GetBuy()和GetSell()函数中,您编写了:
Ask+(TakeProfit*Point)
它返回询问!因为您的TakeProfit已设置为零。如果您不想设置止盈,请输入:
int ticket = OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,Ask-(StopLoss*Point),0,"Buy",MagicNumber,0,Blue);
这是新代码:
#property copyright "Copyright 2018"
#property link "https://www.mql4.com"
#property version "1.00"
#property strict
input int Ema_Fast_Period = 62;
input int Ema_Slow_Period = 30;
input int MagicNumber = 1982;
input double Lots = 0.01;
input int StopLoss = 100;
input int TakeProfit = 1000;
double FastMACurrent ,SlowMACurrent ,FastMAPrevious ,SlowMAPrevious;
bool BuyCondition = False, SellCondition = False, CrossPriseWithFastMAUpShado = False, CrossPriseWithFastMADownShado = False;
//---
int Slippage=5;
double OpenPosition = 0;
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
}
//+------------------------------------------------------------------+
//| expert OnTick function |
//+------------------------------------------------------------------+
void OnTick()
{
if(Volume[0]<=1)
{
FastMACurrent = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Fast_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,1 );
SlowMACurrent = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Slow_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,1 );
FastMAPrevious = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Fast_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,2 );
SlowMAPrevious = iMA(Symbol() ,PERIOD_CURRENT ,Ema_Slow_Period ,0 ,MODE_EMA ,PRICE_CLOSE ,2 );
//----------------------- BUY CONDITION
BuyCondition = (FastMAPrevious<SlowMAPrevious && FastMACurrent>SlowMACurrent);
//----------------------- SELL CONDITION
SellCondition = (FastMAPrevious>SlowMAPrevious && FastMACurrent<SlowMACurrent);
CrossPriseWithFastMADownShado = ( Low[1]<FastMACurrent && FastMACurrent<Open[1] );
if( BuyCondition )
{
//If we have open trade before get another trade close perivios trade and save money
if( OrderSelect(0, SELECT_BY_POS,MODE_TRADES) )
{
int a = OrderClose( OrderTicket(),OrderLots(),OrderType()==OP_SELL ? Ask : Bid, Slippage, clrWhite );
}
if(GetBuy()) BuyCondition = False;
}
if( SellCondition )
{
//If we have open trade before get another trade close perivios trade and save money
if( OrderSelect(0, SELECT_BY_POS,MODE_TRADES) )
{
int a = OrderClose( OrderTicket(),OrderLots(),OrderType()==OP_BUY ? Bid : Ask, Slippage, clrWhite );
}
if(GetSell()) SellCondition = False;
}
}
}
//+------------------------------------------------------------------+
//| expert Buy Or Sell function |
//+------------------------------------------------------------------+
bool GetBuy(){
int ticket = OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,Ask-(StopLoss*Point),Ask+ (TakeProfit*Point),"Buy",MagicNumber,0,Blue);
if(ticket > 0) return true;
return false;
}
bool GetSell(){
int ticket = OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,Bid+(StopLoss*Point),Bid- (TakeProfit*Point),"Sell",MagicNumber,0,Red);
if(ticket > 0) return true;
return false;
}