我如何在另一笔未平仓交易中取消交易并将未平仓交易保持一定的期限？
我已经编写了下面的代码，用于在特定时间打开买卖交易（在卖出价和卖出价上方和下方有一定数量的点）。
-
当另一个打开时如何立即关闭/取消？
-
如果说X点盈利或在一分钟后（取决于先达到哪种条件），如何关闭未平仓交易？
我不太确定自己是否在下面的代码中做了正确的事情，并希望获得一些帮助。
double spread = Ask-Bid;
extern datetime time;
extern int pipGap = 7;
extern int lotSize = 0.01;
extern int closeTimeInSeconds = 60;
int start() {
if (TimeCurrent() >= StrToTime(time)){
OrderSend(Symbol(),OP_BUYSTOP,lotSize, Ask + Point*pipGap, 0,0,0);
OrderSend(Symbol(),OP_SELLSTOP,lotSize, Bid - Point*pipGap, 0,0,0);
}
for(int pos = OrdersTotal()-1; pos >= 0 ; pos--) if (
OrderSelect(pos, SELECT_BY_POS)
){
int duration = TimeCurrent() - OrderOpenTime();
if (duration >= closeTimeInSeconds)
OrderClose( OrderTicket(), OrderLots(), OrderClosePrice(),
3*Point);
}
return(0);
}
2 个答案:
答案 0 :(得分：8)
自动新闻交易 您（@iGetIt）寻找的是基本的新闻交易机器人。这是它的简化实现。
在更高级的阶段，您将需要根据受影响的货币对自动下载新闻和自动交易，跟踪波动率（避免波动），同步您的PC时间（Windows日期/时间不准确，需要新闻交易）同步到毫秒级）。跟踪您的经纪人服务器响应时间，实施Trail-StopLoss（以提高利润），实施订单滑动（多个止损单以捕捉巨大的峰值），计算订单集的获利能力（以了解价格回撤时何时关闭所有订单） ）等。
无论如何，这是您可以使用的基本版本（基于赏金要求）：
- 在特定时间打开买入和卖出止损订单。
- 可配置的当前点/出价点数。
- 实施OCO（一个取消另一个）。
- 以x点的利润（也称为TP水平）关闭已执行的交易。
- 在x秒后关闭已执行或未完成的止损单。
视觉：显示其及时执行（这是亚洲时间，因此流动性较低，所以+-价格波动前几秒）。
关闭：它会根据设置自动关闭。
源代码：这是其完整的MQL4源代码。
（已更新，19年5月15日格林尼治标准时间+8）修复了TTL后执行的订单平仓中报告的错误。
//+------------------------------------------------------------------+
//| SO55930471.mq4 |
//| Copyright 2019, Joseph Lee, joseph.lee@fs.com.my |
//| TELEGRAM @JosephLee74 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, Joseph Lee, TELEGRAM @JosephLee74"
#property link "http://www.fs.com.my"
#property version "1.00"
#property strict
//-------------------------------------------------------------------
// APPLICABLE PARAMETERS
//-------------------------------------------------------------------
//-------------------------------------------------------------------
// NEWS IMPACT SELECTION
//===================================================================
extern string vsEAComment = "Telegram @JosephLee74"; //Ego trip
extern datetime vdTradeStartInGMT = D'2019.5.14 06:00'; //When to trade (GMT)
extern int viStopOrderLevelInPip = 5; // StopOrder distance from ask/bid (pips)
extern double viFixLots = 0.01; // Lot size
extern int viStopLossInPip = 20; // StopLoss (pips)
extern int viTargetProfitInPip = 100; // TargetProfit (pips)
extern int viDeleteStopOrderAfterInSec = 30; // StopOrder TTL (sec)
extern int viDeleteOpenOrderAfterInSec = 300; // Executed Order TTL (sec)
extern int viMaxSlippageInPip = 2; // Max Slippage (pip)
//-------------------------------------------------------------------
// System Variables
//-------------------------------------------------------------------
int viMagicId = 0;
double viPipsToPrice = 0.0001;
double viPipsToPoint = 1;
int viBuyStopTicket = -1;
int viSellStopTicket = -1;
int viBuyOrderTicket = -1;
int viSellOrderTicket = -1;
string vsDisplay = "EVENT-TRADER v1.01 - ";
//-------------------------------------------------------------------
//+------------------------------------------------------------------+
//| EA Initialization function
//+------------------------------------------------------------------+
int init() {
ObjectsDeleteAll(); Comment("");
// Caclulate PipsToPrice & PipsToPoints (old sytle, but works)
if((Digits == 2) || (Digits == 3)) {viPipsToPrice=0.01;}
if((Digits == 3) || (Digits == 5)) {viPipsToPoint=10;}
viMagicId = vdTradeStartInGMT;
start();
return(0);
}
//+------------------------------------------------------------------+
//| EA Stand-Down function
//+------------------------------------------------------------------+
int deinit() {
ObjectsDeleteAll();
return(0);
}
//============================================================
// MAIN EA ROUTINE
//============================================================
int start() {
//==========================================
//MANAGE ROBOT EXPIRY
//==========================================
if( TimeCurrent() > D'2020.1.1' ) {
Comment(vsDisplay + "EXPIRED. Please contact josephfhlee74 at gmail dot com"); // Who am I kidding?
return(0);
}
ResetLastError();
// Exit the routine if it is not time to trade yet.
if(TimeGMT() < vdTradeStartInGMT) {
// Show a count-down timer to the trading time.
Comment(vsDisplay +
"[" + TimeToStr(TimeGMT()) + " GMT] " +
IntegerToString(int(vdTradeStartInGMT - TimeGMT())) + " sec to [" +
TimeToStr(vdTradeStartInGMT) + " GMT]"
);
return(0);
}
viBuyStopTicket = -1;
viSellStopTicket = -1;
viBuyOrderTicket = -1;
viSellOrderTicket = -1;
//=========================================================
//FIND *OPENED* BUY/SELL PENDING ORDERS
//---------------------------------------------------------
for( int i=OrdersTotal()-1; i>=0; i-- ) {
if(OrderSelect( i, SELECT_BY_POS, MODE_TRADES ))
if( OrderSymbol() == Symbol() )
if( OrderMagicNumber() == viMagicId) {
if( OrderType() == OP_BUYSTOP )
viBuyStopTicket = OrderTicket();
if( OrderType() == OP_SELLSTOP )
viSellStopTicket = OrderTicket();
if( OrderType() == OP_BUY )
viBuyOrderTicket = OrderTicket();
if( OrderType() == OP_SELL )
viSellOrderTicket = OrderTicket();
}
}
//=========================================================
//FIND *CLOSED* BUY/SELL ORDERS FOR THIS EVENT
//---------------------------------------------------------
for(int i=OrdersHistoryTotal()-1; i>=0; i--) {
if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
if(OrderSymbol() == Symbol())
if(OrderMagicNumber() == viMagicId) {
if( OrderType() == OP_BUYSTOP )
viBuyStopTicket = OrderTicket();
if( OrderType() == OP_SELLSTOP )
viSellStopTicket = OrderTicket();
if( OrderType() == OP_BUY )
viBuyOrderTicket = OrderTicket();
if( OrderType() == OP_SELL )
viSellOrderTicket = OrderTicket();
}
}
// The above 2 sections will ensure that each event will only be executed once.
// If orders are cancelled or closed for whatever reason, they will never be open again.
string vsVerbose = vsDisplay + "[GMT " + TimeToStr(TimeGMT()) + "] Executing ..."
"\nActive BUYSTOP: " + viBuyStopTicket +
" | Active SELLSTOP: " + viSellStopTicket +
"" +
"\nActive BUY: " + viBuyOrderTicket +
" | Active SELL: " + viSellOrderTicket;
Comment(vsVerbose);
//=========================================================
// HANDLES OCO (One-Cancels-the-Other)
//---------------------------------------------------------
// BUY Order EXISTS, cancels all SellStops
if( viBuyOrderTicket != -1 ) {
for( int i=OrdersTotal()-1; i>=0; i-- ) {
if(OrderSelect( i, SELECT_BY_POS, MODE_TRADES ))
if( OrderSymbol() == Symbol() )
if( OrderMagicNumber() == viMagicId)
if( OrderType() == OP_SELLSTOP )
OrderDelete(OrderTicket());
}
}
// SELL Order EXISTS, cancels all BuyStops
if( viSellOrderTicket != -1 ) {
for( int i=OrdersTotal()-1; i>=0; i-- ) {
if(OrderSelect( i, SELECT_BY_POS, MODE_TRADES ))
if( OrderSymbol() == Symbol() )
if( OrderMagicNumber() == viMagicId)
if( OrderType() == OP_BUYSTOP )
OrderDelete(OrderTicket());
}
}
//=========================================================
//CLOSE EXPIRED STOP/EXECUTED ORDERS
//---------------------------------------------------------
for( int i=OrdersTotal()-1; i>=0; i-- ) {
if(OrderSelect( i, SELECT_BY_POS, MODE_TRADES ))
if( OrderSymbol() == Symbol() )
if( OrderMagicNumber() == viMagicId) {
if( (OrderType() == OP_BUYSTOP) || (OrderType() == OP_SELLSTOP) )
if((TimeCurrent()-OrderOpenTime()) >= viDeleteStopOrderAfterInSec)
OrderDelete(OrderTicket());
if( (OrderType() == OP_BUY) || (OrderType() == OP_SELL) )
if((TimeCurrent()-OrderOpenTime()) >= viDeleteOpenOrderAfterInSec) {
// For executed orders, need to close them
double closePrice = 0;
RefreshRates();
if(OrderType() == OP_BUY)
closePrice = Bid;
if(OrderType() == OP_SELL)
closePrice = Ask;
OrderClose(OrderTicket(), OrderLots(), closePrice, int(viMaxSlippageInPip*viPipsToPoint), clrWhite);
}
}
}
//===================================================================
//OPEN STOP ORDERS IF NO EXISTING nor CLOSED NO BUY/SELL STOP/ORDERS
//-------------------------------------------------------------------
// Do NOT execute (place new orders) if it is past the trading window.
if(TimeGMT() >= (vdTradeStartInGMT+viDeleteStopOrderAfterInSec))
{
Comment(vsDisplay + "[" + TimeToStr(TimeGMT()) + " GMT] " + "Already passed execution time.");
return(0);
}
// Place BuyStop if not exists; and no executed-Buy order
if( (viBuyStopTicket == -1) && (viBuyOrderTicket == -1)) {
RefreshRates();
viFixLots = NormalizeDouble(viFixLots, 2);
double viPrice = NormalizeDouble(Ask + (viStopOrderLevelInPip*viPipsToPrice), Digits);
double viSL = viPrice - (viStopLossInPip*viPipsToPrice);
double viTP = viPrice + (viTargetProfitInPip*viPipsToPrice);
viBuyStopTicket = OrderSend(Symbol(), OP_BUYSTOP, viFixLots
, viPrice
, int(viMaxSlippageInPip*viPipsToPoint)
, viSL, viTP
, vsEAComment, viMagicId, 0, Blue);
if(viBuyStopTicket == -1)
Print("Error executing BuyStop [" + IntegerToString(GetLastError()) + "]." );
}
// Place SellStop if not exists; and no executed-Sell order
if( (viSellStopTicket == -1) && (viSellOrderTicket == -1) ) {
RefreshRates();
viFixLots = NormalizeDouble(viFixLots, 2);
double viPrice = NormalizeDouble(Bid - (viStopOrderLevelInPip*viPipsToPrice), Digits);
double viSL = viPrice + (viStopLossInPip*viPipsToPrice);
double viTP = viPrice - (viTargetProfitInPip*viPipsToPrice);
viSellStopTicket = OrderSend(Symbol(), OP_SELLSTOP, viFixLots
, viPrice
, int(viMaxSlippageInPip*viPipsToPoint)
, viSL, viTP
, vsEAComment, viMagicId, 0, Red);
if(viSellStopTicket == -1)
Print("Error executing SellStop [" + IntegerToString(GetLastError()) + "]." );
}
return(0);
}
答案 1 :(得分：0)
#property strict
//---
input datetime InpTime1=D'2019.05.01 00:00'; //time to enter the trade, just as an example
input double InpPipsDist=10; //distance in pips to place BS&SS OCO-orders
input int InpCloseSeconds=60; //close time, seconds since main order is sent
input double InpProfitPips=1.; //profit in pips to close all.
input double InpLotSize=0.1; //lot size
input int InpMagicNumber=123456789; //magic number
// ---
#include <Arrays\ArrayObj.mqh>
bool firstOrderOpen;
double PIP;
CArrayObj *ordersList;
// ---
class C2Orders : public CObject
{
private:
int m_ticket1;
int m_ticket2;
datetime m_timeStart;//OrderOpenTime of the two tickets might be different,TimeCurrent() is used as time they are open.
bool m_activated;
void checkTicket(const int ticket) //if one order is open, another is deleted.
{
if(ticket>0 && OrderSelect(ticket,SELECT_BY_TICKET))
{
if(OrderType()<=OP_SELL)
{
if(ticket==m_ticket1)
{
if(OrderDelete(m_ticket2))
printf("%i: failed to delete#%d. error=%d",__LINE__,m_ticket2,_LastError);
m_ticket2=-1;
}
else
{
if(!OrderDelete(m_ticket1))
printf("%i: failed to delete#%d. error=%d",__LINE__,m_ticket1,_LastError);
m_ticket1=-1;
}
m_activated=true;
}
}
}
double getPnlPips(const int ticket)const
{
if(ticket>0 && OrderSelect(ticket,SELECT_BY_TICKET))
{
return (OrderProfit()>0 ? 1 : -1)*fabs(OrderOpenPrice()-OrderClosePrice());
}
return 0;
}
bool try2closeByPnl()const
{
const double pnl=getPnlPips(m_ticket1)+getPnlPips(m_ticket2);
if(pnl-InpProfitPips*PIP>0)
{
printf("%i : pnl=%.5f vs %.5f target. closing the tickets",__LINE__,pnl,InpProfitPips*PIP);
close(m_ticket1);
close(m_ticket2);
return(true);
}
return(false);
}
bool try2closeByTime()const
{
if(TimeCurrent()-m_timeStart-InpCloseSeconds>=0)
{
if(!OrderDelete(m_ticket1))printf("%i: failed to delete#%d. error=%d",__LINE__,m_ticket1,_LastError);
if(!OrderDelete(m_ticket2))printf("%i: failed to delete#%d. error=%d",__LINE__,m_ticket2,_LastError);
return(true);
}
return(false);
}
void close(const int ticket)const
{
if(ticket>0 && OrderSelect(ticket,SELECT_BY_TICKET))
{
RefreshRates();
if(OrderClose(ticket,OrderLots(),OrderClosePrice(),1))
printf("%i: failed to close#%d. error=%d",__LINE__,ticket,_LastError);
}
}
public:
C2Orders(const int ticket1,const int ticket2,const datetime time):
m_ticket1(ticket1),m_ticket2(ticket2),m_activated(false),m_timeStart(time){}
~C2Orders(){}
bool check() //returns FALSE if deleting the object
{
if(!m_activated)
{
checkTicket(m_ticket1);
checkTicket(m_ticket2);
}
if(m_activated)
{
if(try2closeByPnl())
return(false);
}
else
{
if(try2closeByTime())
return(false);
}
return true;
}
};
//+------------------------------------------------------------------+
int OnInit()
{
firstOrderOpen=false;
PIP=_Point*(_Digits%2==1 ? 10 : 1); //does not work for GOLD and indexes, good for FX.
ordersList=new CArrayObj();
return(INIT_SUCCEEDED);
}
void OnDeinit(const int reason)
{
delete(ordersList);
}
void OnTick()
{
if(!firstOrderOpen && TimeCurrent()>=InpTime1)
{
RefreshRates();
const int ticketBS=OrderSend(_Symbol,OP_BUYSTOP,InpLotSize,NormalizeDouble(Ask+InpPipsDist*PIP,_Digits),0,0,0,NULL,InpMagicNumber);
const int ticketSS=OrderSend(_Symbol,OP_SELLSTOP,InpLotSize,NormalizeDouble(Bid-InpPipsDist*PIP,_Digits),0,0,0,NULL,InpMagicNumber);
C2Orders *oco=new C2Orders(ticketBS,ticketSS,TimeCurrent());
ordersList.Add(oco);
firstOrderOpen=true;
}
if(firstOrderOpen)
{
C2Orders* oco;
for(int i=ordersList.Total()-1;i>=0;i--)//of course you have only one instance, but in real world you may need to loop over them.
{
oco=ordersList.At(i);
if(!oco.check())
ordersList.Delete(i);
}
if(ordersList.Total()==0)
ExpertRemove();//just to finish the test faster.
}
}
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