【发布时间】:2019-03-29 09:48:01
【问题描述】:
我有一个外汇机器人的 mql4 小专家 但是在 metatrader 4 中运行此代码进行回测时,我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,当交叉时买入,当交叉时卖出 但是在回测中超过 2 个 ema 后获得位置的问题。 我的止损固定为 10 点,但 tp 为 0,我们有未平仓交易,直到下一个 2 EMA 交叉,然后关闭 pervios 头寸并获得新头寸。 我添加了测试策略并展示了我在获得位置方面的问题
#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;
}
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标签: mql4 metatrader4 forex