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MT4的网格交易法源码
- //+------------------------------------------------------------------+
- //| Grid1.1.mq4 |
- //| Copy* 顺势加码 2006 |
- //| |
- //+------------------------------------------------------------------+
- #property copy* "Copy* 顺势加码 2006"
- #property link "bonnyshi@gmail.com"
- #include
- extern double GridStep=50; //格幅
- extern double GridLength=100; //格长
- double PivotPr, Multiple, i, Lots=0.1, STOPLEVEL, TP, ST;
- string Text="Grid";
- int Magic, j, BuyCount, SellCount, DTS, Ticket;
- //+------------------------------------------------------------------+
- int init() //初始化部分将定义参数赋值: 每次在start里面都可能被赋值一次,消耗时间
-
- if (DTS==4) DTS=2;
- else DTS=0;
- Magic =105;
- GridStep =GridStep*Point;
- GridLength =GridLength*Point;
- STOPLEVEL =MarketInfo(Symbol(),MODE_STOPLEVEL)*Point;
- return(0);
-
- //+------------------------------------------------------------------+
- int start()
- {
- Multiple =NormalizeDouble((Bid-NormalizeDouble(Bid,DTS))/GridStep, 0); // 评rint 检查这地方出值为0
- PivotPr =NormalizeDouble(Bid,DTS) +GridStep*Multiple;
- // 下网格布网
- for(i=PivotPr; i>=PivotPr-GridLength; i=i-GridStep)
- {
- BuyCount=0; SellCount=0;
- for(j=0; j
- {
- if(OrderSelect(j,SELECT_BY_POS)==false) return(0);
-
- if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPr(),DTS)==NormalizeDouble(i,DTS) )
- {
- if(OrderType()==OP_BUY || OrderType()==OP_BUYLIMIT ) BuyCount++;
- if(OrderType()==OP_SELL || OrderType()==OP_SELLSTOP ) SellCount++;
- }
- }
- if(BuyCount==0)
- {
- TP =i+GridStep; ST=0;
- if(Ask-i>=STOPLEVEL)
- {
- Ticket =OrderSend(Symbol(),OP_BUYLIMIT,Lots,i,0,ST,TP,"Grid - BuyLimit",Magic,0,0);
- if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 开仓成功");
- else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- if(Ask==i)
- {
- Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid - Buy",Magic,0,0);
- if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - Buy=",i," 开仓成功");
- else Alert( Symbol(),"Grid - Buy=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- }
- if(SellCount==0)
- {
- TP=i-GridStep;ST=0;
- if(Bid-i>=STOPLEVEL)
- {
- Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,i,0,ST,TP,"Grid - SellStop",Magic,0,0);
- if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - SellStop=",i," 开仓成功");
- else Alert( Symbol(),"Grid - SellStop=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- if(Bid==i)
- {
- Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid - Sell",Magic,0,0);
- if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 开仓成功");
- else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- }
- }
-
- // 上网格布网
- for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep)
- {
-
- BuyCount=0;SellCount=0;
- for(j=0;j
- {
- if(OrderSelect(j,SELECT_BY_POS)==false) return(0);
- if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPrice(),DTS)==NormalizeDouble(i,DTS) )
- {
- if(OrderType()==OP_BUY || OrderType()==OP_BUYSTOP) BuyCount++;
- if(OrderType()==OP_SELL || OrderType()==OP_SELLLIMIT) SellCount++;
- }
- }
- if(BuyCount==0)
- {
- TP=i+GridStep;ST=0;
- if(i-Ask>=STOPLEVEL)
- {Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,i,0,ST,TP,"Grid + BuyStop",Magic,0,0);
- if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + BuyStop=",i," 开仓成功");
- else Alert( Symbol(),"Grid + BuyStop=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- if(i==Ask)
- {
- Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid + Buy",Magic,0,0);
- if(Ticket>0) Alert(Symbol()," ",Ticket,"Grid + Buy=",i," 开仓成功");
- else Alert( Symbol(),"Grid + Buy=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- }
- if(SellCount==0)
- {
- TP=i-GridStep;ST=0;
- if(i-Bid>=STOPLEVEL)
- {
- Ticket=OrderSend(Symbol(),OP_SELLLIMIT,Lots,i,0,ST,TP,"Grid + SellLimit",Magic,0,0);
- if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + SellLimit=",i," 开仓成功");
- else Alert( Symbol(),"Grid + SellLimit=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- if(i==Bid)
- {
- Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid + Sell",Magic,0,0);
- if(Ticket>0) Alert(Symbol()," ",Ticket,"Grid + Sell=",i," 开仓成功");
- else Alert( Symbol(),"Grid + Sell=",i," 开仓失败:",ErrorDescription(GetLastError()));
- Sleep(10000);
- }
- }
- }
-
- //----
- return(0);
- }
- //+------------------------------------------------------------------+
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