双均线交易策略,单根均线交易系统优化

2019独角兽企业重金招聘Python工程师标准>>>

一、交易碧蓝的云朵

二、EA源码

//+------------------------------------------------------------------+//| myEA20180104.mq4 |//| Copyright 2017,魔幻的宝马//| 1010333562@qq.com |//+------------------------------------------------------------------+#property copyright "Copyright 2017,CuiYi"#property link "1010333562@qq.com"#property version "1.00"#property strict#define ggdsmt double Lots=1;int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)break;if(OrderSymbol()==Symbol()&&OrderMagicNumber()==xdddpkq){if(OrderType()==OP_BUY) buys++;if(OrderType()==OP_SELL)sells++;}}if(buys>0)return(buys);elsereturn(-sells);}void CheckForOpen(){double ma1,ma2,ma3,ma4;int res;ma1=iMA(NULL,30,10,6,MODEdjz,PRICE_CLOSE,0);ma2=iMA(NULL,30,20,6,MODEdjz,PRICE_CLOSE,0);ma3=iMA(NULL,30,10,6,MODEdjz,PRICE_CLOSE,1);ma4=iMA(NULL,30,20,6,MODEdjz,PRICE_CLOSE,1);if(ma1>ma2 && ma3<ma4){res=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"",xdddpkq,0,Blue);return;}if(ma1<ma2 && ma3>ma4){res=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"",xdddpkq,0,Red);return;}}void CheckForClose(){double ma1,ma2,ma3,ma4;ma1=iMA(NULL,30,10,6,MODEdjz,PRICE_CLOSE,0);ma2=iMA(NULL,30,20,6,MODEdjz,PRICE_CLOSE,0);ma3=iMA(NULL,30,10,6,MODEdjz,PRICE_CLOSE,1);ma4=iMA(NULL,30,20,6,MODEdjz,PRICE_CLOSE,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;if(OrderMagicNumber()!=xdddpkq |dbdppx()!=Symbol()) continue;if(OrderType()==OP_BUY){if(ma1<ma2 && ma3>ma4)OrderClose(OrderTicket(),Lots,Bid,3,White);break;}if(OrderType()==OP_SELL){if(ma1>ma2 && ma3<ma4)OrderClose(OrderTicket(),Lots,Bid,3,White);break;}}}void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}

三、系统回测

1.EUR/热情的马里奥/p>

20180204更新：

//+------------------------------------------------------------------+//| 5&15min双均线交易.mq4 |//| Copyright 2018,魔幻的宝马//| 1010333562@qq.com |//+------------------------------------------------------------------+#property copyright "Copyright 2018,CuiYi"#property link "1010333562@qq.com"#property version "1.00"#property strict#define ggdsmt double Lots=0.08;int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)break;if(OrderSymbol()==Symbol() && OrderMagicNumber()==xdddpkq){if(OrderType()==OP_BUY) buys++;if(OrderType()==OP_SELL)sells++;}}if(buys>0)return(buys);elsereturn(-sells);}void CheckForOpen(){double ma1,ma2,ma3,ma4;int res;ma1=iMA(NULL,30,9,1,MODEdjz,PRICE_CLOSE,1);ma2=iMA(NULL,30,18,1,MODEdjz,PRICE_CLOSE,1);ma3=iMA(NULL,15,9,1,MODEdjz,PRICE_CLOSE,1);ma4=iMA(NULL,15,18,1,MODEdjz,PRICE_CLOSE,1);if(ma1>ma2 && ma3>ma4){res=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"",xdddpkq,0,Blue);return;}if(ma1<ma2 && ma3<ma4){res=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"",xdddpkq,0,Red);return;}}void CheckForClose(){double ma1,ma2,ma3,ma4;ma1=iMA(NULL,30,9,1,MODEdjz,PRICE_CLOSE,1);ma2=iMA(NULL,30,18,1,MODEdjz,PRICE_CLOSE,1);ma3=iMA(NULL,15,9,1,MODEdjz,PRICE_CLOSE,1);ma4=iMA(NULL,15,18,1,MODEdjz,PRICE_CLOSE,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)break;if(OrderMagicNumber()==xdddpkq |dbdppx()==Symbol()){if(OrderType()==OP_BUY){if(ma3<ma4){if(!OrderClose(OrderTicket(),Lots,Bid,3,White))Print("OrderClose error ",GetLastError());}break;}if(OrderType()==OP_SELL){if(ma3>ma4){if(OrderClose(OrderTicket(),Lots,Ask,3,White))Print("OrderClose error ",GetLastError());}break;}}}}void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}

20180205更新：

//+------------------------------------------------------------------+//| 15min均线交易.mq4 |//| Copyright 2018,魔幻的宝马//| 1010333562@qq.com |//+------------------------------------------------------------------+#property copyright "Copyright 2018,CuiYi"#property link "1010333562@qq.com"#property version "1.00"#property strict#define ggdsmt double Lots=0.08;int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)break;if(OrderSymbol()==Symbol() && OrderMagicNumber()==xdddpkq){if(OrderType()==OP_BUY) buys++;if(OrderType()==OP_SELL)sells++;}}if(buys>0)return(buys);elsereturn(-sells);}void CheckForOpen(){double ma1,ma2;int res;ma1=iMA(NULL,15,9,1,MODEdjz,PRICE_CLOSE,1);ma2=iMA(NULL,15,18,1,MODEdjz,PRICE_CLOSE,1);if(ma1>ma2){res=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"",xdddpkq,0,Blue);return;}if(ma1<ma2){res=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"",xdddpkq,0,Red);return;}}void CheckForClose(){double ma3,ma4;ma3=iMA(NULL,15,9,1,MODEdjz,PRICE_CLOSE,1);ma4=iMA(NULL,15,18,1,MODEdjz,PRICE_CLOSE,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)break;if(OrderMagicNumber()==xdddpkq |dbdppx()==Symbol()){if(OrderType()==OP_BUY){if(ma3<ma4){if(!OrderClose(OrderTicket(),Lots,Bid,3,White))Print("OrderClose error ",GetLastError());}break;}if(OrderType()==OP_SELL){if(ma3>ma4){if(OrderClose(OrderTicket(),Lots,Ask,3,White))Print("OrderClose error ",GetLastError());}break;}}}}void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}

转载于:https://my.oschina.net/u/3093769/blog/1602346