网格策略源码学习资料
网格策略源码学习资料//+------------------------------------------------------------------+#property copyright"My ea" #define OP_ALL 10 extern double DistancePip = 10; extern double Lots = 0.01; extern double LotsIncrease = 0.01;extern int IncreaseTrade = 3;extern int MaxTrades = 200; extern bool CloseAllTrades = false;extern double ProfitClose = 500000;extern double MagicNumber = 8765942; extern string separator9 = "------ Menu settings ------";extern bool ShowMenu = true;extern int MenuCorner = 1;extern color FontColor = White; extern int FontSize = 10; double MaxSlippage = 3; double minAllowedLot, lotStep, maxAllowedLot, pips2dbl, pips2point, pipValue, minGapStop, maxSlippage, lots, distance, newTakeProfit, newLots; boolterminate=false, aos_start=true, stopsChecked, clear=true; int openTrades=0; //+------------------------------------------------------------------+//| expert initialization function |//+------------------------------------------------------------------+int init(){//---- Comment("Copyright ?2013 Matus German, www.MTexperts.net"); if (Digits == 5 || Digits == 3) // Adjust for five (5) digit brokers. { pips2dbl = Point*10; pips2point = 10; pipValue = (MarketInfo(Symbol(),MODE_TICKVALUE))*10; } else { pips2dbl = Point; pips2point = 1; pipValue = (MarketInfo(Symbol(),MODE_TICKVALUE))*1; } if(!GlobalVariableCheck("Collector_"+MagicNumber)) GlobalVariableSet("Collector_"+MagicNumber, TimeCurrent()); minGapStop = MarketInfo(Symbol(), MODE_STOPLEVEL)*Point; maxSlippage=MaxSlippage*pips2dbl; distance=DistancePip*pips2dbl; lots = Lots; minAllowedLot=MarketInfo(Symbol(), MODE_MINLOT); lotStep =MarketInfo(Symbol(), MODE_LOTSTEP); maxAllowedLot=MarketInfo(Symbol(), MODE_MAXLOT ); if(lots < minAllowedLot) lots = minAllowedLot; if(lots > maxAllowedLot) lots = maxAllowedLot; ObjectCreate("buyLevel", OBJ_HLINE, 0, TimeCurrent(), 999999); ObjectCreate("sellLevel", OBJ_HLINE, 0, TimeCurrent(), 0); ObjectSet("buyLevel", OBJPROP_COLOR, Green); ObjectSet("sellLevel", OBJPROP_COLOR, Red); if(ShowMenu) { CreateChart(); UpdateChart(); }//---- return(0);}//+------------------------------------------------------------------+//| expert deinitialization function |//+------------------------------------------------------------------+int deinit(){//---- ObjectDelete("buyLevel"); ObjectDelete("sellLevel"); ObjectDelete("_trades"); ObjectDelete("_net_profit"); ObjectDelete("_lots");//---- return(0);}//+------------------------------------------------------------------+//| expert start function |//+------------------------------------------------------------------+int start(){//---- if(ShowMenu) UpdateChart(); if(ProfitCheck()>ProfitClose) { while(!CloseDeleteAll()) {} while(GlobalVariableSet("Collector_"+MagicNumber,TimeCurrent())==0) {} } if(CloseAllTrades) { while(!CloseDeleteAll()) {} while(GlobalVariableSet("Collector_"+MagicNumber,TimeCurrent())==0) {} aos_start=true; return; } if(!stopsChecked) if(CheckStops()) stopsChecked = true; else return; if(aos_start) { RefreshRates(); MoveLevels(Ask+distance/2, Bid-distance/2); aos_start=false; } if(openTrades!=OpenTradesForMNandPT(MagicNumber, Symbol())) { while(!CheckHistoryOpen()) { return; } openTrades=OpenTradesForMNandPT(MagicNumber, Symbol()); return; } newTakeProfit=distance; if(OpenOrderCheck()) return; //---- return(0);} ///////////////////////////////////////////////////////////////////////////////////////////////////void MoveLevels(double buy, double sell){ ObjectSet("buyLevel", OBJPROP_PRICE1, buy); ObjectSet("sellLevel", OBJPROP_PRICE1, sell);} //////////////////////////////////////////////////////////////////////////////////////////////////bool EnterBuyCondition(){ if(Ask>=ObjectGet("buyLevel", OBJPROP_PRICE1)) { return(true); } return (false); } //////////////////////////////////////////////////////////////////////////////////////////////////bool EnterSellCondition(){ if(Bid<=ObjectGet("sellLevel", OBJPROP_PRICE1)) return(true); return (false); } //////////////////////////////////////////////////////////////////////////////////////////////////// chceck trades if they do not have set sl and tp than modify tradebool CheckStops(){ double sl=0, tp=0; double total=OrdersTotal(); int ticket=-1; for(int cnt=total-1;cnt>=0;cnt--) { OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES); if( OrderType()<=OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber() == MagicNumber) { if(OrderType()==OP_BUY) { if(OrderStopLoss()==0 || OrderTakeProfit()==0) { ticket=OrderTicket(); while (!IsTradeAllowed()) Sleep(500); RefreshRates(); sl = OrderOpenPrice()-distance; tp = OrderOpenPrice()+newTakeProfit; if(Bid-sl<=minGapStop) sl = Bid-minGapStop*2; if(tp-Bid<=minGapStop) tp = Bid+minGapStop*2; if(OrderModify(OrderTicket(),OrderOpenPrice(),sl,tp,0,Green)) { } else return (false); } } if(OrderType()==OP_SELL) { if(OrderStopLoss()==0 || OrderTakeProfit()==0) { ticket=OrderTicket(); while (!IsTradeAllowed()) Sleep(500); RefreshRates(); sl = OrderOpenPrice()+distance; tp = OrderOpenPrice()-newTakeProfit; if(sl-Ask<=minGapStop) sl = Ask+minGapStop*2; if(Ask-tp<=minGapStop) tp = Ask-minGapStop*2; if(OrderModify(OrderTicket(),OrderOpenPrice(),sl,tp,0,Green)) { } else return (false); } } } } return (true);} //////////////////////////////////////////////////////////////////////////////////////////////////bool OpenOrderCheck(){ double olots=lots; int ticket; int orderNumber; { if(EnterBuyCondition()) { orderNumber=OrderNumber(MagicNumber, Symbol()); if(orderNumber==0) return(false); while (!IsTradeAllowed()) Sleep(500); RefreshRates(); ticket=OrderSend(Symbol(),OP_BUY,olots,Ask,maxSlippage, 0,0,StringConcatenate("-",orderNumber,"-"),MagicNumber,0,Green); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { stopsChecked = false; MoveLevels(OrderOpenPrice()+distance, OrderOpenPrice()-distance); Print("BUY order opened : ",OrderOpenPrice()); return(true); } } else { Print("Error opening BUY order : ",GetLastError()); return(false); } } if(EnterSellCondition()) { orderNumber=OrderNumber(MagicNumber, Symbol()); if(orderNumber==0) return(false); while (!IsTradeAllowed()) Sleep(500); RefreshRates(); ticket=OrderSend(Symbol(),OP_SELL,olots,Bid,maxSlippage, 0,0,StringConcatenate("-",orderNumber,"-"),MagicNumber,0,Red); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { stopsChecked = false; MoveLevels(OrderOpenPrice()+distance, OrderOpenPrice()-distance); Print("SELL order opened : ",OrderOpenPrice()); return(true); } } else { Print("Error opening SELL order : ",GetLastError()); return (false); } } } return (false); } //////////////////////////////////////////////////////////////////////////////////////////////////bool OpenOrder(int orderType, int orderNumber){ int ticket; if(orderType==OP_BUY) { while (!IsTradeAllowed()) Sleep(500); RefreshRates(); ticket=OrderSend(Symbol(),OP_BUY,newLots,Ask,maxSlippage, 0,0,StringConcatenate("-",orderNumber,"-"),MagicNumber,0,Green); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { stopsChecked = false; Print("BUY order opened : ",OrderOpenPrice()); return(true); } } else { Print("Error opening BUY order : ",GetLastError()); return(false); } } if(orderType==OP_SELL) { while (!IsTradeAllowed()) Sleep(500); RefreshRates(); ticket=OrderSend(Symbol(),OP_SELL,newLots,Bid,maxSlippage, 0,0,StringConcatenate("-",orderNumber,"-"),MagicNumber,0,Red); if(ticket>0) { if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) { stopsChecked = false; Print("SELL order opened : ",OrderOpenPrice()); return(true); } } else { Print("Error opening SELL order : ",GetLastError()); return (false); } } return (true); } ////////////////////////////////////////////////////////////////////////////////////////////////////////bool CloseDeleteAll(){ int total= OrdersTotal(); for (int cnt = total-1 ; cnt >=0 ; cnt--) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol()==Symbol() && OrderMagicNumber() == MagicNumber) { while(IsTradeContextBusy()) Sleep(100); RefreshRates(); if(OrderType()==OP_BUY) if(!OrderClose(OrderTicket(),OrderLots(),Bid,maxSlippage,Violet)) { Print("Error closing " + OrderType() + " order : ",GetLastError()); return (false); } if(OrderType()==OP_SELL) if(!OrderClose(OrderTicket(),OrderLots(),Ask,maxSlippage,Violet)) { Print("Error closing " + OrderType() + " order : ",GetLastError()); return (false); } if(OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP || OrderType()==OP_BUYLIMIT || OrderType()==OP_SELLLIMIT) if(!OrderDelete(OrderTicket())) { Print("Error deleting " + OrderType() + " order : ",GetLastError()); return (false); } } } return (true);} //////////////////////////////////////////////////////////////////////////////////////////////////int OpenTradesForMNandPT(int iMN, string sOrderSymbol){ int icnt, itotal, retval; retval=0; itotal=OrdersTotal(); for(icnt=itotal-1;icnt>=0;icnt--) { OrderSelect(icnt, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()== sOrderSymbol) { if (OrderMagicNumber()==iMN) retval++; } } return(retval);} ///////////////////////////////////////////////////////////////////////////////////////////////////////////int OrderNumber(int iMN, string sOrderSymbol){ int icnt, itotal, orderTicket; bool isOpen=false; itotal=OrdersTotal(); for(int j=1;j<=MaxTrades;j++) { isOpen=false; for(icnt=itotal-1;icnt>=0;icnt--) { OrderSelect(icnt, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()== sOrderSymbol) { if (OrderMagicNumber()==iMN && StringFind(OrderComment(),StringConcatenate("-",j,"-"),0)>=0) isOpen=true; } } if(isOpen) continue; orderTicket=LastHistoryOrderTicket(MagicNumber, Symbol(), j); OrderSelect(orderTicket,SELECT_BY_TICKET, MODE_HISTORY); if(orderTicket==-1 || OrderProfit()>0) return(j); } return(0);} /////////////////////////////////////////////////////////////////////////////////////////////////////////////////int LastHistoryOrderTicket(int magicNumber, string symbol, int orderNumber){ datetime orderTime=0; int orderTicket=-1; int total=OrdersHistoryTotal(); for(int i=0;i<total;i++) { OrderSelect(i, SELECT_BY_POS,MODE_HISTORY); if(OrderSymbol()==symbol && OrderMagicNumber()==magicNumber && OrderOpenTime()>orderTime && OrderOpenTime()>=GlobalVariableGet("Collector_"+magicNumber) && StringFind(OrderComment(),StringConcatenate("-",orderNumber,"-"),0)>=0) { orderTicket=OrderTicket(); orderTime=OrderOpenTime(); } } return(orderTicket); } ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////bool CheckHistoryOpen(){ int itotal, orderTicket; itotal=OrdersTotal(); bool isOpen=false; for(int j=MaxTrades;j>0;j--) { isOpen=false; for(int icnt=itotal-1;icnt>=0;icnt--) { OrderSelect(icnt, SELECT_BY_POS, MODE_TRADES); if (OrderSymbol()== Symbol()) { if (OrderMagicNumber()==MagicNumber && StringFind(OrderComment(),StringConcatenate("-",j,"-"),0)>=0) isOpen=true; } } if(isOpen) continue; orderTicket=LastHistoryOrderTicket(MagicNumber, Symbol(), j); OrderSelect(orderTicket,SELECT_BY_TICKET, MODE_HISTORY); if(OrderProfit()<0) { if(OrderType()==OP_BUY) { newTakeProfit=OrderTakeProfit()-OrderOpenPrice()+distance; if(MathMod(j,IncreaseTrade)==0) newLots=OrderLots()+LotsIncrease; else newLots=lots; OpenOrder(OP_SELL,j); return(false); } if(OrderType()==OP_SELL) { newTakeProfit=OrderOpenPrice()-OrderTakeProfit()+distance; if(MathMod(j,IncreaseTrade)==0) newLots=OrderLots()+LotsIncrease; else newLots=lots; OpenOrder(OP_BUY,j); return(false); } } } return(true);} /////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////double ProfitCheck(){ double profit=0; int total= OrdersTotal(); for (int cnt = total-1 ; cnt >=0 ; cnt--) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol()==Symbol() && (OrderMagicNumber() == MagicNumber)) profit+=OrderProfit()+OrderSwap(); } total=OrdersHistoryTotal(); for(cnt = total-1 ; cnt >=0 ; cnt--) { OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY); if (OrderSymbol()==Symbol() && (OrderMagicNumber() == MagicNumber) && OrderOpenTime()>=GlobalVariableGet("Collector_"+MagicNumber)) profit+=OrderProfit()+OrderSwap(); } Print("***open time> ",OrderOpenTime()); Print("***global time> ",GlobalVariableGet("Collector_"+MagicNumber)); return(profit); } //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////Menu view functions/////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////void CreateChart(){ ObjectDelete("_trades"); ObjectCreate("_trades", OBJ_LABEL, 0, 0, 0); ObjectSet("_trades", OBJPROP_CORNER, MenuCorner); ObjectSet("_trades", OBJPROP_XDISTANCE, 2*FontSize); ObjectSet("_trades", OBJPROP_YDISTANCE, 15+FontSize+4); ObjectDelete("_lots"); ObjectCreate("_lots", OBJ_LABEL, 0, 0, 0); ObjectSet("_lots", OBJPROP_CORNER, MenuCorner); ObjectSet("_lots", OBJPROP_XDISTANCE, 2*FontSize); ObjectSet("_lots", OBJPROP_YDISTANCE, 15+2*(FontSize+4)); ObjectDelete("_net_profit"); ObjectCreate("_net_profit", OBJ_LABEL, 0, 0, 0); ObjectSet("_net_profit", OBJPROP_CORNER, MenuCorner); ObjectSet("_net_profit", OBJPROP_XDISTANCE, 2*FontSize); ObjectSet("_net_profit", OBJPROP_YDISTANCE, 15+3*(FontSize+4));} ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////void UpdateChart(){ double net_profit, draw_lots=Lots(); ObjectSetText("_trades", "Trades open: " + StringConcatenate("",Opened(Symbol(), MagicNumber, OP_ALL)), FontSize, "Arial", FontColor); net_profit = ProfitCheck(); if(net_profit<=0) ObjectSetText("_net_profit", "Net profit: " + DoubleToStr(net_profit,1) + AccountCurrency(), FontSize, "Arial", Red); else ObjectSetText("_net_profit", "Net profit: " + DoubleToStr(net_profit,1) + AccountCurrency(), FontSize, "Arial", Lime); ObjectSetText("_lots", StringConcatenate("Lots open: ",draw_lots), FontSize, "Arial", FontColor); } // cmd = OP_ALL // OP_ALL = OP_BUY || OP_SELL//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////int Opened(string symbol, int magic, int cmd){ int total= OrdersTotal(); int cnt, count = 0; if(cmd==OP_ALL) { for (cnt = total-1 ; cnt >=0 ; cnt--) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol()==symbol && OrderMagicNumber() == magic) if(OrderType()==OP_BUY || OrderType()==OP_SELL) count++; } } if(cmd==OP_BUY) { for (cnt = total-1 ; cnt >=0 ; cnt--) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol()==symbol && OrderMagicNumber() == magic) if(OrderType()==OP_BUY) count++; } } if(cmd==OP_SELL) { for (cnt = total-1 ; cnt >=0 ; cnt--) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol()==symbol && OrderMagicNumber() == magic) if(OrderType()==OP_SELL) count++; } } return (count);} /////////////////////////////////////////////////////////////////////////////////////////////////////////////////double Lots(){ int total= OrdersTotal(); double lots = 0; for (int cnt = total-1 ; cnt >=0 ; cnt--) { OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); if (OrderSymbol()==Symbol() && (OrderMagicNumber() == MagicNumber)) if(OrderType()==OP_BUY || OrderType()==OP_SELL) lots+=OrderLots(); } return (lots);}
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