KDJ指標叫做隨機指標，幫助投資者發現趨勢和最佳切入點。KDJ指標在圖中有三根線，分別為K值（快線）、D值（慢線）和J值（方向敏感線），其中K線和D線表示超買或超賣情況，，J線用於顯示K線與D線的偏差。這些線的匯合暗示出現了新的交易機會
理論上講，當K線向上突破D線時，表示股市為上漲趨勢，可以買入；當K線向下突破D線時，表示股市為下跌趨勢，應當賣出。
RSI （Relative strength indicator），叫做相對強弱指標，是一種用來衡量近期市場買賣雙方力量對比的指標。它主要通過比較商品在近期內上漲和下跌的幅度，來判斷市場的多空力量變化。隨著時間的推移，RSI逐漸被廣泛應用於判斷進出場時機，成為投資者常用的技術分析工具之一。
理論上講，當K線向上突破D線時，表示股市為上漲趨勢，可以買入；當K線向下突破D線時，表示股市為下跌趨勢，應當賣出。
RSI （Relative strength indicator），叫做相對強弱指標，是一種用來衡量近期市場買賣雙方力量對比的指標。它主要通過比較商品在近期內上漲和下跌的幅度，來判斷市場的多空力量變化。隨著時間的推移，RSI逐漸被廣泛應用於判斷進出場時機，成為投資者常用的技術分析工具之一。
本篇利用 KD進場做多 RSI 向下做空的方式 作為交易策略
PS: 策略寫法是單向持單 (會平掉反向單 再進場)
#include <Trade\Trade.mqh>
#include <MagicMT5_函數庫V1.mqh>
ENUM_TIMEFRAMES 時間週期 = PERIOD_H2;
int OnInit()
{
LoadEA = TimeCurrent();
return(INIT_SUCCEEDED);
}
#include <Trade\Trade.mqh>
#include <MagicMT5_函數庫V1.mqh>
ENUM_TIMEFRAMES 時間週期 = PERIOD_H2;
int OnInit()
{
LoadEA = TimeCurrent();
return(INIT_SUCCEEDED);
}
void OnTick()
{
BarNumber = iBarShift(Symbol(),時間週期,LoadEA);
BarSinceExit = BarNumber-CloseOrderNo ;
if((BarNumber == 1 && BarNumber != JudgeNo))
{
多單進場單號 = Buy_at_MARKET(Symbol(),Lots,0,0,"1st_K",MagicNumber) ;
LX_CloseByTicket(多單進場單號,Lots) ;
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA);
FastSma = MathMin(LenA1, LenB1);
SlowSma = MathMax(LenA1, LenB1);
}
if(BarNumber != JudgeNo)
{
換K棒();
//時間濾網
允許交易時段 = (getTM_hour(TimeCurrent()) >= 18 || getTM_hour(TimeCurrent()) < 10) ;
}
Ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
Bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
AccountBalance=AccountInfoDouble(ACCOUNT_BALANCE);
Tickvalue=SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_VALUE);
SP = NormalizeDouble(MathAbs(Ask-Bid),Digits()) ;
//+------------------------------------------------------------------+
//|計算交易手數
//+------------------------------------------------------------------+
if(Lots_AutoCal == true)
{
Lots = get_dynamic_lot_size(Lots_Even,Symbol(),RiskPercent,AccountBalance,SL) ;
Lots = MathMin(0.3,MathMax(0.01,Lots)) ;
}
if(允許交易時段 == true)
{
//+------------------------------------------------------------------+
//|多單進場 (均線多頭且KD向上交叉)
//+------------------------------------------------------------------+
LE_Cond = (TrendDir3L > 0 && CrossOver(a_KA2[2], a_DA2[2], a_KA2[1], a_DA2[1])) ;
if(LE_Cond == true)
{
//做多前 有空單先平倉
if(空單部位() > 0 && BarNumber != OrderBarNo)
{
sell_order_close_all(Symbol(), MagicNumber, ORDER_TYPE_SELL);
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA);
}
if(多單部位() == 0 && BarNumber != OrderBarNo)
{
//距離上筆出場經過一根K棒 且當日未進場
if(BarSinceExit > 1 && EntriesToday(MagicNumber,Symbol()) < 1)
{
// 空手+市價單買入
多單進場單號 = Buy_at_MARKET(Symbol(),Lots,TP,SL,"BUY MARKET",MagicNumber) ;
OrderBarNo = iBarShift(Symbol(),時間週期,LoadEA);
} // end of BarSinceExit > 1
} // end of 空手且不同根K棒() == true
} // end of LE_Cond == true
//+------------------------------------------------------------------+
//|空單進場 (RSI 指標向下交叉)
//+------------------------------------------------------------------+
SE_Cond = (CrossUnder(a_RSIA[2], LowBand, a_RSIA[1], LowBand)) ;
if(SE_Cond == true)
{
//做空前 有多單先平倉
if(多單部位() > 0 && BarNumber != OrderBarNo)
{
buy_order_close_all(Symbol(), MagicNumber, ORDER_TYPE_BUY);
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA);
}
if(空單部位() == 0 && BarNumber != OrderBarNo)
{
//距離上筆出場經過一根K棒 且當日未進場
if(BarSinceExit > 1 && EntriesToday(MagicNumber,Symbol()) < 1)
{
// 空手+市價賣出
空單進場單號 = Short_at_MARKET(Symbol(),Lots,TP,SL,"Short Market",MagicNumber) ;
OrderBarNo = iBarShift(Symbol(),時間週期,LoadEA);
} //end of BarSinceExit > 1
} // end of 空手且不同根K棒() == true
} // end of SE_Cond == true
} //end of 允許交易時段 == true
if(多單部位() > 0)
{
// 多單進場價格 = get_position_info_double((ulong)多單進場單號, POSITION_PRICE_OPEN);
//+------------------------------------------------------------------+
//| Buy Exit Method 多單 移動停損＋固定停利 出場
//+------------------------------------------------------------------+
多單進場價格 = LE_EntryPrice(MagicNumber,多單進場單號);
多單停利價格 = NormalizeDouble(多單進場價格 + TP * Point(),Digits()) ;
多單停損價格 = NormalizeDouble(多單進場價格 - SL * Point(),Digits()) ;
bool LXcond61,LXcond62 ;
double LE_WinPoint ;
多單最高價 = iHigh(Symbol(),時間週期, iHighest(Symbol(),時間週期,MODE_HIGH,LE_BarsSinceEntry(MagicNumber,多單進場單號,時間週期),1));
LE_WinPoint = 多單最高價-多單進場價格 ;
多單停利價格 = NormalizeDouble(多單進場價格 + (TP+Day5Range*0.618) * Point(),Digits()) ;
if((LE_WinPoint/Point()) <= (SL*Point()*1.5))
多單停損價格 = NormalizeDouble(多單進場價格-SL*Point(),Digits());
if((LE_WinPoint/Point()) > (SL*Point()*1.5) && (LE_WinPoint/Point()) <= (TP*Point()))
多單停損價格 = NormalizeDouble(多單最高價-SL*Point()/2,Digits());
if((LE_WinPoint/Point()) > (TP*Point()))
多單停損價格 = NormalizeDouble(多單最高價-LE_WinPoint/2,Digits());
LXcond61 = (多單進場價格 < 多單停利價格 && Close[1] <= 多單停利價格 && Bid > 多單停利價格) ;
LXcond62 = (多單進場價格 > 多單停損價格 && Close[1] >= 多單停損價格 && Bid < 多單停損價格) ;
LX_Cond = (LXcond61 == true || LXcond62 == true) ;
//---------------------------------------------------------多單出場
if(LX_Cond == true && BarNumber != CloseOrderNo && LE_BarsSinceEntry(MagicNumber,多單進場單號,時間週期) > 0)
{
LX_CloseByTicket(多單進場單號,Lots) ;
if(多單部位() == 0)
{
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA) ;
}
}
} // end of 多單部位() > 0
if(空單部位() > 0)
{
//+------------------------------------------------------------------+
//| Short Exit Method 空單布林通道下界值 出場
//+------------------------------------------------------------------+
// 空單進場價格 = get_position_info_double((ulong)空單進場單號, POSITION_PRICE_OPEN);
空單進場價格 = SE_EntryPrice(MagicNumber,空單進場單號);
bool SXcond31,SXcond32 ;
空單停利價格 = NormalizeDouble(MathMin(a_BBDN[1],a_BBDN[2]),Digits()) ;
空單停損價格 = NormalizeDouble(MathMin((空單進場價格 + SL * Point()),MathMax(a_BBUP[1],a_BBUP[2])),Digits());
SXcond31 = (空單進場價格 > 空單停利價格 && Close[1] >= 空單停利價格 && Ask < 空單停利價格) ;
SXcond32 = (空單進場價格 < 空單停損價格 && Close[1] <= 空單停損價格 && Bid > 空單停損價格) ;
SX_Cond = (SXcond31 == true || SXcond32 == true) ;
//---------------------------------------------------------空單出場
if(SX_Cond == true && BarNumber != CloseOrderNo && SE_BarsSinceEntry(MagicNumber,空單進場單號,時間週期) > 0)
{
SX_CloseByTicket(空單進場單號,Lots) ;
if(空單部位() == 0)
{
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA) ;
}
}
} // end of 空單部位() > 0
JudgeNo = iBarShift(Symbol(),時間週期,LoadEA);
} //end of onTick
//+------------------------------------------------------------------+
//| 自訂函數庫 |
//+------------------------------------------------------------------+
int 多單部位()
{
int count;
count = get_TradeCounts(Symbol(), MagicNumber,POSITION_TYPE_BUY) ;
return count ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int 空單部位()
{
int count;
count = get_TradeCounts(Symbol(), MagicNumber,POSITION_TYPE_SELL) ;
return count ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void 換K棒()
{
// 新K棒刪除所有掛單
if(total_pending_order_count(Symbol(), MagicNumber,-1) != 0)
{
delete_pending_orders_all(Symbol(), MagicNumber, -1, 0x0000ff);
}
Set_OHLC_Bar_Series();
Set_OHLC_Day_Series();
Get_OHLC_Bar(10) ;
Get_OHLC_Day(10) ;
set_BarInfo();
set_BBAND();
set_RSI();
set_KD() ;
set_ThreeLine() ;
set_ATR();
Day5Range = ((HighD[1] - LowD[1])+(HighD[2] - LowD[2])+(HighD[3] - LowD[3])+(HighD[4] - LowD[4])+(HighD[5] - LowD[5]))/5;
}
//+--------------------------------------------------------+
//| 設定 開高低收 陣列序列
//+--------------------------------------------------------+
//********BarPrice Array variables
double Open[], High[], Low[], Close[],Range[],Body[],UPshadow[],DNshadow[] ;
double OpenD[], HighD[], LowD[], CloseD[] ;
double OpenW[], HighW[], LowW[], CloseW[] ;
double OpenM[], HighM[], LowM[], CloseM[] ;
//+------------------------------------------------------------------+
//| 設定 開高低收 陣列序列 |
//+------------------------------------------------------------------+
void Set_OHLC_Bar_Series()
{
ArraySetAsSeries(Open,true);
ArraySetAsSeries(High,true);
ArraySetAsSeries(Low,true);
ArraySetAsSeries(Close,true);
}
//+------------------------------------------------------------------+
//| 取得K棒 開高低收
//+------------------------------------------------------------------+
void Get_OHLC_Bar(int argCount)
{
get_OpenData(Symbol(),時間週期,argCount,Open) ;
get_HighData(Symbol(),時間週期,argCount,High) ;
get_LowData(Symbol(),時間週期,argCount,Low) ;
get_CloseData(Symbol(),時間週期,argCount,Close) ;
}
//+------------------------------------------------------------------+
//| 設定 開高低收 陣列序列
//+------------------------------------------------------------------+
void Set_OHLC_Day_Series()
{
ArraySetAsSeries(OpenD,true);
ArraySetAsSeries(HighD,true);
ArraySetAsSeries(LowD,true);
ArraySetAsSeries(CloseD,true);
}
//+------------------------------------------------------------------+
//| 取得日K 開高低收
//+------------------------------------------------------------------+
void Get_OHLC_Day(int argCount)
{
get_OpenData(Symbol(),PERIOD_D1,argCount,OpenD) ;
get_HighData(Symbol(),PERIOD_D1,argCount,HighD) ;
get_LowData(Symbol(),PERIOD_D1,argCount,LowD) ;
get_CloseData(Symbol(),PERIOD_D1,argCount,CloseD) ;
}
//+------------------------------------------------------------------+
//| 計算K棒 振幅 實體 上影線 下影線 |
//+------------------------------------------------------------------+
void set_BarInfo()
{
ArrayResize(Range,ArraySize(Open)) ;
ArraySetAsSeries(Range,true) ;
ArrayResize(Body,ArraySize(Open)) ;
ArraySetAsSeries(Body,true) ;
ArrayResize(UPshadow,ArraySize(Open)) ;
ArraySetAsSeries(UPshadow,true) ;
ArrayResize(DNshadow,ArraySize(Open)) ;
ArraySetAsSeries(DNshadow,true) ;
for(int i = 0; i < ArraySize(Open)-1; i=i+1)
{
Range[i] = High[i]-Low[i];
Body[i] = MathAbs(Close[i]-Open[i]);
UPshadow[i] = High[i]-MathMax(Close[i],Open[i]);
DNshadow[i] = MathMin(Close[i],Open[i])-Low[i];
}
}
//+------------------------------------------------------------------+
//| 計算布林通道值 |
//+------------------------------------------------------------------+
bool UpBreak,DnBreak,Shrink ;
double a_BBUP[],a_BBDN[] ;
void set_BBAND()
{
int BBLen,h_BBUP,h_BBDN ;
bool ShrinkUp,ShrinkDn ;
BBLen = MathMax(LenA2,LenB2) ;
h_BBUP = iBands(Symbol(),時間週期,BBLen,0,2,PRICE_CLOSE);
ArraySetAsSeries(a_BBUP, true);
h_BBDN = iBands(Symbol(),時間週期,BBLen,0,2,PRICE_CLOSE);
ArraySetAsSeries(a_BBDN, true);
get_IndexData(h_BBUP,1,0,10,a_BBUP) ;
get_IndexData(h_BBDN,2,0,10,a_BBDN) ;
}
//+------------------------------------------------------------------+
//| 計算RSI值
//+------------------------------------------------------------------+
double a_RSIA[];
void set_RSI()
{
int h_RSIA;
h_RSIA = iRSI(Symbol(),時間週期,LenA1,PRICE_CLOSE) ;
ArraySetAsSeries(a_RSIA,true) ;
get_IndexData(h_RSIA,0,0,5,a_RSIA) ;
}
//+------------------------------------------------------------------+
//| 計算KD值
//+------------------------------------------------------------------+
double a_KA2[], a_DA2[];
void set_KD()
{
int h_KA2,h_DA2 ;
h_KA2 = iStochastic(Symbol(),時間週期,LenA2,3,3,MODE_EMA,STO_LOWHIGH) ;
ArraySetAsSeries(a_KA2,true);
h_DA2 = iStochastic(Symbol(),時間週期,LenA2,3,3,MODE_EMA,STO_LOWHIGH) ;
ArraySetAsSeries(a_DA2,true);
get_IndexData(h_KA2,0,0,5,a_KA2) ;
get_IndexData(h_DA2,1,0,5,a_DA2) ;
}
//+------------------------------------------------------------------+
//| 計算短中長均線
//+------------------------------------------------------------------+
double a_Avg7[],a_Avg13[],a_Avg21[],Max3L,Min3L ;
int TrendDir3L ;
void set_ThreeLine()
{
int h_Avg7,h_Avg13,h_Avg21,h_Avg60 ;
h_Avg7 = iMA(Symbol(),時間週期,7,0,MODE_SMA,PRICE_CLOSE) ;
ArraySetAsSeries(a_Avg7,true) ;
h_Avg13 = iMA(Symbol(),時間週期,13,0,MODE_SMA,PRICE_CLOSE) ;
ArraySetAsSeries(a_Avg13,true) ;
h_Avg21 = iMA(Symbol(),時間週期,21,0,MODE_SMA,PRICE_CLOSE) ;
ArraySetAsSeries(a_Avg21,true) ;
get_IndexData(h_Avg7,0,0,5,a_Avg7) ;
get_IndexData(h_Avg13,0,0,5,a_Avg13) ;
get_IndexData(h_Avg21,0,0,5,a_Avg21) ;
Max3L = MathMax(a_Avg7[1],MathMax(a_Avg13[1],a_Avg21[1])) ;
Min3L = MathMin(a_Avg7[1],MathMin(a_Avg13[1],a_Avg21[1])) ;
if(a_Avg7[1] > a_Avg13[1] && a_Avg13[1] > a_Avg21[1])
TrendDir3L = 1 ;
else
if(a_Avg7[1] < a_Avg13[1] && a_Avg13[1] < a_Avg21[1])
TrendDir3L = -1 ;
else
TrendDir3L = 0 ;
}
//+------------------------------------------------------------------+
//| 計算真實區間
//+------------------------------------------------------------------+
double a_ATR[] ;
void set_ATR()
{
int h_ATR ;
h_ATR = iATR(Symbol(),時間週期,LenB2);
ArraySetAsSeries(a_ATR, true);
get_IndexData(h_ATR,0,0,5,a_ATR) ;
}
交易商品 XAUUSDXXX 樣本內區間 2019/1/1 ~2022/12/31 交易手數 固定 0.1手
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