#include <MagicMT5_函數庫V1.mqh>
ENUM_TIMEFRAMES 時間週期 = PERIOD_M6 ;
int OnInit()
{
LoadEA = TimeCurrent();
return(INIT_SUCCEEDED);
}
void OnTick()
{
if(AccountInfoDouble(ACCOUNT_BALANCE) <= 資金風控)
{
Alert("********** 資金不足 *************");
return;
}
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);
}
if(BarNumber != JudgeNo)
{
換K棒();
//時間濾網
允許交易時段 = (getTM_hour(TimeCurrent()) >= 14 && getTM_hour(TimeCurrent()) < 18) || getTM_hour(TimeCurrent()) >= 22 || getTM_hour(TimeCurrent()) < 2;
}
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 RSI 低檔背離
//+------------------------------------------------------------------+
LE_Cond =(RSI_LDiv_01()) ;
{
if(多單部位() == 0 && 空單部位() == 0 && BarNumber != OrderBarNo)
{
買入價格 = NormalizeDouble(MathMax(Open[1],MathMax(Open[2],Open[3])),Digits()) ;
if(BarSinceExit > 1 && EntriesToday(MagicNumber,Symbol()) < 1)
{
// 空手+掛單限價買入
if(Close[1] > 買入價格)
{
多單進場單號 = Buy_at_LIMIT(Symbol(),MagicNumber,買入價格,Lots,TP,SL,"BUY STOP",3600) ;
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 高檔背離
//+------------------------------------------------------------------+
SE_Cond =(RSI_HDiv_01()) ;
if(SE_Cond == true)
{
if(多單部位() == 0 && 空單部位() == 0 && BarNumber != OrderBarNo)
{
賣出價格 = NormalizeDouble(MathMin(Open[1],MathMin(Open[2],Open[3])),Digits());
//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+掛單限價賣出
if(Close[1] < 賣出價格)
{
空單進場單號 = Short_at_LIMIT(Symbol(),MagicNumber,賣出價格,Lots,TP,SL,"Short STOP",3600) ;
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
{
//+------------------------------------------------------------------+
//| Buy Exit Method 多單 以均線通道及固定停損平倉
//+------------------------------------------------------------------+
多單進場價格 = LE_EntryPrice(MagicNumber,多單進場單號);
bool LXcond41,LXcond42 ;
多單停利價格 = NormalizeDouble(a_Avg21[1] + (High[1]-Low[1]) * 2,Digits());
多單停損價格 = NormalizeDouble(MathMax((多單進場價格 - SL * Point()),a_Avg21[1] - (High[1]-Low[1]) * 2),Digits());
LXcond41 = (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) ;
LXcond42 = (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 = (LXcond41 == true || LXcond42 == true) ;
//---------------------------------------------------------多單出場
if(LX_Cond == true && BarNumber != CloseOrderNo && BarNumber != OrderBarNo && 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 以固定方式停利及移動停損平倉
//+------------------------------------------------------------------+
空單進場價格 = SE_EntryPrice(MagicNumber,空單進場單號);
空單停利價格 = NormalizeDouble(空單進場價格 - TP * Point(),Digits()) ;
空單停損價格 = NormalizeDouble(空單進場價格 + SL * Point(),Digits()) ;
bool SXcond61,SXcond62 ;
double SE_WinPoint ;
空單最低價 = iLow(Symbol(),時間週期, iLowest(Symbol(),時間週期,MODE_LOW,SE_BarsSinceEntry(MagicNumber,空單進場單號,時間週期),1));
SE_WinPoint = 空單進場價格-空單最低價 ;
空單停利價格 = NormalizeDouble(空單進場價格 - (TP+Day5Range*0.618) * Point(),Digits()) ;
if((SE_WinPoint/Point()) <= (SL*Point()*1.5))
空單停損價格 = NormalizeDouble(空單進場價格+SL*Point(),Digits());
if((SE_WinPoint/Point()) > (SL*Point()*1.5) && (SE_WinPoint/Point()) <= (TP*Point()))
空單停損價格 = NormalizeDouble(空單最低價+SL*Point()/2,Digits());
if((SE_WinPoint/Point()) > (TP*Point()))
空單停損價格 = NormalizeDouble(空單最低價+SE_WinPoint/2,Digits());
SXcond61 = (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) ;
SXcond62 = (空單進場價格 < 空單停損價格 && Close[1] <= 空單停損價格 && Ask > 空單停損價格) ;
SX_Cond = (SXcond61 == true || SXcond62 == true) ;
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(); //保留
Set_OHLC_Day_Series(); //保留
Get_OHLC_Bar(10) ; //保留
Get_OHLC_Day(10) ; //保留
set_BarInfo(); //保留
set_RSI();
set_ThreeLine() ;
//+--------------------------------------------------------+
//| 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[] ;
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
void Set_OHLC_Bar_Series()
{
ArraySetAsSeries(Open,true);
ArraySetAsSeries(High,true);
ArraySetAsSeries(Low,true);
ArraySetAsSeries(Close,true);
}
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
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) ;
}
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
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];
}
}
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
void Set_OHLC_Day_Series()
{
ArraySetAsSeries(OpenD,true);
ArraySetAsSeries(HighD,true);
ArraySetAsSeries(LowD,true);
ArraySetAsSeries(CloseD,true);
}
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
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) ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
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) ;
}
//+------------------------------------------------------------------+
//| 指標及通道計算 |
//+------------------------------------------------------------------+
double a_RSIA[],a_RSIB[] ;
void set_RSI()
{
int h_RSIA,h_RSIB ;
h_RSIA = iRSI(Symbol(),時間週期,LenA1,PRICE_CLOSE) ;
ArraySetAsSeries(a_RSIA,true) ;
get_IndexData(h_RSIA,0,0,5,a_RSIA) ;
h_RSIB = iRSI(Symbol(),時間週期,LenB1,PRICE_CLOSE) ;
ArraySetAsSeries(a_RSIB,true) ;
get_IndexData(h_RSIB,0,0,5,a_RSIB) ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double a_Avg7[],a_Avg13[],a_Avg21[],a_Avg60[],Max3L,Min3L ;
int TrendDir3L ;
void set_ThreeLine()
{
int h_Avg21 ;
h_Avg21 = iMA(Symbol(),時間週期,21,0,MODE_SMA,PRICE_CLOSE) ;
ArraySetAsSeries(a_Avg21,true) ;
get_IndexData(h_Avg21,0,0,5,a_Avg21) ;
}
//+------------------------------------------------------------------+
//| 進出場條件
//+------------------------------------------------------------------+
bool RSI_LDiv_01()
{
if((ArrayMinimum(Low) !=0 && ArrayMinimum(Low) <= 2) && (ArrayMinimum(a_RSIA) > 2) && (a_RSIA[1] > 30))
{
return true;
}
return false;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool RSI_HDiv_01()
{
if((ArrayMaximum(High) !=0 && ArrayMaximum(High) <= 2) && (ArrayMaximum(a_RSIA) > 2) && (a_RSIA[1] < 70))
{
return true;
}
return false;
}
//+------------------------------------------------------------------+
交易商品 XAUUSD 樣本內區間 2019/1/1 ~2022/12/31 交易手數 固定 0.1手
波段
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