網格交易法策略源碼
作者：開拓者 TB 來源：cxh99.com 發布時間：2013年08月06日
- //+------------------------------------------------------------------+
//| Grid1.1.mq4 |
//| Copy* 順勢加碼 2006 |
//| www.kzuj.com.cn
//+------------------------------------------------------------------+
#property copy* "Copy* 順勢加碼 2006"
#property link "bonnyshi@gmail.com"
#include <stdlib.mqh>
extern double GridStep=50; //格幅
extern double GridLength=100; //格長
double PivotPr, Multiple, i, Lots=0.1, STOPLEVEL, TP, ST;
string Text="Grid";
int Magic, j, BuyCount, SellCount, DTS, Ticket;
//+------------------------------------------------------------------+
int init() //初始化部分將定義參數賦值: 每次在start里面都可能被賦值一次，消耗時間
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); // 評rint 檢查這地方出值為0
PivotPr =NormalizeDouble(Bid,DTS) +GridStep*Multiple;
// 下網格布網
for(i=PivotPr; i>=PivotPr-GridLength; i=i-GridStep)
{
BuyCount=0; SellCount=0;
for(j=0; j<OrdersTotal(); 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," 開倉成功");
else Alert( Symbol(),"Grid - BuyLimit=",i," 開倉失敗:",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," 開倉成功");
else Alert( Symbol(),"Grid - Buy=",i," 開倉失敗:",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," 開倉成功");
else Alert( Symbol(),"Grid - SellStop=",i," 開倉失敗:",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," 開倉成功");
else Alert( Symbol(),"Grid - BuyLimit=",i," 開倉失敗:",ErrorDescription(GetLastError()));
Sleep(10000);
}
}
}
// 上網格布網 www.kzuj.com.cn
for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep)
{
BuyCount=0;SellCount=0;
for(j=0;j<OrdersTotal();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," 開倉成功");
else Alert( Symbol(),"Grid + BuyStop=",i," 開倉失敗:",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," 開倉成功");
else Alert( Symbol(),"Grid + Buy=",i," 開倉失敗:",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," 開倉成功");
else Alert( Symbol(),"Grid + SellLimit=",i," 開倉失敗:",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," 開倉成功");
else Alert( Symbol(),"Grid + Sell=",i," 開倉失敗:",ErrorDescription(GetLastError()));
Sleep(10000);
}
}
}
//---- www.kzuj.com.cn
return(0);
}
//+------------------------------------------------------------------+
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