【漆天编程】最牛逼的均线交叉指标，做出了EA历史数据测试器的效果
2024-06-21 03:20:44
首先看效果图：
指标描述：
这是一个做趋势的指标， 两根均线交叉， 在开仓点和平仓点把中间的差价表现出来了，还有最近2000根K线(这个数可以自己调整)一共产生了多少个交叉信号，一共有多少个盈利的信号，多少个亏损的信号，最大连续亏损多少次，最大连续盈利多少次，盈利最多的信号盈利了多少，亏损最多的信号亏损了多少。
指标源码：
//+------------------------------------------------------------------+
//| 均线交叉指标.mq4 |
//| Copyright 2019, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property strict
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 Silver
#property indicator_color2 DodgerBlue
#property indicator_color3 Red
#property indicator_color4 Lime
#property indicator_width1 1
#property indicator_width2 1
#property indicator_width3 0
#property indicator_width4 0
//+------------------------------------------------------------------+
input int 短期均线=13;
input int ShorType=0;
input int 长期均线=55;
input int LongType=0;
input int 字体大小=8;
input int 预设点差=10;
input bool 显示盈亏=true;
input bool 信号提醒=false;
input bool 显示轨迹=false;
input int Barsback=2000;
//+------------------------------------------------------------------+
datetime LastTime;
string Names="Trade",Backgroundwidth="ggggg";
color FontsColor=Chocolate,BackgroundColor=C'35,65,65';
double MA1,MA2,PreMA1,PreMA2,ShortMA[],LongMA[],CrossUp[],CrossDown[];
color clor,WinClr=Red,LossClr=Lime,BuyColor=FireBrick,SellColor=LimeGreen;
int StatsCorner=4,Bkgdpara=20,m,cnt,direction,lastcrossBar,MAxconseclosses,MAxconsecwins,conseclosses,consecwins;
double pipgains,TotalPips,TotalLosingPips,TotalWinningPips,TradeCount,LossCounts,WinCounts,WinPercent,MAXWinPips=0,MAXLossPips=0,MaxWins,MaxLoses;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit(){
//--- indicator buffers mappingSetIndexBuffer(0,ShortMA);SetIndexStyle(0,DRAW_LINE,0);SetIndexDrawBegin(0,短期均线);SetIndexBuffer(1,LongMA);SetIndexStyle(1,DRAW_LINE,0);SetIndexDrawBegin(1,长期均线);SetIndexBuffer(2,CrossUp);SetIndexStyle(2,DRAW_ARROW);SetIndexArrow(2,233);SetIndexBuffer(3,CrossDown);SetIndexStyle(3,DRAW_ARROW);SetIndexArrow(3,234);
//---return(INIT_SUCCEEDED);}//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason){DeleteObjects(Names);for(int i=ObjectsTotal(); i>=0; i--)if(StringFind(ObjectName(i),"JX",0)==0)ObjectDelete(ObjectName(i));}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,const int prev_calculated,const datetime &time[],const double &open[],const double &high[],const double &low[],const double &close[],const long &tick_volume[],const long &volume[],const int &spread[]){
//---//--- return value of prev_calculated for next callreturn(rates_total);}
//+------------------------------------------------------------------+
//| ChartEvent function |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,const long &lparam,const double &dparam,const string &sparam){
//---ShowMA();DrawTraders();ShowTradeMsg();TimeRemains();TaijiandName();}
//+------------------------------------------------------------------+
void ShowMA(){int tempBars=Bars-长期均线-1;if(tempBars>Barsback) tempBars=Barsback;for(int i=0; i<tempBars; i++){MA1=iMA(NULL,0,短期均线,0,ShorType,PRICE_CLOSE,i);MA2=iMA(NULL,0,长期均线,0,LongType,PRICE_CLOSE,i);PreMA1=iMA(NULL,0,短期均线,0,ShorType,PRICE_CLOSE,i+1);PreMA2=iMA(NULL,0,长期均线,0,LongType,PRICE_CLOSE,i+1);ShortMA[i]=iMA(NULL,0,短期均线,0,ShorType,PRICE_CLOSE,i);LongMA[i]=iMA(NULL,0,长期均线,0,LongType,PRICE_CLOSE,i);//+--------------------多---------------------------+if(MA1>MA2 && PreMA1<PreMA2){CrossUp[i]=Close[i];if(信号提醒==true && i<=1 && Time[i]!=LastTime){LastTime=Time[i];Alert("均线多 ",Symbol()," , ",Period()," 分钟");}}elseCrossUp[i]=-1;//+--------------------空---------------------------+if(MA1<MA2 && PreMA1>PreMA2){CrossDown[i]=Close[i];if(信号提醒==true && i<=1 && Time[i]!=LastTime){LastTime=Time[i];Alert("均线空 ",Symbol()," , ",Period()," 分钟");}}elseCrossDown[i]=-1;}}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void DrawTraders(){cnt=0;lastcrossBar=0;TotalPips=0;TotalLosingPips=0;TotalWinningPips=0;TradeCount=0;LossCounts=0;WinCounts=0;WinPercent=0;double Range=(iHigh(NULL,0,iHighest(NULL,0,MODE_HIGH,25,1))-iLow(NULL,0,iLowest(NULL,0,MODE_LOW,25,1)))/10;for(int i=0; i<Barsback-200; i++){pipgains=0;direction=0;MA1=iMA(NULL,0,短期均线,0,ShorType,PRICE_CLOSE,i);MA2=iMA(NULL,0,长期均线,0,LongType,PRICE_CLOSE,i);PreMA1=iMA(NULL,0,短期均线,0,ShorType,PRICE_CLOSE,i+1);PreMA2=iMA(NULL,0,长期均线,0,LongType,PRICE_CLOSE,i+1);//+--------------------多---------------------------+if(PreMA1<=PreMA2 && MA1>MA2){pipgains=Close[lastcrossBar]-Close[i]-预设点差*Point;if(显示轨迹){DrawOrderLine(GetUniqueName(Names+"trade"),Time[i],Close[i]+预设点差*Point,Time[lastcrossBar],Close[lastcrossBar],BuyColor,DoubleToStr(pipgains,1),STYLE_DOT);}direction=1;}//+--------------------空---------------------------+if(PreMA1>=PreMA2 && MA1<MA2){pipgains=Close[i]-Close[lastcrossBar]-预设点差*Point;if(显示轨迹){DrawOrderLine(GetUniqueName(Names+"trade"),Time[i],Close[i],Time[lastcrossBar],Close[lastcrossBar]+预设点差*Point,SellColor,DoubleToStr(pipgains,1),STYLE_DOT);}direction=-1;}TotalPips+=pipgains;if(pipgains<0){TradeCount++;LossCounts++;consecwins=0;conseclosses+=1;TotalLosingPips+=pipgains;MaxLoses=pipgains/Point;if(显示盈亏){DrawLabel(GetUniqueName(Names+"trade"),DoubleToStr(pipgains/Point,0),int(Time[lastcrossBar]),Close[lastcrossBar]-Range,字体大小,"Calibri",LossClr,3);}}if(pipgains>0){TradeCount++;WinCounts++;consecwins+=1;conseclosses=0;TotalWinningPips+=pipgains;MaxWins=pipgains/Point;if(显示盈亏){DrawLabel(GetUniqueName(Names+"trade"),DoubleToStr(pipgains/Point,0),int(Time[lastcrossBar]),Close[lastcrossBar]-Range,字体大小,"Calibri",WinClr,3);}}if(MAXLossPips>=MaxLoses){MAXLossPips=MaxLoses;}if(MAXWinPips<=MaxWins){MAXWinPips=MaxWins;}if(MAxconseclosses<conseclosses){MAxconseclosses=conseclosses;}if(MAxconsecwins<consecwins){MAxconsecwins=consecwins;}if(direction!=0){lastcrossBar=i;}}}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void ShowTradeMsg(){string bg=Backgroundwidth;color colorr=FontsColor;if(TotalPips<0)colorr=Lime;if(TotalPips>0)colorr=Red;int x=10,y=0,dy=Bkgdpara;double PipslossPer=TotalLosingPips/(LossCounts*Point);double PipswinPer=TotalWinningPips/(WinCounts*Point);double WinLoseRate=-TotalWinningPips/TotalLosingPips;y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"Barsback ："+DoubleToStr(Barsback,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"短期均线 ："+DoubleToStr(短期均线,0),StatsCorner,x,y,字体大小,"Arial",Silver,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"长期均线 ："+DoubleToStr(长期均线,0),StatsCorner,x,y,字体大小,"Arial",DodgerBlue,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"预设点差 ："+DoubleToStr(预设点差,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"交易单量 ："+DoubleToStr(TradeCount,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"盈利单数 ："+DoubleToStr(WinCounts,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"亏损单数 ："+DoubleToStr(LossCounts,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"最大连胜 ："+DoubleToStr(MAxconsecwins,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"最大连亏 ："+DoubleToStr(MAxconseclosses,0),StatsCorner,x,y,字体大小,"Arial",Lime,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"盈利点数 ："+DoubleToStr(TotalWinningPips/Point,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"亏损点数 ："+DoubleToStr(TotalLosingPips/Point,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"总计点数 ："+DoubleToStr(TotalPips/Point,0),StatsCorner,x,y,字体大小,"Arial",colorr,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"每笔均亏 ："+DoubleToStr(PipslossPer,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"每笔均赢 ："+DoubleToStr(PipswinPer,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"单笔最亏 ："+DoubleToStr(MAXLossPips,0),StatsCorner,x,y,字体大小,"Arial",Lime,false);y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"单笔最赢 ："+DoubleToStr(MAXWinPips,0),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);if(TotalLosingPips!=0){y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"盈亏比值 ："+DoubleToStr(WinLoseRate,2),StatsCorner,x,y,字体大小,"Arial",FontsColor,false);}y+=dy;DrawFixedLabel(GetUniqueName(Names),bg,StatsCorner,x-5,y-5,16,"Webdings",BackgroundColor,false);DrawFixedLabel(GetUniqueName(Names),"策略胜率 ："+DoubleToStr(100*WinCounts/TradeCount,2)+"%",StatsCorner,x,y,字体大小,"Arial",FontsColor,false);}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void TimeRemains(){int minute=int(Time[0]+60*Period()-TimeCurrent());int second=minute%60;minute=(minute-minute%60)/60;ObjectCreate("JX-time",OBJ_TEXT,0,Time[0],Close[0]);ObjectSetText("JX-time"," "+string(minute)+":"+string(second),10,"Verdana",Yellow);ObjectMove("JX-time",0,Time[0],Close[0]);}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void TaijiandName(){m++;if(m>8)m=0;if(m>=0 && m<=2)clor=LossClr;if(m>=3 && m<=5)clor=White;if(m>=6 && m<=8)clor=WinClr;ObjectCreate("JX-taiji",OBJ_LABEL,0,0,0);ObjectSet("JX-taiji",OBJPROP_CORNER,2);ObjectSet("JX-taiji",OBJPROP_YDISTANCE,5);ObjectSet("JX-taiji",OBJPROP_XDISTANCE,5);ObjectSetText("JX-taiji",CharToStr(91),18,"WingDings",clor);ObjectCreate("JX-nm",OBJ_LABEL,0,0,0);ObjectSetText("JX-nm",AccountName()+" : "+DoubleToStr(AccountNumber(),0),10,"Arial",FontsColor);ObjectSet("JX-nm",OBJPROP_CORNER,2);ObjectSet("JX-nm",OBJPROP_XDISTANCE,33);ObjectSet("JX-nm",OBJPROP_YDISTANCE,10);}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void DrawOrderLine(string name,datetime starts,double startPrice,datetime ends,double endPrice,color c,string label,int style){ObjectCreate(name,OBJ_TREND,0,starts,startPrice,ends,endPrice);ObjectSet(name,OBJPROP_RAY,0);ObjectSet(name,OBJPROP_COLOR,c);ObjectSet(name,OBJPROP_STYLE,style);ObjectSetText(name,label,0);}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void DrawLabel(string objname,string s,int LTime,double LPrice,int FSize,string Font,color c,int width){if(ObjectFind(objname)<0){ObjectCreate(objname,OBJ_TEXT,0,LTime,LPrice);}else{if(ObjectType(objname)==OBJ_TEXT){ObjectSet(objname,OBJPROP_TIME1,LTime);ObjectSet(objname,OBJPROP_PRICE1,LPrice);}}ObjectSet(objname,OBJPROP_FONTSIZE,FSize);ObjectSetText(objname,s,FSize,Font,c);}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void DrawFixedLabel(string objname,string s,int Corner,int DX,int DY,int FSize,string Font,color c,bool sbg){ObjectCreate(objname,OBJ_LABEL,0,0,0);ObjectSet(objname,OBJPROP_CORNER,Corner);ObjectSet(objname,OBJPROP_XDISTANCE,DX);ObjectSet(objname,OBJPROP_YDISTANCE,DY);ObjectSet(objname,OBJPROP_BACK,sbg);ObjectSetText(objname,s,FSize,Font,c);}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
string GetUniqueName(string px){cnt++;return (px+" "+DoubleToStr(cnt,0));}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void DeleteObjects(string px){int L = StringLen(px);int i = 0;while(i<ObjectsTotal()){string ObjName=ObjectName(i);if(StringSubstr(ObjName,0,L)!=px){i++;continue;}ObjectDelete(ObjName);}}
//+------------------------------------------------------------------+
//| 程序结束 |
//+------------------------------------------------------------------+
注意：本指标亲测可用，如果还有什么问题，可直接跟我联系80364276。
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