MQL4：双均线交易系统

2019独角兽企业重金招聘Python工程师标准>>>

一、交易策略

入场原则：

做多入场：30分钟图上10周期EMA向上交叉20周期EMA 做空入场：30分钟图上10周期EMA向下交叉20周期EMA

出场原则：

做多出场：30分钟图上10周期EMA向下交叉20周期EMA 做空出场：30分钟图上10周期EMA向上交叉20周期EMA![]

二、EA源码

//+------------------------------------------------------------------+
//|                                                 myEA20180104.mq4 |
//|                                             Copyright 2017,CuiYi |
//|                                                1010333562@qq.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2017,CuiYi"
#property link      "1010333562@qq.com"
#property version   "1.00"
#property strict
#define MAGICMA 19880305extern double Lots=1;int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)  break;if(OrderSymbol()==Symbol()&&OrderMagicNumber()==MAGICMA){if(OrderType()==OP_BUY)    buys++;if(OrderType()==OP_SELL) sells++;}}if(buys>0)   return(buys);else       return(-sells);}void CheckForOpen(){double ma1,ma2,ma3,ma4;int res;ma1=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,0);ma2=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,0);ma3=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,1);ma4=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,1);if(ma1>ma2 && ma3<ma4){res=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"",MAGICMA,0,Blue);return;}if(ma1<ma2 && ma3>ma4){res=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"",MAGICMA,0,Red);return;}}void CheckForClose(){double ma1,ma2,ma3,ma4;ma1=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,0);ma2=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,0);ma3=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,1);ma4=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;if(OrderType()==OP_BUY){if(ma1<ma2 && ma3>ma4) OrderClose(OrderTicket(),Lots,Bid,3,White);break;}if(OrderType()==OP_SELL){if(ma1>ma2 && ma3<ma4)   OrderClose(OrderTicket(),Lots,Bid,3,White);break;}}}    void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}

三、系统回测

1.EUR/USD

回测时间：2017/01/01 - 2018/01/01

时间周期：M30

净值图：

回测报告：

20180204更新：

//+------------------------------------------------------------------+
//|                                            5&15min双均线交易.mq4 |
//|                                             Copyright 2018,CuiYi |
//|                                                1010333562@qq.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018,CuiYi"
#property link      "1010333562@qq.com"
#property version   "1.00"
#property strict
#define MAGICMA 19880305extern double Lots=0.08;int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)   break;if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA){if(OrderType()==OP_BUY)  buys++;if(OrderType()==OP_SELL) sells++;}}if(buys>0)   return(buys);else       return(-sells);}void CheckForOpen(){double ma1,ma2,ma3,ma4;int res;ma1=iMA(NULL,30,9,1,MODE_EMA,PRICE_CLOSE,1);ma2=iMA(NULL,30,18,1,MODE_EMA,PRICE_CLOSE,1);ma3=iMA(NULL,15,9,1,MODE_EMA,PRICE_CLOSE,1);ma4=iMA(NULL,15,18,1,MODE_EMA,PRICE_CLOSE,1);if(ma1>ma2 && ma3>ma4){res=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"",MAGICMA,0,Blue);return;}if(ma1<ma2 && ma3<ma4){res=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"",MAGICMA,0,Red);return;}}void CheckForClose(){double ma1,ma2,ma3,ma4;ma1=iMA(NULL,30,9,1,MODE_EMA,PRICE_CLOSE,1);ma2=iMA(NULL,30,18,1,MODE_EMA,PRICE_CLOSE,1);ma3=iMA(NULL,15,9,1,MODE_EMA,PRICE_CLOSE,1);ma4=iMA(NULL,15,18,1,MODE_EMA,PRICE_CLOSE,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)    break;if(OrderMagicNumber()==MAGICMA || OrderSymbol()==Symbol()){if(OrderType()==OP_BUY){if(ma3<ma4)   {if(!OrderClose(OrderTicket(),Lots,Bid,3,White))Print("OrderClose error ",GetLastError());}break;}if(OrderType()==OP_SELL){if(ma3>ma4){if(OrderClose(OrderTicket(),Lots,Ask,3,White))Print("OrderClose error ",GetLastError());}break;}}}}void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}

20180205更新：

//+------------------------------------------------------------------+
//|                                                15min均线交易.mq4 |
//|                                             Copyright 2018,CuiYi |
//|                                                1010333562@qq.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2018,CuiYi"
#property link      "1010333562@qq.com"
#property version   "1.00"
#property strict
#define MAGICMA 19880305extern double Lots=0.08;int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)   break;if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA){if(OrderType()==OP_BUY)  buys++;if(OrderType()==OP_SELL) sells++;}}if(buys>0)   return(buys);else       return(-sells);}void CheckForOpen(){double ma1,ma2;int res;ma1=iMA(NULL,15,9,1,MODE_EMA,PRICE_CLOSE,1);ma2=iMA(NULL,15,18,1,MODE_EMA,PRICE_CLOSE,1);if(ma1>ma2){res=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"",MAGICMA,0,Blue);return;}if(ma1<ma2){res=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"",MAGICMA,0,Red);return;}}void CheckForClose(){double ma3,ma4;ma3=iMA(NULL,15,9,1,MODE_EMA,PRICE_CLOSE,1);ma4=iMA(NULL,15,18,1,MODE_EMA,PRICE_CLOSE,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)  break;if(OrderMagicNumber()==MAGICMA || OrderSymbol()==Symbol()){if(OrderType()==OP_BUY){if(ma3<ma4)   {if(!OrderClose(OrderTicket(),Lots,Bid,3,White))Print("OrderClose error ",GetLastError());}break;}if(OrderType()==OP_SELL){if(ma3>ma4){if(OrderClose(OrderTicket(),Lots,Ask,3,White))Print("OrderClose error ",GetLastError());}break;}}}}void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}

转载于:https://my.oschina.net/u/3093769/blog/1602346

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