python 网格交易源码_网格交易法策略源码

网格交易法的源码

//+------------------------------------------------------------------+

//| Grid1.1.mq4 |

//| Copy* 顺势加码 2006 |

//| WWW.CXH99.COM

//+------------------------------------------------------------------+

#property copy* "Copy* 顺势加码 2006"

#property link "bonnyshi@gmail.com"

#include

extern double GridStep=50; //格幅

extern double GridLength=100; //格长

double PivotPr, Multiple, i, Lots=0.1, STOPLEVEL, TP, ST;

string Text="Grid";

int Magic, j, BuyCount, SellCount, DTS, Ticket;

//+------------------------------------------------------------------+

int init() //初始化部分将定义参数赋值: 每次在start里面都可能被赋值一次，消耗时间

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); // 评rint 检查这地方出值为0

PivotPr =NormalizeDouble(Bid,DTS) +GridStep*Multiple;

// 下网格布网

for(i=PivotPr; i>=PivotPr-GridLength; i=i-GridStep)

{

BuyCount=0; SellCount=0;

for(j=0; 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," 开仓成功");

else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",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," 开仓成功");

else Alert( Symbol(),"Grid - Buy=",i," 开仓失败:",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," 开仓成功");

else Alert( Symbol(),"Grid - SellStop=",i," 开仓失败:",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," 开仓成功");

else Alert( Symbol(),"Grid - BuyLimit=",i," 开仓失败:",ErrorDescription(GetLastError()));

Sleep(10000);

}

// 上网格布网 www.cxh99.com

for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep)

{

BuyCount=0;SellCount=0;

for(j=0;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," 开仓成功");

else Alert( Symbol(),"Grid + BuyStop=",i," 开仓失败:",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," 开仓成功");

else Alert( Symbol(),"Grid + Buy=",i," 开仓失败:",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," 开仓成功");

else Alert( Symbol(),"Grid + SellLimit=",i," 开仓失败:",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," 开仓成功");

else Alert( Symbol(),"Grid + Sell=",i," 开仓失败:",ErrorDescription(GetLastError()));

Sleep(10000);

}

//---- www.cxh99.com

return(0);

}

//+------------------------------------------------------------------+

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