Торговый робот на Скользящей средней

[АндрейУчастник]

Коллеги, подскажите, что не так с кодом.

Проблема — не выставляет StopLoss при открытии ордера.
И есть позиции, которые открывает с ошибкой.
Суть идеи — при пересечении Скользящей средней входим в сделку и тралим ее Стоплоссом.

//+------------------------------------------------------------------+ //| MA AKI FixTP vol1.2.mq4 | //| Andrey Koldorkin | //+------------------------------------------------------------------+ #define MAGICMA 20131111 //--- Inputs input double Lots =0.1; input int MovingPeriod =40; input int MovingShift =5; extern int StopLoss = 200; double SL; ///+-----------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Calculate open positions | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol) { int buys=0,sells=0; //--- for(int i=0;i<OrdersTotal();i++) { 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++; } } //--- return orders volume if(buys>0) return(buys); else return(-sells); } //+------------------------------------------------------------------+ //| Check for open order conditions | //+------------------------------------------------------------------+ void CheckForOpen() { double ma; int res; //--- go trading only for first tiks of new bar if(Volume[0]>1) return; //--- get Moving Average ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //--- sell conditions if(Bid>ma) { res=OrderSend(Symbol(),OP_SELL,Lots,Bid,5,0,0,"",MAGICMA,0,Red); return; } //--- buy conditions if(Ask<ma) { res=OrderSend(Symbol(),OP_BUY,Lots,Ask,5,0,0,"",MAGICMA,0,Blue); return; } //--- } //+------------------------------------------------------------------+ //| TrallingStop and TrallingStep | //+------------------------------------------------------------------+ void TrallingStop () { double ma; double OMF; ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); for (int i=0; i<OrdersTotal (); i++) { if (OrderSelect (i, SELECT_BY_POS, MODE_TRADES)) { if (OrderSymbol () == Symbol () && OrderMagicNumber () == MAGICMA) { SL = NormalizeDouble (ma, Digits); if (OrderStopLoss() !=SL) OMF = OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0); } } } } //+------------------------------------------------------------------+ //| OnTick function | //+------------------------------------------------------------------+ void OnTick() { //--- check for history and trading if(Bars<100 || IsTradeAllowed()==false) return; //--- calculate open orders by current symbol if(CalculateCurrentOrders(Symbol())==0) CheckForOpen(); else TrallingStop(); //--- } //+------------------------------------------------------------------+

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//+------------------------------------------------------------------+ //|                                          MA AKI FixTP vol1.2.mq4 | //|                                                 Andrey Koldorkin | //+------------------------------------------------------------------+   #define MAGICMA  20131111 //--- Inputs input double Lots          =0.1; input int    MovingPeriod  =40; input int    MovingShift  =5; extern int   StopLoss = 200;   double SL;   ///+-----------------------------------------------------------------+ //| Expert initialization function                                   | //+------------------------------------------------------------------+   //+------------------------------------------------------------------+ //| Calculate open positions                                         | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol)   {    int buys=0,sells=0; //---    for(int i=0;i<OrdersTotal();i++)      {       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++;         }      } //--- return orders volume    if(buys>0) return(buys);    else       return(-sells);   }   //+------------------------------------------------------------------+ //| Check for open order conditions                                  | //+------------------------------------------------------------------+ void CheckForOpen()   {       double ma;    int    res;    //--- go trading only for first tiks of new bar    if(Volume[0]>1) return; //--- get Moving Average    ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //--- sell conditions    if(Bid>ma)      {       res=OrderSend(Symbol(),OP_SELL,Lots,Bid,5,0,0,"",MAGICMA,0,Red);       return;      } //--- buy conditions    if(Ask<ma)      {       res=OrderSend(Symbol(),OP_BUY,Lots,Ask,5,0,0,"",MAGICMA,0,Blue);       return;      } //---   }    //+------------------------------------------------------------------+ //| TrallingStop and TrallingStep                                    | //+------------------------------------------------------------------+   void TrallingStop ()      {   double ma;   double OMF;      ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);    for (int i=0; i<OrdersTotal (); i++)      {       if (OrderSelect (i, SELECT_BY_POS, MODE_TRADES))          {             if (OrderSymbol () == Symbol () && OrderMagicNumber () == MAGICMA)                {                  SL = NormalizeDouble (ma, Digits);                  if (OrderStopLoss() !=SL)                 OMF =  OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0);                                         }           }       }    }    //+------------------------------------------------------------------+ //| OnTick function                                                  | //+------------------------------------------------------------------+ void OnTick()   { //--- check for history and trading    if(Bars<100 || IsTradeAllowed()==false)       return; //--- calculate open orders by current symbol    if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();    else                                    TrallingStop(); //---   } //+------------------------------------------------------------------+

• Эта тема была изменена 9 года, 4 месяцев назад от  rossomahin.
• Эта тема была изменена 9 года, 4 месяцев назад от  rossomahin.
• Эта тема была изменена 9 года, 4 месяцев назад от  rossomahin.

[ВячеславАдминистратор форума]

Поправил функцию, чтобы она выставляла начальный стоп-лосс:

//+——————————————————————+ //| Check for open order conditions | //+——————————————————————+ void CheckForOpen() { double ma; int res; //— go trading only for first tiks of new bar if(Volume[0]>1) return; //— get Moving Average ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //— sell conditions if(Bid>ma) { double sellSL=0; //стоплосс для продажи if(StopLoss>0) sellSL=Bid+StopLoss*Point;; res=OrderSend(Symbol(),OP_SELL,Lots,Bid,5,sellSL,0,»»,MAGICMA,0,Red); return; } //— buy conditions if(Ask<ma) { double buySL=0; //стоплосс для покупки if(StopLoss>0) buySL=Ask-StopLoss*Point; res=OrderSend(Symbol(),OP_BUY,Lots,Ask,5,buySL,0,»»,MAGICMA,0,Blue); return; } //— }

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//+——————————————————————+ //| Check for open order conditions | //+——————————————————————+ void CheckForOpen() {   double ma; int res;   //— go trading only for first tiks of new bar if(Volume[0]>1) return; //— get Moving Average ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //— sell conditions if(Bid>ma) {     double sellSL=0; //стоплосс для продажи     if(StopLoss>0)       sellSL=Bid+StopLoss*Point;;        res=OrderSend(Symbol(),OP_SELL,Lots,Bid,5,sellSL,0,»»,MAGICMA,0,Red);      return; } //— buy conditions if(Ask<ma) {     double buySL=0; //стоплосс для покупки     if(StopLoss>0)       buySL=Ask-StopLoss*Point;       res=OrderSend(Symbol(),OP_BUY,Lots,Ask,5,buySL,0,»»,MAGICMA,0,Blue);     return; } //— }

• Этот ответ был изменен 9 года, 4 месяцев назад от  .
• Этот ответ был изменен 9 года, 4 месяцев назад от  .

[АндрейУчастник]

Исправил:

//+------------------------------------------------------------------+ //| MA AKI FixTP vol1.2.mq4 | //| Andrey Koldorkin | //| http://www.quoteportal.ru | //+------------------------------------------------------------------+ #define MAGICMA 20131111 //--- Inputs input double Lots =0.1; input int MovingPeriod =40; input int MovingShift =5; extern int StopLoss = 200; double SL; ///+-----------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ //+------------------------------------------------------------------+ //| Calculate open positions | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol) { int buys=0,sells=0; //--- for(int i=0;i<OrdersTotal();i++) { 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++; } } //--- return orders volume if(buys>0) return(buys); else return(-sells); } //+------------------------------------------------------------------+ //| Check for open order conditions | //+------------------------------------------------------------------+ void CheckForOpen() { double buySL=0; //стоплосс для покупки double sellSL=0; //стоплосс для продажи if(StopLoss>0) {buySL=Ask-StopLoss*Point; sellSL=Bid+StopLoss*Point;} double ma; int res; //--- go trading only for first tiks of new bar if(Volume[0]>1) return; //--- get Moving Average ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //--- sell conditions if(Bid>ma) { res=OrderSend(Symbol(),OP_SELL,Lots,Bid,5,sellSL,0,"",MAGICMA,0,Red); return; } //--- buy conditions if(Ask<ma) { res=OrderSend(Symbol(),OP_BUY,Lots,Ask,5,buySL,0,"",MAGICMA,0,Blue); return; } //--- } //+------------------------------------------------------------------+ //| TrallingStop and TrallingStep | //+------------------------------------------------------------------+ void TrallingStop () { double ma; double OMF; ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); for (int i=0; i<OrdersTotal (); i++) { if (OrderSelect (i, SELECT_BY_POS, MODE_TRADES)) { if (OrderSymbol () == Symbol () && OrderMagicNumber () == MAGICMA) { SL = NormalizeDouble (ma, Digits); if (OrderStopLoss() !=SL) OMF = OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0); } } } } //+------------------------------------------------------------------+ //| OnTick function | //+------------------------------------------------------------------+ void OnTick() { //--- check for history and trading if(Bars<100 || IsTradeAllowed()==false) return; //--- calculate open orders by current symbol if(CalculateCurrentOrders(Symbol())==0) CheckForOpen(); else TrallingStop(); //--- } //+------------------------------------------------------------------+

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//+------------------------------------------------------------------+ //|                                          MA AKI FixTP vol1.2.mq4 | //|                                                 Andrey Koldorkin | //|                                        http://www.quoteportal.ru | //+------------------------------------------------------------------+   #define MAGICMA  20131111 //--- Inputs input double Lots          =0.1; input int    MovingPeriod  =40; input int    MovingShift  =5; extern int   StopLoss = 200;   double SL;   ///+-----------------------------------------------------------------+ //| Expert initialization function                                   | //+------------------------------------------------------------------+   //+------------------------------------------------------------------+ //| Calculate open positions                                         | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol)   {    int buys=0,sells=0; //---    for(int i=0;i<OrdersTotal();i++)      {       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++;         }      } //--- return orders volume    if(buys>0) return(buys);    else       return(-sells);   }   //+------------------------------------------------------------------+ //| Check for open order conditions                                  | //+------------------------------------------------------------------+ void CheckForOpen()   {      double buySL=0; //стоплосс для покупки   double sellSL=0; //стоплосс для продажи if(StopLoss>0)   {buySL=Ask-StopLoss*Point;    sellSL=Bid+StopLoss*Point;}    double ma;    int    res;       //--- go trading only for first tiks of new bar    if(Volume[0]>1) return; //--- get Moving Average    ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //--- sell conditions    if(Bid>ma)      {       res=OrderSend(Symbol(),OP_SELL,Lots,Bid,5,sellSL,0,"",MAGICMA,0,Red);       return;      } //--- buy conditions    if(Ask<ma)      {       res=OrderSend(Symbol(),OP_BUY,Lots,Ask,5,buySL,0,"",MAGICMA,0,Blue);       return;      } //---   }    //+------------------------------------------------------------------+ //| TrallingStop and TrallingStep                                 | //+------------------------------------------------------------------+   void TrallingStop ()      {   double ma;   double OMF;      ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);    for (int i=0; i<OrdersTotal (); i++)      {       if (OrderSelect (i, SELECT_BY_POS, MODE_TRADES))          {             if (OrderSymbol () == Symbol () && OrderMagicNumber () == MAGICMA)                {                  SL = NormalizeDouble (ma, Digits);                  if (OrderStopLoss() !=SL)                 OMF =  OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0);                                         }           }       }    }    //+------------------------------------------------------------------+ //| OnTick function                                                  | //+------------------------------------------------------------------+ void OnTick()   { //--- check for history and trading    if(Bars<100 || IsTradeAllowed()==false)       return; //--- calculate open orders by current symbol    if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();    else                                    TrallingStop(); //---   } //+------------------------------------------------------------------+

[ВячеславАдминистратор форума]

///+-----------------------------------------------------------------+ //| TrallingStop and TrallingStep | ///+-----------------------------------------------------------------+ void TrallingStop () { double ma; double OMF; ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); for (int i=0; i<OrdersTotal (); i++) { if (OrderSelect (i, SELECT_BY_POS, MODE_TRADES)) { if (OrderSymbol () == Symbol () && OrderMagicNumber () == MAGICMA) { SL = NormalizeDouble (ma, Digits); double order_sl = OrderStopLoss(); if(OrderType() == OP_BUY) { if (order_sl != SL && Bid > order_sl && (Bid - order_sl) > StopLoss*Point) OMF = OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0); } else if(OrderType() == OP_SELL) { if (order_sl != SL && Ask < order_sl && (order_sl - Ask) > StopLoss*Point) OMF = OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0); } } } } }

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///+-----------------------------------------------------------------+ //| TrallingStop and TrallingStep                                    | ///+-----------------------------------------------------------------+ void TrallingStop () {    double ma;    double OMF;      ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);       for (int i=0; i<OrdersTotal (); i++)    {      if (OrderSelect (i, SELECT_BY_POS, MODE_TRADES))      {         if (OrderSymbol () == Symbol () && OrderMagicNumber () == MAGICMA)         {            SL = NormalizeDouble (ma, Digits);            double order_sl = OrderStopLoss();              if(OrderType() == OP_BUY)            {               if (order_sl != SL && Bid > order_sl && (Bid - order_sl) > StopLoss*Point)                  OMF = OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0);            }            else if(OrderType() == OP_SELL)            {               if (order_sl != SL && Ask < order_sl && (order_sl - Ask) > StopLoss*Point)                  OMF = OrderModify (OrderTicket (), OrderOpenPrice (), SL, 0, 0);                }         }      }   } }

• Этот ответ был изменен 9 года, 4 месяцев назад от  .
• Этот ответ был изменен 9 года, 4 месяцев назад от  .
• Этот ответ был изменен 9 года, 4 месяцев назад от  .
• Этот ответ был изменен 9 года, 4 месяцев назад от  .

[Автор]

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