MT5CTP程序化交易开发14-16：均线交叉平仓
MT5CTP的视频教学可以到网站上关于我们栏目的EA邦的各视频平台里观看。这是第16课的代码，其中已经包含了14-16课的代码：
EA文件代码：
//+------------------------------------------------------------------+
//| Copyright 2020, EA邦 |
//| http://www.eabang.com |
//+------------------------------------------------------------------+
#define __MT5CTP__
// 包含库
#ifdef __MT5CTP__
#include <mt5ctp\mt5toctp.mqh>
#endif
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link "https://www.eabang.com"
#property version "1.00"
//--- input parameters
input int 短均线=5;
input int 长均线=10;
input double 开仓量=1.0;
input int 止盈=100;
input int 止损=100;
CTrade m_trade;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//--- create timer
EventSetTimer(60);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- destroy timer
EventKillTimer();
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
double mad_1=ma(_Symbol,PERIOD_CURRENT,短均线,0,MODE_EMA,PRICE_CLOSE,1);
double mac_1=ma(_Symbol,PERIOD_CURRENT,长均线,0,MODE_EMA,PRICE_CLOSE,1);
double mad_2=ma(_Symbol,PERIOD_CURRENT,短均线,0,MODE_EMA,PRICE_CLOSE,2);
double mac_2=ma(_Symbol,PERIOD_CURRENT,长均线,0,MODE_EMA,PRICE_CLOSE,2);
if(mad_1>mac_1 && mad_2<mac_2)
{
if(ddsl(0)==0) //多单开仓
{
bool buyKc=m_trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,开仓量,SymbolInfoDouble(_Symbol,SYMBOL_SESSION_PRICE_LIMIT_MAX),0,0,"均线交叉多单");//开仓多单
if(buyKc==true)
{
Alert("多单开仓成功！");
}
else
{
Alert("多单开仓失败！"+IntegerToString(GetLastError()));
}
}
if(ddsl(1)>0) //空单平仓
{
bool cSell=closeAll(1);
if(cSell==true)
{
Alert("空单平仓成功！");
}
else
{
Alert("空单平仓失败！"+IntegerToString(GetLastError()));
}
}
}
if(mad_1<mac_1 && mad_2>mac_2)
{
if(ddsl(1)==0) //空单开仓
{
bool sellKc=m_trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,开仓量,SymbolInfoDouble(_Symbol,SYMBOL_SESSION_PRICE_LIMIT_MIN),0,0,"均线交叉空单");//开仓空单
if(sellKc==true)
{
Alert("空单开仓成功！");
}
else
{
Alert("空单开仓失败！"+IntegerToString(GetLastError()));
}
}
if(ddsl(0)>0) //多单平仓
{
bool cBuy=closeAll(0);
if(cBuy==true)
{
Alert("多单平仓成功！");
}
else
{
Alert("多单平仓失败！"+IntegerToString(GetLastError()));
}
}
}
}
//+------------------------------------------------------------------+
//| Timer function |
//+------------------------------------------------------------------+
void OnTimer()
{
//---
}
//+------------------------------------------------------------------+
bool closeAll(int path)
{
bool a=true;
int ddzs=mt5ctp::MT5PositionsTotal();
for(int i=0; i<ddzs; i++)
{
ulong ticket = 0;
mt5ctp::MT5PositionGetTicket(i,ticket);
MT5CTPOrders order_mt5;
ZeroMemory(order_mt5);
if(!mt5ctp::MT5PositionSelectByTicket(ticket,order_mt5))
continue;
string pos_symbol = ::CharArrayToString(order_mt5.symbol);
int digit_symbol = (int)::SymbolInfoInteger(pos_symbol,SYMBOL_DIGITS);
if(order_mt5.type==path)
{
if(m_trade.PositionClose(ticket,0)==false)
a=false;
}
//Print("编号=",i);
//Print("品种=",pos_symbol);
//Print("订单号=",order_mt5.ticket);
//Print("开仓时间=",order_mt5.time);
//Print("持仓方向=",order_mt5.type);
//Print("开仓量=",order_mt5.volume);
//Print("开仓价=",order_mt5.price,digit_symbol);
//Print("止损价=",order_mt5.sl,digit_symbol);
//Print("止盈价=",order_mt5.tp,digit_symbol);
//Print("盈亏=",order_mt5.profit);
//Print("魔术码=",order_mt5.magic);
//Print("注释=",CharArrayToString(order_mt5.comment));
}
return(a);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double ma(string sym,ENUM_TIMEFRAMES zhouqi,int zhi,int bias,ENUM_MA_METHOD method,ENUM_APPLIED_PRICE price,int k) //获取均线
{
double buf[];
ArraySetAsSeries(buf,true);
int a=iMA(sym,zhouqi,zhi,bias,method,price);
int copied=CopyBuffer(a,0,0,k+1,buf);
return(buf);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int ddsl(int path)
{
int a=0;
int ddzs=mt5ctp::MT5PositionsTotal();
for(int i=0; i<ddzs; i++)
{
ulong ticket = 0;
mt5ctp::MT5PositionGetTicket(i,ticket);
MT5CTPOrders order_mt5;
ZeroMemory(order_mt5);
if(!mt5ctp::MT5PositionSelectByTicket(ticket,order_mt5))
continue;
string pos_symbol = ::CharArrayToString(order_mt5.symbol);
int digit_symbol = (int)::SymbolInfoInteger(pos_symbol,SYMBOL_DIGITS);
if(order_mt5.type==path)
{
a++;
}
//Print("编号=",i);
//Print("品种=",pos_symbol);
//Print("订单号=",order_mt5.ticket);
//Print("开仓时间=",order_mt5.time);
//Print("持仓方向=",order_mt5.type);
//Print("开仓量=",order_mt5.volume);
//Print("开仓价=",order_mt5.price,digit_symbol);
//Print("止损价=",order_mt5.sl,digit_symbol);
//Print("止盈价=",order_mt5.tp,digit_symbol);
//Print("盈亏=",order_mt5.profit);
//Print("魔术码=",order_mt5.magic);
//Print("注释=",CharArrayToString(order_mt5.comment));
}
return(a);
}
//+------------------------------------------------------------------+
脚本文件代码：
//+------------------------------------------------------------------+
//| Copyright 2020, EA邦 |
//| http://www.eabang.com |
//+------------------------------------------------------------------+
#define __MT5CTP__
// 包含库
#ifdef __MT5CTP__
#include <mt5ctp\mt5toctp.mqh>
#endif
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link "https://www.eabang.com"
#property version "1.00"
CTrade m_trade;
//+------------------------------------------------------------------+
//| Script program start function |
//+------------------------------------------------------------------+
void OnStart()
{
//---
//m_trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,1,SymbolInfoDouble(_Symbol,SYMBOL_SESSION_PRICE_LIMIT_MAX),0,0,"均线交叉多单");
//m_trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,1,SymbolInfoDouble(_Symbol,SYMBOL_SESSION_PRICE_LIMIT_MIN),0,0,"均线交叉空单");
Print(closeAll(1));
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
bool closeAll(int path)
{
bool a=true;
int ddzs=mt5ctp::MT5PositionsTotal();
for(int i=0; i<ddzs; i++)
{
ulong ticket = 0;
mt5ctp::MT5PositionGetTicket(i,ticket);
MT5CTPOrders order_mt5;
ZeroMemory(order_mt5);
if(!mt5ctp::MT5PositionSelectByTicket(ticket,order_mt5))
continue;
string pos_symbol = ::CharArrayToString(order_mt5.symbol);
int digit_symbol = (int)::SymbolInfoInteger(pos_symbol,SYMBOL_DIGITS);
if(order_mt5.type==path)
{
if(m_trade.PositionClose(ticket,0)==false) a=false;
}
//Print("编号=",i);
//Print("品种=",pos_symbol);
//Print("订单号=",order_mt5.ticket);
//Print("开仓时间=",order_mt5.time);
//Print("持仓方向=",order_mt5.type);
//Print("开仓量=",order_mt5.volume);
//Print("开仓价=",order_mt5.price,digit_symbol);
//Print("止损价=",order_mt5.sl,digit_symbol);
//Print("止盈价=",order_mt5.tp,digit_symbol);
//Print("盈亏=",order_mt5.profit);
//Print("魔术码=",order_mt5.magic);
//Print("注释=",CharArrayToString(order_mt5.comment));
}
return(a);
}
H://ea
你好唐老师，恢复调试中开仓失败是啥原因？
你好唐老师，恢复调试中开仓失败是啥原因？是需要开盘的情况下吗？ 厉害厉害
看着就晕……老师辛苦了
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