mq5 EA模板及双均线交叉策略EAdemo

浅浅的花香味﹌ 2023-01-02 02:24 140阅读 0赞

//+------------------------------------------------------------------+
    //|                                                  mt5_ea_demo.mq5 |
    //|                                Copyright 吕海洋 QQ交流群:157528427|
    //|                            https://www.mql5.com/zh/signals/789037|
    //+------------------------------------------------------------------+
    #property copyright "Copyright 吕海洋 QQ交流群:157528427"
    #property link      "https://www.mql5.com/zh/signals/789037"
    #property version   "1.00"
    
    #include <Trade\trade.mqh>
    #include <Trade\PositionInfo.mqh>
    
    //EA模板，封装了常用的订单操作，新建的类继承这个模板可以直接调用方法
    class TradeSystem
       {
    public:
       CTrade trade;
       //获取最后一笔历史订单获利
       //magic_number: 幻数（用来标记是EA建仓的单子）
       //symbol：货币名称
       //cmt: 订单注释信息
       //order_type: 订单类型 "BUY","SELL"
       double GetLastProfit(ulong magic_number, string symbol, string cmt, string order_type)
          {
             ENUM_DEAL_TYPE deal_type;
             
             if(order_type == "BUY")
                {
                   deal_type = DEAL_TYPE_SELL;
                }
             else if(order_type == "SELL")
                {
                   deal_type = DEAL_TYPE_BUY;
                }
             else return 0;
                  
             ulong ticket;
             double last_profit = 0;
             //--- 请求交易历史记录 
             HistorySelect(0,TimeCurrent()); 
             //--- 当前挂单数量 
             int total=HistoryDealsTotal(); 
             //--- 循环检测通过订单 
             for(int i=total -1;i>=0;i--) 
               { 
                //--- 通过其列表中的位置返回订单报价 
                   if((ticket=HistoryDealGetTicket(i))>0) 
                      {
                         if(HistoryDealGetInteger(ticket,DEAL_MAGIC)==magic_number && HistoryDealGetString(ticket,DEAL_SYMBOL)==symbol)
                            {
                               if(HistoryDealGetInteger(ticket,DEAL_TYPE)==deal_type && HistoryDealGetInteger(ticket,DEAL_ENTRY)==DEAL_ENTRY_OUT)
                                  {
                                     last_profit = HistoryDealGetDouble(ticket,DEAL_PROFIT);
                                     break;        
                                  }
                            }
                      }
               }
               
             return last_profit;
          }
    
       //获取连续亏损次数
       //magic_number: 幻数（用来标记是EA建仓的单子）
       //symbol：货币名称
       //cmt: 订单注释信息
       //order_type: 订单类型 "BUY","SELL"
       int GetStopLossTimes(ulong magic_number, string symbol, string cmt, string order_type)
          {
             ENUM_DEAL_TYPE deal_type;
             
             if(order_type == "BUY")
                {
                   deal_type = DEAL_TYPE_SELL;
                }
             else if(order_type == "SELL")
                {
                   deal_type = DEAL_TYPE_BUY;
                } 
             else return 0;
             
             ulong ticket;
             int stop_loss_times = 0;
             //--- 请求交易历史记录 
             HistorySelect(0,TimeCurrent()); 
             //--- 当前挂单数量 
             int total=HistoryDealsTotal(); 
             //--- 循环检测通过订单 
             for(int i=total;i>=0;i--) 
               { 
                //--- 通过其列表中的位置返回订单报价 
                   if((ticket=HistoryDealGetTicket(i))>0) 
                      {
                         if(HistoryDealGetInteger(ticket,DEAL_MAGIC)==magic_number && HistoryDealGetString(ticket,DEAL_SYMBOL)==symbol)
                            {
                               if(HistoryDealGetInteger(ticket,DEAL_TYPE)==deal_type && HistoryDealGetInteger(ticket,DEAL_ENTRY)==DEAL_ENTRY_OUT)
                                  {
                                     if(HistoryDealGetDouble(ticket,DEAL_PROFIT) < 0) stop_loss_times++;
                                     else break;        
                                  }
                            }
                      }
               }
     
             return stop_loss_times;
          }
    
       //获取最后一笔历史订单获利
       //magic_number: 幻数（用来标记是EA建仓的单子）
       //symbol：货币名称
       //cmt: 订单注释信息
       //order_type: 订单类型 "BUY","SELL"
       double GetLastPrice(ulong magic_number, string symbol, string cmt, string order_type)
          {
             ENUM_POSITION_TYPE postion_type;
             ENUM_DEAL_TYPE deal_type;
             
             if(order_type == "BUY")
                {
                   postion_type = POSITION_TYPE_BUY;
                   deal_type = DEAL_TYPE_SELL;
                }
             else if(order_type == "SELL")
                {
                   postion_type = POSITION_TYPE_SELL;
                   deal_type = DEAL_TYPE_BUY;
                }
             else return 0;
                
             ulong ticket;
             double last_create_price = 0;
    
             int total = PositionsTotal();
             for(int i=total;i>=0;i--)
                {
                   ticket=PositionGetTicket(i);
                   if(PositionGetInteger(POSITION_MAGIC)==magic_number && PositionGetString(POSITION_SYMBOL)==symbol)
                      {
                          if(PositionGetInteger(POSITION_TYPE)==postion_type)
                               {
                                  last_create_price = PositionGetDouble(POSITION_PRICE_OPEN);
                                  break;    
                               }
                      }
                }
             
             return last_create_price;
          }
          
       //开立订单
       //magic_number: 幻数（用来标记是EA建仓的单子）
       //open_lots: 开仓手数
       //symbol：货币名称
       //cmt: 订单注释信息
       //order_type: 订单类型 "BUY","SELL"
       double OpenOrder(ulong magic_number, string symbol, double open_lots, string cmt, string string_order_type)
          {
             ENUM_ORDER_TYPE order_type;
             
             if(string_order_type == "BUY")
                {
                   order_type = ORDER_TYPE_BUY;
                }
             else if(string_order_type == "SELL")
                {
                   order_type = ORDER_TYPE_SELL;
                }
             else return 0;
    
             double open_price = 0;
             trade.SetExpertMagicNumber(magic_number);
             trade.PositionOpen(symbol,order_type,open_lots,0,0,0,cmt);
             string info = "【" + cmt + "】";
             if(order_type == ORDER_TYPE_BUY) info += "多单";
             else if(order_type == ORDER_TYPE_SELL) info += "空单";
    
             //获取返回状态描述信息      
             uint rel_code = trade.ResultRetcode();
             if(rel_code == 10009)
                {
                   open_price = trade.ResultPrice();
                   info += "开仓成功 : 价格 = " + string(open_price);
                   info += ";仓位 = " + string(open_lots);
                }
             else
                {
                   info += "开仓失败 : " + string(rel_code);
                }
                
             SendInformation(info);
             return open_price;
          }
    
       //平仓
       //magic_number: 幻数（用来标记是EA建仓的单子）
       //symbol：货币名称
       //cmt: 订单注释信息
       //order_type: 订单类型 "BUY","SELL"
       bool CloseOrder(ulong magic_number, string symbol, string cmt, string order_type)
          {
             ENUM_POSITION_TYPE postion_type;
             
             if(order_type == "BUY")
                {
                   postion_type = POSITION_TYPE_BUY;
                }
             else if(order_type == "SELL")
                {
                   postion_type = POSITION_TYPE_SELL;
                }
             else return false;
    
             double close_price = 0;
             trade.SetExpertMagicNumber(magic_number);
             int total = PositionsTotal();
             for(int i=total;i>=0;i--)
                {
                   ulong ticket=PositionGetTicket(i);
                   if(PositionGetInteger(POSITION_MAGIC)==magic_number && PositionGetString(POSITION_SYMBOL)==symbol)
                      {
                         if(PositionGetInteger(POSITION_TYPE)==postion_type)
                            {
                               trade.PositionClose(ticket);
                               
                               string info = "【" + cmt + "】";
                               if(postion_type == POSITION_TYPE_BUY) info += "多单";
                               else if(postion_type == POSITION_TYPE_SELL) info += "空单";
                               
                               //获取返回状态描述信息  
                               uint rel_code = trade.ResultRetcode();
                               if(rel_code == 10009)
                                  {
                                     close_price = trade.ResultPrice();
                                     double vloume = trade.ResultVolume();
                                     info += "平仓成功 : 价格 = " + string(close_price);
                                     info += ";仓位 = " + string(vloume);
                                     SendInformation(info); 
                                     return true;
                                  }
                              else
                                  {
                                     info += "平仓失败 : " + string(rel_code);
                                     SendInformation(info);
                                     return false;
                                  }   
                            }
                      }
                }
             return false;
          } 
    
       //获取仓位信息
       //magic_number: 幻数（用来标记是EA建仓的单子）
       //symbol：货币名称
       //cmt: 订单注释信息
       //order_type: 订单类型 "BUY","SELL"
        double GetTotalOrders(ulong magic_number, string symbol, string cmt, string order_type)
             {
             ENUM_POSITION_TYPE postion_type;
             
             if(order_type == "BUY")
                {
                   postion_type = POSITION_TYPE_BUY;
                }
             else if(order_type == "SELL")
                {
                   postion_type = POSITION_TYPE_SELL;
                }
             else return 0;
             
             ulong ticket;
             double volumes = 0;
             int total = PositionsTotal();
             for(int i=total;i>=0;i--)
                {
                   ticket=PositionGetTicket(i);
                   if(PositionGetInteger(POSITION_MAGIC)==magic_number && PositionGetString(POSITION_SYMBOL)==symbol)
                      {
                         if(PositionGetInteger(POSITION_TYPE)==postion_type)
                            {
                               volumes += 1;
                            }
                      }
                }
                   
               return volumes;
             }
       
        //发送消息    
        //information：要推送手机端/打印的消息
        void SendInformation(string information)
            {
               Print(information);
               SendNotification(information);
            }
       };
     
    //EA模板
    //两根均线，金叉买入，死叉卖出
    class DemoSystem: public TradeSystem
       {
    public:
       double base_lots;//每次开仓的数量
       string cmt;//订单注释信息
       ulong magic;//幻数
       string symbol;//货币名字
    
       double buy_open_price;//多单开仓价格
       double sell_open_price;//空单开仓价格
    
       int ma_peroid1;//短期均线周期
       int ma_peroid2;//长期均线周期
    
       //初始化EA系统
       void init(ulong p_magic, double p_lots, int p_ma_period1, int p_ma_period2)
          {
             symbol = Symbol();
             base_lots = p_lots;
             cmt = symbol;
             magic = p_magic;
             ma_peroid1 = p_ma_period1;
             ma_peroid2 = p_ma_period2;
    
             //初始化信息
             string info = "【" + cmt + "】" + "初始化EA\n";
             info += "ma1:" + string(ma_peroid1) + ";ma2:" + string(ma_peroid2);
             SendInformation(info);
          }
    
       //多单开仓
       void OpenBuy()
          {
             //检查是否有多单仓位
             double buy_total_orders = GetTotalOrders(magic, symbol, cmt, "BUY");
             // 如果没有仓位就建仓
             if(buy_total_orders == 0)
                {
                   buy_open_price = OpenOrder(magic, symbol, base_lots, cmt, "BUY");
                }
          }
       //多单平仓
       void CloseBuy()
          {  
             //检查是否有多单仓位
             double buy_total_orders = GetTotalOrders(magic, symbol, cmt, "BUY");
             //如果有仓位就平仓
             if(buy_total_orders > 0)
                {
                   for(int i=0;i<=buy_total_orders;i++)
                      {
                         if(CloseOrder(magic, symbol, cmt, "BUY"))
                            {
                               buy_open_price = 0;
                            }
                      }
                }
          }
       //空单开仓
       void OpenSell()
          {
             //检查是否有空单仓位
             double sell_total_orders = GetTotalOrders(magic, symbol, cmt, "SELL");
             // 如果没有仓位就建仓
             if(sell_total_orders == 0)
                {
                   sell_open_price = OpenOrder(magic, symbol, base_lots, cmt, "SELL");
                }
          }
       //空单平仓
       void CloseSell()
          {
             //检查是否有空单仓位
             double sell_total_orders = GetTotalOrders(magic, symbol, cmt, "SELL");
             //如果有仓位就平仓
             if(sell_total_orders > 0)
                {
                   for(int i=0;i<=sell_total_orders;i++)
                      {
                         if(CloseOrder(magic, symbol, cmt, "SELL"))
                            {
                               sell_open_price = 0;
                            }
                      }
                }
          }
    
       //运行EA
       void run()
          {
             //获取行情数据
             double close1 = iClose(symbol, 0, 1);
    
              // 初始化数组存放ma1指标
             double Buffer_ma1[]; 
             // 时间序列化数组
             ArraySetAsSeries(Buffer_ma1,true);
             // 获取ma指标
             int handle_ma1 = iMA(symbol,0,ma_peroid1,0,MODE_SMA,PRICE_CLOSE);
             // 赋值指标值到数组maBuffer
    			CopyBuffer(handle_ma1,0,0,10,Buffer_ma1);
             // 获取当前K线的ma值和上一根K线的ma值
    			double ma1_1 = Buffer_ma1[1];
             double ma1_2 = Buffer_ma1[2];
    
              // 初始化数组存放ma2指标
             double Buffer_ma2[]; 
             // 时间序列化数组
             ArraySetAsSeries(Buffer_ma2,true);
             // 获取ma指标
             int handle_ma2 = iMA(symbol,0,ma_peroid2,0,MODE_SMA,PRICE_CLOSE);
             // 赋值指标值到数组maBuffer
    			CopyBuffer(handle_ma2,0,0,10,Buffer_ma2);
             // 获取当前K线的ma值和上一根K线的ma值
    			double ma2_1 = Buffer_ma2[1];
             double ma2_2 = Buffer_ma2[2];
    
             //金叉建多单
             if(ma1_2 < ma2_2 && ma1_1 > ma2_1)
                {
                   CloseSell();
                   OpenBuy();
                }
             //死叉建空单
             else if(ma1_2 > ma2_2 && ma1_1 < ma2_1)
                {
                   CloseBuy();
                   OpenSell();
                }
          }
       };
    
    ulong input_magic = 20210101;//幻数
    input double input_lots = 0.01;//仓位
    input int input_ma_period1 = 10;//MA短周期
    input int input_ma_period2 = 50;//MA长周期
    
    // 实例化EA类
    DemoSystem ds;
    
    //初始化脚本的时候执行一次
    int OnInit()
      {
          ds.init(input_magic, input_lots, input_ma_period1, input_ma_period2);
          return(INIT_SUCCEEDED);
      }
    
    //价格每次变化执行一次
    void OnTick()
      {
          ds.run();
      }

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