MACD Sample ---真正的用面向对象的思路来写EA-MT5知识 -程序化交易(naturesnaturalbeauty.com) - 游戏娱乐平台注册就送25
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  • 我初步看了下系统自带的MACD Sample EA,这个实例其实用原来MT4的方式实现起来很简单。
    但是我看了系统自带的代码:简直和C++代码没什么区别了:
    首先应用头文件或者说是库文件。这些文件其实都是类库文件,每个类里面自带了许多处理方法
    接着定义一个类
    然后吧一些变量和方法都封装到类中。
    最后void OnTick()程序实体部分简单的不可想象:
    就是定义一个类的实例,然后调用一个类的方法就完了。
    以后有时间我好好分析分析。
    //+------------------------------------------------------------------+
    //| MACD Sample.mq5 |
    //| Copyright 2001-2009, MetaQuotes Software Corp. |
    //| http://www.mql5.com |
    //+------------------------------------------------------------------+
    #property copyright "Copyright 2001-2009, MetaQuotes Software Corp."
    #property link "http://www.mql5.com"
    #property version "5.04"
    #property description "It is important to make sure that the expert works with a normal"
    #property description "chart and the user did not make any mistakes setting input"
    #property description "variables (Lots, TakeProfit, TrailingStop) in our case,"
    #property description "we check TakeProfit on a chart of more than 2*trend_period bars"
    //---
    #include <Trade\Trade.mqh> 引用头文件
    #include <Trade\SymbolInfo.mqh>
    #include <Trade\PositionInfo.mqh>
    #include <Trade\AccountInfo.mqh>
    #include <Indicators\Indicators.mqh>

    //---
    input double InpLots =0.1; // Lots
    input int InpTakeProfit =50; // Take Profit (in pips)
    input int InpTrailingStop =30; // Trailing Stop Level (in pips)
    input double InpMACDOpenLevel =0.3; // MACD open level
    input double InpMACDCloseLevel=0.2; // MACD close level
    input int InpMATrendPeriod =26; // MA trend period
    //---
    int ExtTimeOut=10; // time out in seconds between trade operations
    //+------------------------------------------------------------------+
    //| MACD Sample expert class |
    //+------------------------------------------------------------------+
    class CSampleExpert
    {
    protected:
    double m_adjusted_point; // point value adjusted for 3 or 5 points
    CTrade m_trade; // trading object
    CSymbolInfo m_symbol; // symbol info object
    CPositionInfo m_position; // trade position object
    CAccountInfo m_account; // account info wrapper
    //--- indicators
    CIndicators *m_indicators; // indicator collection to fast recalculations
    CiMACD *m_MACD; // MACD indicator object
    CiMA *m_EMA; // moving average indicator object
    //--- indicator data for processing
    double m_macd_current;
    double m_macd_previous;
    double m_signal_current;
    double m_signal_previous;
    double m_ema_current;
    double m_ema_previous;
    public:
    CSampleExpert();
    ~CSampleExpert() { Deinit(); }
    bool Init();
    void Deinit();
    bool Processing();
    protected:
    bool InitCheckParameters(int digits_adjust);
    bool InitIndicators();
    bool LongClosed();
    bool ShortClosed();
    bool LongModified();
    bool ShortModified();
    bool LongOpened();
    bool ShortOpened();
    };
    //---
    CSampleExpert ExtExpert;
    //+------------------------------------------------------------------+
    //| Constructor |
    //+------------------------------------------------------------------+
    CSampleExpert::CSampleExpert()
    {
    //---
    m_adjusted_point=0;
    m_indicators=NULL;
    m_MACD=NULL;
    m_EMA =NULL;
    //---
    m_macd_current =0;
    m_macd_previous =0;
    m_signal_current =0;
    m_signal_previous=0;
    m_ema_current =0;
    m_ema_previous =0;
    //---
    }
    //+------------------------------------------------------------------+
    //| Initialization and checking for input parameters |
    //+------------------------------------------------------------------+
    bool CSampleExpert::Init()
    {
    //--- initialize common information
    m_symbol.Name(Symbol()); // symbol
    m_trade.SetExpertMagicNumber(12345); // magic
    //--- tuning for 3 or 5 digits
    int digits_adjust=1;
    if(m_symbol.Digits()==3 || m_symbol.Digits()==5) digits_adjust=10;
    m_adjusted_point=m_symbol.Point()*digits_adjust;
    //--- set default deviation for trading in adjusted points
    m_trade.SetDeviationInPoints(3*digits_adjust);
    //---
    if(!InitCheckParameters(digits_adjust)) return(false);
    if(!InitIndicators()) return(false);
    //--- ok
    return(true);
    }
    //+------------------------------------------------------------------+
    //| Checking for input parameters |
    //+------------------------------------------------------------------+
    bool CSampleExpert::InitCheckParameters(int digits_adjust)
    {
    //--- initial data checks
    if(InpTakeProfit*digits_adjust<m_symbol.StopsLevel())
    {
    printf("Take Profit must be greater than %d",m_symbol.StopsLevel());
    return(false);
    }
    if(InpTrailingStop*digits_adjust<m_symbol.StopsLevel())
    {
    printf("Trailing Stop must be greater than %d",m_symbol.StopsLevel());
    return(false);
    }
    //--- check for right lots amount
    if(InpLots<m_symbol.LotsMin() || InpLots>m_symbol.LotsMax())
    {
    printf("Lots amount must be in the range from %f to %f",m_symbol.LotsMin(),m_symbol.LotsMax());
    return(false);
    }
    if(MathAbs(MathMod(InpLots,m_symbol.LotsStep()))>1.0E-15)
    {
    printf("Lots amount is not corresponding with lot step %f",m_symbol.LotsStep());
    return(false);
    }
    //--- warning
    if(InpTakeProfit<=InpTrailingStop)
    printf("Warning: Trailing Stop must be greater than Take Profit");
    //--- ok
    return(true);
    }
    //+------------------------------------------------------------------+
    //| Initialization of the indicators |
    //+------------------------------------------------------------------+
    bool CSampleExpert::InitIndicators()
    {
    //--- create indicators collection
    if(m_indicators==NULL)
    if((m_indicators=new CIndicators)==NULL)
    {
    printf("Error creating indicators collection");
    return(false);
    }
    //--- create MACD indicator and add it to collection
    if(m_MACD==NULL)
    if((m_MACD=new CiMACD)==NULL)
    {
    printf("Error creating MACD indicator");
    return(false);
    }
    if(!m_indicators.Add(m_MACD))
    {
    printf("Error adding MACD indicator to collection");
    return(false);
    }
    //--- initialize MACD indicator
    if(!m_MACD.Create(NULL,0,12,26,9,PRICE_CLOSE))
    {
    printf("Error MACD indicator init");
    return(false);
    }
    m_MACD.BuffSize(2);
    //--- create EMA indicator and add it to collection
    if(m_EMA==NULL)
    if((m_EMA=new CiMA)==NULL)
    {
    printf("Error creating EMA indicator");
    return(false);
    }
    if(!m_indicators.Add(m_EMA))
    {
    printf("Error adding EMA indicator to collection");
    return(false);
    }
    //--- initialize EMA indicator
    if(!m_EMA.Create(NULL,0,InpMATrendPeriod,0,MODE_EMA,PRICE_CLOSE))
    {
    printf("Error EMA indicator init");
    return(false);
    }
    m_EMA.BuffSize(2);
    //--- ok
    return(true);
    }
    //+------------------------------------------------------------------+
    //| Function for deleting of dynamic objects |
    //+------------------------------------------------------------------+
    void CSampleExpert::Deinit()
    {
    //--- delete indicators collection
    if(m_indicators!=NULL)
    {
    delete m_indicators;
    m_indicators=NULL;
    m_MACD=NULL;
    m_EMA =NULL;
    }
    //---
    }
    //+------------------------------------------------------------------+
    //| Check for long position closing |
    //+------------------------------------------------------------------+
    bool CSampleExpert::LongClosed()
    {
    bool res=false;
    //--- should it be closed?
    if(m_macd_current>0)
    if(m_macd_current<m_signal_current && m_macd_previous>m_signal_previous)
    if(m_macd_current>InpMACDCloseLevel*m_adjusted_point)
    {
    //--- close position
    if(m_trade.PositionClose(Symbol()))
    printf("Long position by %s to be closed",Symbol());
    else
    printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment());
    //--- processed and cannot be modified
    res=true;
    }
    //---
    return(res);
    }
    //+------------------------------------------------------------------+
    //| Check for short position closing |
    //+------------------------------------------------------------------+
    bool CSampleExpert::ShortClosed()
    {
    bool res=false;
    //--- should it be closed?
    if(m_macd_current<0)
    if(m_macd_current>m_signal_current && m_macd_previous<m_signal_previous)
    if(MathAbs(m_macd_current)>InpMACDCloseLevel*m_adjusted_point)
    {
    //--- close position
    if(m_trade.PositionClose(Symbol()))
    printf("Short position by %s to be closed",Symbol());
    else
    printf("Error closing position by %s : '%s'",Symbol(),m_trade.ResultComment());
    //--- processed and cannot be modified
    res=true;
    }
    //---
    return(res);
    }
    //+------------------------------------------------------------------+
    //| Check for long position modifying |
    //+------------------------------------------------------------------+
    bool CSampleExpert::LongModified()
    {
    bool res=false;
    //--- check for trailing stop
    if(InpTrailingStop>0)
    {
    if(m_symbol.Bid()-m_position.PriceOpen()>m_adjusted_point*InpTrailingStop)
    {
    if(m_position.StopLoss()<m_symbol.Bid()-m_adjusted_point*InpTrailingStop || m_position.StopLoss()==0.0)
    {
    double sl=m_symbol.Bid()-m_adjusted_point*InpTrailingStop;
    double tp=m_position.TakeProfit();
    //--- modify position
    if(m_trade.PositionModify(Symbol(),sl,tp))
    printf("Long position by %s to be modified",Symbol());
    else
    {
    printf("Error modifying position by %s : '%s'",Symbol(),m_trade.ResultComment());
    printf("Modify parameters : SL=%f,TP=%f",sl,tp);
    }
    //--- modified and must exit from expert
    res=true;
    }
    }
    }
    //---
    return(res);
    }
    //+------------------------------------------------------------------+
    //| Check for short position modifying |
    //+------------------------------------------------------------------+
    bool CSampleExpert::ShortModified()
    {
    bool res=false;
    //--- check for trailing stop
    if(InpTrailingStop>0)
    {
    if((m_position.PriceOpen()-m_symbol.Ask())>(m_adjusted_point*InpTrailingStop))
    {
    if((m_position.StopLoss()>(m_symbol.Ask()+m_adjusted_point*InpTrailingStop)) || m_position.StopLoss()==0.0)
    {
    double sl=m_symbol.Ask()+m_adjusted_point*InpTrailingStop;
    double tp=m_position.TakeProfit();
    //--- modify position
    if(m_trade.PositionModify(Symbol(),sl,tp))
    printf("Short position by %s to be modified",Symbol());
    else
    {
    printf("Error modifying position by %s : '%s'",Symbol(),m_trade.ResultComment());
    printf("Modify parameters : SL=%f,TP=%f",sl,tp);
    }
    //--- modified and must exit from expert
    res=true;
    }
    }
    }
    //---
    return(res);
    }
    //+------------------------------------------------------------------+
    //| Check for long position opening |
    //+------------------------------------------------------------------+
    bool CSampleExpert::LongOpened()
    {
    bool res=false;
    //--- check for long position (BUY) possibility
    if(m_macd_current<0)
    if(m_macd_current>m_signal_current && m_macd_previous<m_signal_previous)
    if(MathAbs(m_macd_current)>(InpMACDOpenLevel*m_adjusted_point) && m_ema_current>m_ema_previous)
    {
    //--- check for free money
    if(m_account.FreeMarginCheck(Symbol(),0,InpLots)<0.0)
    printf("We have no money. Free Margin = %f",m_account.FreeMargin());
    else
    {
    double price=m_symbol.Ask();
    double tp =m_symbol.Ask()+InpTakeProfit*m_adjusted_point;
    //--- open position
    if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,InpLots,price,0.0,tp))
    printf("Position by %s to be opened",Symbol());
    else
    {
    printf("Error opening BUY position by %s : '%s'",Symbol(),m_trade.ResultComment());
    printf("Open parameters : price=%f,TP=%f",price,tp);
    }
    }
    //--- in any case we must exit from expert
    res=true;
    }
    //---
    return(res);
    }
    //+------------------------------------------------------------------+
    //| Check for short position opening |
    //+------------------------------------------------------------------+
    bool CSampleExpert::ShortOpened()
    {
    bool res=false;
    //--- check for short position (SELL) possibility
    if(m_macd_current>0)
    if(m_macd_current<m_signal_current && m_macd_previous>m_signal_previous)
    if(m_macd_current>(InpMACDOpenLevel*m_adjusted_point) && m_ema_current<m_ema_previous)
    {
    //--- check for free money
    if(m_account.FreeMarginCheck(Symbol(),0,InpLots)<0.0)
    printf("We have no money. Free Margin = %f",m_account.FreeMargin());
    else
    {
    double price=m_symbol.Bid();
    double tp =m_symbol.Bid()-InpTakeProfit*m_adjusted_point;
    //--- open position
    if(m_trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,InpLots,price,0.0,tp))
    printf("Position by %s to be opened",Symbol());
    else
    {
    printf("Error opening SELL position by %s : '%s'",Symbol(),m_trade.ResultComment());
    printf("Open parameters : price=%f,TP=%f",price,tp);
    }
    }
    //--- in any case we must exit from expert
    res=true;
    }
    //---
    return(res);
    }
    //+------------------------------------------------------------------+
    //| main function returns true if any position processed |
    //+------------------------------------------------------------------+
    bool CSampleExpert::Processing()
    {
    //--- refresh rates
    if(!m_symbol.RefreshRates()) return(false);
    //--- refresh indicators
    m_indicators.Refresh();
    //--- to simplify the coding and speed up access
    //--- data are put into internal variables
    m_macd_current =m_MACD.Main(0);
    m_macd_previous =m_MACD.Main(1);
    m_signal_current =m_MACD.Signal(0);
    m_signal_previous=m_MACD.Signal(1);
    m_ema_current =m_EMA.Main(0);
    m_ema_previous =m_EMA.Main(1);
    //--- it is important to enter the market correctly,
    //--- but it is more important to exit it correctly...
    //--- first check if position exists - try to select it
    if(m_position.Select(Symbol()))
    {
    if(m_position.PositionType()==OP_BUY)
    {
    //--- try to close or modify long position
    if(LongClosed()) return(true);
    if(LongModified()) return(true);
    }
    else
    {
    //--- try to close or modify short position
    if(ShortClosed()) return(true);
    if(ShortModified()) return(true);
    }
    }
    //--- no opened position identified
    else
    {
    //--- check for long position (BUY) possibility
    if(LongOpened()) return(true);
    //--- check for short position (SELL) possibility
    if(ShortOpened()) return(true);
    }
    //--- exit without position processing
    return(false);
    }
    //+------------------------------------------------------------------+
    //| Expert initialization function |
    //+------------------------------------------------------------------+
    int OnInit()
    {
    //--- create all necessary objects
    if(!ExtExpert.Init())
    {
    ExtExpert.Deinit();
    return(-1);
    }
    //--- ok
    return(0);
    }
    //+------------------------------------------------------------------+
    //| Expert deinitialization function |
    //+------------------------------------------------------------------+
    void OnDeinit(const int reason)
    {
    ExtExpert.Deinit();
    }
    //+------------------------------------------------------------------+
    //| Expert new tick handling function |
    //+------------------------------------------------------------------+
    void OnTick()
    {
    static datetime limit_time=0; // last trade processing time + timeout
    //--- don't process if timeout
    if(TimeCurrent()>=limit_time)
    {
    //--- check for data
    if(Bars(Symbol(),Period())>2*InpMATrendPeriod)
    {
    //--- change limit time by timeout in seconds if processed
    if(ExtExpert.Processing()) limit_time=TimeCurrent()+ExtTimeOut;
    }
    }
    //---
    }
    //+------------------------------------------------------------------+


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