外汇ea论坛：海龟交易系统代码分享

extern double

Lots                 = 0.1;   // Assign Fixed Lot Size to be traded,AutoLotSize must be false

extern int

MaxUnits             = 3,     //Maximum units to trade per Currency Pair

MagicNumber          = 11282,

EntryLookBack        = 55,    //Bars to lookback in calculating breakout prices

ExitLookBack         = 20,    //Bars to lookback in calculating exit points

ATRPeriod            = 20;

extern double

SLMultiple           = 2.5,   //Multiply ATR by this to calculate StopLoss

ReEntryMultiple      = 0.5;   //Multiple ATR by this to calculate Re Entry Point

extern bool

ATRBreakEven         = false;  //if set to true SL will be moved to break even level

extern double

BreakEvenMultiple    = 2.5;

extern bool

LockProfit           = true;

extern double

PipLockinStart       = 50,   //$ amount to start lock in

LockinPercent        = 30;

//——————-GLOBAL VARS

bool

Revenge              = false;

double

RevengeSL            = 3;

static int

TimeFrame;

double   LastEMAX,

LastEMIN,

LastXMAX,

LastXMIN,

LastOpen,

PTLocked,

PTPercent,

spread,

tickvalue,

LastSL;

double

EMAX,

EMIN,

trueEMAX,

trueEMIN,

XMAX,

N,

XMIN;

//+——————————————————————+

//| expert initialization function                                   |

//+——————————————————————+

 

int init()

{

//———————– GENERATE MAGIC NUMBER AND TICKET COMMENT

//———————– SOURCE : PENGIE

MagicNumber    = subGenerateMagicNumber(MagicNumber, Symbol(), Period());

tickvalue = MarketInfo(Symbol(),MODE_TICKVALUE);

subPrintDetails();

//—-

return(0);

}

//+——————————————————————+

//| expert deinitialization function                                 |

//+——————————————————————+

int deinit()

{

//———————– PREVENT RE-COUNTING WHILE USER CHANGING TIME FRAME

//———————– SOURCE : CODERSGURU

TimeFrame=Period();

return(0);

return(0);

}

//+——————————————————————+

//| expert start function                                            |

//+——————————————————————+

int start()

{

//—————–SET VARIABLE VALUES

int Ehighest_bar=Highest(NULL, 0, MODE_HIGH, EntryLookBack, 1);

EMAX=NormalizeDouble (iHigh(NULL, 0, Ehighest_bar),Digits);

int Elowest_bar=Lowest(NULL, 0, MODE_LOW, EntryLookBack, 1);

EMIN=NormalizeDouble (iLow(NULL, 0, Elowest_bar),Digits);

int Xhighest_bar=Highest(NULL, 0, MODE_HIGH, ExitLookBack, 1);

XMAX=NormalizeDouble (iHigh(NULL, 0, Xhighest_bar),Digits);

int Xlowest_bar=Lowest(NULL, 0, MODE_LOW, ExitLookBack, 1);

XMIN=NormalizeDouble (iLow(NULL, 0, Xlowest_bar),Digits);

 

N = NormalizeDouble ((iATR(NULL,0,20,1)),Digits);

LastOpen = subLastOpenPrice();

LastSL = subLastSLPrice();

tickvalue = MarketInfo(Symbol(),MODE_TICKVALUE);

subPrintDetails();

spread = MarketInfo(Symbol(),MODE_SPREAD);

 

// Unit=(AccountBalance()/100/N/Point*MarketInfo(Symbol(),MODE_TICKVALUE));

double BStopLossLevel, SStopLossLevel;

int BuyStopOrder = 0, SellStopOrder = 0, BuyOrder = 0, SellOrder = 0;

int _GetLastError = 0, _OrdersTotal = OrdersTotal();

double NSL = NormalizeDouble( N*RevengeSL, Digits );

//—————–TRAILING TOTAL PROFITS WITH REVENGE

if(LockProfit)

{

 

PTPercent = NormalizeDouble(subPipProfitTotal()*(LockinPercent/100),0);

 

if(subPipProfitTotal()>PipLockinStart)

{

if(PTPercent>PTLocked)

{

PTLocked = PTPercent;

}

}

if(!Revenge)

{

if(PTLocked>0)

{

if(PTLocked>=subPipProfitTotal())

{

subCloseOrder();

PTLocked = 0;

}

}

}

if(Revenge)

{

if(subOrderType()==OP_SELL){

if(PTLocked>0){

if(PTLocked>=subPipProfitTotal())

{

subCloseOrder();

PTLocked = 0;

if(OrderSend(Symbol(),OP_BUY,Lots,Ask,3,OrderOpenPrice()-NSL,0,”DocSniper EA”,MagicNumber,0,Green)<0)

{

Print( “OrderOpen Error #”, GetLastError() );

return(-1);

}

}

}

}

if(subOrderType()==OP_BUY){

if(PTLocked>0){

if(PTLocked>=subPipProfitTotal())

{

subCloseOrder();

PTLocked = 0;

if(OrderSend(Symbol(),OP_SELL,Lots,Bid,3,OrderOpenPrice()+NSL,0,”DocSniper EA”,MagicNumber,0,Green)<0)

{

Print( “OrderOpen Error #”, GetLastError() );

return(-1);

}

}

}

}

}

}

double Unit = Lots;

 

 

 

for ( int z = _OrdersTotal – 1; z >= 0; z — )

{

if ( !OrderSelect( z, SELECT_BY_POS ) )

{

_GetLastError = GetLastError();

Print( “OrderSelect( “, z, “, SELECT_BY_POS ) – Error #”, _GetLastError );

continue;

}

if ( OrderSymbol() != Symbol() ) continue;

if ( OrderMagicNumber() != MagicNumber ) continue;

switch ( OrderType() )

{

case OP_BUY:BuyOrder= OrderTicket(); break;

case OP_SELL:SellOrder= OrderTicket(); break;

case OP_BUYSTOP:BuyStopOrder= OrderTicket(); break;

case OP_SELLSTOP:SellStopOrder= OrderTicket(); break;

}

}

//———————–PENDING ORDERS PROCESS—————–+

if(subTotalOpenTrade()<1)

{  PTLocked = 0;

LastXMIN = 0;

LastXMAX = 9999999;

BStopLossLevel = NormalizeDouble( EMAX – N*SLMultiple, Digits );

SStopLossLevel = NormalizeDouble( EMIN + N*SLMultiple, Digits );

double Spread = NormalizeDouble(spread*Point,Digits);

string Modify1 = “none”;

string Modify2 = “none”;

trueEMAX = EMAX + Spread;

trueEMIN = EMIN – Spread;

 

if((LastEMAX != trueEMAX)||(BuyStopOrder<1))

{

if (BuyStopOrder>0)

{

int cnt;

int total = subTotalBuyStopTrade();

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

 

BuyStopOrder = OrderTicket();

}

OrderDelete(BuyStopOrder);

}

BuyStopOrder = 0;

}

 

 

 

if(subTotalBuyStopTrade()<1)

{

if (OrderSend(Symbol(),OP_BUYSTOP,Unit,trueEMAX,6,BStopLossLevel,0,”TURTLE POWER”,MagicNumber,0,Green)<0)

{

Print( “OrderSend Error #”, GetLastError() );

return(-1);

}

LastEMAX = trueEMAX;

double BuyPrice = LastEMAX;

}

}

if((LastEMIN != trueEMIN)||(SellStopOrder<1))

{

if (SellStopOrder>0)

{

total = subTotalSellStopTrade();

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

 

SellStopOrder = OrderTicket();

}

OrderDelete(SellStopOrder);

}

SellStopOrder = 0;

}

if(subTotalSellStopTrade()<1)

{

if (OrderSend(Symbol(),OP_SELLSTOP,Unit,trueEMIN,6,SStopLossLevel,0,”TURTLE POWER”,MagicNumber,0,Green)<0)

{

Alert( “OrderSend Error #”, GetLastError() );

return(-1);

}

LastEMIN = trueEMIN;

double SellPrice = LastEMIN;

}

}

}

 

//—————————————————–+

//$$$$$$$$$$$$$$$$(OPEN BUY PROCESS)$$$$$$$$$$$$$$$$$$$+

//—————————————————–+

if(BuyOrder>0)

{

if (SellStopOrder>0)

{

if ( !OrderDelete( SellStopOrder ) )

{

Alert( “OrderDelete Error #”, GetLastError() );

return(-1);

}

}

LastOpen = subLastOpenPrice();

//————-PENDING REENTRY PROCESS

total = subTotalOpenTrade();

if(total<MaxUnits)

{

double PendingTotal = subTotalBuyStopTrade();

if(PendingTotal<1)

{

 

BuyPrice = NormalizeDouble((LastOpen+N*ReEntryMultiple),Digits);

double SL = NormalizeDouble(BuyPrice – N*SLMultiple, Digits );

if(BuyPrice>Bid){

if (OrderSend(Symbol(),OP_BUYSTOP,Unit,BuyPrice,6,SL,0,”TURTLE POWER”,MagicNumber,0,Green)<0)

{

Print( BuyPrice+”OrderSend Error #”, GetLastError() );

return(-1);

}

LastOpen = subLastOpenPrice();

}

}

}

//———–MODIFY STOPS AFTER REENTRY

LastOpen = subLastOpenPrice();

if((total>1)&&(XMIN<LastOpen))

{   LastOpen = subLastOpenPrice();

BStopLossLevel = NormalizeDouble(LastOpen – N*SLMultiple, Digits );

total = OrdersTotal();

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

if ( BStopLossLevel > OrderStopLoss()|| OrderStopLoss() <= 0.0 )

{

if ( !OrderModify( OrderTicket(), OrderOpenPrice(), BStopLossLevel,OrderTakeProfit(), OrderExpiration() ) )

{

Print( “OrderModify Error #”, GetLastError() );

return(-1);

}

return(0);

}

}

}

}

LastOpen = subLastOpenPrice();

//———–BREAK EVEN AFTER PIPS PROCESS

if((ATRBreakEven)&&(XMIN<LastOpen))

{

double BreakEvenPrice = NormalizeDouble(LastOpen + N*BreakEvenMultiple,Digits);

if(Bid > BreakEvenPrice){

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

if ( LastOpen > OrderStopLoss()|| OrderStopLoss() <= 0.0 )

{

if ( !OrderModify( OrderTicket(), OrderOpenPrice(), LastOpen,OrderTakeProfit(), OrderExpiration() ) )

{

Print( “OrderModify Error #”, GetLastError() );

return(-1);

}

}

}

}

Modify2=”done”;

}

}

//———–TRAILING STOP PROCESS

LastSL = subLastSLPrice();

total = subTotalOpenTrade();

if(total>1)

{

if(LastSL < XMIN)

{

total = OrdersTotal();

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

if ( !OrderModify( OrderTicket(), OrderOpenPrice(), XMIN,OrderTakeProfit(), OrderExpiration() ) )

{

Print( “OrderModify Error #”, GetLastError() );

return(-1);

}

}

}

LastSL = subLastSLPrice();

}

}

//+———-END OF TRAILING STOP PROCESS

}

//—————————————————–+

//$$$$$$$$$$$$$$$(OPEN SELL PROCESS)$$$$$$$$$$$$$$$$$$$+

//—————————————————–+

if(SellOrder>0)

{

if (BuyStopOrder>0)

{

if ( !OrderDelete( BuyStopOrder ) )

{

Alert( “OrderDelete Error #”, GetLastError() );

return(-1);

}

}

LastOpen = subLastOpenPrice();

//————-PENDING REENTRY PROCESS

total = subTotalOpenTrade();

if(total<MaxUnits)

{

PendingTotal = subTotalSellStopTrade();

if(PendingTotal<1)

{

 

SellPrice = NormalizeDouble((LastOpen-N*ReEntryMultiple),Digits);

SL = NormalizeDouble(SellPrice + N*SLMultiple, Digits );

 

if(SellPrice<Bid){

if (OrderSend(Symbol(),OP_SELLSTOP,Unit,SellPrice,6,SL,0,”TURTLE POWER”,MagicNumber,0,Green)<0)

{

Print( BuyPrice+”OrderSend Error #”, GetLastError() );

return(-1);

}

LastOpen = subLastOpenPrice();

}

}

}

//———–MODIFY STOPS AFTER REENTRY

LastOpen = subLastOpenPrice();

if((total>1)&&(XMAX>LastOpen))

{

SStopLossLevel = NormalizeDouble(LastOpen + N*SLMultiple, Digits );

total = OrdersTotal();

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

if ( SStopLossLevel < OrderStopLoss()|| OrderStopLoss() <= 0.0 )

{

if ( !OrderModify( OrderTicket(), OrderOpenPrice(), SStopLossLevel,OrderTakeProfit(), OrderExpiration() ) )

{

Print( “OrderModify Error #”, GetLastError() );

return(-1);

}

return(0);

}

}

}

}

//———–BREAK EVEN AFTER PIPS PROCESS

LastOpen = subLastOpenPrice();

if((ATRBreakEven)&&(XMAX>LastOpen)&&(total==MaxUnits))

{  total = OrdersTotal();

BreakEvenPrice = NormalizeDouble(LastOpen – N*BreakEvenMultiple,Digits);

if(Bid < BreakEvenPrice){

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

if ( LastOpen < OrderStopLoss()|| OrderStopLoss() <= 0.0 )

{

if ( !OrderModify( OrderTicket(), OrderOpenPrice(), LastOpen,OrderTakeProfit(), OrderExpiration() ) )

{

Print( “OrderModify Error #”, GetLastError() );

return(-1);

}

}

}

}

}

}

//———–TRAILING STOP PROCESS

LastSL = subLastSLPrice();

if(XMAX<=LastOpen)

{

if(LastSL > XMAX)

{

total = OrdersTotal();

for(cnt=0;cnt<total;cnt++)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber)

{

if ( !OrderModify( OrderTicket(), OrderOpenPrice(), XMAX,OrderTakeProfit(), OrderExpiration() ) )

{

Print( “OrderModify Error #”, GetLastError() );

return(-1);

}

}

}

LastSL = subLastSLPrice();

}

}

//+———-END OF TRAILING STOP PROCESS

}

 

 

//—-

return(0);

}

//+————————–END OF PROGRAM————————–+

//———————– GENERATE MAGIC NUMBER BASE ON SYMBOL AND TIME FRAME FUNCTION

//———————– SOURCE   : PENGIE

int subGenerateMagicNumber(int MagicNumber, string symbol, int timeFrame)

{

int isymbol = 0;

if (symbol == “EURUSD”)       isymbol = 1;

else if (symbol == “GBPUSD”)  isymbol = 2;

else if (symbol == “USDJPY”)  isymbol = 3;

else if (symbol == “USDCHF”)  isymbol = 4;

else if (symbol == “AUDUSD”)  isymbol = 5;

else if (symbol == “USDCAD”)  isymbol = 6;

else if (symbol == “EURGBP”)  isymbol = 7;

else if (symbol == “EURJPY”)  isymbol = 8;

else if (symbol == “EURCHF”)  isymbol = 9;

else if (symbol == “EURAUD”)  isymbol = 10;

else if (symbol == “EURCAD”)  isymbol = 11;

else if (symbol == “GBPUSD”)  isymbol = 12;

else if (symbol == “GBPJPY”)  isymbol = 13;

else if (symbol == “GBPCHF”)  isymbol = 14;

else if (symbol == “GBPAUD”)  isymbol = 15;

else if (symbol == “GBPCAD”)  isymbol = 16;

else                          isymbol = 17;

if(isymbol<10) MagicNumber = MagicNumber * 10;

return (StrToInteger(StringConcatenate(MagicNumber, isymbol, timeFrame)));

 

}

//———————– PRINT COMMENT FUNCTION

//———————– SOURCE : CODERSGURU

void subPrintDetails()

{

string sComment   = “”;

string sp         = “————————————————————-\n”;

string NL         = “\n”;

sComment = sp;

sComment = sComment + sp;

sComment = sComment + “BULL ENTRY= ” + DoubleToStr(EMAX,4) + ” | “;

sComment = sComment + “BULL EXIT= ” + DoubleToStr(XMIN,4) + ” | “;

sComment = sComment + NL;

sComment = sComment + sp;

sComment = sComment + “BEAR ENTRY= ” + DoubleToStr(EMIN,4) + ” | “;

sComment = sComment + “BEAR EXIT= ” + DoubleToStr(XMAX,4) + ” | “;

sComment = sComment + NL;

sComment = sComment + sp;

sComment = sComment + “ATR =” + DoubleToStr(N,4) + ” | “;

sComment = sComment + “Spread =” + DoubleToStr(spread,4) + ” | “;

sComment = sComment + “tickvalue =” + DoubleToStr(tickvalue,4) + ” | “;

sComment = sComment + NL;

sComment = sComment + sp;

sComment = sComment + “Total Pips= ” +DoubleToStr(subPipProfitTotal(),0) + ” | “;

sComment = sComment + “Pips Locked in= ” + DoubleToStr(PTLocked,0) + ” | “;

sComment = sComment + “T.P.Percent =” + DoubleToStr(PTPercent,4) + ” | “;

sComment = sComment + NL;

sComment = sComment + sp;

Comment(sComment);

}

//———-COUNT OPEN TRADES——————+

int subTotalOpenTrade()

{

int

cnt,

total = 0;

for(cnt=0;cnt<OrdersTotal();cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

if((OrderType()==OP_SELL||OrderType()==OP_BUY) &&

OrderSymbol()==Symbol() &&

OrderMagicNumber()==MagicNumber) total++;

}

return(total);

}

//———-GET LASt OPENED PRICE——————+

double subLastOpenPrice()

{

int

cnt,

total = 0;

double OpenPrice;

 

for(cnt=0;cnt<OrdersTotal();cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

if((OrderType()==OP_SELL||OrderType()==OP_BUY) &&

OrderSymbol()==Symbol() &&

OrderMagicNumber()==MagicNumber)

 

OpenPrice = OrderOpenPrice();

 

}

return(OpenPrice);

}

//———-GET LASt SL PRICE——————+

double subLastSLPrice()

{

int

cnt,

total = 0;

double SLPrice;

 

for(cnt=0;cnt<OrdersTotal();cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

if((OrderType()==OP_SELL||OrderType()==OP_BUY) &&

OrderSymbol()==Symbol() &&

OrderMagicNumber()==MagicNumber)

 

SLPrice = OrderStopLoss();

 

}

return(SLPrice);

}

//———-COUNT BUYSTOP ORDERS—————+

int subTotalBuyStopTrade()

{

int

cnt,

total = 0;

for(cnt=0;cnt<OrdersTotal();cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

if(OrderType()==OP_BUYSTOP&&

OrderSymbol()==Symbol() &&

OrderMagicNumber()==MagicNumber) total++;

}

return(total);

}

//———–COUNT SELLSTOP ORDERS————-+

int subTotalSellStopTrade()

{

int

cnt,

total = 0;

for(cnt=0;cnt<OrdersTotal();cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

if(OrderType()==OP_SELLSTOP&&

OrderSymbol()==Symbol() &&

OrderMagicNumber()==MagicNumber) total++;

}

return(total);

}

//———-COUNT OPEN TRADES——————+

double subPipProfitTotal()

{

int

cnt,

total = 0;

tickvalue = MarketInfo(Symbol(),MODE_TICKVALUE);

double TotalProfit = 0;

for(cnt=0;cnt<OrdersTotal();cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

if((OrderType()==OP_SELL||OrderType()==OP_BUY) &&

OrderSymbol()==Symbol() &&

OrderMagicNumber()==MagicNumber)

{

double PipProfit = (OrderProfit()/OrderLots()/tickvalue);

TotalProfit = TotalProfit+PipProfit;

}

}

return(TotalProfit);

}

//———————– CLOSE ORDER FUNCTION

//———————– SOURCE: FIREDAVE

void subCloseOrder()

{

int

cnt,

total       = 0,

ticket      = 0,

err         = 0,

c           = 0;

total = OrdersTotal();

for(cnt=total-1;cnt>=0;cnt–)

{

OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

if(OrderSymbol()==Symbol() &&

OrderMagicNumber()==MagicNumber)

{

switch(OrderType())

{

case OP_BUY      :

for(c=0;c<10;c++)

{

ticket=OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);

err=GetLastError();

if(err==0)

{

if(ticket>0) break;

}

else

{

if(err==0 || err==4 || err==136 || err==137 || err==138 || err==146) //Busy errors

{

Sleep(5000);

continue;

}

else //normal error

{

if(ticket>0) break;

}

}

}

break;

 

case OP_SELL     :

for(c=0;c<10;c++)

{

ticket=OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);

err=GetLastError();

if(err==0)

{

if(ticket>0) break;

}

else

{

if(err==0 || err==4 || err==136 || err==137 || err==138 || err==146) //Busy errors

{

Sleep(5000);

continue;

}

else //normal error

{

if(ticket>0) break;

}

}

}

break;

 

case OP_BUYLIMIT :

case OP_BUYSTOP  :

case OP_SELLLIMIT:

case OP_SELLSTOP :

OrderDelete(OrderTicket());

}

}

}

}

//———-GET ORDER TYPE

int subOrderType()

{

int

cnt,

total = 0;

for(cnt=0;cnt<OrdersTotal();cnt++)

{

OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);

total = OrderType();

}

return(total);

}

来源：外汇ea论坛