独角兽企业重金招聘Python工程师标准>>>
一、交易策略
二、EA源码
//+------------------------------------------------------------------+//| myEA0104.mq4 |//| Copyright ,CuiYi |//| 010333562@ |//+------------------------------------------------------------------+#property copyright "Copyright ,CuiYi"#property link"1010333562@"#property version "1.00"#property stric#define MAGICMA 19880305extern double Lots=0.01;int CalculateCurrentOrder(string symbol){int buys=0,sells=0;for(int i=0;i<OrdersTotal();i=i+1){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++;}}if(buys>0)return(buys);elsereturn(-sells);}void CheckForOpen(){double ma1,ma2,ma3,ma4,maA,maB;int res;ma1=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,0);ma2=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,0);ma3=iMA(NULL,240,10,6,MODE_EMA,PRICE_CLOSE,0);ma4=iMA(NULL,240,20,6,MODE_EMA,PRICE_CLOSE,0);maA=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,1);maB=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,1);if(ma1>ma2 && maA<maB && ma3>ma4){res=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,0,0,"",MAGICMA,0,Blue);return;}if(ma1<ma2 && maA>maB && ma3<ma4){res=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"",MAGICMA,0,Red);return;}}void CheckForClose(){double ma1,ma2,ma3,ma4,maA,maB;ma1=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,0);ma2=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,0);ma3=iMA(NULL,240,10,6,MODE_EMA,PRICE_CLOSE,0);ma4=iMA(NULL,240,20,6,MODE_EMA,PRICE_CLOSE,0);maA=iMA(NULL,30,10,6,MODE_EMA,PRICE_CLOSE,1);maB=iMA(NULL,30,20,6,MODE_EMA,PRICE_CLOSE,1);for(int i=0;i<OrdersTotal();i++){if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;if(OrderType()==OP_BUY){if(ma1<ma2 && maA>maB && ma3>ma4)OrderClose(OrderTicket(),Lots,Bid,3,White);break;}if(OrderType()==OP_SELL){if(ma1>ma2 && maA<maB && ma3<ma4)OrderClose(OrderTicket(),Lots,Bid,3,White);break;}}}void start(){if(Bars<100 || IsTradeAllowed()==false) return;if(CalculateCurrentOrder(Symbol())==0) CheckForOpen();else CheckForClose();}
三、系统回测
1.EUR/USD
回测时间：/01/01 - /01/01
时间周期：M30
净值图：
回测报告：
