外国為替取引自動売買 サポートWeb
MQL - 1 -
以下の英語のような文章？で書かれたものが実際のMQL(Meta QuoteLanguage) です。
このプログラムはMT4をインストールすると自動的についてくるおまけEAです。
 |
 |
|
| //+------------------------------------------------------------------+ //| Moving Average.mq4 | //| Copyright ｩ 2005, MetaQuotes Software Corp. | //| http://www.metaquotes.net/ | //+------------------------------------------------------------------+ #define MAGICMA 20050610 extern double Lots = 0.1; extern double MaximumRisk = 0.02; extern double DecreaseFactor = 3; extern double MovingPeriod = 12; extern double MovingShift = 6; //+------------------------------------------------------------------+ //| Calculate open positions | //+------------------------------------------------------------------+ int CalculateCurrentOrders(string symbol) { int buys=0,sells=0; //---- for(int i=0;i<OrdersTotal();i++) { 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++; } } //---- return orders volume if(buys>0) return(buys); else return(-sells); } //+------------------------------------------------------------------+ //| Calculate optimal lot size | //+------------------------------------------------------------------+ double LotsOptimized() { double lot=Lots; int orders=HistoryTotal(); // history orders total int losses=0; // number of losses orders without a break //---- select lot size lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1); //---- calcuulate number of losses orders without a break if(DecreaseFactor>0) { for(int i=orders-1;i>=0;i--) { if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; } if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue; //---- if(OrderProfit()>0) break; if(OrderProfit()<0) losses++; } if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1); } //---- return lot size if(lot<0.1) lot=0.1; return(lot); } //+------------------------------------------------------------------+ //| Check for open order conditions | //+------------------------------------------------------------------+ void CheckForOpen() { double ma; int res; //---- go trading only for first tiks of new bar if(Volume[0]>1) return; //---- get Moving Average ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //---- sell conditions if(Open[1]>ma && Close[1]<ma) { res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red); return; } //---- buy conditions if(Open[1]<ma && Close[1]>ma) { res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue); return; } //---- } //+------------------------------------------------------------------+ //| Check for close order conditions | //+------------------------------------------------------------------+ void CheckForClose() { double ma; //---- go trading only for first tiks of new bar if(Volume[0]>1) return; //---- get Moving Average ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0); //---- for(int i=0;i<OrdersTotal();i++) { if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue; //---- check order type if(OrderType()==OP_BUY) { if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White); break; } if(OrderType()==OP_SELL) { if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White); break; } } //---- } //+------------------------------------------------------------------+ //| Start function | //+------------------------------------------------------------------+ void start() { //---- check for history and trading if(Bars<100 || IsTradeAllowed()==false) return; //---- calculate open orders by current symbol if(CalculateCurrentOrders(Symbol())==0) CheckForOpen(); else CheckForClose(); //---- } //+------------------------------------------------------------------+ |
||
 |
 |
<MQL - 2 - へ>