当条件满足时，我如何进行多笔交易?

Question

我已经做了一个智能交易系统(请参阅下面的代码(。不过，一次只需要一笔交易。在某些情况下，交易进入的条件不止一次得到满足，但一次只进行一笔交易。当满足入场条件时，我怎样才能使它成为新交易，并在满足离场条件时退出所有交易？

extern int MagicNumber=10001;
extern double Lots =0.01;
double StopLoss=0;
double TakeProfit=50;
int TrailingStop=0;
int Slippage=3;
int start()
{
double MyPoint=Point;
if(Digits==3 || Digits==5) MyPoint=Point*10;
double TheStopLoss=0;
double TheTakeProfit=0;
if( TotalOrdersCount()==0 ) 
{
int result=0;
if(
(iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_SIGNAL,0)<iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_MAIN,0))&&
(iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,1)<iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,0)) 
) // Here is your open buy rule
{
result=OrderSend(Symbol(),OP_BUY,Lots,Ask,Slippage,0,0,"Test",MagicNumber,0,Blue);
Alert("BUY OPENED");
//if(result>0)
//{
// TheStopLoss=0;
// TheTakeProfit=0;
// if(TakeProfit>0) TheTakeProfit=Ask+TakeProfit*MyPoint;
// if(StopLoss>0) TheStopLoss=Ask-StopLoss*MyPoint;
// OrderSelect(result,SELECT_BY_TICKET);
// OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(TheStopLoss,Digits),NormalizeDouble(TheTakeProfit,Digits),0,Green);
//}
return(0);
}
if(
(iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_SIGNAL,0)>iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_MAIN,0))&&
(iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,1)>iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,0)) 
) // Here is your open Sell rule
{
result=OrderSend(Symbol(),OP_SELL,Lots,Bid,Slippage,0,0,"EA Generator www.ForexEAdvisor.com",MagicNumber,0,Red);
Alert("SELL OPENED");
//if(result>0)
//{
// TheStopLoss=0;
// TheTakeProfit=0;
// if(TakeProfit>0) TheTakeProfit=Bid-TakeProfit*MyPoint;
// if(StopLoss>0) TheStopLoss=Bid+StopLoss*MyPoint;
// OrderSelect(result,SELECT_BY_TICKET);
// OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(TheStopLoss,Digits),NormalizeDouble(TheTakeProfit,Digits),0,Green);
//}
return(0);
}
}
for(int cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL &&   
OrderSymbol()==Symbol() &&
OrderMagicNumber()==MagicNumber 
)  
{
if(OrderType()==OP_BUY)  
{
if(
(iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_SIGNAL,0)>iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_MAIN,0))&&
(iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,1)>iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,0))) //here is your close buy rule
{
OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage,Red);
Alert("BUY CLOSED");
}
if(TrailingStop>0)  
{                 
if(Bid-OrderOpenPrice()>MyPoint*TrailingStop)
{
if(OrderStopLoss()<Bid-MyPoint*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-TrailingStop*MyPoint,OrderTakeProfit(),0,Green);
return(0);
}
}
}
}
else 
{
if(
(iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_SIGNAL,0)<iStochastic(NULL,PERIOD_M15,5,3,3,MODE_EMA,1,MODE_MAIN,0))&&
(iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,1)<iMACD(NULL,PERIOD_M15,12,26,1,PRICE_CLOSE,MODE_MAIN,0))) // here is your close sell rule
{
OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),Slippage,Red);
Alert("SELL CLOSED");
}
if(TrailingStop>0)  
{                 
if((OrderOpenPrice()-Ask)>(MyPoint*TrailingStop))
{
if((OrderStopLoss()>(Ask+MyPoint*TrailingStop)) || (OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+MyPoint*TrailingStop,OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
}
return(0);
}
int TotalOrdersCount()
{
int result=0;
for(int i=0;i<OrdersTotal();i++)
{
OrderSelect(i,SELECT_BY_POS ,MODE_TRADES);
if (OrderMagicNumber()==MagicNumber) result++;
}
return (result);
}

Answer 1

您的代码使用TotalOrdersCount()函数检查是否至少有一个未平仓交易。您需要删除该功能，或隐藏或编辑该功能以允许多次交易。目前，EA 检查具有相同幻数(可能还有不同交易品种(的专家顾问开立了多少交易，并且仅在未平仓交易数量为零时才检查多头/空头规则：请参阅第if( TotalOrdersCount()==0 )行。

如果您需要找到最新打开的交易 - 更新TotalOrdersCount并有时间使用全局变量，或通过引用传递它。

int totalOrdersCount(datetime &lastOpenTrade)
{
int result=0; datetime last=0;
for(int i=OrdersTotal()-1;i>=0;i--)
{
if(!OrderSelect(i,SELECT_BY_POS))continue;
if(OrderMagic()!=InpMagicNumber)continue;
if(OrderSymbol()!=_Symbol)continue;
result++;
if(OrderOpenTime()>last)last=OrderOpenTime();
}
lastOpenTrade=last;
return(result);
}