網(wǎng)格交易法策略源碼

作者：開拓者 TB 來源：cxh99.com 發(fā)布時間：2013年08月06日

網(wǎng)格交易法的源碼

//+------------------------------------------------------------------+

//|                                                    Grid1.1.mq4 |

//|                                        Copy* 順勢加碼 2006 |

//|         www.tumamayizhan.com
//+------------------------------------------------------------------+

#property copy* "Copy* 順勢加碼 2006"

#property link    "bonnyshi@gmail.com"

#include <stdlib.mqh>

extern double GridStep=50;       //格幅

extern double GridLength=100; //格長

double PivotPr, Multiple, i, Lots=0.1, STOPLEVEL, TP, ST;

string Text="Grid";

int Magic, j, BuyCount, SellCount, DTS, Ticket;

//+------------------------------------------------------------------+

int init() //初始化部分將定義參數(shù)賦值: 每次在start里面都可能被賦值一次，消耗時間

if (DTS==4)  DTS=2;

   else  DTS=0;

Magic =105;

GridStep =GridStep*Point;

GridLength =GridLength*Point;

STOPLEVEL =MarketInfo(Symbol(),MODE_STOPLEVEL)*Point;

return(0);

//+------------------------------------------------------------------+

int start()

{

Multiple =NormalizeDouble((Bid-NormalizeDouble(Bid,DTS))/GridStep, 0); // 評rint 檢查這地方出值為0

PivotPr =NormalizeDouble(Bid,DTS) +GridStep*Multiple;

// 下網(wǎng)格布網(wǎng)

for(i=PivotPr; i>=PivotPr-GridLength; i=i-GridStep)

   {

      BuyCount=0; SellCount=0;

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

         {

         if(OrderSelect(j,SELECT_BY_POS)==false) return(0);



         if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPr(),DTS)==NormalizeDouble(i,DTS) )

            {

            if(OrderType()==OP_BUY || OrderType()==OP_BUYLIMIT ) BuyCount++;

            if(OrderType()==OP_SELL || OrderType()==OP_SELLSTOP )    SellCount++;

            }

         }

      if(BuyCount==0)

         {

         TP =i+GridStep; ST=0;

         if(Ask-i>=STOPLEVEL)

            {

            Ticket =OrderSend(Symbol(),OP_BUYLIMIT,Lots,i,0,ST,TP,"Grid - BuyLimit",Magic,0,0);

            if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 開倉成功");

            else Alert( Symbol(),"Grid - BuyLimit=",i," 開倉失敗:",ErrorDescription(GetLastError()));

            Sleep(10000);

            }

         if(Ask==i)

            {

            Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid - Buy",Magic,0,0);

            if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - Buy=",i," 開倉成功");

            else Alert( Symbol(),"Grid - Buy=",i," 開倉失敗:",ErrorDescription(GetLastError()));

            Sleep(10000);

         }

      }

   if(SellCount==0)

      {

         TP=i-GridStep;ST=0;

         if(Bid-i>=STOPLEVEL)

         {

            Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,i,0,ST,TP,"Grid - SellStop",Magic,0,0);

            if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - SellStop=",i," 開倉成功");

            else Alert( Symbol(),"Grid - SellStop=",i," 開倉失敗:",ErrorDescription(GetLastError()));

            Sleep(10000);

         }

         if(Bid==i)

         {

            Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid - Sell",Magic,0,0);

            if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid - BuyLimit=",i," 開倉成功");

            else Alert( Symbol(),"Grid - BuyLimit=",i," 開倉失敗:",ErrorDescription(GetLastError()));

            Sleep(10000);

         }

      }

   }



// 上網(wǎng)格布網(wǎng) www.tumamayizhan.com

   for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep)

   {



   BuyCount=0;SellCount=0;

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

      {

         if(OrderSelect(j,SELECT_BY_POS)==false) return(0);

         if(OrderMagicNumber()==Magic && NormalizeDouble(OrderOpenPrice(),DTS)==NormalizeDouble(i,DTS) )

         {

            if(OrderType()==OP_BUY || OrderType()==OP_BUYSTOP) BuyCount++;

            if(OrderType()==OP_SELL || OrderType()==OP_SELLLIMIT)  SellCount++;

         }

      }

   if(BuyCount==0)

      {

         TP=i+GridStep;ST=0;

         if(i-Ask>=STOPLEVEL)

         {Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,i,0,ST,TP,"Grid +  BuyStop",Magic,0,0);

            if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + BuyStop=",i," 開倉成功");

            else Alert( Symbol(),"Grid +  BuyStop=",i," 開倉失敗:",ErrorDescription(GetLastError()));

            Sleep(10000);

         }

         if(i==Ask)

         {

         Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid +  Buy",Magic,0,0);

         if(Ticket>0) Alert(Symbol(),"  ",Ticket,"Grid + Buy=",i," 開倉成功");

         else Alert( Symbol(),"Grid +  Buy=",i," 開倉失敗:",ErrorDescription(GetLastError()));

         Sleep(10000);

         }

      }

   if(SellCount==0)

      {

      TP=i-GridStep;ST=0;

      if(i-Bid>=STOPLEVEL)

         {

         Ticket=OrderSend(Symbol(),OP_SELLLIMIT,Lots,i,0,ST,TP,"Grid +  SellLimit",Magic,0,0);

         if (Ticket>0) Alert(Symbol()," ",Ticket,"Grid + SellLimit=",i," 開倉成功");

         else Alert( Symbol(),"Grid +  SellLimit=",i," 開倉失敗:",ErrorDescription(GetLastError()));

         Sleep(10000);

         }

      if(i==Bid)

         {

         Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid + Sell",Magic,0,0);

         if(Ticket>0) Alert(Symbol(),"  ",Ticket,"Grid + Sell=",i," 開倉成功");

         else Alert( Symbol(),"Grid +  Sell=",i," 開倉失敗:",ErrorDescription(GetLastError()));

         Sleep(10000);

         }

      }

}

//---- www.tumamayizhan.com

return(0);

}

//+------------------------------------------------------------------+