//+------------------------------------------------------------------+ //| RSI -------- QQE V01 .mq4 | //| liu song | //+------------------------------------------------------------------+ #property copyright "liu song" #property link "liu****gwh@qq.com qq:56*****90"extern double a = 1.2; extern double b = 43.2365;extern double c = 50.2589;extern double Lots = 0.1; extern double slippage=3.0;extern double diancha=10.0; extern double kuisun=100.0; extern int maxlots =1;extern int SL = 2000; extern int duan_sl=20; extern int TP = 20000; extern string MT4LevelStopReversevB0设置 =" MT4-LevelStop-Reverse-vB0设置";extern bool UseATRMode = true; extern int NonATRStopPips =1800; extern int ATRPeriod = 9; extern double ATRMultiplier = 2.0; extern int ATRSmoothing = 0; extern color UpArrowColor = DodgerBlue; extern color DnArrowColor = OrangeRed; extern int ArrowDistance = 0;int start() { //---- double qqe_0,qqe_1,qqe_2,qqe_3,qqe_5,qqe_6,qqe_7,qqe_day_1,qqe_day_2; double sell,buy,i,guadan,lirun; double mt4_stop_1,mt4_stop_2,chazhi,chazhi_1; qqe_day_1 = iCustom (Symbol(), PERIOD_D1, "###QQE_Alert_MTF_v3###", 0, 0); qqe_day_2 = iCustom (Symbol(), PERIOD_D1, "###QQE_Alert_MTF_v3###", 1, 0); qqe_0 = iCustom (Symbol(), NULL, "###QQE_Alert_MTF_v3###", 0, 0); qqe_1 = iCustom (Symbol(), NULL, "###QQE_Alert_MTF_v3###", 0, 1); qqe_2 = iCustom (Symbol(), NULL, "###QQE_Alert_MTF_v3###", 0, 2); qqe_3 = iCustom (Symbol(), NULL, "###QQE_Alert_MTF_v3###", 0, 3); qqe_5 = iCustom (Symbol(), NULL, "###QQE_Alert_MTF_v3###", 0, 5); qqe_6 = iCustom (Symbol(), NULL, "###QQE_Alert_MTF_v3###", 0, 6); qqe_7 = iCustom (Symbol(), NULL, "###QQE_Alert_MTF_v3###", 0, 7); mt4_stop_1 = iCustom(NULL,0,"MT4-LevelStop-Reverse-vB0-3", UseATRMode,NonATRStopPips,ATRPeriod,ATRMultiplier,ATRSmoothing,UpArrowColor,DnArrowColor,ArrowDistance,0,1); mt4_stop_2 = iCustom(NULL,0,"MT4-LevelStop-Reverse-vB0-3", UseATRMode,NonATRStopPips,ATRPeriod,ATRMultiplier,ATRSmoothing,UpArrowColor,DnArrowColor,ArrowDistance,0,2); chazhi=mt4_stop_1-mt4_stop_2; if(chazhi>0){ chazhi_1=chazhi; } else{ if(chazhi<0){ chazhi_1= 0 -chazhi; } } int total = OrdersTotal(); if (OrdersTotal( ) > 0 ){ for(i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderType()==OP_SELLLIMIT){ if(((qqe_6-qqe_5)>a) && qqe_6>c && qqe_7<=qqe_6&& ((qqe_2-qqe_1)>a) && qqe_2>c && qqe_3<=qqe_2 ){ sell= NormalizeDouble((High[2]+Close[2])/2, Digits); OrderModify(OrderTicket(),sell,sell+SL*Point,sell-TP*Point,0,Blue); } else{ if (((qqe_6-qqe_5)>a) && qqe_6>c&& qqe_7<=qqe_6){ OrderDelete(OrderTicket(),Blue); } } } if(OrderType()==OP_SELL){ Comment("账户利润", DoubleToStr(OrderProfit(), 2)); lirun = OrderProfit(); if(chazhi_1>0){ OrderModify(OrderTicket(),OrderOpenPrice(),mt4_stop_1,0,0,Blue); }/* if(((qqe_1-qqe_2)>a)){ buy= NormalizeDouble((Low[2]+Close[2])/2, Digits); OrderModify(OrderTicket(),OrderOpenPrice(),0,buy+diancha*Point,0,Blue); }*/ if(0-lirun>=SL/10){ OrderClose(OrderTicket(),OrderLots(),Ask,slippage*Point,White); Sleep(5000); } } } } if (OrdersTotal( ) > 0 ){ for(i=OrdersTotal()-1;i>=0;i--){ if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break; if(OrderType()==OP_BUYLIMIT) { if(((qqe_5-qqe_6)>a) && qqe_6<b && qqe_7>=qqe_6&& ((qqe_1-qqe_2)>a) && qqe_2<b && qqe_3>=qqe_2){ buy= NormalizeDouble((Low[2]+Close[2])/2, Digits); OrderModify(OrderTicket(),buy,buy-SL*Point,buy+TP*Point,0,Blue); } else{ if (((qqe_5-qqe_6)>a) && qqe_6<b && qqe_7>=qqe_6){ OrderDelete(OrderTicket(),Blue); } } } if(OrderType()==OP_BUY){ lirun = OrderProfit(); Comment("账户利润", DoubleToStr(OrderProfit(), 2)); if(chazhi_1>0){ OrderModify(OrderTicket(),OrderOpenPrice(),mt4_stop_1,0,0,Blue); } /* if(((qqe_2-qqe_1)>a)){ sell= NormalizeDouble((High[2]+Close[2])/2, Digits); OrderModify(OrderTicket(),OrderOpenPrice(),0,sell-diancha*Point,0,Blue); } */ if(0-lirun>=SL/10){ OrderClose(OrderTicket(),OrderLots(),Bid,slippage*Point,White); Sleep(5000); } } } } sell= NormalizeDouble((High[2]+Close[2])/2, Digits); if (total<maxlots && qqe_day_1< qqe_day_2 && ((qqe_2-qqe_1)>a) && qqe_2>c && qqe_3<=qqe_2){ OrderSend(Symbol(),OP_SELLLIMIT,Lots,sell,slippage*Point,sell+SL*Point,sell-TP*Point,"sell",12345,0,Green); }
buy= NormalizeDouble((Low[2]+Close[2])/2, Digits); if (total<maxlots && qqe_day_1> qqe_day_2 && ((qqe_1-qqe_2)>a) && qqe_2<b && qqe_3>=qqe_2){ OrderSend(Symbol(),OP_BUYLIMIT,Lots,buy,slippage*Point,buy-SL*Point,buy+TP*Point,"buy",12345,0,Red); }
//---- return(0); } //+------------------------------------------------------------------+
商品 EURUSD (Euro vs US Dollar) 时间周期 4 小时图 2008.12.01 00:00 - 2009.12.29 20:00 (2008.12.01 - 2009.12.30) 复盘模型 每个即时价位(基于所有可利用的最小时段的每一个价位的分形插值计算) 参数 a=1.2; b=43.2365; c=50.2589; Lots=0.1; slippage=3; diancha=10; kuisun=100; maxlots=1; SL=2000; duan_sl=20; TP=20000; MT4LevelStopReversevB0设置=" MT4-LevelStop-Reverse-vB0设置"; UseATRMode=true; NonATRStopPips=1800; ATRPeriod=9; ATRMultiplier=2; ATRSmoothing=0; UpArrowColor=DodgerBlue; DnArrowColor=OrangeRed; ArrowDistance=0; 经测试过的柱数 2670 用于复盘的即时价数量 12775300 复盘模型的质量 n/a 输入图表错误 420 起始资金 1000.00 总净盈利 2036.62 总获利 3628.03 总亏损 -1591.41 盈利比 2.28 预期盈利 61.72 绝对亏损 313.77 最大亏损 770.07 (26.06%) 相对亏损 43.07% (519.12) 交易单总计 33 卖单 (获利百分比) 29 (55.17%) 买单 (获利百分比) 4 (50.00%) 盈利交易(占总百分比) 18 (54.55%) 亏损交易(占总百分比) 15 (45.45%) 最大: 获利交易 743.33 亏损交易 -200.00 平均: 获利交易 201.56 亏损交易 -106.09 最大: 连续获利金额 4 (798.36) 连续亏损金额 3 (-469.60) 最多: 连续获利次数 798.36 (4) 连续亏损次数 -469.60 (3) 平均: 连续获利 2 连续亏损
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