本文介绍了如何在MQL4中的订单启动栏上方设置一些订单点的处理方法，对大家解决问题具有一定的参考价值，需要的朋友们下面随着小编来一起学习吧！
问题描述
我想创建一个止损订单，如果这是一个卖单，它将被放置在前一个订单的起始条的高点上方，或者如果是买入订单，则将其放置在前一个订单的起始条的低点下方./p>
下面是说明问题的图片(该示例描述了出售订单案例):
任何想法该怎么做?如果我使用固定的止损，则以下代码可以正常工作.如果我将止损替换为基于高或低订单的变量，则否被触发.
这是我的代码:
//| Expert initialization function |
//+------------------------------------------------------------------+
/* -----------------------------------------------------------------------------
KINDLY RESPECT THIS & DO NOT MODIFY THE EDITS AGAIN
MQL4 FORMAT IS NOT INDENTATION SENSITIVE,
HAS IDE-HIGHLIGHTING
AND
HAS NO OTHER RESTRICTIVE CONDITIONS ----------- THIS CODING-STYLE HELPS A LOT
FOR BOTH
EASY & FAST
TRACKING OF NON-SYNTACTIC ERRORS
AND
IMPROVES FAST ORIENTATION
IN ALGORITHM CONSTRUCTORS' MODs
DURING RAPID PROTOTYPING
IF YOU CANNOT RESIST,
SOLVE RATHER ANY OTHER PROBLEM,
THAT MAY HELP SOMEONE ELSE's POST, THX
------------------------------------------- KINDLY RESPECT
THE AIM OF StackOverflow
------------------------------------------- TO HELP OTHERS DEVELOP UNDERSTANDING,
THEIRS UNDERSTANDING, OK? */
extern int StartHour = 14;
extern int TakeProfit = 70;
extern int StopLoss = 40;
extern double Lots = 0.01;
extern int MA_period = 20;
extern int MA_period_1 = 45;
extern int RSI_period14 = 14;
extern int RSI_period12 = 12;
void OnTick() {
static bool IsFirstTick = true;
static int ticket = 0;
double R_MA = iMA( Symbol(), Period(), MA_period, 0, 0, 0, 1 );
double R_MA_Fast = iMA( Symbol(), Period(), MA_period_1, 0, 0, 0, 1 );
double R_RSI14 = iRSI( Symbol(), Period(), RSI_period14, 0, 0 );
double R_RSI12 = iRSI( Symbol(), Period(), RSI_period12, 0, 0 );
double HH = High[1];
double LL = Low[ 1];
if ( Hour() == StartHour ) {
if ( IsFirstTick == true ) {
IsFirstTick = false;
bool res1 = OrderSelect( ticket, SELECT_BY_TICKET );
if ( res1 == true ) {
if ( OrderCloseTime() == 0 ) {
bool res2 = OrderClose( ticket, Lots, OrderClosePrice(), 10 );
if ( res2 == false ) {
Alert( "Error closing order # ", ticket );
}
}
}
if ( High[1] < R_MA
&& R_RSI12 > R_RSI14
&& R_MA_Fast >= R_MA
){
ticket = OrderSend( Symbol(),
OP_BUY,
Lots,
Ask,
10,
Bid - LL * Point * 10,
Bid + TakeProfit * Point * 10,
"Set by SimpleSystem"
);
}
if ( ticket < 0 ) {
Alert( "Error Sending Order!" );
}
else {
if ( High[1] > R_MA
&& R_RSI12 > R_RSI14
&& R_MA_Fast <= R_MA
){
ticket = OrderSend( Symbol(),
OP_SELL,
Lots,
Bid,
10,
Ask + HH * Point * 10,
Ask - TakeProfit * Point * 10,
"Set by SimpleSystem"
);
}
if ( ticket < 0 ) {
Alert( "Error Sending Order!" );
}
}
}
}
else {
IsFirstTick = true;
}
}
解决方案
主要问题
一旦分配(根据每个市场事件报价到达)
double HH = High[1],
LL = Low[ 1];
您对 OP_SELL 的说明应予以修复:
ticket = OrderSend( Symbol(),
OP_SELL,
Lots,
Bid,
10,
// ----------------------v--------------------------------------
// Ask + HH * 10 * Point,
// intention was High[1] + 10 [PT]s ( if Broker allows ), right?
NormalizeDouble( HH + 10 * Point,
Digits // ALWAYS NORMALIZE FOR .XTO-s
),
// vvv----------------------------------------------------------
// Ask - TakeProfit * Point * 10, // SAFER TO BASE ON BreakEvenPT
NormalizeDouble( Ask
- TakeProfit * Point * 10,
Digits // ALWAYS NORMALIZE FOR .XTO-s
),
"Set by SimpleSystem"
);
对称地检查和修改 OP_BUY 情况.
对于经纪人的T& C冲突(无需在回测中反映出来):
MarketInfo( _Symbol, MODE_STOPLEVEL )
MarketInfo( _Symbol, MODE_FREEZELEVEL )
或在 MarketWatch 的 MT4.Terminal 中检查符号-> STOPLEVEL距离的属性.
次要问题
还要查看您的 OrderClose() 代码-由于错误的价格，该代码将失败:
// ---------------------------------------------vvvvv----------------------------
bool res2 = OrderClose( ticket, Lots, OrderClosePrice(), 10 ); # was db.POOL()-SELECT'd
I would like to create a stoploss order that will be placed above the high of the previous order's initiation bar in case this is a Sell order OR below the low of the previous order's initiation bar in case this is a Buy order.
Here is a picture to illustrate the issue ( the example depicts a sell order case ):
Any idea how to do that? The code below works fine if I use stoploss that is fixed. If I replace the stoploss with variables that are based on High or Low no orders are fired.
Here is my code:
//| Expert initialization function |
//+------------------------------------------------------------------+
/* -----------------------------------------------------------------------------
KINDLY RESPECT THIS & DO NOT MODIFY THE EDITS AGAIN
MQL4 FORMAT IS NOT INDENTATION SENSITIVE,
HAS IDE-HIGHLIGHTING
AND
HAS NO OTHER RESTRICTIVE CONDITIONS ----------- THIS CODING-STYLE HELPS A LOT
FOR BOTH
EASY & FAST
TRACKING OF NON-SYNTACTIC ERRORS
AND
IMPROVES FAST ORIENTATION
IN ALGORITHM CONSTRUCTORS' MODs
DURING RAPID PROTOTYPING
IF YOU CANNOT RESIST,
SOLVE RATHER ANY OTHER PROBLEM,
THAT MAY HELP SOMEONE ELSE's POST, THX
------------------------------------------- KINDLY RESPECT
THE AIM OF StackOverflow
------------------------------------------- TO HELP OTHERS DEVELOP UNDERSTANDING,
THEIRS UNDERSTANDING, OK? */
extern int StartHour = 14;
extern int TakeProfit = 70;
extern int StopLoss = 40;
extern double Lots = 0.01;
extern int MA_period = 20;
extern int MA_period_1 = 45;
extern int RSI_period14 = 14;
extern int RSI_period12 = 12;
void OnTick() {
static bool IsFirstTick = true;
static int ticket = 0;
double R_MA = iMA( Symbol(), Period(), MA_period, 0, 0, 0, 1 );
double R_MA_Fast = iMA( Symbol(), Period(), MA_period_1, 0, 0, 0, 1 );
double R_RSI14 = iRSI( Symbol(), Period(), RSI_period14, 0, 0 );
double R_RSI12 = iRSI( Symbol(), Period(), RSI_period12, 0, 0 );
double HH = High[1];
double LL = Low[ 1];
if ( Hour() == StartHour ) {
if ( IsFirstTick == true ) {
IsFirstTick = false;
bool res1 = OrderSelect( ticket, SELECT_BY_TICKET );
if ( res1 == true ) {
if ( OrderCloseTime() == 0 ) {
bool res2 = OrderClose( ticket, Lots, OrderClosePrice(), 10 );
if ( res2 == false ) {
Alert( "Error closing order # ", ticket );
}
}
}
if ( High[1] < R_MA
&& R_RSI12 > R_RSI14
&& R_MA_Fast >= R_MA
){
ticket = OrderSend( Symbol(),
OP_BUY,
Lots,
Ask,
10,
Bid - LL * Point * 10,
Bid + TakeProfit * Point * 10,
"Set by SimpleSystem"
);
}
if ( ticket < 0 ) {
Alert( "Error Sending Order!" );
}
else {
if ( High[1] > R_MA
&& R_RSI12 > R_RSI14
&& R_MA_Fast <= R_MA
){
ticket = OrderSend( Symbol(),
OP_SELL,
Lots,
Bid,
10,
Ask + HH * Point * 10,
Ask - TakeProfit * Point * 10,
"Set by SimpleSystem"
);
}
if ( ticket < 0 ) {
Alert( "Error Sending Order!" );
}
}
}
}
else {
IsFirstTick = true;
}
}
解决方案
Major issue
Once having assigned ( per each Market Event Quote Arrival )
double HH = High[1],
LL = Low[ 1];
Your instruction to OP_SELL shall be repaired:
ticket = OrderSend( Symbol(),
OP_SELL,
Lots,
Bid,
10,
// ----------------------v--------------------------------------
// Ask + HH * 10 * Point,
// intention was High[1] + 10 [PT]s ( if Broker allows ), right?
NormalizeDouble( HH + 10 * Point,
Digits // ALWAYS NORMALIZE FOR .XTO-s
),
// vvv----------------------------------------------------------
// Ask - TakeProfit * Point * 10, // SAFER TO BASE ON BreakEvenPT
NormalizeDouble( Ask
- TakeProfit * Point * 10,
Digits // ALWAYS NORMALIZE FOR .XTO-s
),
"Set by SimpleSystem"
);
Symmetrically review and modify the OP_BUY case.
For Broker T&C collisions ( these need not get reflected in backtest ) review:
MarketInfo( _Symbol, MODE_STOPLEVEL )
MarketInfo( _Symbol, MODE_FREEZELEVEL )
or inspect in the MT4.Terminal in the MarketWatch Symbols -> Properties for STOPLEVEL distance.
Minor Issue
Review also your code for OrderClose() -- this will fail due to having wrong Price:
// ---------------------------------------------vvvvv----------------------------
bool res2 = OrderClose( ticket, Lots, OrderClosePrice(), 10 ); # was db.POOL()-SELECT'd
这篇关于如何在MQL4中的订单启动栏上方设置一些订单点的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持！