问题描述
我正在尝试使用CopyRates()在几个时间范围(H4蜡烛内的所有时间范围H2到M10)上搜索看涨吞没烛台图案(看跌蜡烛，然后是更大的看涨蜡烛).我读了CopyRates()的定义，但发现实现起来有点挑战.这里的想法来自我要过滤的蜡烛对/看多蜡烛对比率最大的模式.在下面查看我到目前为止所做的事情:
I am trying to use CopyRates() to search for a bullish engulfing candlestick pattern (bearish candle followed by a bigger bullish candle) on several timeframes (all timeframes H2 to M10 within an H4 candle). I read the definition of CopyRates() but I'm finding it a bit challenging to implement. The idea here is from the patterns I want to filter the pattern that has the biggest bearish to bullish candle pair ratio. See what I've done so far below:
在OnTick()中:
for (int i=ArraySize(timeframes); i>=1; i--) {
if(CopyRates(Symbol(), timeframes[i - 1], 1, MyPeriod, rates)!=MyPeriod)
{
Print("Error CopyRates errcode = ",GetLastError());
return;
}
//using bullish engulfing pattern
if ((rates[numCandle].open < rates[numCandle].close) &&
(rates[numCandle + 1].open > rates[numCandle + 1].close) &&
(rates[numCandle + 1].open < rates[numCandle].close) &&
(rates[numCandle + 1].close > rates[numCandle].open)
) {
//not too certain what should be done here
}
}
这是其他相关代码:
input int numCandle=0;
MqlRates rates[];
ENUM_TIMEFRAMES timeframes[7] = {PERIOD_H2, PERIOD_H1, PERIOD_M30, PERIOD_M20, PERIOD_M15, PERIOD_M12, PERIOD_M10};
void OnInit()
{
ArraySetAsSeries(rates, true);
}
已更新
下面是看涨吞没模式的定义:
Below is the definition of the bullish engulfing pattern:
上图所示的看涨吞没形态是看跌蜡烛，然后是看涨蜡烛.看跌蜡烛的开盘价小于看涨蜡烛的收盘价，看跌蜡烛的收盘价大于看涨蜡烛的收盘价.请注意，在某些情况下，看跌蜡烛的收盘价仅比看涨蜡烛的收盘价高出一小部分.每支蜡烛的主体尺寸都大于其上，下灯芯的总和.
The bullish engulfing pattern as shown in the above image is a bearish candle followed by a bullish candle. The bearish candle’s open less than the bullish candle’s close and the bearish candle’s close is greater than the bullish candle’s open. Please note that in several cases, the bearish candle's close is greater than the bullish candle's open by only a fraction. Each of the candles has a body size bigger than it’s upper and lower wicks combined.
推荐答案
ENUM_TIMEFRAMES timeframes[7] = {PERIOD_H2, PERIOD_H1, PERIOD_M30, PERIOD_M20, PERIOD_M15, PERIOD_M12, PERIOD_M10};
//---
const int LONG=1, SHORT=-1, NO_DIR=0;
const ENUM_TIMEFRAMES timeframeHighest = PERIOD_H4;
string bestRatioObjectName="bestBullish2BearishPattern!";
void OnTick()
{
//most likely you will call this block after new bar check?
MqlRates rates[];
ArraySetAsSeries(rates,true);
if(CopyRates(_Symbol,timeframeHighest,1,0,rates)==-1)
{
printf("%i %s: failed to load/copy rates on %d. error=%d",__LINE__,__FILE__,PeriodSeconds(timeframeHighest)/60,_LastError);
return;
}
if(getCandleDir(rates[0])!=LONG)
return;
const datetime timeStart=rates[0].time, timeEnd=TimeCurrent(); //within a bullish H4 candle - DONE
double bestRatio = -1;//once a bearish2bullish ratio is higher, we'll move to new place
for(int i=ArraySize(timeframes)-1;i>=0;i--)
{
if(CopyRates(_Symbol,timeframes[i],timeStart,timeEnd,rates)<0)
{
printf("%i %s: failed to copy rates on %d. error=%d",__LINE__,__FILE__,PeriodSeconds(timeframeHighest)/60,_LastError);
return;
}
processRates(rates,bestRatio,bestRatioObjectName);
}
ExpertRemove();//for scripting, a one time call
}
int getCandleDir(const MqlRates& rate) // candle direction: +1 for BULL, -1 for BEAR
{
if(rate.close-rate.open>_Point/2.)
return 1;
if(rate.open-rate.close>_Point/2.)
return-1;
return 0;
}
void processRates(const MqlRates& rates[],double &best,const string bestObjName)
{
for(int i=ArraySize(rates)-1; i>0; /* no sense to catch last candle - we cant compare it with anybody */ i--)
{
if(getCandleDir(rates[i])!=LONG)
continue;//current - bullish
if(getCandleDir(rates[i+1])!=SHORT)
continue;//prev - bearish
if(rates[i].close-rates[i+1].open>_Point/2.){}
else continue;
if(rates[i+1].close-rates[i].open>_Point/2.){}
else continue;
const double body=rates[i].close-rates[i].open, twoWicks = rates[i].high-rates[i].low- body;
if(body<twoWicks)
continue; //Each of the candles has a body size bigger than it’s upper and lower wicks combined.
//---
const double prevBody = rates[i+1].open - rates[i+1].close;
const double newRatio = body / prevBody;
if(newRatio>best) // eventually we'll find best bull2bear ratio
{
moveRectangle(rates[i+1],rates[i].time,bestObjName);
best = newRatio;
}
}
}
void moveRectangle(const MqlRates& rate,const datetime rectEnd,const string objectName)
{
if(ObjectFind(0,objectName)<0)
{
if(!ObjectCreate(0,objectName,OBJ_RECTANGLE,0,0,0,0,0))
{
printf("%i %s: failed to draw %s. error=%d",__LINE__,__FILE__,objectName,_LastError);
return;
}
//add GUI things like how to display the rectangle
}
//moving the rectangle to a new place, even for the first time
ObjectSetDouble(0,objectName,OBJPROP_PRICE,0,rate.open);
ObjectSetDouble(0,objectName,OBJPROP_PRICE,1,rate.close);
ObjectSetInteger(0,objectName,OBJPROP_TIME,0,rate.time);
ObjectSetInteger(0,objectName,OBJPROP_TIME,1,rectEnd);
}
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