满足条件时如何进行多笔交易？

Question

我已经创建了一个智能交易系统（请参见下面的代码）。不过，一次只需要一笔交易。有几种情况下，多次满足交易进入的条件，但一次只进行一笔交易。如何在满足进入条件时将其设为新交易并在满足退出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笔未平仓交易。您需要删除该功能，或隐藏或编辑以允许多笔交易。目前，EA 检查具有相同幻数（可能还有不同符号）的智能交易系统打开了多少交易，并且仅当未平仓交易数量为零时才检查多头/空头规则：参见行 if( TotalOrdersCount()==0 )。

如果您需要找到最新的开仓交易 - 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);
  }