MT4自带的交易系统Moving Average 的详解.doc

MT4自带的交易系统（EA）：Moving?Average?的详解 //+------------------------------------------------------------------+//|????????????????????????Moving Average.mq4???????????????????????????|//|???????????????????????????????????????????????????|//+------------------------------------------------------------------+#define MAGICMA??//定义本EA操作的订单的唯一标识号码extern double Lots?????????????= 0.1;//每单的交易量extern double MaximumRisk????????= 0.02;//作者定义的最大风险参数extern double DecreaseFactor?????= 3;//作者定义的参数，作用要看程序中的用法extern double MovingPeriod????= 10;//EA中使用的均线的周期extern double MovingShift????????=3;//EA中使用的均线向左的K线偏移量//+------------------------------------------------------------------+//| Calculate open positions?????????????????????????????????????????????|//+------------------------------------------------------------------+int CalculateCurrentOrders(string symbol)//函数作用，计算当前持仓订单的数量???{int buys=0,sells=0;//定义两个临时变量，准备用于后面的多空订单的个数计算//----for(int i=0;iOrdersTotal();i++)//循环检测当前的订单队列????{???if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;//挑出持仓单的每一个订单位置???if(OrderSymbol()==Symbol() OrderMagicNumber()==MAGICMA)//根据订单位置，比较是否是当前K线商品以及订单唯一标识号是否和本程序设置的一致（用于避免EA误操作其他程序控制的持仓单）???????{??????if(OrderType()==OP_BUY)???buys++;//找到符合条件的持仓单后，如果是多单，则临时变量buys增加1??????if(OrderType()==OP_SELL) sells++;//找到符合条件的持仓单后，如果是空单，则临时变量sells增加1???????}????}//---- return orders volumeif(buys0) return(buys);else????return(-sells);//本函数返回查询计算结束时的持仓单的个数。???}//+------------------------------------------------------------------+//| Calculate optimal lot size?????????????????????????????????????????????|//+------------------------------------------------------------------+double LotsOptimized()//函数目的，根据要求 计算出订单交易量???{double lot=Lots;int orders=HistoryTotal();?????// history orders total 历史出场订单的个数int losses=0;????????????????// number of losses orders without a break//---- select lot sizelot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);//通过风险系数的计算获得当前入场单应该采