均线趋势跟踪系统的设计例子 /*[[ Name := EMA Cross + Filters Author := hapsa, most of the codes are taken from Ivan_MA :) Notes := Basic MA Cross + ATR, RSI, WPR Filters Notes := Default settings for EURUSD, GBPUSD, USDCHF 30 Min Notes := Play around! :) Lots := 1.00 Stop Loss := 35 Take Profit := 90 Trailing Stop := 20 ]]*/ DEFINES : Slippage(5), PLAY%(5), Money_M(0), PartialLots(1), Limit(500), FastPeriod(5), SlowPeriod(20)&#59; Variable : iMASlowPrevious(0), iMaSlowCurrent(0), iMaFastPrevious(0), iMaFastCurrent(0)&#59; Variable : Filter_WPR(0), Filter_ABS(0), Filter_ATR(0), Filter_RSI(0)&#59; Variable : cnt(0), ILO(0), mode(0)&#59; If Money_M <> 0 then { Ilo= ceil(equity*PLAY%/100/100)/10&#59; IF PartialLots = 0 then { If Ilo < 1 then Ilo = 1&#59; If Ilo > 1 then Ilo= ceil(ilo)&#59; } } else ilo = lots&#59; //Moving Average Settings iMaSlowPrevious = iMAEx(SlowPeriod, MODE_EMA, 0, PRICE_CLOSE, 1)&#59; iMaSlowCurrent = iMAEx(SlowPeriod, MODE_EMA, 0, PRICE_CLOSE, 0)&#59; iMaFastPrevious = iMAEx(FastPeriod, MODE_EMA, 0, PRICE_CLOSE, 1)&#59; iMaFastCurrent = iMAEx(FastPeriod, MODE_EMA, 0, PRICE_CLOSE, 0)&#59; //Filters Settings Filter_ATR = iATR(26,0)&#59; Filter_RSI = iRSI(14,0)&#59; Filter_WPR = iWPR(14,0)&#59; Filter_ABS = ABS(Filter_WPR)&#59; If TotalTrades<1 then { If FreeMargin<Limit then Exit&#59; // Long Entry Rules If iMaFastPrevious<iMaSlowPrevious and iMaFastCurrent>iMASlowCurrent and Filter_ABS<25 and Filter_ATR>0.0013 and Filter_RSI>64 Then { SetOrder(OP_BUY,ilo,Ask,Slippage,Ask-stoploss*Point,Ask+TakeProfit*Point,BLUE)&#59; Exit&#59; }&#59; // Short Entry Rules If iMaFastPrevious>iMaSlowPrevious and iMaFastCurrent<iMASlowCurrent and Filter_ABS>75 and Filter_ATR>0.0013 and Filter_RSI<36 Then { SetOrder(OP_SELL,ilo,Bid,Slippage,Bid+stoploss*Point,Bid-TakeProfit*Point,RED)&#59; Exit&#59; }&#59; Exit&#59; }&#59; For cnt=1 to TotalTrades { mode=OrderValue(cnt,VAL_TYPE)&#59; If mode=OP_BUY then { If iMaFastPrevious>iMaSlowPrevious and iMaFastCurrent<iMASlowCurrent then { CloseOrder(OrderValue(cnt,VAL_TICKET),OrderValue(cnt,VAL_LOTS),Bid,Slippage,Orange)&#59; Exit&#59; }&#59; }&#59; If mode=OP_SELL then { If iMaFastPrevious<iMaSlowPrevious and iMaFastCurrent>iMASlowCurrent then { CloseOrder(OrderValue(cnt,VAL_TICKET),OrderValue(cnt,VAL_LOTS),Ask,Slippage,RED)&#59; Exit&#59; }&#59; }&#59; }&#59; For cnt=1 to TotalTrades { If Ord(cnt,VAL_TYPE)=OP_BUY then { If (Bid-Ord(cnt,VAL_OPENPRICE))>(TrailingStop*Point) then { If Ord(cnt,VAL_STOPLOSS)<(Bid-TrailingStop*Point) then { ModifyOrder(Ord(cnt,VAL_TICKET),Ord(cnt,VAL_OPENPRICE),Bid-TrailingStop*Point,Ord(cnt,VAL_TAKEPROFIT),BLUE)&#59; Exit&#59; }&#59; }&#59; }&#59; If Ord(cnt,VAL_TYPE)=OP_SELL then { If (Ord(cnt,VAL_OPENPRICE)-Ask)>(TrailingStop*Point) then { If Ord(cnt,VAL_STOPLOSS)>(Ask+TrailingStop*Point) or Ord(cnt,VAL_STOPLOSS)=0 then { ModifyOrder(Ord(cnt,VAL_TICKET),Ord(cnt,VAL_OPENPRICE),Ask+TrailingStop*Point,Ord(cnt,VAL_TAKEPROFIT),Red)&#59; Exit&#59; }&#59; }&#59; }&#59; }&#59; ［此帖子已被 hilow 在 2004-9-27 2:46:31 编辑过］ [ Last edited by 老正 on 2005-2-2 at 18:42 ]

好，仔细琢磨后再请教！

在 mt 中 如何表示 2条均线的交叉呢 飞狐中的 cross 函数

8错

请修改后重新发 代码中 好多乱码呀！？

很多错误

强烈支持重新发一遍,乱码看不懂:L