AOEA源码分享（EA部分）

extern double StepLens = 160;
extern double ProfitPoints = 150;
double Lots=0.01;
extern double MaxLots = 0.05;
extern double MinLots = 0.01;
extern int   nMagicNumber = 198815;
extern int    TF          = 200;   
extern double StopK = 0.618;
extern bool  bECN   = false;
bool TrailingStop = false;
string comment = "AOEA_";
double SLSpread     = 0;
double Fee          = 0;

double NetOrderPrice = 0;
int   arrID[255];
int   arrK[255];
int   nPos = 0;
int   nLayer = 3;
int   nDir = 0;//buy = 1, sell = -1, no = 0
double nLots = 0.01;
double LLV, LLV1, HHV, HHV1;
bool  bReady = false;
//+------------------------------------------------------------------+
//| Init  function                                                   |
//+------------------------------------------------------------------+
   void init ()
   {
      int i = 0;
     
      arrK[i] = 1;
      arrK[i + 1] = 2;
      arrK[i] = 1;
      arrK[i + 1] = 2;
      nDir = 0;
      RebuildID();
      for(i = 2; i < nLayer; i++)
      {
         arrK[i] = arrK[i-2] + arrK[i-1];
         arrK[i] = arrK[i-1] * 2;
      }
     
      if(bECN)
      {
         SLSpread = 25;
         Fee = 3;
      }
     
   }
  
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int start()
  {
   double Sl = 0;
   int ticket;
   int k;
   string str;

   if(Bars<100)
     {
      Print("K线少于100根！");
      return(0); 
     }
   if(!bReady)
   {
      k = OrdersTotal();
      nPos = 0;
      for(int i=0; i<k; i++)
      {
         if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
         {
            if(OrderSymbol()==Symbol() && OrderMagicNumber()==nMagicNumber)
            {
               if(OrderCloseTime()>0) break;
               arrID[nPos] = OrderTicket();
               NetOrderPrice = OrderOpenPrice();
               if(OrderType() == OP_BUY) nDir = 1;
               else nDir = -1;
               Print("n = ",nPos, "   nDir = ", nDir, "  p = ", NetOrderPrice, "  id = ", arrID[nPos]);
               nPos++;
            }
         }
      }
      Print("Orders =  ", k);
      bReady = true;
   }
  
   LLV = iCustom(NULL, 0, "HLV", TF, 0, 1);
   HHV = iCustom(NULL, 0, "HLV", TF, 1, 1);
   LLV1 = iCustom(NULL, PERIOD_H4, "HLV", TF, 0, 1);
   HHV1 = iCustom(NULL, PERIOD_H4, "HLV", TF, 1, 1);

   double AT = iAlligator(NULL, PERIOD_H4,13,6,8,3,5,3,MODE_SMA,PRICE_MEDIAN,MODE_GATORTEETH,1);
   double AJ = iAlligator(NULL, 0,13,6,8,3,5,3,MODE_SMA,PRICE_MEDIAN,MODE_GATORJAW,1);
   double MA = iMA(NULL,PERIOD_H4,60,0,MODE_SMA,PRICE_CLOSE, 1);

   //开单检查
   if(nDir == 0) //在没有持仓的情况下才能开新仓
     {
      // 检查资金
      if(AccountFreeMargin()<(1000*Lots))
        {
         Print("资金不足： ", AccountFreeMargin());
         return(0); 
        }
      // 检查开多单的可能性
      if(Ask <= LLV - Fee * Point() && Ask > LLV1 + (HHV1 - LLV1)*StopK + SLSpread * Point())
        {
         Sl = NormalizeDouble(HHV1 - (HHV1 - LLV1)*StopK, Digits);
         if(Ask < AT || Ask < MA) Lots = MinLots;
         else
           {
               Lots = MaxLots;
           }
         str = comment + "BUY_" + Period();
         ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,10,Sl,0,str,nMagicNumber,0,Blue);
         if(ticket>0)
           {
            NetOrderPrice = Ask;
            nPos = 0;
            arrID[nPos] = ticket;
            nDir = 1;
           }
         else Print("first多单发生错误 : ",GetLastError());
         return(0);
        }
      // 检查开空单的可能性
      if(Bid>= HHV + Fee * Point() && Bid < HHV1 - (HHV1 - LLV1)*StopK - SLSpread * Point())
        {
         Sl = NormalizeDouble(LLV1 + (HHV1 - LLV1)*StopK, Digits);
         if(Bid > AT || Bid > MA) Lots = MinLots;
         else
           {
               Lots = MaxLots;
           }
         str = comment + "SELL_" + Period();
         ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,10,Sl,0,str,nMagicNumber,0,Red);
         if(ticket>0)
           {
            NetOrderPrice = Bid;
            nPos = 0;
            arrID[nPos] = ticket;
            nDir = -1;
           }
         else Print("first空单发生错误 : ",GetLastError());
         return(0);
        }
      return(0);
     }
    else
    {
      TrailingST();
      if(CloseWin())
      {
        nDir = 0;
        nPos = 0;
        NetOrderPrice = 0;
      }
      if(NetOrderPrice != 0)
      {
         if(AJ > NetOrderPrice+arrK[nPos]*StepLens*Point && Bid < AJ &&  nDir == -1)
         {
            k = nPos + 1;
            if(k >= nLayer) return(0);
            if(nDir == -1)
            {
               nLots = NormalizeDouble(arrK[k]*Lots, 2);
               str = comment + "SELL_" + Period();
               ticket=OrderSend(Symbol(),OP_SELL,nLots,Bid,10,0,0,str,nMagicNumber,0,Red);
               if(ticket>0)
                 {
                  NetOrderPrice = Bid+arrK[nPos]*StepLens*Point;
                  arrID[k] = ticket;
                  nPos = k;
                 }
               else Print("开空单发生错误 : ",GetLastError());
            }
            return(0);
         }
         if(AJ < NetOrderPrice-arrK[nPos]*StepLens*Point && Ask > AJ && nDir == 1)
         {
            k = nPos + 1;
            if(k >= nLayer) return(0);
            if(nDir == 1)
            {
               nLots = NormalizeDouble(arrK[k]*Lots, 2);
               str = comment + "BUY_" + Period();
               ticket=OrderSend(Symbol(),OP_BUY,nLots,Ask,10,0,0,str,nMagicNumber,0,Blue);
               if(ticket>0)
                 {
                  NetOrderPrice = Ask-arrK[nPos]*StepLens*Point;
                  arrID[k] = ticket;
                  nPos = k;
                 }
               else Print("开多单发生错误 : ",GetLastError());
            }
            return(0);
         }
      }
    }
   return(0);
  }

bool CloseWin()
{
   int i;
   double A = Ask;
   double B = Bid;
   int flag = 0;

   if(CalProfit() == 0)
   {
      return(false);
   }

   for(i = nPos; i >=0; i--)
   {
      if(arrID[i]== -1) continue;
     
      do{    
      if(OrderSelect(arrID[i],SELECT_BY_TICKET,MODE_TRADES))
      {
         if(OrderType() == OP_SELL && OrderMagicNumber() == nMagicNumber)
         {
            OrderClose(OrderTicket(),OrderLots(),A,10,Green);
            arrID[i] = -1;
         }
         if(OrderType() == OP_BUY && OrderMagicNumber() == nMagicNumber)
         {
            OrderClose(OrderTicket(),OrderLots(),B,10,Violet);
            arrID[i] = -1;
         }
      }
      while (!IsTradeAllowed()) Sleep(1000);
      RefreshRates();
      }while(arrID[i] != -1);
   }
  
   RebuildID();
  
   return(true);
}

void TrailingST()
{
   double Sl = 0;
  
   if(OrderSelect(arrID,SELECT_BY_TICKET,MODE_TRADES))
   {
      if(OrderType() == OP_SELL && OrderMagicNumber() == nMagicNumber)
      {
         Sl = NormalizeDouble(LLV1 + (HHV1 - LLV1)*StopK, Digits);
         if(Sl < OrderStopLoss())
         {
            OrderModify(OrderTicket(), OrderOpenPrice(), Sl, OrderTakeProfit(), 0, Red);
         }
      }
      if(OrderType() == OP_BUY && OrderMagicNumber() == nMagicNumber)
      {
         Sl = NormalizeDouble(HHV1 - (HHV1 - LLV1)*StopK, Digits);
         if(Sl > OrderStopLoss())
         {
            OrderModify(OrderTicket(), OrderOpenPrice(), Sl, OrderTakeProfit(), 0, Red);
         }
      }
   }
}

int CalProfit()
{
   int i;
   double dProfit =0;
   int flag = 0;
   int n = 0;
   for(i = 0; i < nLayer; i++)
   {
      if(arrID[i]== -1) continue;

      if(OrderSelect(arrID[i],SELECT_BY_TICKET,MODE_TRADES))
      {
         if(OrderCloseTime() != 0) return(2);
         dProfit += OrderProfit() + OrderCommission();
      }
   }
  
   for(i = OrdersTotal()-1; i>=0;i--)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
      {
         if(OrderSymbol() == Symbol() && OrderMagicNumber() == nMagicNumber)
         {
            if(OrderTicket() == arrID)
            {
               n = nPos + 1;
               break;
            }
            else
            {
               n++;
            }
         }
      }
   }
  
   if(n != nPos +1)
   {
      flag = 1;
   }
  
   double AT = iAlligator(NULL, PERIOD_H4,13,6,8,3,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_GATORTEETH,1);
  
   bool bCon = (Bid > AT && nDir == -1) || (Ask < AT && nDir == 1);

   if(!bCon && dProfit >= Lots * ProfitPoints)
   {
      flag = 1;
   }
   else if(bCon && dProfit >= Lots * ProfitPoints / 3)
   {
      flag = 1;
   }
   return(flag);
}

void RebuildID()
{
    for(int i = 0; i < nLayer; i++)
    {
       {
          arrID[i] = -1;
       }
    }
}