Question

建立基于布林带和随机指标的实践策略。

如果5分钟柱的Close高于上部带并且随机指标超过80，则应该进入sell指令，相反降低带20。 / p>

然而，当我在MT4进行测试时，我注意到这些交易大大偏离了入口标记（例如，在布林带内部开放而不在外部）。不是在酒吧的Close打开，而是几个点太高或太低。

我做错了什么？

这是我的代码：

extern int    MagicNumber  =  1;
extern double Lots         =  1;
extern double StopLoss     =  5;
extern double TakeProfit   = 15;
extern int    TrailingStop =  0;
       int    ThisBarTrade =  0;

int start() {
   double MyPoint = Point;
   if ( Digits == 3 || Digits == 5 ) MyPoint = Point * 10;

   double TheStopLoss   = 0;
   double TheTakeProfit = 0;

   if ( TotalOrdersCount() == 0 ) {
        if ( Bars != ThisBarTrade ) {
            ThisBarTrade = Bars;
            int result   = 0;
            if (  Open[0] <  iBands( NULL, 0, 20, 2, 0, PRICE_CLOSE, MODE_LOWER, 0 )
               && 20      >  iStochastic( NULL, 0, 12, 1, 3, MODE_SMA, 1, MODE_MAIN, 0 )
               && 0       == OrdersTotal()
               ) // Here is your open [Buy] rule -------------------
            {
               result = OrderSend( Symbol(), OP_BUY, Lots, Ask, 0, 0, 0, "", MagicNumber, 0, Blue );
               if ( result > 0 )
               {
                  TheStopLoss   = 0;
                  TheTakeProfit = 0;
                  if ( TakeProfit > 0 ) TheTakeProfit = Ask + MyPoint * TakeProfit;
                  if ( StopLoss   > 0 ) TheStopLoss   = Ask - MyPoint * StopLoss;
                  OrderSelect( result, SELECT_BY_TICKET );
                  OrderModify( OrderTicket(), OrderOpenPrice(), NormalizeDouble( TheStopLoss, Digits ), NormalizeDouble( TheTakeProfit, Digits ), 0, Green );
               }
               return( 0 ); // JIT/RET --> --> --> --> --> --> --> --> --> 
            }

            if (  Open[0] >  iBands( NULL, 0,  20, 2, 0, PRICE_CLOSE,  MODE_UPPER, 0 )
               && 80      <  iStochastic( NULL, 0, 12, 1, 3, MODE_SMA, 1, MODE_MAIN, 0 )
               && 0       == OrdersTotal()
               ) // Here is your open [Sell] rule -----------------------
            {
               result = OrderSend( Symbol(), OP_SELL, Lots, Bid, 0, 0, 0, "", MagicNumber, 0, Red );
               if ( result > 0 )
               {
                  TheStopLoss   = 0;
                  TheTakeProfit = 0;
                  if ( TakeProfit > 0 ) TheTakeProfit = Bid - MyPoint * TakeProfit;
                  if ( StopLoss   > 0 ) TheStopLoss   = Bid + MyPoint * StopLoss;
                  OrderSelect( result, SELECT_BY_TICKET );
                  OrderModify( OrderTicket(), OrderOpenPrice(), NormalizeDouble( TheStopLoss, Digits ), NormalizeDouble( TheTakeProfit, Digits ), 0, Green );
               }
               return( 0 ); // JIT/RET --> --> --> --> --> --> --> --> --> 
            }
         }
         for ( int cnt = 0; cnt < OrdersTotal(); cnt++ ) {
            OrderSelect( cnt, SELECT_BY_POS, MODE_TRADES );
            if (  OrderType()        <= OP_SELL     // !PENDING ORDER
               && OrderSymbol()      == Symbol()    // !ANOTHER MARKET
               && OrderMagicNumber() == MagicNumber // !ANOTHER EA/MMI TRADE
               )
            {
               if ( OrderType() == OP_BUY )
               {
                  if ( TrailingStop > 0 )
                  {
                     if ( Bid - OrderOpenPrice() > MyPoint * TrailingStop )
                     {
                        if ( OrderStopLoss() < Bid - MyPoint * TrailingStop )
                        {
                           OrderModify( OrderTicket(), OrderOpenPrice(), Bid - TrailingStop * MyPoint, OrderTakeProfit(), 0, Green );
                           return( 0 ); // JIT/RET --> --> --> --> --> --> --> --> --> 
                        }
                     }
                  }
               }
               else 
               {
                  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 ); // JIT/RET --> --> --> --> --> --> --> --> --> 
                        }
                     }
                  }
               }
            }
         }
      }
      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

在使用iBand()和iStochastic()时，您使用的是 SHIFT 0 （最后一个参数）。这意味着您要提取 CURRENT （市场边缘）蜡烛的值。然而，由于目前的蜡烛尚未结束，其价值不断变化基于新的进货价格。这就是为什么你的交易是以看似随机的价格点进行的。

你可能想要的是参考PREVIOUS（已结束）蜡烛，这意味着SHIFT应该是1而不是0。

布林带进入开盘价不正确

1 个答案: