MT4网格交易法

//+------------------------------------------------------------------+
void OnTick()
{
//---
}
//+------------------------------------------------------------------+
#property copyright ""
#property link " "
#property version "1.00"
#property strict
//+------------------------------------------------------------------
extern float _volume;//网格仓位
extern float _step;//网格步长（格子密度）
extern float _limit_high;//网格上限
extern float _limit_low;//网格下限
extern int _interval=60;//自动化交易，每XX秒检查一次网格
{
if(OrderSymbol()==Symbol() &&(OrderType()==OP_BUY || OrderType()==OP_BUYLIMIT || OrderType()==OP_BUYSTOP))//
{
{
//--- destroy timer
EventKillTimer();
}
//+------------------------------------------------------------------+
//| Expert tick function |
struct TicketInfo
{
int op;
float price;
int ticketid;
};
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| （2）获取当前已下单的价格 |
//+------------------------------------------------------------------+
Alert("sell begin");
for(int i=0;i<ArraySize(SellOrders);i++)
{
Alert(SellOrders[i].price);
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
//+------------------------------------------------------------------+
GetPureOrders(OpenBuyNow,BuyOrders,OP_BUY);
GetPureOrders(OpenSellNow,SellOrders,OP_SELL);
//+------------------------------------------------------------------+
GetInitPriceList(InitPriceList,_limit_high,_limit_low,_step);
ArrayResize(_BuyOrders,ArraySize(_BuyOrders)+1,ArraySize(_BuyOrders));
_BuyOrders[ArraySize(_BuyOrders)-1].op=OrderType();
//+------------------------------------------------------------------+
//| 附1：该部分不属于网格，是为了每次开仓、平仓能收到邮件提醒，设置成|
//qq邮件，短信也能收到提醒q邮件，微信也能收到提醒 |
//| Timer function |
//+------------------------------------------------------------------+
void OnTimer()
//| @重要：本程序本人已不使用，仅限用于帮助研究网格交易和MQL4代码， |
// 如果使用该程序，赢了是您的，亏了也是您的 |
//+------------------------------------------------------------------
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
_BuyOrders[ArraySize(_BuyOrders)-1].ticketid=OrderTicket();
_BuyOrders[ArraySize(_BuyOrders)-1].price=OrderComment();
GetOrders(BuyOrders,SellOrders);
Alert("init price begin");
for(int i=0;i<ArraySize(InitPriceList);i++)
{
Alert(InitPriceList[i]);
//+------------------------------------------------------------------+
//| get the difference and send mail |
//+------------------------------------------------------------------+
//| define variables |
//+------------------------------------------------------------------+
float InitPriceList[];
ArrayFree(_BuyOrders);
ArrayFree(_SellOrders);
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
}
Alert("buy begin");
for(int i=0;i<ArraySize(BuyOrders);i++)
{
Alert(BuyOrders[i
if(OrderSymbol()==Symbol() && (OrderType()==OP_SELL || OrderType()==OP_SELLLIMIT || OrderType()==OP_SELLSTOP))//
{
//--- create timer
EventSetTimer(_interval);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
{
datetime begin,end;
begin=TimeCurrent();
//+------------------------------------------------------------------+
//| （1）根据输入的价格区间和密度，生成要下单的价格 |
//| （3）根据（1），检查（2）中应下单但没下单的，下单 |
//+------------------------------------------------------------------+
CheckSendOrder(InitPriceList,BuyOrders,SellOrders);
CheckSendMail(OpenBuyPre,OpenBuyNow);
CheckSendMail(OpenSellPre,OpenSellNow);
end=TimeCurrent();
Alert("time1:"+begin+"end:"+end);