Нейросетевая торговая система Meta Trader 4 + MATLAB. Пошаговая разработка. Издание второе. Андрей Дибров
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TicketSell0;
datetime Count=1;
double Buf_0[100000];
double Buf_1[100000];
string File_Name="Indicator.csv";
int K;
int i;
//+–+
//| Expert initialization function |
//+–+
int OnInit()
{
//–
int Handle=FileOpen(File_Name,FILE_CSV|FILE_READ,";");
while(Count>0)
{
Count=StrToTime(FileReadString(Handle));
Buf_0[i]=StrToDouble(FileReadString(Handle));
Buf_1[i]=StrToDouble(FileReadString(Handle));
i++;
}
//–
return(INIT_SUCCEEDED);
}
//+–+
//| Expert deinitialization function |
//+–+
void OnDeinit(const int reason)
{
//–
}
//+–+
//| Expert tick function |
//+–+
void OnTick()
{
//–
for( i=1; i<=OrdersHistoryTotal(); i++)
{
if(OrderSelect(i-1,SELECT_BY_POS,MODE_HISTORY)==true)
{
if(TicketBuy1==OrderTicket()) MagicBuy1=0;
if(TicketSell0==OrderTicket()) MagicSell0=0;
}
}
//–Buy0
if(MagicBuy1==0 && K>0 && Buf_0[K-1]<Buf_1[K-1] && Buf_0[K]>Buf_1[K] && TimeHour(TimeCurrent())>H1 && TimeHour(TimeCurrent())<H2 && H1<H2)
{
bool send1=OrderSend(Symbol(),OP_BUY,1,Ask,3,Bid-Loss1*Point,Ask+Profit1*Point,NULL,1,0,Red);
for( i=1; i<=OrdersTotal(); i++)
{
if(OrderSelect(i-1,SELECT_BY_POS)==true)
{
TicketBuy1=OrderTicket();
MagicBuy1=OrderMagicNumber();
}
}
}
if(MagicBuy1==1 && K>0 && Buf_0[K-1]>Buf_1[K-1] && Buf_0[K]<Buf_1[K])
{
bool close1=OrderClose(TicketBuy1,1,Bid,2,Blue);
}
//–Sell0
if(MagicSell0==0 && K>0 && Buf_0[K-1]>Buf_1[K-1] && Buf_0[K]<Buf_1[K] && TimeHour(TimeCurrent())>H3 && TimeHour(TimeCurrent())<H4 && H3<H4)
{
bool send0=OrderSend(Symbol(),OP_SELL,1,Bid,3,Ask+Loss0*Point,Bid-Profit0*Point,NULL,3,0,Green);
for( i=1; i<=OrdersTotal(); i++)
{
if(OrderSelect(i-1,SELECT_BY_POS)==true)
{
TicketSell0=OrderTicket();
MagicSell0=OrderMagicNumber();
}
}
}
if(MagicSell0==3 && K>0 && Buf_0[K-1]<Buf_1[K-1] && Buf_0[K]>Buf_1[K])
{
bool close0=OrderClose(TicketSell0,1,Ask,2,Blue);
}
K++;
}
//+–+
Выше представлен полученный результат. Как видно из кода скрипта мы ограничили время совершения сделок и выставили ограничения по прибыли и убытку.
//–Buy0
if(MagicBuy1==0 && K>0 && Buf_0[K-1]<Buf_1[K-1] && Buf_0[K]>Buf_1[K] && TimeHour(TimeCurrent())>H1 && TimeHour(TimeCurrent())<H2 && H1<H2)
{
bool send1=OrderSend(Symbol(),OP_BUY,1,Ask,3,0,0,NULL,1,0,Red);
for( i=1; i<=OrdersTotal(); i++)
{
if(OrderSelect(i-1,SELECT_BY_POS)==true)
{
TicketBuy1=OrderTicket();
MagicBuy1=OrderMagicNumber();
}
}
}
if(MagicBuy1==1 && K>0 && Buf_0[K-1]>Buf_1[K-1] && Buf_0[K]<Buf_1[K] )
{
bool close1=OrderClose(TicketBuy1,1,Bid,2,Blue);
}
//–Sell0
if(MagicSell0==0 && K>0 && Buf_0[K-1]>Buf_1[K-1] && Buf_0[K]<Buf_1[K] && TimeHour(TimeCurrent())>H3 && TimeHour(TimeCurrent())<H4 && H3<H4)
{
bool send0=OrderSend(Symbol(),OP_SELL,1,Bid,3,0,0,NULL,3,0,Green);
for( i=1; i<=OrdersTotal(); i++)
{
if(OrderSelect(i-1,SELECT_BY_POS)==true)
{
TicketSell0=OrderTicket();
MagicSell0=OrderMagicNumber();
}
}
}
if(MagicSell0==3