110万智能EA来源全球外汇网

110万智能EA来源全球外汇网 10万智能EA来源全球外汇网 +------------------------------------------------------------------+ //| FX185mq4 | //| Copyright @2006, Hua Ai (aha) | //| | //+------------------------------------------------------------------+ #property copyright "Copyright @2006, Hua Ai (aha)" #property link "" /* Bago system can be categorized as a trend following system based on the cross of ema 5 and ema 12. When used properly on hourly chart it can capture daily swings of 100+ pips. The use of small number emas gives Bago system the sensitivity to generate early signals following 10-20 minutes scale waves, but also produces a great deal of false signals that can quickly drain a trader 's account. So filters are extremely important for Bago system. While Bago system is largely a discretionary system, the integration of two excellent filters may make it possible to use a computer program generate signals with great high successful rate. This program is writtern to investigate this possiblity. The mechanism to generate a raw Bago signal is simple: ema 5 crosses ema 12 in the same direction as RSI 21 crosses 50 level. To abstract real signals, we need to pay attention to context: where the price are, and when the crosses happens. The greatest meaning of integrating Vegas tunnel into Bago system is, the tunnel as well as its fibo lines changes the original plain 2-d space into a twisted 2-d space. The twisted price trends now have the coordinates. With this coordinates system we may see the entry and exit with higher accuracy. So, this program will first construct the simple rules upon which the the raw signals are generated, then will add rules to filter those signals. Those new rules are quantified as parameters so they can be easily changed and optimized based on the output results. Enough talking, now come to business. */ //Adjustable parameters /* extern int TrailingStop = 30; extern int CrossEffectiveTime = 2; extern int TunnelBandWidth = 0; extern int TunnelSafeZone = 120; extern int HardStopLoss = 30; extern int StopLossToFibo = 20; extern bool LondonOpen = true; extern bool NewYorkOpen = true; extern bool TokyoOpen = true; */ extern int FasterEMA = 5; extern int SlowerEMA = 12; extern int RSIPeriod = 21; extern double TotalLots = 3.0; extern int TPLevel1 = 55; extern double TPLevel1Lots = 1.0; extern int TPLevel2 = 89; extern double TPLevel2Lots = 1.0; extern int TPLevel3 = 144; //Parameters optimized for different pairs int TrailingStop = 30; int CrossEffectiveTime = 2; int TunnelBandWidth = 0; int TunnelSafeZone = 120; int HardStopLoss = 30; int StopLossToFibo = 20; bool LondonOpen = true; bool NewYorkOpen = true; bool TokyoOpen = true; // Indicator buffers to mark the signal double CrossUp[]; double CrossDown[]; // State registers store cross up/down information bool EMACrossedUp; bool EMACrossedDown; bool RSICrossedUp; bool RSICrossedDown; bool TunnelCrossedUp; bool TunnelCrossedDown; // Cross up/down info should expire in a couple of bars. // Timer registers to control the expiration. int EMACrossedUpTimer; int RSICrossedUpTimer; int EMACrossedDownTimer; int RSICrossedDownTimer; //bool startup; //int SignalLabeled; // 0: initial state; 1: up; 2: down. //bool upalert,downalert; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { if (Symbol() == "EURUSD") { TrailingStop = 25; CrossEffectiveTime = 2; TunnelBandWidth = 5; TunnelSafeZone = 120; HardStopLoss = 30; StopLossToFibo = 50; LondonOpen = true; // ok NewYorkOpen = true; // the best TokyoOpen = false;// disaster } else if (Symbol() == "GBPUSD") { TrailingStop = 50; CrossEffectiveTime = 2; TunnelBandWidth = 8; TunnelSafeZone = 160; HardStopLoss = 30; StopLossToFibo = 15; LondonOpen = true; // ok NewYorkOpen = false;// so so TokyoOpen = true; // the best } else if (Symbol() == "USDCHF") { TrailingStop = 70; CrossEffectiveTime = 2; TunnelBandWidth = 9; TunnelSafeZone = 160; HardStopLoss = 30; StopLossToFibo = 30; LondonOpen = true; // Great NewYorkOpen = true; // Ok TokyoOpen = true; // so so } else if (Symbol() == "AUDUSD") { TrailingStop = 60; CrossEffectiveTime = 2; TunnelBandWidth = 6; TunnelSafeZone = 70; HardStopLoss = 30; StopLossToFibo = 30; LondonOpen = true; // Great NewYorkOpen = true; // Ok TokyoOpen = true; // so so } // No cross EMACrossedUp = false; RSICrossedUp = false; TunnelCrossedUp = false; EMACrossedDown = false; RSICrossedDown = false; TunnelCrossedDown = false; // Reset timers EMACrossedUpTimer = 0; RSICrossedUpTimer = 0; EMACrossedDownTimer = 0; RSICrossedDownTimer = 0; //---- return(0); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- EMACrossedUp = false; RSICrossedUp = false; TunnelCrossedUp = false; EMACrossedDown = false; RSICrossedDown = false; TunnelCrossedDown = false; EMACrossedUpTimer = 0; RSICrossedUpTimer = 0; EMACrossedDownTimer = 0; RSICrossedDownTimer = 0; //---- return(0); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { int i, cnt, total, ticket, orders; double fasterEMAnow, slowerEMAnow; double fasterEMAprevious, slowerEMAprevious; double RSInow, RSIprevious; double VegasTunnelFast, VegasTunnelSlow; double VegasPriceCrossedL, VegasPriceCrossedS; if (Minute()<2 && Seconds()<30) { fasterEMAnow = iMA(NULL, 0, FasterEMA, 0, MODE_EMA, PRICE_CLOSE, 1); fasterEMAprevious = iMA(NULL, 0, FasterEMA, 0, MODE_EMA, PRICE_CLOSE, 2); slowerEMAnow = iMA(NULL, 0, SlowerEMA, 0, MODE_EMA, PRICE_CLOSE, 1); slowerEMAprevious = iMA(NULL, 0, SlowerEMA, 0, MODE_EMA, PRICE_CLOSE, 2); RSInow = iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,1); RSIprevious = iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,2); VegasTunnelFast = iMA(NULL,0,144,0,1,PRICE_CLOSE,0); VegasTunnelSlow = iMA(NULL,0,169,0,1,PRICE_CLOSE,0); // ********************************************************************* // Based on the price and the calculated indicators determine the states // of the state machine. // ********************************************************************* // Check if there is a RSI cross up if ((RSInow > 50) && (RSIprevious < 50) && (RSICrossedUp == false)) { RSICrossedUp = true; RSICrossedDown = false; } if (RSICrossedUp == true) RSICrossedUpTimer++; // Record the number of bars the cross has happened else RSICrossedUpTimer=0; // Reset the timer once the cross is reversed if (RSICrossedUpTimer>=CrossEffectiveTime) RSICrossedUp = false; // Reset state register when crossed 3 bars ago // Check if there is a RSI cross down if ((RSInow < 50) && (RSIprevious > 50) && (RSICrossedDown == false)) { RSICrossedUp = false; RSICrossedDown = true; } if (RSICrossedDown == true) RSICrossedDownTimer++; // Record the number of bars the cross has happened else RSICrossedDownTimer=0; // Reset the timer once the cross is reversed if (RSICrossedDownTimer>=CrossEffectiveTime) RSICrossedDown = false; // Reset register when crossed 3 bars ago // Check if there is a EMA cross up if ( (fasterEMAnow > slowerEMAnow) && (fasterEMAprevious < slowerEMAprevious) && (EMACrossedUp == false) ) { EMACrossedUp = true; EMACrossedDown = false; } if (EMACrossedUp == true) EMACrossedUpTimer++; // Record the number of bars the cross has happened else EMACrossedUpTimer=0; // Reset the timer once the cross is reversed if (EMACrossedUpTimer>=CrossEffectiveTime) EMACrossedUp = false; // Reset register when crossed 3 bars ago // Check if there is a EMA cross down if ( (fasterEMAnow < slowerEMAnow) && (fasterEMAprevious > slowerEMAprevious) && (EMACrossedDown == false) ) { EMACrossedUp = false; EMACrossedDown = true; } if (EMACrossedDown == true) EMACrossedDownTimer++; // Record the number of bars the cross has happened else EMACrossedDownTimer=0; // Reset the timer once the cross is reversed if (EMACrossedDownTimer>=CrossEffectiveTime) EMACrossedDown = false; // Reset register when crossed 3 bars ago if ((Close[1]>VegasTunnelFast && Close[1]>VegasTunnelSlow) && (Close[2]VegasTunnelFast || Close[2]>VegasTunnelSlow)) { TunnelCrossedUp = false; TunnelCrossedDown = true; } // ********************************************************************* // Based on states, determine exit situations. // ********************************************************************* total=OrdersTotal(); for(cnt=0;cnt=(VegasTunnelSlow+TPLevel3*Point)) { if (OrderStopLoss()=(VegasTunnelSlow+TPLevel2*Point)) { VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderLots()>1 && OrderOpenPrice()=(VegasTunnelSlow+TPLevel1*Point)) { VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderLots()>2 && OrderOpenPrice()=(VegasTunnelSlow-TPLevel1*Point)) { VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()=(VegasTunnelSlow-TPLevel2*Point)) { VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()=(VegasTunnelSlow-TPLevel3*Point)) { VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()Ask+TrailingStop*Point) OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0); continue; } // Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo // Or start trailing stop else if(Ask<=(VegasTunnelSlow-TPLevel2*Point)) { VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderLots()>1 && OrderOpenPrice()>VegasTunnelSlow-(TPLevel2-12)*Point) OrderClose(OrderTicket(),TPLevel2Lots,Ask,3,Violet); //OrderModify(OrderTicket(),Bid,VegasPriceCrossedS-(TPLevel2+StopLossToFibo)*Point,OrderTakeProfit(),0); if (OrderStopLoss()>Ask+TrailingStop*Point) OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0); continue; } // Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo else if(Ask<=(VegasTunnelSlow-TPLevel1*Point)) { VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderLots()>2 && OrderOpenPrice()>VegasTunnelSlow-(TPLevel1-12)*Point) OrderClose(OrderTicket(),TPLevel1Lots,Ask,3,Violet); //OrderModify(OrderTicket(),Bid,VegasPriceCrossedS-(TPLevel1+StopLossToFibo)*Point,OrderTakeProfit(),0); if (OrderStopLoss()>Ask+TrailingStop*Point) OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0); continue; } //Tunnel crossed, move stop to above the tunnel; VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()>VegasPriceCrossedS+(TunnelBandWidth+StopLossToFibo)*Point) OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TunnelBandWidth+StopLossToFibo)*Point,OrderTakeProfit(),0); continue; } else { if(Ask<=(VegasTunnelSlow+TPLevel1*Point)) { VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()>VegasPriceCrossedS+(TPLevel1+StopLossToFibo)*Point) OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TPLevel1+StopLossToFibo)*Point,OrderTakeProfit(),0); continue; } // Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo // Or start trailing stop else if(Ask<=(VegasTunnelSlow+TPLevel2*Point)) { VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()>VegasPriceCrossedS+(TPLevel2+StopLossToFibo)*Point) OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TPLevel2+StopLossToFibo)*Point,OrderTakeProfit(),0); continue; } // Reach 1nd TP level, close the 1st lot, move up remainder stop to TPLevel1-StopLossToFibo else if(Ask<=(VegasTunnelSlow+TPLevel3*Point)) { VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000); if (OrderStopLoss()>VegasPriceCrossedS+(TPLevel3+StopLossToFibo)*Point) OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TPLevel3+StopLossToFibo)*Point,OrderTakeProfit(),0); continue; } } } } } /* } if (Minute()==0 && Seconds()>30) { */ // ********************************************************************* // Based on states, determine entry situations. // ********************************************************************* //Check the trading time if ( !((LondonOpen==true && Hour()>=7 && Hour()<=16) || (NewYorkOpen==true && Hour()>=12 && Hour()<=21) || (TokyoOpen==true && ((Hour()>=0 && Hour()<=8) || (Hour()>=23 && Hour()<=24))) ) ) { // Outside the trading hours return(0); } else { total=OrdersTotal(); orders=0; for(cnt=0;cnt 本文档为【110万智能EA来源全球外汇网】，请使用软件OFFICE或WPS软件打开。作品中的文字与图均可以修改和编辑， 图片更改请在作品中右键图片并更换，文字修改请直接点击文字进行修改，也可以新增和删除文档中的内容。
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