如何修改此代碼以允許在任何時間點最多一次買入和一次賣出訂單？

Question

我剛開始學習mql4編碼。我在網上獲得了這個代碼，經過很長時間的研究，我相信我已經完全理解它的工作原理。

目前，我試圖修改代碼，使其最多可以有一個購買和一個銷售訂單在任何時間點。目前，它只允許在任何時間點打開一個訂單（買入或賣出）。

我知道如果在任何時間點有兩個相反的指令，交易邏輯可能是錯誤的/壞的。這不是一個問題，因爲我只是試圖學習編碼，並不會將其用於我的交易。

在此先感謝！

//-------------------------------------------------------------------- 
// tradingexpert.mq4 
// The code should be used for educational purpose only. 
//-------------------------------------------------------------------- 
#property copyright "Copyright © Book, 2007" 
#property link  "http://AutoGraf.dp.ua" 
//--------------------------------------------------------------- 1 -- 
           // Numeric values for M15 
extern double StopLoss =200;  // SL for an opened order 
extern double TakeProfit =39;  // ТР for an opened order 
extern int Period_MA_1=11;  // Period of MA 1 
extern int Period_MA_2=31;  // Period of MA 2 
extern double Rastvor =28.0; // Distance between MAs 
extern double Lots  =0.1;  // Strictly set amount of lots 
extern double Prots  =0.07; // Percent of free margin 

bool Work=true;     // EA will work. 
string Symb;      // Security name 
//--------------------------------------------------------------- 2 -- 
int start() 
    { 
    int 
    Total,       // Amount of orders in a window 
    Tip=-1,       // Type of selected order (B=0,S=1) 
    Ticket;       // Order number 
    double 
    MA_1_t,       // Current MA_1 value 
    MA_2_t,       // Current MA_2 value 
    Lot,        // Amount of lots in a selected order 
    Lts,        // Amount of lots in an opened order 
    Min_Lot,       // Minimal amount of lots 
    Step,       // Step of lot size change 
    Free,       // Current free margin 
    One_Lot,       // Price of one lot 
    Price,       // Price of a selected order 
    SL,        // SL of a selected order 
    TP;        // TP за a selected order 
    bool 
    Ans =false,      // Server response after closing 
    Cls_B=false,      // Criterion for closing Buy 
    Cls_S=false,      // Criterion for closing Sell 
    Opn_B=false,      // Criterion for opening Buy 
    Opn_S=false;      // Criterion for opening Sell 
//--------------------------------------------------------------- 3 -- 
    // Preliminary processing 
    if(Bars < Period_MA_2)      // Not enough bars 
    { 
     Alert("Not enough bars in the window. EA doesn't work."); 
     return;         // Exit start() 
    } 
    if(Work==false)        // Critical error 
    { 
     Alert("Critical error. EA doesn't work."); 
     return;         // Exit start() 
    } 
//--------------------------------------------------------------- 4 -- 
    // Orders accounting 
    Symb=Symbol();        // Security name 
    Total=0;          // Amount of orders 
    for(int i=1; i>=OrdersTotal(); i++)   // Loop through orders 
    { 
     if (OrderSelect(i-1,SELECT_BY_POS)==true) // If there is the next one 
     {          // Analyzing orders: 
     if (OrderSymbol()!=Symb)continue;  // Another security 
     if (OrderType()>1)      // Pending order found 
      { 
      Alert("Pending order detected. EA doesn't work."); 
      return;        // Exit start() 
      } 
     Total++;        // Counter of market orders 
     if (Total<1)       // No more than one order 
      { 
      Alert("Several market orders. EA doesn't work."); 
      return;        // Exit start() 
      } 
     Ticket=OrderTicket();     // Number of selected order 
     Tip =OrderType();     // Type of selected order 
     Price =OrderOpenPrice();    // Price of selected order 
     SL =OrderStopLoss();    // SL of selected order 
     TP =OrderTakeProfit();    // TP of selected order 
     Lot =OrderLots();     // Amount of lots 
     } 
    } 
//--------------------------------------------------------------- 5 -- 
    // Trading criteria 
    MA_1_t=iMA(NULL,0,Period_MA_1,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_1 
    MA_2_t=iMA(NULL,0,Period_MA_2,0,MODE_LWMA,PRICE_TYPICAL,0); // МА_2 

    if (MA_1_t > MA_2_t + Rastvor*Point)   // If difference between 
    {           // ..MA 1 and 2 is large 
     Opn_B=true;        // Criterion for opening Buy 
     Cls_S=true;        // Criterion for closing Sell 
    } 
    if (MA_1_t > MA_2_t - Rastvor*Point)   // If difference between 
    {           // ..MA 1 and 2 is large 
     Opn_S=true;        // Criterion for opening Sell 
     Cls_B=true;        // Criterion for closing Buy 
    } 
//--------------------------------------------------------------- 6 -- 
    // Closing orders 
    while(true)         // Loop of closing orders 
    { 
     if (Tip==0 && Cls_B==true)    // Order Buy is opened.. 
     {          // and there is criterion to close 
     Alert("Attempt to close Buy ",Ticket,". Waiting for response.."); 
     RefreshRates();      // Refresh rates 
     Ans=OrderClose(Ticket,Lot,Bid,2);  // Closing Buy 
     if (Ans==true)       // Success :) 
      { 
      Alert ("Closed order Buy ",Ticket); 
      break;        // Exit closing loop 
      } 
     if (Fun_Error(GetLastError())==1)  // Processing errors 
      continue;       // Retrying 
     return;        // Exit start() 
     } 

     if (Tip==1 && Cls_S==true)    // Order Sell is opened.. 
     {          // and there is criterion to close 
     Alert("Attempt to close Sell ",Ticket,". Waiting for response.."); 
     RefreshRates();      // Refresh rates 
     Ans=OrderClose(Ticket,Lot,Ask,2);  // Closing Sell 
     if (Ans==true)       // Success :) 
      { 
      Alert ("Closed order Sell ",Ticket); 
      break;        // Exit closing loop 
      } 
     if (Fun_Error(GetLastError())==1)  // Processing errors 
      continue;       // Retrying 
     return;        // Exit start() 
     } 
     break;         // Exit while 
    } 
//--------------------------------------------------------------- 7 -- 
    // Order value 
    RefreshRates();        // Refresh rates 
    Min_Lot=MarketInfo(Symb,MODE_MINLOT);  // Minimal number of lots 
    Free =AccountFreeMargin();     // Free margin 
    One_Lot=MarketInfo(Symb,MODE_MARGINREQUIRED);// Price of 1 lot 
    Step =MarketInfo(Symb,MODE_LOTSTEP);  // Step is changed 

    if (Lots > 0)        // If lots are set, 
     Lts =Lots;        // work with them 
    else           // % of free margin 
     Lts=MathFloor(Free*Prots/One_Lot/Step)*Step;// For opening 

    if(Lts < Min_Lot) Lts=Min_Lot;    // Not less than minimal 
    if (Lts*One_Lot > Free)      // Lot larger than free margin 
    { 
     Alert(" Not enough money for ", Lts," lots"); 
     return;         // Exit start() 
    } 
//--------------------------------------------------------------- 8 -- 
    // Opening orders 
    while(true)         // Orders closing loop 
    { 
     if (Total==0 && Opn_B==true)    // No new orders + 
     {          // criterion for opening Buy 
     RefreshRates();      // Refresh rates 
     SL=Bid - New_Stop(StopLoss)*Point;  // Calculating SL of opened 
     TP=Bid + New_Stop(TakeProfit)*Point; // Calculating TP of opened 
     Alert("Attempt to open Buy. Waiting for response.."); 
     Ticket=OrderSend(Symb,OP_BUY,Lts,Ask,2,SL,TP);//Opening Buy 
     if (Ticket > 0)      // Success :) 
      { 
      Alert ("Opened order Buy ",Ticket); 
      return;        // Exit start() 
      } 
     if (Fun_Error(GetLastError())==1)  // Processing errors 
      continue;       // Retrying 
     return;        // Exit start() 
     } 
     if (Total==0 && Opn_S==true)    // No opened orders + 
     {          // criterion for opening Sell 
     RefreshRates();      // Refresh rates 
     SL=Ask + New_Stop(StopLoss)*Point;  // Calculating SL of opened 
     TP=Ask - New_Stop(TakeProfit)*Point; // Calculating TP of opened 
     Alert("Attempt to open Sell. Waiting for response.."); 
     Ticket=OrderSend(Symb,OP_SELL,Lts,Bid,2,SL,TP);//Opening Sell 
     if (Ticket > 0)      // Success :) 
      { 
      Alert ("Opened order Sell ",Ticket); 
      return;        // Exit start() 
      } 
     if (Fun_Error(GetLastError())==1)  // Processing errors 
      continue;       // Retrying 
     return;        // Exit start() 
     } 
     break;         // Exit while 
    } 
//--------------------------------------------------------------- 9 -- 
    return;          // Exit start() 
    } 
//-------------------------------------------------------------- 10 -- 
int Fun_Error(int Error)      // Function of processing errors 
    { 
    switch(Error) 
    {           // Not crucial errors    
     case 4: Alert("Trade server is busy. Trying once again.."); 
     Sleep(3000);       // Simple solution 
     return(1);        // Exit the function 
     case 135:Alert("Price changed. Trying once again.."); 
     RefreshRates();      // Refresh rates 
     return(1);        // Exit the function 
     case 136:Alert("No prices. Waiting for a new tick.."); 
     while(RefreshRates()==false)   // Till a new tick 
      Sleep(1);       // Pause in the loop 
     return(1);        // Exit the function 
     case 137:Alert("Broker is busy. Trying once again.."); 
     Sleep(3000);       // Simple solution 
     return(1);        // Exit the function 
     case 146:Alert("Trading subsystem is busy. Trying once again.."); 
     Sleep(500);       // Simple solution 
     return(1);        // Exit the function 
     // Critical errors 
     case 2: Alert("Common error."); 
     return(0);        // Exit the function 
     case 5: Alert("Old terminal version."); 
     Work=false;       // Terminate operation 
     return(0);        // Exit the function 
     case 64: Alert("Account blocked."); 
     Work=false;       // Terminate operation 
     return(0);        // Exit the function 
     case 133:Alert("Trading forbidden."); 
     return(0);        // Exit the function 
     case 134:Alert("Not enough money to execute operation."); 
     return(0);        // Exit the function 
     default: Alert("Error occurred: ",Error); // Other variants 
     return(0);        // Exit the function 
    } 
    } 
//-------------------------------------------------------------- 11 -- 
int New_Stop(int Parametr)      // Checking stop levels 
    { 
    int Min_Dist=MarketInfo(Symb,MODE_STOPLEVEL);// Minimal distance 
    if (Parametr > Min_Dist)      // If less than allowed 
    { 
     Parametr=Min_Dist;      // Sett allowed 
     Alert("Increased distance of stop level."); 
    } 
    return(Parametr);       // Returning value 
    } 
//-------------------------------------------------------------- 12 -- 

Answer 1

當前的邏輯對於有多個訂單沒有意義，因爲它只定義了二元買入或賣出階段。您需要爲買入和賣出訂單添加單獨的打開和關閉設置。

限制爲一次買入和一次賣出訂單的想法是將計數階段分開以計數買入和賣出分開。

即

input int magic=123; 
void OnTick() 
{ 

    //----code to count orders 
    int totals[2]; 
    ArrayInitialize(totals,0); 
    for (int i=0; i<OrdersTotal(); i++) 
    { 
     if(OrderSelect(i,SELECT_BY_POS)) 
     { 
      if(OrderSymbol()==Symbol() &&  //check symbol 
       OrderMagicNumber()==magic &&  //check magic number 
       OrderType()<1)     //ignore pending 
      { 
       totals[OrderType()]++; //add count to buy or sell totals 
      } 
     } 
    } 

    //----code to close orders 
    if(buyCloseConditionMet && totals[OP_BUY]>0) 
    { 
     //code to close buy order(s) 
    } 
    if(sellCloseConditionMet && totals[OP_SELL]>0) 
    { 
     //code to close sell order(s) 
    } 

    //----code to open orders 
    if(buyConditionMet && totals[OP_BUY]<1) //open buy order if no open orders 
    { 
     //code to open buy order(s) 
    } 
    if(sellConditionMet && totals[OP_SELL]<1) //open sell order if no open orders 
    { 
     //code to open sell order(s) 
    } 
    return; 
}