※追記（2011/10/16 3：30）
筆者の想定外のバグが、@ahaha_fxtraderさんから指摘されましたので追記します。先週予告した通り自宅よりテストしていましたが、OSの自動更新で中断されてしまっていました。（自動更新切るの忘れてた。。orz）そこで、今回は、本大会に提出したEAのコードを添付します。（そこでの意味が解りませんが＾＾；）
このEAコードには、重大なバグ（エラーは出ませんが。。）が含まれています。
さて、どこに含まれているでしょうか？（わかった方は、コメントよろしくお願いします。）
ヒントは、恥ずかしくて言えません。。
筆者が見つけたバグ以外に出てきたら。。。。orz （そのほうが、うれしいかも＾＾；）
KAZUYA.mq5
//+------------------------------------------------------------------+ //| KAZUYA.mq5 | //| Copyright 2010, bighope | //| http://expertadviser-bighope.blogspot.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright 2010, bighope" #property link "http://expertadviser-bighope.blogspot.com/" #property version "1.00" #include <CATCtrade_J.mqh> input double maxrisk = 0.85; double symblerate[9]={0.1,0.2,0.15,0.05,0.15,0.1,0.05,0.15,0.05}; CATCtrade *GBPUSD = new CATCtrade; CATCtrade *EURUSD = new CATCtrade; CATCtrade *USDJPY = new CATCtrade; CATCtrade *USDCAD = new CATCtrade; CATCtrade *AUDUSD = new CATCtrade; CATCtrade *EURGBP = new CATCtrade; CATCtrade *EURAUD = new CATCtrade; CATCtrade *EURJPY = new CATCtrade; CATCtrade *GBPJPY = new CATCtrade; bool Set=false; //+------------------------------------------------------------------+ //|オブジェクトのセット | //+------------------------------------------------------------------+ bool Set_ob(){ if(!GBPUSD.Inputdate("GBPUSD",5,PERIOD_M30,maxrisk,symblerate[0],2000,1500,30,0.0015,0.009,0.064,0.018))return(false); if(!EURUSD.Inputdate("EURUSD",5,PERIOD_M6,maxrisk,symblerate[1],2800,1500,30,0.003,0.006,0.184,0.0195))return(false); if(!USDJPY.Inputdate("USDJPY",3,PERIOD_M20,maxrisk,symblerate[2],1000,900,30,0.001,0.005,0.03,0.0165))return(false); if(!USDCAD.Inputdate("USDCAD",5,PERIOD_M12,maxrisk,symblerate[3],600,1300,30,0.002,0.01,0.064,0.114))return(false); if(!AUDUSD.Inputdate("AUDUSD",5,PERIOD_H1,maxrisk,symblerate[4],1400,1300,30,0.001,0.01,0.13,0.087))return(false); if(!EURGBP.Inputdate("EURGBP",5,PERIOD_H1,maxrisk,symblerate[5],1400,900,30,0.001,0.009,0.12,0.0585))return(false); if(!EURAUD.Inputdate("EURAUD",5,PERIOD_H1,maxrisk,symblerate[6],2000,1100,30,0.0005,0.001,0.072,0.105))return(false); if(!EURJPY.Inputdate("EURJPY",3,PERIOD_M30,maxrisk,symblerate[7],3000,1500,30,0.0005,0.008,0.022,0.042))return(false); if(!GBPJPY.Inputdate("GBPJPY",3,PERIOD_M30,maxrisk,symblerate[8],600,1100,30,0.003,0.01,0.02,0.0405))return(false); return(true); } //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Set=Set_ob(); //--- return(0); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- delete GBPUSD; delete EURUSD; delete USDJPY; delete USDCAD; delete AUDUSD; delete EURGBP; delete EURAUD; delete EURJPY; delete GBPJPY; } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- if(!Set)Set_ob(); datetime opentime; opentime = TimeCurrent(); // Print(opentime); if(!GBPUSD.Trade(opentime)){Print("Error GBPUSD Resetting");Set=false;} if(!EURUSD.Trade(opentime)){Print("Error EURUSD Resetting");Set=false;} if(!USDJPY.Trade(opentime)){Print("Error USDJPY Resetting");Set=false;} if(!USDCAD.Trade(opentime)){Print("Error USDJPY Resetting");Set=false;} if(!AUDUSD.Trade(opentime)){Print("Error AUDUSD Resetting");Set=false;} if(!EURGBP.Trade(opentime)){Print("Error EURGBP Resetting");Set=false;} if(!EURAUD.Trade(opentime)){Print("Error EURAUD Resetting");Set=false;} if(!EURJPY.Trade(opentime)){Print("Error EURJPY Resetting");Set=false;} if(!GBPJPY.Trade(opentime)){Print("Error GBPJPY Resetting");Set=false;} } //+------------------------------------------------------------------+ //| Trade function | //+------------------------------------------------------------------+ void OnTrade() { //--- } //+------------------------------------------------------------------+
CATCtrade_J.mqh
//+------------------------------------------------------------------+ //| CATCTrad_J.mqh | //| Copyright 2010, bighope | //| http://expertadviser-bighope.blogspot.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright 2010, bighope" #property link "http://expertadviser-bighope.blogspot.com/" #include <Csignal_J.mqh> class CATCtrade : public CSignal { protected: MqlTradeRequest m_request; // request data MqlTradeResult m_result; // result data MqlTradeCheckResult m_check_result; // result check data MqlTick last_tick; ulong magic; ulong deviation; double ptp; double pptp; double psl; double maxrisk; double symblerate; double positionopen; double closelevel; double creatlot(void); ENUM_ORDER_TYPE creattype(const int typec); bool PositionOpen(int typep); bool PositionClose(void); bool PositionModify(const double tp,const double sl); void ClearStructures(); int PositionCheck(); public: void CATCtrade(); bool Inputdate(const string Csymbl ,const int Cdigit ,const ENUM_TIMEFRAMES Ctimeframs ,const double Cmaxrisk ,const double Csymblerate ,const double takeprofit ,const double stoploss ,const int CDperiod ,const double alfaML ,const double alfaM ,const double alfaS ,const double alfaL); bool Trade(const datetime Cnow); }; //+-------------------------------------------------+ //| コンストラクタ | //+-------------------------------------------------+ void CATCtrade::CATCtrade(void){ magic =5989; deviation =10; ptp =0; psl =0; maxrisk =0; symblerate =0; } //+-------------------------------------------------+ //| ロットの調整 | //+-------------------------------------------------+ double CATCtrade::creatlot(void){ double price=0.0; double margin=0.0; double lot=0.0,stepvol=0.0,minvol=0.0,maxvol=0.0; //--- select lot size if(!SymbolInfoDouble(symbl,SYMBOL_ASK,price)) return(0.0); if(!OrderCalcMargin(ORDER_TYPE_BUY,symbl,1.0,price,margin)) return(0.0); if(margin<=0.0) return(0.0); lot=AccountInfoDouble(ACCOUNT_FREEMARGIN)*maxrisk/margin; lot=lot*symblerate; //--- normalize and check limits stepvol=SymbolInfoDouble(symbl,SYMBOL_VOLUME_STEP); lot=stepvol*NormalizeDouble(lot/stepvol,0); minvol=SymbolInfoDouble(symbl,SYMBOL_VOLUME_MIN); maxvol =stepvol*NormalizeDouble(15.0*symblerate/stepvol,0); if(lot<minvol) lot=minvol; if(lot>maxvol) lot=maxvol; return(lot); } //+-------------------------------------------------+ //| 注文タイプ変換 | //+-------------------------------------------------+ ENUM_ORDER_TYPE CATCtrade::creattype(const int typec){ switch(typec){ case 2: return(ORDER_TYPE_BUY); case -2: return(ORDER_TYPE_SELL); default: return(NULL); } } //+-------------------------------------------------+ //| 構造体の初期化 | //+-------------------------------------------------+ void CATCtrade::ClearStructures(void){ ZeroMemory(m_request); ZeroMemory(m_result); ZeroMemory(m_check_result); ZeroMemory(last_tick); } //+-------------------------------------------------+ //| 保有ポジションの確認 | //+-------------------------------------------------+ int CATCtrade::PositionCheck(void){ positionopen=0; if(PositionSelect(symbl)){ if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY){ positionopen = PositionGetDouble(POSITION_PRICE_OPEN); return(1); } if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL){ positionopen = PositionGetDouble(POSITION_PRICE_OPEN); return(-1); } } return(0); } //+-------------------------------------------------+ //| 注文 | //+-------------------------------------------------+ bool CATCtrade::PositionOpen(int typep){ double Eprice=0,tp_price=0,sl_price=0; //--- check stopped if(IsStopped()) return(false); ClearStructures(); ENUM_ORDER_TYPE Etype; Etype=creattype(typep); if(!SymbolInfoTick(symbl,last_tick)){Print("Copytick form form,no date"); return(false);} switch(typep) { case 2: Eprice = last_tick.ask; tp_price = (ptp>0)?NormalizeDouble(last_tick.bid+ptp*MathPow(0.1,digit),digit):0; sl_price = (psl>0)?NormalizeDouble(last_tick.bid-psl*MathPow(0.1,digit),digit):0; break; case-2: Eprice = last_tick.bid; tp_price = (ptp>0)?NormalizeDouble(last_tick.ask-ptp*MathPow(0.1,digit),digit):0; sl_price = (psl>0)?NormalizeDouble(last_tick.ask+psl*MathPow(0.1,digit),digit):0; break; default: break; } //--- setting request m_request.action =TRADE_ACTION_DEAL; m_request.symbol =symbl; m_request.magic =magic; m_request.volume =creatlot(); m_request.type =Etype; m_request.price =Eprice; m_request.sl =sl_price; m_request.tp =tp_price; m_request.deviation =deviation; m_request.type_filling=ORDER_FILLING_AON; m_request.comment =""; //--- variables string action,result; //--- order check if(!OrderCheck(m_request,m_check_result))return(false); //--- order send if(!OrderSend(m_request,m_result))return(false); //--- ok return(true); } //+-------------------------------------------------+ //| 決済 | //+-------------------------------------------------+ bool CATCtrade::PositionClose(void){ bool partial_close=false; int retry_count =10; uint retcode =TRADE_RETCODE_REJECT; //--- check stopped if(IsStopped()) return(false); //--- variables string action,result; //--- clean ClearStructures(); do { //--- checking if(PositionSelect(symbl)) { if((ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY) { //--- prepare request for close BUY position m_request.type =ORDER_TYPE_SELL; m_request.price=SymbolInfoDouble(symbl,SYMBOL_BID); } else { //--- prepare request for close SELL position m_request.type =ORDER_TYPE_BUY; m_request.price=SymbolInfoDouble(symbl,SYMBOL_ASK); } } else { //--- position not found m_result.retcode=retcode; return(false); } //--- setting request m_request.action =TRADE_ACTION_DEAL; m_request.symbol =symbl; m_request.deviation =deviation; m_request.type_filling=ORDER_FILLING_AON; m_request.volume =PositionGetDouble(POSITION_VOLUME); //--- check volume double max_volume=SymbolInfoDouble(symbl,SYMBOL_VOLUME_MAX); if(m_request.volume>max_volume) { m_request.volume=max_volume; partial_close=true; } else partial_close=false; //--- order check if(!OrderCheck(m_request,m_check_result))return(false); //--- order send if(!OrderSend(m_request,m_result)){ if(--retry_count!=0) continue; return(false); } retcode=TRADE_RETCODE_DONE_PARTIAL; if(partial_close) Sleep(1000); } while(partial_close); return(true); } //+-------------------------------------------------+ //| 初期設定 | //+-------------------------------------------------+ bool CATCtrade::Inputdate(const string Csymbl ,const int Cdigit ,const ENUM_TIMEFRAMES Ctimeframs ,const double Cmaxrisk ,const double Csymblerate ,const double takeprofit ,const double stoploss ,const int CDperiod ,const double alfaML ,const double alfaM ,const double alfaS ,const double alfaL){ if(!Set_Base(Csymbl,Ctimeframs,Cdigit))return(false); if(!Set_DeMarker(CDperiod))return(false); if(!Set_Heiken())return(false); if(!Parameters(alfaML,alfaM,alfaL,alfaS))return(false); maxrisk = Cmaxrisk; symblerate = Csymblerate ; ptp =0; pptp = takeprofit; psl = stoploss; if(psl!= stoploss){Print("Set StopLoss ERR"); return(false);} if(maxrisk!=Cmaxrisk)return(false); if(symblerate!=Csymblerate)return(false); return(true); } //+-------------------------------------------------+ //| トレード | //+-------------------------------------------------+ bool CATCtrade::Trade(const datetime Cnow){ int Tradesignal=0; int checkpos; datetime opentime,min; min = Cnow%(frametime(timeframes)*60); opentime = Cnow - min; Tradesignal = Signal(opentime); checkpos = PositionCheck(); switch(Tradesignal) { case 3: if(checkpos==1)return(true); if(checkpos==-1){ if(PositionClose())return(true); else return(false);} if(checkpos==0){ if(PositionOpen(2))return(true); else return(false);} return(true); case 1: if(checkpos==1){if(PositionClose())return(true); else return(false);} return(true);//指摘ヶ所 case 2: if(checkpos>0){ if(!SymbolInfoTick(symbl,last_tick)){Print("Copytick form form,no date"); return(false);} if((last_tick.bid - positionopen) > pptp*MathPow(0.1,digit)){ if(PositionClose())return(true); else return(false);} } return(true); case 0: return(true); case -2: if(checkpos<0){ if(!SymbolInfoTick(symbl,last_tick)){Print("Copytick form form,no date"); return(false);} if((positionopen - last_tick.ask) > pptp*MathPow(0.1,digit)){ if(PositionClose())return(true); else return(false);} } return(true); case -1: if(checkpos==-1){if(PositionClose())return(true); else return(false);} return(true);//指摘ヶ所 case -3: if(checkpos==-1)return(true); if(checkpos==1){ if(PositionClose())return(true); else return(false);} if(checkpos==0){ if(PositionOpen(-2))return(true); else return(false);} return(true); default: return(false); } return(false); }
CSignal_J.mqh
//+------------------------------------------------------------------+ //| CSignal_J.mqh | //| Copyright 2010, bighope | //| http://expertadviser-bighope.blogspot.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright 2010, bighope" #property link "http://expertadviser-bighope.blogspot.com/" #include <Cindibox_J.mqh> class CSignal : public Cindibox_h { public: void CSignal(void); bool Parameters( const double MLalfa ,const double Malfa ,const double Lalfa ,const double Salfa); int Signal(datetime now); }; //+------------------------------------------------------------------+ //| コンストラクタ | //+------------------------------------------------------------------+ void CSignal::CSignal(void){ } //+------------------------------------------------------------------+ //| 初期設定 | //+------------------------------------------------------------------+ bool CSignal::Parameters( const double MLalfa ,const double Malfa ,const double Lalfa ,const double Salfa){ Set_Heiken(); Set_Ma(MLalfa,Malfa,Lalfa,Salfa); Set_DeMarker(30); return(true); } //+------------------------------------------------------------------+ //| シグナルの成形 | //+------------------------------------------------------------------+ int CSignal::Signal(datetime now) { int sum=0,sigk=0; int MGsig=0,MMsig=0,MLsig=0,Hsig=0,Gsig=0,Msig=0,Lsig=0,Ssig=0,HLsig=0,Dsig=0; Custom_date Heiken1; Custom_date Heiken2; Custom_date Heiken3; Custom_date Heiken4; Custom_MA MAn; Custom_MA MAb; HL_date HL; double DM; int i=Run(now); if(i==0)return(10); Heiken1=Get_HeikenAshi(-1); Heiken2=Get_HeikenAshi(-2); Heiken3=Get_HeikenAshi(-3); Heiken4=Get_HeikenAshi(-4); MAn = Get_Ma(-1); MAb = Get_Ma(-25); DM = Get_DeMarker(-1).main; HL =Get_HL(); Gsig = (MAn.megal > MAb.megal)?1:-1; Msig = (MAn.mega > MAb.mega)?1:-1; Lsig = (MAn.longrange > MAb.longrange)?1:-1; Ssig = (MAn.shortrange > MAb.shortrange)?1:-1; MGsig = (MAn.mega >MAn.megal )?1:-1; MMsig = (MAn.longrange > MAn.mega)?1:-1; MLsig = (MAn.shortrange > MAn.longrange)?1:-1; HLsig = (MAn.longrange > HL.av)?1:-1; if( (Heiken1.close>Heiken1.open) && (Heiken2.close>Heiken2.open) && (Heiken3.close>Heiken3.open) && (Heiken4.close>Heiken4.open))Hsig=1; if( (Heiken1.close<Heiken1.open) && (Heiken2.close<Heiken2.open) && (Heiken3.close<Heiken3.open) && (Heiken4.close<Heiken4.open))Hsig=-1; if(DM>=0.7)Dsig=2; if(DM<0.7 && DM>0.5)Dsig=1; if(DM<0.5 && DM>0.3)Dsig=-1; if(DM <= 0.3)Dsig=-2; sum = 2*(MGsig+MMsig+MLsig+Gsig+Msig+Lsig+HLsig+Dsig)+Hsig+Ssig; if(sum >=4 && sum<=5) sigk=3; if(sum >=19) sigk=2; if(sum<=-4 && sum >=-5) sigk=-3; if(sum<=-19) sigk=-2; return(sigk); } //+------------------------------------------------------------------+
Cindibox_h.mqh
//+------------------------------------------------------------------+ //| Cindibox_J.mqh | //| Copyright 2010, bighope | //| http://expertadviser-bighope.blogspot.com/ | //+------------------------------------------------------------------+ #property copyright "Copyright 2010, bighope" #property link "http://expertadviser-bighope.blogspot.com/" struct Custom_date { datetime time; double open; double close; double hi; double lw; Custom_date() {time=0; open=0.0; close=0.0;hi=0.0;lw=0.0;} }; struct HL_date{ double av; double wid; HL_date(){av=0.0;wid=0.0;} }; //DeMarker struct Custom_Ddate { datetime time; double main; double max; double min; double avmax; double avmin; Custom_Ddate() {time=0; max=0.0; min=0.0; avmax=0.0; avmin=0.0;} }; struct Custom_MA { double megal; double mega; double longrange; double shortrange; Custom_MA() {megal=0.0; mega=0.0;longrange=0.0;shortrange=0.0;} }; class Cindibox_h { protected: string symbl; ENUM_TIMEFRAMES timeframes; int range; int Hrange; int Drange; int Prange; int Mrange; int HLrange; int digit; int DeMarker_Period; MqlRates price[]; double phi[]; double plw[]; datetime bartimenow; int bufindex; bool ON_Heiken; bool ON_DeMark; bool ON_MA; int prev_calculated[]; Custom_date Heiken[]; Custom_Ddate DeMarker[]; double MSalfa; double MLalfa; double MMalfa; double MMLalfa; Custom_MA MA[]; datetime frametime(ENUM_TIMEFRAMES timef); datetime Shiftime(datetime time); datetime Shiftimeon(datetime time); int ZeroIndex(const int index,const int ranges); int Run_HeikenAshi(const int index); int Run_DeMarker(const int index); int Run_Ma(const int index); double Run_Sigmoid(const double alfa,const double pricec ,const double EMA); public: void Cindibox_h(); bool Set_Base(const string symb,const ENUM_TIMEFRAMES timeframe,const int digis); bool Set_Heiken(); bool Set_DeMarker(const int periods); int DeMarker_Period(const int index); void Set_Ma(const double MLLalfa,const double Malfa,const double Lalfa,const double Salfa); int Run(const datetime nowtime); Custom_Ddate Get_DeMarker(const int index); Custom_date Get_HeikenAshi(const int index); MqlRates Get_price(const int index); Custom_MA Get_Ma(const int index); HL_date Get_HL(); }; //+------------------------------------------------------------------+ //| コンストラクタ | //+------------------------------------------------------------------+ void Cindibox_h::Cindibox_h(void){ range=10; Hrange=6; Drange=50; Prange=10; Mrange=30; HLrange = 80; ON_DeMark=false; ON_Heiken=false; ON_MA=false; bartimenow = 0; bufindex=0; ZeroMemory(prev_calculated); ArrayResize(prev_calculated,4); prev_calculated[0]=0; prev_calculated[1]=0; prev_calculated[2]=0; prev_calculated[3]=0; ZeroMemory(price); ArrayResize(price,range); ArrayResize(phi,HLrange); ArrayResize(plw,HLrange); } //+------------------------------------------------------------------+ //| 初期設定 | //+------------------------------------------------------------------+ bool Cindibox_h::Set_Base(const string symb,const ENUM_TIMEFRAMES timeframe,const int digis){ symbl = symb; timeframes = timeframe; digit = digis; if(symbl != symb || timeframes != timeframe || digit != digis)return(false); return(true); } //+------------------------------------------------------------------+ //| 平均足の初期設定 | //+------------------------------------------------------------------+ bool Cindibox_h::Set_Heiken(void){ ZeroMemory(Heiken); ArrayResize(Heiken,Hrange); ON_Heiken=true; return(true); } //+------------------------------------------------------------------+ //| DeMarkerの初期設定 | //+------------------------------------------------------------------+ bool Cindibox_h::Set_DeMarker(const int periods){ DeMarker_Period = periods; ArrayResize(DeMarker,Drange); ON_DeMark=true; if(DeMarker_Period != periods)return(false); return(true); } //+------------------------------------------------------------------+ //| Maの初期設定 | //+------------------------------------------------------------------+ void Cindibox_h::Set_Ma(const double MLLalfa,const double Malfa,const double Lalfa,const double Salfa){ MMLalfa = MLLalfa; MMalfa = Malfa; MLalfa = Lalfa; MSalfa = Salfa; ON_MA=true; ArrayResize(MA,Mrange); } //+------------------------------------------------------------------+ //| タイムフレームの変換 | //+------------------------------------------------------------------+ datetime Cindibox_h::frametime(ENUM_TIMEFRAMES timef){ switch(timef){ case PERIOD_M1: return(1); case PERIOD_M5: return(5); case PERIOD_M10: return(10); case PERIOD_M15: return(15); case PERIOD_M30: return(30); case PERIOD_H1: return(60); case PERIOD_H4: return(240); default : return(15); } } //+------------------------------------------------------------------+ //| 事前計算処理の初期値の時刻の取得① | //+------------------------------------------------------------------+ datetime Cindibox_h::Shiftime(datetime time){ datetime startime; int rates,i=0; startime=time-frametime(timeframes)*60*(range-1); datetime getbars[]; do{ do{ if(i>0)Sleep(500); i++; rates = CopyTime(symbl,timeframes,(datetime)startime,(datetime)time,getbars); if(rates==range)break; }while(i<5); if(rates!=range){startime-=(datetime)frametime(timeframes)*60; i=1;} }while(rates < range); return(startime); } //+------------------------------------------------------------------+ //| 事前計算処理の初期値の時刻の取得② | //+------------------------------------------------------------------+ datetime Cindibox_h::Shiftimeon(datetime time){ datetime getbar[1]; datetime startime; int rates,i=0; startime=time-frametime(timeframes)*60; do{ do{ if(i>0)Sleep(500); i++; rates = CopyTime(symbl,timeframes,(datetime)startime,(int)1,getbar); if(rates>0)break; }while(i<5); if(rates<1){startime-=(datetime)frametime(timeframes)*60;i=1;} }while(rates!=1); return(startime); } //+------------------------------------------------------------------+ //| 配列のシフト | //+------------------------------------------------------------------+ int Cindibox_h::ZeroIndex(const int index,const int ranges){ int q=(index%ranges); int i=ranges-1-(int)MathAbs(q); return(i); } //+------------------------------------------------------------------+ //| シグモイド関数 | //+------------------------------------------------------------------+ double Cindibox_h::Run_Sigmoid(const double alfa,const double pricec,const double EMA){ double away=0.0; away=MathAbs(pricec - EMA)* MathPow(10,digit); away = -7+away*alfa; return((1/(1+MathExp(-away)))); } //+------------------------------------------------------------------+ //| 作動 | //+------------------------------------------------------------------+ int Cindibox_h::Run(const datetime nowtime){ MqlRates Sprice[1]; int zero=0,befo=0,hlzero=0; int rates; datetime startime=nowtime; if(bufindex==0)startime=Shiftime(nowtime); do{ rates = CopyRates(symbl,timeframes,(datetime)startime,(int)1,Sprice); if(rates>0){ if(Sprice[0].time != bartimenow){ bartimenow = Sprice[0].time; bufindex++; } zero=ZeroIndex(bufindex,range); hlzero = ZeroIndex(bufindex,HLrange); price[zero] = Sprice[0]; phi[hlzero] = price[zero].high; plw[hlzero] = price[zero].low; if(MLalfa>0 && MSalfa>0 && ON_MA==true)Run_Ma(bufindex); if(ON_Heiken==true) Run_HeikenAshi(bufindex); if(ON_DeMark==true) Run_DeMarker(bufindex); startime=Shiftimeon(startime); befo = ZeroIndex(bufindex+1,range); } } while(price[befo].tick_volume<=0); return(bufindex); } //+------------------------------------------------------------------+ //| 平均足 | //+------------------------------------------------------------------+ int Cindibox_h::Run_HeikenAshi(const int index){ int i=ZeroIndex(index,Hrange); int bef=ZeroIndex(index-(int)1,Hrange); int pi = ZeroIndex(index,range); if(prev_calculated[1]==0){ Heiken[i].open = price[pi].open; Heiken[i].close = price[pi].close; Heiken[i].hi = price[pi].high; Heiken[i].close = price[pi].low; } else { Heiken[i].open = NormalizeDouble((Heiken[bef].open+Heiken[bef].close)/2,digit); Heiken[i].close = NormalizeDouble((price[pi].open+price[pi].high+price[pi].low+price[pi].close)/4,digit); Heiken[i].hi = NormalizeDouble(MathMax(price[pi].high,MathMax(Heiken[i].open,Heiken[i].close)),digit); Heiken[i].lw = NormalizeDouble(MathMin(price[pi].low,MathMin(Heiken[i].open,Heiken[i].close)),digit); } Heiken[i].time=price[pi].time; prev_calculated[1]++; return(prev_calculated[1]); } //+------------------------------------------------------------------+ //| MA | //+------------------------------------------------------------------+ int Cindibox_h::Run_Ma(const int index){ int i=ZeroIndex(index,Mrange); int bef=ZeroIndex(index-(int)1,Mrange); int pi = ZeroIndex(index,range); double calfa=0; double Median =0.0; if(prev_calculated[0]==0){ double Eprice[]; double MLEMA=0,MEMA=0,LEMA=0,SEMA=0; int count=0,cbar=1000; do{ count = CopyClose(symbl,timeframes,price[pi].time,(int)cbar,Eprice); if(count<1)Sleep(1000); }while(count<1); MLEMA=Eprice[0]; MEMA=Eprice[0]; LEMA=Eprice[0]; SEMA=Eprice[0]; for(int t=1;t<count;t++){ calfa= Run_Sigmoid(MMLalfa,Eprice[t],MLEMA); MLEMA = calfa*Eprice[t]+(1-calfa)*MLEMA; calfa= Run_Sigmoid(MMalfa,Eprice[t],MEMA); MEMA = calfa*Eprice[t]+(1-calfa)*MEMA; calfa= Run_Sigmoid(MLalfa,Eprice[t],LEMA); LEMA = calfa*Eprice[t]+(1-calfa)*LEMA; calfa= Run_Sigmoid(MSalfa,Eprice[t],SEMA); SEMA = calfa*Eprice[t]+(1-calfa)*SEMA; } MA[i].megal = MLEMA; MA[i].mega = MEMA; MA[i].longrange = LEMA; MA[i].shortrange = SEMA; }else{ Median = (price[pi].open + price[pi].high + price[pi].low + price[pi].close)/4; calfa= Run_Sigmoid(MMLalfa,Median,MA[bef].megal); MA[i].megal= NormalizeDouble(calfa*Median+(1-calfa)*MA[bef].megal,digit); calfa= Run_Sigmoid(MMalfa,Median,MA[bef].mega); MA[i].mega= NormalizeDouble(calfa*Median+(1-calfa)*MA[bef].mega,digit); calfa = Run_Sigmoid(MLalfa,Median,MA[bef].longrange); MA[i].longrange= NormalizeDouble(calfa*Median+(1-calfa)*MA[bef].longrange,digit); calfa = Run_Sigmoid(MSalfa,Median,MA[bef].shortrange); MA[i].shortrange= NormalizeDouble(calfa*Median+(1-calfa)*MA[bef].shortrange,digit); } prev_calculated[0]++; return(prev_calculated[0]); } //+------------------------------------------------------------------+ //| DeMarker | //+------------------------------------------------------------------+ int Cindibox_h::Run_DeMarker(const int index){ int i=ZeroIndex(index,Drange); int bef=ZeroIndex(index-(int)1,Drange); int pi = ZeroIndex(index,range); int pbef=ZeroIndex(index-(int)1,range); int k,z; double maxsum=0.0,minsum=0.0,dNum=0.0; if(prev_calculated[2]==0){ DeMarker[i].max=0.0; DeMarker[i].min=0.0; }else if(prev_calculated[2]>0 && prev_calculated[2]<DeMarker_Period){ if(price[pi].high>price[pbef].high)DeMarker[i].max=price[pi].high-price[pbef].high; else DeMarker[i].max = 0.0; if(price[pbef].low>price[pi].low)DeMarker[i].min=price[pbef].low-price[pi].low; else DeMarker[i].min = 0.0; }else{ if(price[pi].high>price[pbef].high)DeMarker[i].max=price[pi].high-price[pbef].high; else DeMarker[i].max = 0.0; if(price[pbef].low>price[pi].low)DeMarker[i].min=price[pbef].low-price[pi].low; else DeMarker[i].min = 0.0; for(k=0;k<DeMarker_Period;k++){ z=ZeroIndex(index-k,Drange); maxsum+=DeMarker[z].max; minsum+=DeMarker[z].min; } DeMarker[i].avmax=maxsum/DeMarker_Period; DeMarker[i].avmin=minsum/DeMarker_Period; dNum=DeMarker[i].avmax+DeMarker[i].avmin; if(dNum!=0) DeMarker[i].main=NormalizeDouble(DeMarker[i].avmax/dNum,digit); else DeMarker[i].main=0.0; } DeMarker[i].time=price[ZeroIndex(index,range)].time; prev_calculated[2]++; return(prev_calculated[2]); } //+------------------------------------------------------------------+ //| 価格の取得 | //+------------------------------------------------------------------+ MqlRates Cindibox_h::Get_price(const int index){ int i=ZeroIndex(bufindex+index,range); return(price[i]); } //+------------------------------------------------------------------+ //| DeMarkerの値の取得 | //+------------------------------------------------------------------+ Custom_Ddate Cindibox_h::Get_DeMarker(const int index){return(DeMarker[ZeroIndex(bufindex+index,Drange)]);} //+------------------------------------------------------------------+ //| 平均足の値の取得 | //+------------------------------------------------------------------+ Custom_date Cindibox_h::Get_HeikenAshi(const int index){return( Heiken[ZeroIndex(bufindex+index,Hrange)]);} //+------------------------------------------------------------------+ //| MAの値の取得 | //+------------------------------------------------------------------+ Custom_MA Cindibox_h::Get_Ma(const int index){return(MA[ZeroIndex(bufindex+index,Mrange)]);} //+------------------------------------------------------------------+ //| 高値と安値と中値の取得 | //+------------------------------------------------------------------+ HL_date Cindibox_h::Get_HL(){ double hig,lwg; HL_date q; hig = phi[ArrayMaximum(phi)]; lwg = plw[ArrayMinimum(plw)]; q.av = (lwg+hig)/2; q.wid = hig-lwg; return(q); }
こんな感じです。＾＾；
まとめ
さてさて、いくつバグがあるでしょうか？
2 件のコメント :
影ながらATCを応援している者です。
datetime Cindibox_h::frametime(ENUM_TIMEFRAMES timef)にPERIOD_M6とかPERIOD_M20とかPERIOD_M12がないような．．。
時間の計算が人間業とは思えないトリッキーさでよくわかりませんでした．．。なぜSleep()が．．。
この関数のdatetimeという戻り値の型も変ですよね。
if(--retry_count!=0) continue;
リトライが動作しない。
partial_closeがfalseだとwhile(partial_close);でループを抜けてしまいます。
ENUM_ORDER_TYPE CATCtrade::creattype(const int typec)
return(ORDER_TYPE_BUY)とreturn(NULL)を返していますが、どちらも0で同値です。ただ動作には影響ないです。
ENUM_ORDER_TYPEにORDER_TYPE_FLATを作成しなかったMetaQuotes社の仕様決めのいい加減さが原因だと思います。
ポジションの状態を調べるのにPositionSelect()とPositionGetInteger()の2つの関数の組み合わせが必要になりますし。
deviation =10;
1pipsは狭すぎではないですか？
ありがとうございます。
そうなんです。
PERIOD_M6とかPERIOD_M20とかPERIOD_M12がないんです。。orz
その為に、それらのペアの事前計算がされていない様です。
その他の事項についても、後日に精査して報告します。
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