量化交易系统

MT4-DYJ TwoMATrendFollowing

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这个EA是基于经典的趋势跟踪系统监测入场信号的。它是基于ATR和CCI指标与移动平均线指标 DYJ TwoMACrossAlarm ,它使用2条移动平均线交叉查找信号,2个平均线分为一个快速和慢速移动平均线,这个EA使用了动态分配移动平均线MA1和MA2的周期,平均线周期使用了斐波那契数列,例如5,8 或 13,21 或 21,34 或......;当快速MA1向上穿越慢速MA2与CCI值向上穿越0线时,建立多单。当快速MA1向下穿越慢速MA2与CCI值向下穿越0线时,建立空单。ATR指标用于自动计算止损。如果有相反信号以及止损,止盈,追踪止损退出.

输入参数

MA Setup

  • IsAutoAllocationMA = true - Dynamic allocation Period

Fast MA Setup

  • Period =5 - period of Faster Moving Average (value 5 ),if not automatic allocation period .
  • Mode = EMA - type of Moving Average (SMA, EMA, SMMA, LWMA).
  • Price =Close - type of price (Close,Open, Low, High, Median, Typical, Weighted).

Slow MA Setup

  • Period = 8 - period of Slower MA (value 10),if not automatic allocation period .
  • Mode =SMA - type of Moving Average (SMA, EMA, SMMA, LWMA).
  • Price =Close - type of price (Close,Open, Low, High, Median, Typical, Weighted).
  • Distance - 10 Distance Between MA
CCI and ATR period
  • CCI Period = 14 - the signals are strengthened (filtered) by an additional signal from the CCI indicator
  • ATR Period = 14 - the period of ATR for placing a stop loss

Risk Setup

  • Risk_Management = Automatic - Automatic will calculate lots automatically.
  • Auto_Risk_Percent = 2 - Automatic Risk. For ex: 2 means 2%.
  • Auto_Max_Risk_in_Total_Orders = 10 - Automatic Max Risk. For ex: 10 means 10%.
  • Manual_Lots = 0.01 - Manual Number of lots (if not automatic risk)
  • Manual_Maximum_Lots = 1 - Maximum lots.
  • MaxTrades:9 - Maximum Postions Number.

Entry Period

  • EntryMinTimeFrame:H4 - Entry Minimum Period
  • EntryMaxTimeFrame:D1 - Entry Maximum Period
Automatic Stop Loss and take profit
  • AutoStopLoss = AutomaticStop - Automatic stop or manual stop.
  • MaxBarsToCheckStop = 3 - MaxBars To Check Stoploss
  • TPTimesStopLoss = 3 - TP is 3 Times StopLoss.
Manual  Stop Loss and take profit
  • StopLoss = 150 - Stop loss in pips, manual stop.
  • TakeProfit = 300 - Take profit in Pips.
Automatic Trailing
  • UseTrailingStop = false - Trailing stop loss on/off.
  • TrailingStop = 20 - Trailing StartStop in Pips.
  • TrailingStep = 5 - Trailing Step in Pips.

Order

  • Slippage = 3 - Maximum price slippage for orders.
  • PROFIT = 50 - Orders will be closed as soon as the current profit is equal or above the preset PROFIT.
  • Direction =Both - Trade directions. Both :Allows both, Buy : Allows Buy, Sell : Allows Sell, Disable : Disable Trade.
  • Wait_Mins_For_Next_Trade = 30 - Wait time for the next trade.

注意

  • 如果你测试没有更佳配置,请使用默认配置。

关于作者

  • 作者:dayingcao,我是一个具有丰富经验的软件工程师.