量化交易系统

MT4-DYJ ThreeMACross

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这个 Expert Advisor 是基于3条移动平均线指标,移动平均线交叉基于下列思想:快速、中速、慢速3条移动平均线交叉时,作为开仓和关仓的信号,其中三线交叉包含了三线交叉于一个点的特例。

当FastMA(MA1) 向上穿越middleMA(MA2)与middleMA(MA2)向上穿越slowMA(MA3)时建立多单.

当FastMA(MA1) 向下穿越middleMA(MA2)与middleMA(MA2)向下穿越slowMA(MA3)时建立空单;

当FastMA(MA1) 向下穿越middleMA(MA2),关闭多单,当FastMA(MA1) 向上穿越middleMA(MA2),关闭空单。

这个专家使用了资金管理,传统的止损、止盈、追踪止损。每次交易只有一个订单,这确保交易的最大安全。


输入参数:

Fast MA settings
  • Period = 5 - period of Faster Moving Average (value 5 ).
  • Mode = EMA - type of Moving Average (SMA, EMA, SMMA, LWMA).
  • Price = Close - type of price (Close,Open, Low, High, Median, Typical, Weighted).
middle MA settings
  • Period = 20 - period of middle MA (value 20).
  • Mode  = EMA - type of Moving Average (SMA, EMA, SMMA, LWMA).
  • Price = Close - type of price (Close,Open, Low, High, Median, Typical, Weighted).
Slow MA settings
  • Period = 50 - period of Slower MA (value 50).
  • Mode = SMA - type of Moving Average (SMA, EMA, SMMA, LWMA).
  • Price = Close - type of price (Close,Open, Low, High, Median, Typical, Weighted).
Other MA settings
  • NumBarsToCross = 3 - NumBars To Cross
  • LimitBars = 20 - Limit Bars
  • Distance = 50 - MA1 and MA2 Distance
Risk settings
  • 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.
Trade settings
  • Max_Order = 1 - Maximum orders.
  • EntryMinTimeFrame = H4 - Entry Minimum TimeFrame.
  • EntryMaxTimeFrame = H4 - Entry Maximum TimeFrame.
  • Wait_Mins_For_Next_Trade = 30 - Wait time for the next trade.
  • Direction = Both - Trade directions. Both : Allows both, Buy : Allows Buy, Sell : Allows Sell, Disable : Disable Trade.
  • Slippage = 3 - Maximum price slippage for orders.
--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.(if not automatic stop)
  • TakeProfit = 300 - Take profit in Pips. (if not automatic stop)
  • PROFIT = 50 - Orders will be closed as soon as the current profit is equal or above the preset PROFIT.
--Trailing stop settings
  • IsAutoTrailing = trail_on - Trailing stop loss 20 - Trailing StartStop in Pips.
  • TrailingStep = 5 - Trailing Step in Pips.

关于作者

  • 作者:dayingcao,我是一个具有丰富经验的软件工程师.