期貨 EA回測(cè)的寫法和外匯EA一樣。 該EA是判斷如果當(dāng)前沒有倉位的話就買入，設(shè)置止盈為賣一價(jià)加上10個(gè)跳，設(shè)置止損為賣一價(jià)減去10個(gè)跳，如果當(dāng)前已經(jīng)持倉了就等待倉位止盈或者止損。 首先引入Trade.mqh頭文件，定義倉位，報(bào)單和報(bào)單返回結(jié)果的對(duì)象。

#include

CPositionInfo m_position;

MqlTradeRequest m_request;

MqlTradeResult m_result;

double tickSize=0;

獲得當(dāng)前圖表品種每一跳的大小

int OnInit()

{

//---

//獲得該品種每跳

tickSize=SymbolInfoDouble(Symbol(), SYMBOL_TRADE_TICK_SIZE);

//---

return(INIT_SUCCEEDED);

}

判斷如果當(dāng)前沒有倉位的話就買入1手，設(shè)置止盈為賣一價(jià)加上10個(gè)跳，設(shè)置止損為賣一價(jià)減去10個(gè)跳，如果當(dāng)前已經(jīng)持倉了就等待倉位止盈或者止損。

void OnTick()

{

if(m_position.Select(Symbol())) //持倉中

{

}

else //沒有持倉就對(duì)價(jià)開多倉

{

m_request.action =TRADE_ACTION_DEAL;

m_request.symbol =Symbol();

m_request.volume =1;

m_request.type =ORDER_TYPE_BUY;

m_request.price =SymbolInfoDouble(Symbol(),SYMBOL_ASK); //printf("price " + m_request.price );

m_request.deviation=0;

m_request.sl =m_request.price -10*tickSize; //10個(gè)跳止損

m_request.tp =m_request.price +10*tickSize; //10個(gè)跳止盈

if(!OrderSend(m_request,m_result))

{

printf("TRADE_RETCODE_REQUOTE %d %s %d", m_result.retcode, m_result.comment,m_result.retcode_external);

Print("request.price = ",m_request.price," result.ask = ", m_result.ask," result.bid = ",m_result.bid);

}

}

}