Changeset 5

Timestamp:

Jun 16, 2008, 3:24:03 PM (17 years ago)

Author:

george

Message:

Přidáno: Omezení minimální prodlevy mezi obchody pro odstranění obchodů při kmitání průměrů kolem sebe.

File:

• MovingAverageCrossing.mq4 (modified) (5 diffs)

MovingAverageCrossing.mq4

@@ -10 +10 @@
 
 extern double Lots               = 0.1;
-extern double MaximumRisk        = 0.02;
-extern double DecreaseFactor     = 3;
-extern double ShortMovingPeriod       = 5;
+extern double ShortMovingPeriod       = 10;
 extern double ShortMovingShift        = 0;
-extern double LongMovingPeriod       = 20;
+extern double LongMovingPeriod       = 60;
 extern double LongMovingShift        = 0;
-extern double PricePeriod       = 2;
-extern double MinDerivation      = 0.0002;
-extern double MinimumDistance    = 0.04;
-extern double BaseTrailingStop  = 50;
+extern double BaseTrailingStop  = 100;
 extern double TrailingStopPart  = 0.6;
+extern int MinBarsBetweenOrders = 10;
 
+/*
 int MathSign(double Value)
 {
@@ -28 +25 @@
   else return(0);
 }
+*/
 
 void Check()
@@ -41 +39 @@
   static int SameDirectionCount = 0;
   static int LastPolarity;
+  static bool FirstStart = true;
   double TrailingStop;
+  static datetime TimeLastOrder;
   
   // Go trading only for first tiks of new bar
@@ -50 +50 @@
   LongMovingAverage = iMA(NULL, 0, LongMovingPeriod, LongMovingShift, MODE_SMA, PRICE_MEDIAN, 0);
   if(ShortMovingAverage > LongMovingAverage) Polarity = 1; else Polarity = -1;
-  if(LastPolarity != Polarity) PolarityChanged = true;
+  if((LastPolarity != Polarity) && (FirstStart == false)) PolarityChanged = true;
   
 /*
@@ -96 +96 @@
   // Order conditions
   //if(LastChangeDirection && (SameDirectionCount > 2))  
-  if(PolarityChanged)
+  if(PolarityChanged && ((TimeCurrent() - TimeLastOrder) > MinBarsBetweenOrders * (Time[0] - Time[1])))
   {
     if(Polarity == -1) res = OrderSend(Symbol(), OP_SELL, Lots, Bid, 3, Bid + BaseTrailingStop * Point, 0, "", MAGICMA, 0, Red);
     if(Polarity == 1) res = OrderSend(Symbol(), OP_BUY, Lots, Ask, 3, Ask - BaseTrailingStop * Point, 0, "", MAGICMA, 0, Blue);
-    PolarityChanged = false;
+    TimeLastOrder = TimeCurrent();
   }
+  PolarityChanged = false;
  
   //LastShortMovingAverage = ShortMovingAverage;
   //LastLongMovingAverage = LongMovingAverage;
   LastPolarity = Polarity;
+  FirstStart = false;
 }
 int init()