网格交易法策略（MT4版）

网格交易法策略本策略代码实现了一种网格交易法，通过在预设的网格参数下，根据市场价格的变动自动进行买卖操作。策略主要包含初始化函数`init()`和主函数`start()`，其中`init()`用于设置初始参数，`start()`则负责执行网格交易逻辑。1.**初始化函数**：在`init()`函数中，首先设置了DTS值，然后定义了魔术编号Magic，将网格参数转换为点数，获取市场的止损级别，并初始化成功返回0。2.**主函数**：`start()`函数是策略的核心部分，它首先计算当前价格与网格对齐的价格，然后分别进行下网格和上网格的布网操作。-**下网格布网**：从PivotPr开始向下布网，遍历所有订单，统计特定魔术编号和开仓价格的买入和卖出订单数量。如果没有买入订单，则根据条件发送买入限价订单或买入操作；如果没有卖出订单，则发送卖出止损订单或卖出操作。-**上网格布网**：从PivotPr开始向上布网，同样遍历所有订单，统计特定魔术编号和开仓价格的买入和卖出订单数量。如果没有买入订单，则根据条件发送买入止损订单或买入操作；如果没有卖出订单，则发送卖出限价订单或卖出操作。3.**订单操作**：在每次发送订单后，如果订单成功，会弹出提示信息并等待10秒；如果订单失败，则会提示错误信息。4.**策略执行完毕**：`start()`函数执行完毕后返回0，表示策略执行完成。5.**注释和调试信息**：代码中包含了一些注释和调试信息，如检查Multiple的值是否为0，以及开仓成功的提示信息。6.**策略逻辑**：整体而言，该策略通过在价格波动的上下限设置买卖订单，实现了在价格波动中进行多次买卖的目的，以期获得利润。7.**注意事项**：在实际应用中，需要根据市场情况调整网格参数，如GridStep和GridLength，以及考虑交易成本和滑点等因素对策略性能的影响。8.**策略适用性**：该策略适用于有一定波动性的市场，对于趋势明显或者波动性极低的市场，可能不会产生预期的效果。9.**风险管理**：策略中没有明确的风险管理措施，如设置止损点，因此在实际应用中需要结合其他风险管理工具使用。一个基于网格交易法的自动化交易策略实现，通过编程实现自动化的买卖操作，旨在利用市场的价格波动来获取利润。代码说明://脚本属性#propertycopy*"Copy*顺势加码2006"#propertylink"bonnyshi@"//包含标准库#include<stdlib.mqh>//外部变量定义externdoubleGridStep=50;//每个网格的价格间隔externdoubleGridLength=100;//网格的总长度doublePivotPr,Multiple,i,Lots=0.1,STOPLEVEL,TP,ST;stringText="Grid";intMagic,j,BuyCount,SellCount,DTS,Ticket;//+------------------------------------------------------------------+//初始化函数intinit(){//初始化DTS值if(DTS==4)DTS=2;elseDTS=0;//设置魔术编号Magic=105;//转换网格参数为点数GridStep=GridStep*Point;GridLength=GridLength*Point;//获取市场的止损级别STOPLEVEL=MarketInfo(Symbol(),MODE_STOPLEVEL)*Point;//初始化成功return(0);}//+------------------------------------------------------------------+//主函数intstart(){//计算当前价格与网格对齐的价格Multiple=NormalizeDouble((Bid-NormalizeDouble(Bid,DTS))/GridStep,0);PivotPr=NormalizeDouble(Bid,DTS)+GridStep*Multiple;//下网格布网for(i=PivotPr;i>=PivotPr-GridLength;i=i-GridStep){//初始化计数器BuyCount=0;SellCount=0;//遍历所有订单for(j=0;j<OrdersTotal();j++){//选择订单if(OrderSelect(j,SELECT_BY_POS)==false)return(0);//检查订单的魔术编号和开仓价格if(OrderMagicNumber()==Magic&&NormalizeDouble(OrderOpenPrice(),DTS)==NormalizeDouble(i,DTS)){//根据订单类型增加计数if(OrderType()==OP_BUY||OrderType()==OP_BUYLIMIT)BuyCount++;if(OrderType()==OP_SELL||OrderType()==OP_SELLSTOP)SellCount++;}}//如果没有买入订单，则发送买入限价订单if(BuyCount==0){TP=i+GridStep;ST=0;if(Ask-i>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_BUYLIMIT,Lots,i,0,ST,TP,"Grid-BuyLimit",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-BuyLimit=",i,"开仓成功");elseAlert(Symbol(),"Grid-BuyLimit=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);}if(Ask==i){Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid-Buy",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-Buy=",i,"开仓成功");elseAlert(Symbol(),"Grid-Buy=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);}}//如果没有卖出订单，则发送卖出止损订单if(SellCount==0){TP=i-GridStep;ST=0;if(Bid-i>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,i,0,ST,TP,"Grid-SellStop",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-SellStop=",i,"开仓成功");elseAlert(Symbol(),"Grid-SellStop=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);}if(Bid==i){Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid-Sell",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",//如果没有卖出订单，则发送卖出止损订单if(SellCount==0){TP=i-GridStep;ST=0;if(Bid-i>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,i,0,ST,TP,"Grid-SellStop",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-SellStop=",i,"开仓成功");elseAlert(Symbol(),"Grid-SellStop=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);//等待10秒}if(Bid==i){Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid-Sell",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-Sell=",i,"开仓成功");elseAlert(Symbol(),"Grid-Sell=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);//等待10秒}}}}//上网格布网for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep){//初始化计数器BuyCount=0;SellCount=0;//遍历所有订单for(j=0;j<OrdersTotal();j++){//选择订单if(OrderSelect(j,SELECT_BY_POS)==false)return(0);//检查订单的魔术编号和开仓价格if(OrderMagicNumber()==Magic&&NormalizeDouble(OrderOpenPrice(),DTS)==NormalizeDouble(i,DTS)){//根据订单类型增加计数if(OrderType()==OP_BUY||OrderType()==OP_BUYSTOP)BuyCount++;if(OrderType()==OP_SELL||OrderType()==OP_SELLLIMIT)SellCount++;}}//如果没有买入订单，则发送买入止损订单if(BuyCount==0){TP=i+GridStep;ST=0;if(i-Ask>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,i,0,ST,TP,"Grid+BuyStop",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid+BuyStop=",i,"开仓成功");elseAlert(Symbol(),"Grid+BuyStop=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);//等待10秒}if(i==Ask){Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid+Buy",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid+Buy=",i,"开仓成功");elseAlert(Symbol(),"Grid+Buy=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);//等待10秒}}//如果没有卖出订单，则发送卖出限价订单if(SellCount==0){TP=i-GridStep;ST=0;if(i-Bid>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_SELLLIMIT,Lots,i,0,ST,TP,"Grid+SellLimit",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid+SellLimit=",i,"开仓成功");elseAlert(Symbol(),"Grid+SellLimit=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);//等待10秒}if(i==Bid){Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid+Sell",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid+Sell=",i,"开仓成功");elseAlert(Symbol(),"Grid+Sell=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);//等待10秒}}}//策略执行完毕return(0);}策略代码#propertycopy*"Copy*顺势加码2006"#propertylink"bonnyshi@"//包含标准库#include<stdlib.mqh>externdoubleGridStep=50;//格幅externdoubleGridLength=100;//格长doublePivotPr,Multiple,i,Lots=0.1,STOPLEVEL,TP,ST;stringText="Grid";intMagic,j,BuyCount,SellCount,DTS,Ticket;intinit()if(DTS==4)DTS=2;elseDTS=0;Magic=105;GridStep=GridStep*Point;GridLength=GridLength*Point;STOPLEVEL=MarketInfo(Symbol(),MODE_STOPLEVEL)*Point;return(0);intstart(){Multiple=NormalizeDouble((Bid-NormalizeDouble(Bid,DTS))/GridStep,0);//评rint检查这地方出值为0PivotPr=NormalizeDouble(Bid,DTS)+GridStep*Multiple;//下网格布网for(i=PivotPr;i>=PivotPr-GridLength;i=i-GridStep){BuyCount=0;SellCount=0;for(j=0;j<OrdersTotal();j++){if(OrderSelect(j,SELECT_BY_POS)==false)return(0);if(OrderMagicNumber()==Magic&&NormalizeDouble(OrderOpenPr(),DTS)==NormalizeDouble(i,DTS)){if(OrderType()==OP_BUY||OrderType()==OP_BUYLIMIT)BuyCount++;if(OrderType()==OP_SELL||OrderType()==OP_SELLSTOP)SellCount++;}}if(BuyCount==0){TP=i+GridStep;ST=0;if(Ask-i>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_BUYLIMIT,Lots,i,0,ST,TP,"Grid-BuyLimit",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-BuyLimit=",i,"开仓成功");elseAlert(Symbol(),"Grid-BuyLimit=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);}if(Ask==i){Ticket=OrderSend(Symbol(),OP_BUY,Lots,i,0,ST,TP,"Grid-Buy",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-Buy=",i,"开仓成功");elseAlert(Symbol(),"Grid-Buy=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);}}if(SellCount==0){TP=i-GridStep;ST=0;if(Bid-i>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_SELLSTOP,Lots,i,0,ST,TP,"Grid-SellStop",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-SellStop=",i,"开仓成功");elseAlert(Symbol(),"Grid-SellStop=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);}if(Bid==i){Ticket=OrderSend(Symbol(),OP_SELL,Lots,i,0,ST,TP,"Grid-Sell",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid-BuyLimit=",i,"开仓成功");elseAlert(Symbol(),"Grid-BuyLimit=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000);}}}//上网格布网for(i=PivotPr+GridStep;i<=PivotPr+GridLength;i=i+GridStep){BuyCount=0;SellCount=0;for(j=0;j<OrdersTotal();j++){if(OrderSelect(j,SELECT_BY_POS)==false)return(0);if(OrderMagicNumber()==Magic&&NormalizeDouble(OrderOpenPrice(),DTS)==NormalizeDouble(i,DTS)){if(OrderType()==OP_BUY||OrderType()==OP_BUYSTOP)BuyCount++;if(OrderType()==OP_SELL||OrderType()==OP_SELLLIMIT)SellCount++;}}if(BuyCount==0){TP=i+GridStep;ST=0;if(i-Ask>=STOPLEVEL){Ticket=OrderSend(Symbol(),OP_BUYSTOP,Lots,i,0,ST,TP,"Grid+BuyStop",Magic,0,0);if(Ticket>0)Alert(Symbol(),"",Ticket,"Grid+BuyStop=",i,"开仓成功");elseAlert(Symbol(),"Grid+BuyStop=",i,"开仓失败:",ErrorDescription(GetLastError()));Sleep(10000)