вкр_ященко (1204297), страница 6
Текст из файла (страница 6)
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ПРИЛОЖЕНИЕА
(справочное)
Код программы на mql
Основные компоненты программы на языке MQL5
Инициализация переменных:
#include<Trade\Trade.mqh>
#include<Trade\PositionInfo.mqh>
inputdoublew0=0.5;
input double w1=0.5;
input double w2=0.5;
input double w3=0.5;
input double w4=0.5;
input double w5=0.5;
input double w6=0.5;
input double w7=0.5;
input double w8=0.5;
inputdoublew9=0.5;
intiRSI_handle;
doubleiRSI_buf[];
doubleinputs[10];
doubleweight[10];
doubleout;
stringmy_symbol;
ENUM_TIMEFRAMESmy_timeframe; //
doublelot_size;
CTradem_Trade;
CPositionInfom_Position;
externdouble Lots=0.1;
externdoubleStopLoss=180.0;
externdoubleTakeProfit=270.0;
externintFastMA=18;
externintSlowMA=36;
externintSignalMA=21;
externdouble Delta=-0.6;
externintAnnsNumber=16;
externintAnnInputs=30;
externboolNeuroFilter=true;
externboolSaveAnn=false;
externintDebugLevel=2;
externdoubleMinimalBalance=100;
externbool Parallel=true;
inputintnNeuronEntra= 35;
inputintnNeuronSal= 1;
inputint nNeuronCapa1= 45;
inputint nNeuronCapa2= 10;
Вычислительная часть программы:
start()
{
inti;
boolBuySignal=false;
boolSellSignal=false;
doubletrain_output[1];
if(!trade_allowed())
{
return(-1);
}
ann_prepare_input();
run_anns();
doubleMacdLast=iMACD(NULL,0,FastMA,SlowMA,SignalMA,PRICE_CLOSE,
MODE_MAIN,1);
doubleMacdPrev=iMACD(NULL,0,FastMA,SlowMA,SignalMA,PRICE_CLOSE,
MODE_MAIN,2);
doubleSignalLast=iMACD(NULL,0,FastMA,SlowMA,SignalMA,PRICE_CLOSE,
MODE_SIGNAL,
1);
doubleSignalPrev=iMACD(NULL,0,FastMA,SlowMA,SignalMA,PRICE_CLOSE,
MODE_SIGNAL,
2);
if(MacdLast>SignalLast&&MacdPrev<SignalPrev)
{
BuySignal=true;
}
if(MacdLast<SignalLast&&MacdPrev>SignalPrev)
{
SellSignal=true;
}
if(LongTicket==-1)
{
if(BuySignal)
{
if(!NeuroFilter || ann_wise_long()>Delta)
{
LongTicket=
OrderSend(Symbol(),OP_BUY,Lots,Ask,3,
Bid-StopLoss*Point,
Ask+TakeProfit*Point,
NAME+"-"+"L ",MagicNumber,0,Blue);
}
for(i=0;i<AnnInputs;i++)
{
LongInput[i]=InputVector[i];
}
}
} else {
OrderSelect(LongTicket,SELECT_BY_TICKET);
if(OrderCloseTime()==0)
{
if(SellSignal&&OrderProfit()>0)
{
OrderClose(LongTicket,Lots,Bid,3);
}
}
if(OrderCloseTime()!=0)
{
LongTicket=-1;
if(OrderProfit()>=0)
{
train_output[0]=1;
} else {
train_output[0]=-1;
}
for(i=0;i<AnnsNumber;i+=2)
{
ann_train(AnnsArray[i],LongInput,train_output);
}
}
}
if(ShortTicket==-1)
{
if(SellSignal)
{
if(!NeuroFilter || ann_wise_short()>Delta)
{
ShortTicket=
OrderSend(Symbol(),OP_SELL,Lots,Bid,3,
Ask+StopLoss*Point,
Bid-TakeProfit*Point,NAME+"-"+"S ",
MagicNumber,0,Red);
}
for(i=0;i<AnnInputs;i++)
{
ShortInput[i]=InputVector[i];
}
}
} else {
OrderSelect(ShortTicket,SELECT_BY_TICKET);
if(OrderCloseTime()==0)
{
// Order is opened
if(BuySignal&&OrderProfit()>0)
{
OrderClose(LongTicket,Lots,Bid,3);
}
}
if(OrderCloseTime()!=0)
{
// Order is closed
ShortTicket=-1;
if(OrderProfit()>=0)
{
train_output[0]=1;
} else {
train_output[0]=-1;
}
for(i=1;i<AnnsNumber;i+=2)
{
ann_train(AnnsArray[i],ShortInput,train_output);
}
}
}
return(0);
}
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