MQL4 - EA 交易 EMA 在平仓订单时发出

Question

我正在尝试使用 EMA 构建自己的 EA。当程序启动时，它将根据慢速和快速 EMA 的相对位置进行买入/卖出。然后程序应该在下一个 EMA 交叉时关闭交易。我的第一个障碍是找到一种方法来计算蜡烛图收盘时的 EMA，所以我请 chatgpt 来帮助我。经过多次尝试，他给我带来了一些使用 currenTime 和 prevTime 值 + if 条件的东西。尽管我不太明白为什么，但计算仍然有效。如果有人可以向我解释它，我会很高兴。现在我正在努力关闭我的订单，当打印 EMA 值时，我看到了交叉，但程序仍然不会关闭交易。我正在分享代码，我在 M15 上从 4 月 24 日到 4 月 25 日对英镑/日元进行回测，有 2 个交叉点（图片），程序应该在当天运行 3 笔交易。有什么帮助吗？下面是我的代码。

//+------------------------------------------------------------------+
//|                                                      EACrossover.mq4 |
//|                        Copyright 2024, Company Name               |
//|                                       http://www.company.net     |
//+------------------------------------------------------------------+
#property strict

// Global variables
input int fastEMA_Length = 9;     // Length of fast EMA
input int slowEMA_Length = 21;     // Length of slow EMA
input double lotSize = 0.1;  // Lot size
input int slippage = 3;     // slippage
input int magicNumber = 123456; // magic number
int buy_ticket, sell_ticket; // variables that store the OrderSend values
bool buying_order=false;
bool selling_order=false;
int i = 0; // bar counter
datetime prevTime = 0; // Variable to store the time of the previous tick (Created by ChatGPT)
// It is used for the calculation of EMA at the closure of candlestick

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit()
  {
   Print("EA Initialization");
   return(INIT_SUCCEEDED);
  }


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnTick()
  {
   datetime currentTime = Time[0]; // Get the time of the current tick

// Check if the current tick is on a new bar by comparing its time with the previous tick
   if(currentTime != prevTime)
     {
      // Update the previous tick time with the current tick time
      prevTime = currentTime;
      i++; // Increment the bar counter

      // Calculate the EMAs for the current bar
      double currentFastEMA = iMA(NULL, 0, fastEMA_Length, 0, MODE_EMA, PRICE_CLOSE, 0);
      double currentSlowEMA = iMA(NULL, 0, slowEMA_Length, 0, MODE_EMA, PRICE_CLOSE, 0);

      if(OrdersTotal() == 0) // We open a trade when there is no trade actually opened
        {

         // Check EMA position to buy or sell
         if(currentFastEMA > currentSlowEMA)
           {
            buy_ticket = OrderSend(Symbol(), OP_BUY, lotSize, Ask, slippage, 0, 0, "", magicNumber, 0, Green);
            buying_order=true;
            Print("I'm buying !");
           }
         else
           {
            sell_ticket = OrderSend(Symbol(), OP_SELL, lotSize, Bid, slippage, 0, 0, "", magicNumber, 0, Green);
            selling_order=true;
            Print("I'm selling !");
           }
        }
      else
        {
         Print("FastEMA=",currentFastEMA," slowEMA=",currentSlowEMA," iteration n°",i);
         // If a trade is opened we decide to close it at the next EMA crossover
         if(buying_order==true)  //closing buying order
           {
            if(currentFastEMA < currentSlowEMA)
              {
               OrderClose(buy_ticket,lotSize, PRICE_CLOSE,slippage,clrNONE);
              }
            buying_order=false;
           }

         if(selling_order==true)  //closing selling order
           {
            if(currentFastEMA > currentSlowEMA)
              {
               OrderClose(sell_ticket,lotSize,PRICE_CLOSE,slippage,clrNONE);
              }
            selling_order=false;
           }
        }
     }
  }

有时我会遇到错误 138，具体取决于 TF。

Answer 1

要关闭买单，必须以买入价关闭。 要关闭卖单，必须以要价关闭。

这意味着我们重写代码：

            if(buying_order && currentFastEMA < currentSlowEMA) //closing buy order
             {              
               OrderClose(buy_ticket,lotSize, **Bid**,slippage,clrNONE);
               buying_order=false;
             }       
     
            if(selling_order && currentFastEMA > currentSlowEMA) //closing sell order
             {
               OrderClose(sell_ticket,lotSize,**Ask**,slippage,clrNONE);
               selling_order=false;
            }