量化交易之MQL4篇 - 自定义指标基础

//+------------------------------------------------------------------+

//|                                                          foo.mq4 |

//|                                      Copyright 2018, Tang Qizhe. |

//|                                            https://www.baidu.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2018, Tang Qizhe."

#property link      "https://www.baidu.com"

#property version   "1.00"

#property strict

#property indicator_chart_window

#property indicator_buffers 4

#property indicator_plots   4


//--- plot shortPeriodLine

const string shortPeriodLine = "shortPeriodLine";

#property indicator_label1  "shortPeriodLine"

#property indicator_type1   DRAW_LINE

#property indicator_color1  clrRed

#property indicator_style1  STYLE_SOLID

#property indicator_width1  1

double shortPeriodLineBuffer[];


//--- plot longPeriodLine

const string longPeriodLine = "longPeriodLine";

#property indicator_label2  "longPeriodLine"

#property indicator_type2   DRAW_LINE

#property indicator_color2  clrWhite

#property indicator_style2  STYLE_SOLID

#property indicator_width2  1

double longPeriodLineBuffer[];


//--- plot buyArrow

const string buyArrow = "buyArrow";

#property indicator_label3  "buyArrow"

#property indicator_type3   DRAW_ARROW;

#property indicator_color3  clrRed

#property indicator_style3  STYLE_SOLID

#property indicator_width3  1

double buyArrowBuffer[];


//--- plot sellArrow

const string sellArrow = "sellArrow";

#property indicator_label4  "sellArrow"

#property indicator_type4   DRAW_ARROW

#property indicator_color4  clrLime

#property indicator_style4  STYLE_SOLID

#property indicator_width4  1

double sellArrowBuffer[];


//--- input parameters

input int shortPeriodDay = 10;

input int longPeriodDay = 20;



int OnInit() {

   

    
// 设置buffer数组与指标的一一对应关系

    SetIndexBuffer(0,shortPeriodLineBuffer);

    SetIndexBuffer(1,longPeriodLineBuffer);

    SetIndexBuffer(2,buyArrowBuffer);

    SetIndexBuffer(3,sellArrowBuffer);

    

    

   
 // 设置箭头类型(225、226为箭头的类型)

    SetIndexArrow(2, 225);

    SetIndexArrow(3, 226);

    

    

   
 /** 指标准备工作的另一种形式

    SetIndexBuffer(0,shortPeriodLineBuffer);

    SetIndexLabel(0, "shortPeriodLine");

    SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 1, clrRed);

    
*/

    

    return(INIT_SUCCEEDED);

}




int OnCalculate(const int rates_total,

                const int prev_calculated,

                const datetime &time[],

                const double &open[],

                const double &high[],

                const double &low[],

                const double &close[],

                const long &tick_volume[],

                const long &volume[],

                const int &spread[]) {

    

   
// 异常处理：如果当前k线数目过少, 则不执行之后的代码

   if(rates_total < MathMax(shortPeriodDay, longPeriodDay)) return 0;

   

   // 优化程序的执行效率：只操作之前没操作过的k线.(limit: 需要跟新的k线个数)

   int limit = rates_total - prev_calculated;

   

   
// 最后一根k线有新的价格来时, 仅刷新最后一根k线

   if(limit == 0) limit++;

   

   

   // 根据系统自带指标MA, 画两条线

   for(int i = 0; i < limit; i++) {

      shortPeriodLineBuffer[i] = iMA(Symbol(), PERIOD_CURRENT, shortPeriodDay, 0, MODE_SMA, PRICE_CLOSE, i);

      longPeriodLineBuffer[i] = iMA(Symbol(), PERIOD_CURRENT, longPeriodDay, 0, MODE_SMA, PRICE_CLOSE, i);

   }

   

   

   // 在两条线的交叉处画箭头

   for(int i = 0; i < limit; i++) {

      if(shortPeriodLineBuffer[i] > longPeriodLineBuffer[i] && shortPeriodLineBuffer[i+1] < longPeriodLineBuffer[i+1]) {

         buyArrowBuffer[i] = shortPeriodLineBuffer[i];

  } else if(shortPeriodLineBuffer[i]<longPeriodLineBuffer[i] && shortPeriodLineBuffer[i+1]>longPeriodLineBuffer[i+1]) {

         sellArrowBuffer[i] = longPeriodLineBuffer[i];

      }

   }

              

   return(rates_total);
}