813 lines
49 KiB
MQL4
813 lines
49 KiB
MQL4
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<EFBFBD><EFBFBD>/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
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/ / | T E S T . m q 4 |
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/ / | C o p y r i g h t 2 0 1 6 , M e t a Q u o t e s S o f t w a r e C o r p . |
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/ / | h t t p s : / / w w w . m q l 5 . c o m |
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
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# p r o p e r t y s t r i c t
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/ / Rc<EFBFBD>W<EFBFBD>[ <EFBFBD>
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e n u m E N U M _ O N O F F {
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o f f = 0 , / / O F F
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o n = 1 / / O N
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} ;
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e n u m E N U M _ P E R I O D {
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P e r i o d _ M 1 = 1 , / / 1 R<EFBFBD><EFBFBD>
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P e r i o d _ M 5 = 5 , / / 5 R<EFBFBD><EFBFBD>
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P e r i o d _ M 1 5 = 1 5 , / / 1 5 R<EFBFBD><EFBFBD>
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P e r i o d _ M 3 0 = 3 0 , / / 3 0 R<EFBFBD><EFBFBD>
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P e r i o d _ H 1 = 6 0 , / / 1 Bf<EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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P e r i o d _ H 4 = 2 4 0 , / / 4 Bf<EFBFBD><EFBFBD><EFBFBD><EFBFBD>
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P e r i o d _ D 1 = 1 4 4 0 , / / <EFBFBD>e<EFBFBD><EFBFBD>
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P e r i o d _ W 1 = 1 0 0 8 0 , / / 1<EFBFBD><EFBFBD><EFBFBD>
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P e r i o d _ M N 1 = 4 3 2 0 0 , / / g<EFBFBD><EFBFBD>
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} ;
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/ / <EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD><EFBFBD>(u<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%
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i n p u t s t r i n g T r a d e S y m b o l = " U S D J P Y , E U R J P Y , E U R U S D , G B P U S D , G B P J P Y , E U R G B P , A U D U S D , A U D J P Y " ; / / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0<EFBFBD><EFBFBD><EFBFBD>
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i n p u t s t r i n g S u f f i x = " " ; / / <EFBFBD><EFBFBD><EFBFBD>n0<EFBFBD>N<EFBFBD><EFBFBD><EFBFBD>eW[
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/ / <EFBFBD>Q萰0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 Ype
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i n t S y m b o l S i z e ; / / <EFBFBD><EFBFBD><EFBFBD>n0pe
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s t r i n g S y m b o l A r r a y [ ] ; / / <EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<h
}Y0<EFBFBD>0M<EFBFBD>R
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s t r i n g _ s y m b o l ; / / _ S y m b o l n0<EFBFBD>N<EFBFBD>fH0
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i n t _ d i g i t s ; / / _ D i g i t s n0<EFBFBD>N<EFBFBD>fH0
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d o u b l e _ p o i n t ; / / _ P o i n t n0<EFBFBD>N<EFBFBD>fH0
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M q l T i c k _ t i c k ; / / A s k B i d n0<EFBFBD>N<EFBFBD>fH0
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
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/ / | |
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
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i n t O n I n i t ( )
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{
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/ / <EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0:SR<EFBFBD>0g0M<EFBFBD>Rk0<h
}
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S y m b o l S i z e = S t r i n g S p l i t ( T r a d e S y m b o l , ' , ' , S y m b o l A r r a y ) ;
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r e t u r n ( I N I T _ S U C C E E D E D ) ;
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}
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/ / <EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%
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i n p u t i n t S l i p p a g e = 3 ; / / S l i p p a g e _ P o i n t
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i n p u t i n t M a x S p r e a d P i p s = 5 ; / / S p r e a d _ P i p s
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d o u b l e x s p r e a d ;
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i n p u t i n t M a g i c N u m b e r = 1 2 3 4 5 ;
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i n p u t d o u b l e L o t s = 0 . 1 ;
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i n p u t i n t T a k e P r o f i t _ p i p s = 1 0 0 0 ;
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i n p u t i n t S t o p L o s s _ p i p s = 1 0 0 0 ;
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i n p u t i n t R i k a k u _ p i p s = 1 0 0 0 ;
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i n p u t i n t S o n g i r i _ p i p s = 1 0 0 0 ;
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e x t e r n E N U M _ P E R I O D E A _ P E R I O D = P e r i o d _ M 5 ;
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
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i n p u t i n t T r a i l i n g S t o p S t a r t P i p s = 1 0 0 0 ;
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i n p u t i n t T r a i l i n g S t o p P i p s = 1 0 0 0 ;
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/ / c$PR<EFBFBD>0 NR0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
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i n p u t i n t R e L i m i t A c t i o n P i p s = 1 0 0 0 ;
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i n p u t i n t R e L i m i t P i p s = 1 0 0 0 ;
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i n t x B a r s = 0 , x x B a r s = 0 ;
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/ / g'Y<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0pe<EFBFBD>00 N<EFBFBD>g0eQ<EFBFBD>Rc<EFBFBD>[W0f0 NU0D00
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i n t m a x p o s i t i o n = 1 ;
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD><EFBFBD>Y$Pn00k0<z<EFBFBD>PU0[0<EFBFBD>04XTo00t r u e k0W0f0 NU0D00
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b o o l C a n d l e S t a r t S t a r t i n g = t r u e ;
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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e x t e r n i n t R S I _ G y a k u b a r i _ p e r i o d = 1 4 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
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e x t e r n i n t R S I _ G y a k u b a r i _ L i n e = 7 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
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/ / | E x p e r t t i c k f u n c t i o n |
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
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v o i d O n T i c k ( )
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{
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i n t i ;
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i n t t i c k e t ;
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d o u b l e p r o f i t ;
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b o o l r e s ;
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d o u b l e x p o i n t = P o i n t ;
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/ / \pe<EFBFBD>p<EFBFBD>N Nn0Ahpek0<EFBFBD>_X0f0P i p s n0$P<EFBFBD>0<EFBFBD><EFBFBD>teY0<EFBFBD>0
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i f ( _ d i g i t s = = 3 | | _ d i g i t s = = 5 )
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{
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x p o i n t = x p o i n t * 1 0 ;
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}
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD><EFBFBD>Y$Pn00<z<EFBFBD>P<EFBFBD>x<EFBFBD><EFBFBD>b_ <EFBFBD>n04XT0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
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i f ( B a r s ! = x B a r s | | C a n d l e S t a r t S t a r t i n g = = f a l s e )
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{
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x B a r s = B a r s ;
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/ / <EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD><EFBFBD>(u<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%
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f o r ( i n t j = 0 ; j < S y m b o l S i z e ; j + + )
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{
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/ / <EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0\Ob
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_ s y m b o l = S y m b o l A r r a y [ j ] + S u f f i x ;
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/ / <EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0n0|Ts0<EFBFBD>QW0h00$P<EFBFBD>S<EFBFBD>_n0<EFBFBD>x<EFBFBD><EFBFBD>
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d o u b l e c l o s e 0 = i C l o s e ( _ s y m b o l , P E R I O D _ C U R R E N T , 0 ) ;
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i f ( c l o s e 0 = = 0 | | _ s y m b o l = = " " )
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c o n t i n u e ;
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/ / <EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0n0<EFBFBD>`1X<EFBFBD>S<EFBFBD>_
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_ p o i n t = M a r k e t I n f o ( _ s y m b o l , M O D E _ P O I N T ) ;
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_ d i g i t s = ( i n t ) M a r k e t I n f o ( _ s y m b o l , M O D E _ D I G I T S ) ;
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S y m b o l I n f o T i c k ( _ s y m b o l , _ t i c k ) ;
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i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " E U R U S D " ) {
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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R S I _ G y a k u b a r i _ p e r i o d = 1 4 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
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R S I _ G y a k u b a r i _ L i n e = 7 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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}
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e l s e i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " U S D J P Y " ) {
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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R S I _ G y a k u b a r i _ p e r i o d = 1 4 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
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R S I _ G y a k u b a r i _ L i n e = 5 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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}
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e l s e i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " G B P U S D " ) {
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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R S I _ G y a k u b a r i _ p e r i o d = 1 4 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
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R S I _ G y a k u b a r i _ L i n e = 6 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
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}
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e l s e i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " A U D U S D " ) {
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
R S I _ G y a k u b a r i _ p e r i o d = 2 1 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
|
|||
|
|
R S I _ G y a k u b a r i _ L i n e = 7 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
}
|
|||
|
|
e l s e i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " A U D J P Y " ) {
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
R S I _ G y a k u b a r i _ p e r i o d = 2 1 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
|
|||
|
|
R S I _ G y a k u b a r i _ L i n e = 6 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
}
|
|||
|
|
e l s e i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " E U R J P Y " ) {
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
R S I _ G y a k u b a r i _ p e r i o d = 2 1 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
|
|||
|
|
R S I _ G y a k u b a r i _ L i n e = 5 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
}
|
|||
|
|
e l s e i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " E U R G B P " ) {
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
R S I _ G y a k u b a r i _ p e r i o d = 2 8 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
|
|||
|
|
R S I _ G y a k u b a r i _ L i n e = 7 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
}
|
|||
|
|
e l s e i f ( S t r i n g S u b s t r ( _ s y m b o l , 0 , 6 ) = = " G B P J P Y " ) {
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
R S I _ G y a k u b a r i _ p e r i o d = 2 8 ; / / R S I n0<EFBFBD><EFBFBD>{ g<EFBFBD><EFBFBD>
|
|||
|
|
R S I _ G y a k u b a r i _ L i n e = 6 0 ; / / <EFBFBD>5_<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>W<EFBFBD>nh0j0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T Ype<EFBFBD>0 N<EFBFBD>k0<EFBFBD><EFBFBD><EFBFBD>0d0Q0~0Y00
|
|||
|
|
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%<EFBFBD>%
|
|||
|
|
|
|||
|
|
|
|||
|
|
i n t C o u n t B u y = 0 , C o u n t S e l l = 0 ;
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / - - - - - - - - <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 - - - - - - - -
|
|||
|
|
/ / @b gW0f0D0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0
|
|||
|
|
f o r ( i = O r d e r s T o t a l ( ) - 1 ; i > = 0 ; i - - )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0x<EFBFBD><EFBFBD>b( <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 uX0_04XT0<EFBFBD>0<EFBFBD>0<EFBFBD>0K0<EFBFBD>0<EFBFBD>bQ0<EFBFBD>QY0)
|
|||
|
|
i f ( O r d e r S e l e c t ( i , S E L E C T _ B Y _ P O S , M O D E _ T R A D E S ) = = f a l s e )
|
|||
|
|
{
|
|||
|
|
P r i n t ( " O r d e r S e l e c t r e t u r n e d t h e e r r o r o f " , G e t L a s t E r r o r ( ) ) ;
|
|||
|
|
b r e a k ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r S y m b o l ( ) ! = _ s y m b o l ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r M a g i c N u m b e r ( ) ! = M a g i c N u m b e r ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ B U Y )
|
|||
|
|
{
|
|||
|
|
p r o f i t = _ t i c k . b i d - O r d e r O p e n P r i c e ( ) ; / / <EFBFBD><EFBFBD>D0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0`0c0_04XTn00+T0
d<EFBFBD>v<EFBFBD>0<EFBFBD><EFBFBD>{Y0<EFBFBD>0
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0b<EFBFBD>0L<EFBFBD>M0zlnY0<EFBFBD>0
|
|||
|
|
i f ( p r o f i t > = R i k a k u _ p i p s * x p o i n t | | p r o f i t < = - S o n g i r i _ p i p s * x p o i n t | | E x i t 2 ( ) = = 2 )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r C l o s e ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r L o t s ( ) ,
|
|||
|
|
_ t i c k . b i d ,
|
|||
|
|
N U L L ,
|
|||
|
|
G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ S E L L )
|
|||
|
|
{
|
|||
|
|
p r o f i t = O r d e r O p e n P r i c e ( ) - _ t i c k . a s k ; / / <EFBFBD>X<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0`0c0_04XTn00+T0
d<EFBFBD>v<EFBFBD>0<EFBFBD><EFBFBD>{Y0<EFBFBD>0
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0b<EFBFBD>0L<EFBFBD>M0zlnY0<EFBFBD>0
|
|||
|
|
i f ( p r o f i t > = R i k a k u _ p i p s * x p o i n t | | p r o f i t < = - S o n g i r i _ p i p s * x p o i n t | | E x i t 1 ( ) = = 1 )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r C l o s e ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r L o t s ( ) ,
|
|||
|
|
_ t i c k . a s k ,
|
|||
|
|
N U L L ,
|
|||
|
|
G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
/ / - - - - - - - - <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 <EFBFBD> - - - - - - - -
|
|||
|
|
|
|||
|
|
/ / - - - - - - - - <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 - - - - - - - -
|
|||
|
|
/ / @b gW0f0D0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0S L , T P <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0
|
|||
|
|
f o r ( i = O r d e r s T o t a l ( ) - 1 ; i > = 0 ; i - - )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0x<EFBFBD><EFBFBD>b( <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 uX0_04XT0<EFBFBD>0<EFBFBD>0<EFBFBD>0K0<EFBFBD>0<EFBFBD>bQ0<EFBFBD>QY0)
|
|||
|
|
i f ( O r d e r S e l e c t ( i , S E L E C T _ B Y _ P O S , M O D E _ T R A D E S ) = = f a l s e )
|
|||
|
|
{
|
|||
|
|
P r i n t ( " O r d e r S e l e c t r e t u r n e d t h e e r r o r o f " , G e t L a s t E r r o r ( ) ) ;
|
|||
|
|
b r e a k ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r S y m b o l ( ) ! = _ s y m b o l ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r M a g i c N u m b e r ( ) ! = M a g i c N u m b e r ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ B U Y )
|
|||
|
|
{
|
|||
|
|
p r o f i t = _ t i c k . b i d - O r d e r O p e n P r i c e ( ) ; / / <EFBFBD><EFBFBD>D0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0`0c0_04XTn00+T0
d<EFBFBD>v<EFBFBD>0<EFBFBD><EFBFBD>{Y0<EFBFBD>0
|
|||
|
|
|
|||
|
|
/ / T r a i l i n g S t o p <EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD>Y0<EFBFBD>0
|
|||
|
|
i f ( p r o f i t > = T r a i l i n g S t o p S t a r t P i p s * x p o i n t & & O r d e r S t o p L o s s ( ) < N o r m a l i z e D o u b l e ( _ t i c k . b i d - T r a i l i n g S t o p P i p s * x p o i n t , _ d i g i t s ) )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
N o r m a l i z e D o u b l e ( _ t i c k . b i d - T r a i l i n g S t o p P i p s * x p o i n t , _ d i g i t s ) ,
|
|||
|
|
O r d e r T a k e P r o f i t ( ) ,
|
|||
|
|
0 ,
|
|||
|
|
G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
/ / c$Pn0nM0j0J0W0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD>Y0<EFBFBD>0
|
|||
|
|
e l s e i f ( _ t i c k . b i d < = N o r m a l i z e D o u b l e ( O r d e r O p e n P r i c e ( ) - R e L i m i t A c t i o n P i p s * x p o i n t , _ d i g i t s )
|
|||
|
|
& & O r d e r T a k e P r o f i t ( ) ! = N o r m a l i z e D o u b l e ( O r d e r O p e n P r i c e ( ) + R e L i m i t P i p s * x p o i n t , _ d i g i t s ) )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
O r d e r S t o p L o s s ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) + R e L i m i t P i p s * x p o i n t ,
|
|||
|
|
0 ,
|
|||
|
|
G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ S E L L )
|
|||
|
|
{
|
|||
|
|
p r o f i t = O r d e r O p e n P r i c e ( ) - _ t i c k . a s k ; / / <EFBFBD>X<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0`0c0_04XTn00+T0
d<EFBFBD>v<EFBFBD>0<EFBFBD><EFBFBD>{Y0<EFBFBD>0
|
|||
|
|
|
|||
|
|
/ / T r a i l i n g S t o p <EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD>Y0<EFBFBD>0
|
|||
|
|
i f ( p r o f i t > = T r a i l i n g S t o p S t a r t P i p s * x p o i n t & & O r d e r S t o p L o s s ( ) > N o r m a l i z e D o u b l e ( _ t i c k . a s k + T r a i l i n g S t o p P i p s * x p o i n t , _ d i g i t s ) )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
N o r m a l i z e D o u b l e ( _ t i c k . a s k + T r a i l i n g S t o p P i p s * x p o i n t , _ d i g i t s ) ,
|
|||
|
|
O r d e r T a k e P r o f i t ( ) ,
|
|||
|
|
0 ,
|
|||
|
|
G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
/ / c$Pn0nM0j0J0W0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD>Y0<EFBFBD>0
|
|||
|
|
e l s e i f ( _ t i c k . a s k > = N o r m a l i z e D o u b l e ( O r d e r O p e n P r i c e ( ) + R e L i m i t A c t i o n P i p s * x p o i n t , _ d i g i t s )
|
|||
|
|
& & O r d e r T a k e P r o f i t ( ) ! = N o r m a l i z e D o u b l e ( O r d e r O p e n P r i c e ( ) - R e L i m i t P i p s * x p o i n t , _ d i g i t s ) )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
O r d e r S t o p L o s s ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) - R e L i m i t P i p s * x p o i n t ,
|
|||
|
|
0 ,
|
|||
|
|
G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
/ / - - - - - - - - <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 <EFBFBD> - - - - - - - -
|
|||
|
|
|
|||
|
|
/ / - - - - - - - - <EFBFBD>e<EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 - - - - - - - -
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0pe<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0
|
|||
|
|
f o r ( i = O r d e r s T o t a l ( ) - 1 ; i > = 0 ; i - - )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0x<EFBFBD><EFBFBD>b( <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 uX0_04XT0<EFBFBD>0<EFBFBD>0<EFBFBD>0K0<EFBFBD>0<EFBFBD>bQ0<EFBFBD>QY0)
|
|||
|
|
i f ( O r d e r S e l e c t ( i , S E L E C T _ B Y _ P O S , M O D E _ T R A D E S ) = = f a l s e )
|
|||
|
|
{
|
|||
|
|
P r i n t ( " O r d e r S e l e c t r e t u r n e d t h e e r r o r o f " , G e t L a s t E r r o r ( ) ) ;
|
|||
|
|
b r e a k ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r S y m b o l ( ) ! = _ s y m b o l ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r M a g i c N u m b e r ( ) ! = M a g i c N u m b e r ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ B U Y )
|
|||
|
|
{
|
|||
|
|
C o u n t B u y = C o u n t B u y + 1 ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ S E L L )
|
|||
|
|
{
|
|||
|
|
C o u n t S e l l = C o u n t S e l l + 1 ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD>
|
|||
|
|
x s p r e a d = ( _ t i c k . a s k - _ t i c k . b i d ) / x p o i n t ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0ag<EFBFBD>N<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD>W00b<EFBFBD>zW0f0D0<EFBFBD>0p0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0L<EFBFBD>F0
|
|||
|
|
i f ( E n t r y ( ) = = 1 & & C o u n t B u y < m a x p o s i t i o n & & x x B a r s ! = B a r s & & x s p r e a d < = M a x S p r e a d P i p s )
|
|||
|
|
{
|
|||
|
|
t i c k e t = O r d e r S e n d ( _ s y m b o l ,
|
|||
|
|
O P _ B U Y ,
|
|||
|
|
L o t s ,
|
|||
|
|
_ t i c k . a s k ,
|
|||
|
|
S l i p p a g e ,
|
|||
|
|
0 ,
|
|||
|
|
0 ,
|
|||
|
|
" B u y " ,
|
|||
|
|
M a g i c N u m b e r ,
|
|||
|
|
0 ,
|
|||
|
|
B l u e ) ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0k0b<EFBFBD>RW0f0D0<EFBFBD>0p00T P , S L <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0
|
|||
|
|
i f ( t i c k e t ! = - 1 )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Oc0f0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0x<EFBFBD><EFBFBD>b( <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 uX0_04XT0UO<EFBFBD>0W0j0D0)
|
|||
|
|
i f ( O r d e r S e l e c t ( t i c k e t , S E L E C T _ B Y _ T I C K E T ) = = t r u e )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) - S t o p L o s s _ p i p s * x p o i n t ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) + T a k e P r o f i t _ p i p s * x p o i n t ,
|
|||
|
|
0 ,
|
|||
|
|
M e d i u m S e a G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
x x B a r s = B a r s ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E n t r y ( ) = = 2 & & C o u n t S e l l < m a x p o s i t i o n & & x x B a r s ! = B a r s & & x s p r e a d < = M a x S p r e a d P i p s )
|
|||
|
|
{
|
|||
|
|
t i c k e t = O r d e r S e n d ( _ s y m b o l ,
|
|||
|
|
O P _ S E L L ,
|
|||
|
|
L o t s ,
|
|||
|
|
_ t i c k . b i d ,
|
|||
|
|
S l i p p a g e ,
|
|||
|
|
0 ,
|
|||
|
|
0 ,
|
|||
|
|
" S e l l " ,
|
|||
|
|
M a g i c N u m b e r ,
|
|||
|
|
0 ,
|
|||
|
|
R e d ) ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0k0b<EFBFBD>RW0f0D0<EFBFBD>0p00T P , S L <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0
|
|||
|
|
i f ( t i c k e t ! = - 1 )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Oc0f0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0x<EFBFBD><EFBFBD>b( <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 uX0_04XT0UO<EFBFBD>0W0j0D0)
|
|||
|
|
i f ( O r d e r S e l e c t ( t i c k e t , S E L E C T _ B Y _ T I C K E T ) = = t r u e )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) + S t o p L o s s _ p i p s * x p o i n t ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) - T a k e P r o f i t _ p i p s * x p o i n t ,
|
|||
|
|
0 ,
|
|||
|
|
M e d i u m S e a G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
x x B a r s = B a r s ;
|
|||
|
|
}
|
|||
|
|
/ / - - - - - - - - <EFBFBD>e<EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 <EFBFBD> - - - - - - - -
|
|||
|
|
}
|
|||
|
|
/ / 0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD><EFBFBD>Y$Pn00<z<EFBFBD>P<EFBFBD>x<EFBFBD><EFBFBD>b_ <EFBFBD>n0<EFBFBD>{<EFBFBD>Vo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0
|
|||
|
|
|
|||
|
|
/ / - - - - - - - - <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T P , S L n0<EFBFBD>0<EFBFBD>0<EFBFBD>0 - - - - - - - -
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0k0T P , S L <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0Y0<EFBFBD>0
|
|||
|
|
f o r ( i = O r d e r s T o t a l ( ) - 1 ; i > = 0 ; i - - )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0x<EFBFBD><EFBFBD>b( <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 uX0_04XT0<EFBFBD>0<EFBFBD>0<EFBFBD>0K0<EFBFBD>0<EFBFBD>bQ0<EFBFBD>QY0)
|
|||
|
|
i f ( O r d e r S e l e c t ( i , S E L E C T _ B Y _ P O S , M O D E _ T R A D E S ) = = f a l s e )
|
|||
|
|
{
|
|||
|
|
P r i n t ( " O r d e r S e l e c t r e t u r n e d t h e e r r o r o f " , G e t L a s t E r r o r ( ) ) ;
|
|||
|
|
b r e a k ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r S y m b o l ( ) ! = _ s y m b o l ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>x<EFBFBD><EFBFBD><EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0L0 N<EFBFBD><EFBFBD>W0j0D04XTo00f o r <EFBFBD>en0HQ-<EFBFBD>k0;b<EFBFBD>0 <EFBFBD>
|
|||
|
|
i f ( O r d e r M a g i c N u m b e r ( ) ! = M a g i c N u m b e r ) c o n t i n u e ;
|
|||
|
|
|
|||
|
|
/ / <EFBFBD><EFBFBD>D0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n04XT
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ B U Y )
|
|||
|
|
{
|
|||
|
|
p r o f i t = _ t i c k . b i d - O r d e r O p e n P r i c e ( ) ; / / <EFBFBD><EFBFBD>D0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0`0c0_04XTn00+T0
d<EFBFBD>v<EFBFBD>0<EFBFBD><EFBFBD>{Y0<EFBFBD>0
|
|||
|
|
|
|||
|
|
/ / T P , S L L0i0a0<EFBFBD>0<EFBFBD>0-<EFBFBD><EFBFBD>[U0<EFBFBD>0f0D0j0Q0<EFBFBD>0p00T P , S L <EFBFBD>0-<EFBFBD><EFBFBD>[Y0<EFBFBD>0
|
|||
|
|
i f ( O r d e r S t o p L o s s ( ) = = 0 & & O r d e r T a k e P r o f i t ( ) = = 0 )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) , O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) - S t o p L o s s _ p i p s * x p o i n t ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) + T a k e P r o f i t _ p i p s * x p o i n t ,
|
|||
|
|
0 , M e d i u m S e a G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>X<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n04XT
|
|||
|
|
i f ( O r d e r T y p e ( ) = = O P _ S E L L )
|
|||
|
|
{
|
|||
|
|
p r o f i t = O r d e r O p e n P r i c e ( ) - _ t i c k . a s k ; / / <EFBFBD>X<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0`0c0_04XTn00+T0
d<EFBFBD>v<EFBFBD>0<EFBFBD><EFBFBD>{Y0<EFBFBD>0
|
|||
|
|
|
|||
|
|
/ / T P , S L L0i0a0<EFBFBD>0<EFBFBD>0-<EFBFBD><EFBFBD>[U0<EFBFBD>0f0D0j0Q0<EFBFBD>0p00T P , S L <EFBFBD>0-<EFBFBD><EFBFBD>[Y0<EFBFBD>0
|
|||
|
|
i f ( O r d e r S t o p L o s s ( ) = = 0 & & O r d e r T a k e P r o f i t ( ) = = 0 )
|
|||
|
|
{
|
|||
|
|
r e s = O r d e r M o d i f y ( O r d e r T i c k e t ( ) , O r d e r O p e n P r i c e ( ) ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) + S t o p L o s s _ p i p s * x p o i n t ,
|
|||
|
|
O r d e r O p e n P r i c e ( ) - T a k e P r o f i t _ p i p s * x p o i n t ,
|
|||
|
|
0 , M e d i u m S e a G r e e n ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
/ / - - - - - - - - <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0T P , S L n0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD><EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0 <EFBFBD> - - - - - - - -
|
|||
|
|
} }
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>}<EFBFBD>b |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
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i n t E n t r y ( )
|
|||
|
|
{
|
|||
|
|
i f ( E n t r y _ R u l e 1 ( ) = = 1 & & ( E n t r y _ F i l t e r 1 ( ) = = 1 | | E n t r y _ F i l t e r 1 ( ) = = 3 )
|
|||
|
|
& & ( E n t r y _ F i l t e r 2 ( ) = = 1 | | E n t r y _ F i l t e r 2 ( ) = = 3 )
|
|||
|
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& & ( E n t r y _ F i l t e r 3 ( ) = = 1 | | E n t r y _ F i l t e r 3 ( ) = = 3 )
|
|||
|
|
& & ( E n t r y _ F i l t e r 4 ( ) = = 1 | | E n t r y _ F i l t e r 4 ( ) = = 3 )
|
|||
|
|
& & ( E n t r y _ F i l t e r 5 ( ) = = 1 | | E n t r y _ F i l t e r 5 ( ) = = 3 )
|
|||
|
|
)
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 1 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E n t r y _ R u l e 1 ( ) = = 2 & & ( E n t r y _ F i l t e r 1 ( ) = = 2 | | E n t r y _ F i l t e r 1 ( ) = = 3 )
|
|||
|
|
& & ( E n t r y _ F i l t e r 2 ( ) = = 2 | | E n t r y _ F i l t e r 2 ( ) = = 3 )
|
|||
|
|
& & ( E n t r y _ F i l t e r 3 ( ) = = 2 | | E n t r y _ F i l t e r 3 ( ) = = 3 )
|
|||
|
|
& & ( E n t r y _ F i l t e r 4 ( ) = = 2 | | E n t r y _ F i l t e r 4 ( ) = = 3 )
|
|||
|
|
& & ( E n t r y _ F i l t e r 5 ( ) = = 2 | | E n t r y _ F i l t e r 5 ( ) = = 3 )
|
|||
|
|
)
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 0 ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>X<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0zln<EFBFBD>}<EFBFBD>b |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E x i t 1 ( )
|
|||
|
|
{
|
|||
|
|
i f ( E x i t _ R u l e 1 ( ) = = 3 & & E x i t _ R u l e 2 ( ) = = 3 & & E x i t _ R u l e 3 ( ) = = 3 & & E x i t _ R u l e 4 ( ) = = 3 & & E x i t _ R u l e 5 ( ) = = 3 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 0 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 1 ( ) = = 1 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 1 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 2 ( ) = = 1 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 1 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 3 ( ) = = 1 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 1 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 4 ( ) = = 1 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 1 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 5 ( ) = = 1 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 1 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 0 ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD><EFBFBD>D0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0n0zln<EFBFBD>}<EFBFBD>b |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E x i t 2 ( )
|
|||
|
|
{
|
|||
|
|
i f ( E x i t _ R u l e 1 ( ) = = 3 & & E x i t _ R u l e 2 ( ) = = 3 & & E x i t _ R u l e 3 ( ) = = 3 & & E x i t _ R u l e 4 ( ) = = 3 & & E x i t _ R u l e 5 ( ) = = 3 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 0 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 1 ( ) = = 2 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 2 ( ) = = 2 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 3 ( ) = = 2 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 4 ( ) = = 2 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e i f ( E x i t _ R u l e 5 ( ) = = 2 )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
}
|
|||
|
|
e l s e
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 0 ) ;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>01 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E n t r y _ R u l e 1 ( )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>01 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
/ / R S I L0c<EFBFBD>[$P<EFBFBD>N Nk0j0c0_0<EFBFBD>0 0<EFBFBD><EFBFBD>D0
00c<EFBFBD>[$P<EFBFBD>N
|
|||
|
|
Nk0j0c0_0<EFBFBD>0 0<EFBFBD>X<EFBFBD>0
0
|
|||
|
|
d o u b l e R S I 0 = i R S I ( _ s y m b o l , E A _ P E R I O D , R S I _ G y a k u b a r i _ p e r i o d , P R I C E _ C L O S E , 1 ) ;
|
|||
|
|
d o u b l e R S I 1 = i R S I ( _ s y m b o l , E A _ P E R I O D , R S I _ G y a k u b a r i _ p e r i o d , P R I C E _ C L O S E , 2 ) ;
|
|||
|
|
|
|||
|
|
/ / 0R S I _ G y a k u b a r i _ E n t r y _ E n t r y _ L i n e = 7 0
0n04XT0R S I L03 0 <EFBFBD>N Nk0j0c0_0<EFBFBD>0<EFBFBD><EFBFBD>D0
|
|||
|
|
i f ( R S I 0 < = 1 0 0 - R S I _ G y a k u b a r i _ L i n e & & R S I 1 > 1 0 0 - R S I _ G y a k u b a r i _ L i n e )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 1 ) ;
|
|||
|
|
} / / <EFBFBD><EFBFBD>D0
|
|||
|
|
/ / 0R S I _ G y a k u b a r i _ E n t r y _ E n t r y _ L i n e = 7 0
0n04XT0R S I L07 0 <EFBFBD>N
|
|||
|
|
Nk0j0c0_0<EFBFBD>0<EFBFBD>X<EFBFBD>0
|
|||
|
|
e l s e i f ( R S I 0 > = R S I _ G y a k u b a r i _ L i n e & & R S I 1 < R S I _ G y a k u b a r i _ L i n e )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
} / / <EFBFBD>X<EFBFBD>0
|
|||
|
|
e l s e
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 0 ) ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>01 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>01 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E n t r y _ F i l t e r 1 ( )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>01 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>01 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>02 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E n t r y _ F i l t e r 2 ( )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>02 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>02 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>03 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E n t r y _ F i l t e r 3 ( )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>03 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>03 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>04 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E n t r y _ F i l t e r 4 ( )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>04 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>04 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>05 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E n t r y _ F i l t e r 5 ( )
|
|||
|
|
{
|
|||
|
|
/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>05 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
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/ / <EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>05 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
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r e t u r n ( 3 ) ;
|
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|
|
}
|
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
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/ / | zln<EFBFBD>0<EFBFBD>0<EFBFBD>01 |
|
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/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
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|
|
i n t E x i t _ R u l e 1 ( )
|
|||
|
|
{
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>01 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
/ / R S I L0c<EFBFBD>[$P<EFBFBD>N Nk0j0c0_0<EFBFBD>0 0<EFBFBD><EFBFBD>D0
00c<EFBFBD>[$P<EFBFBD>N
|
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|
|
Nk0j0c0_0<EFBFBD>0 0<EFBFBD>X<EFBFBD>0
0
|
|||
|
|
d o u b l e R S I 0 = i R S I ( _ s y m b o l , E A _ P E R I O D , R S I _ G y a k u b a r i _ p e r i o d , P R I C E _ C L O S E , 1 ) ;
|
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|
|
d o u b l e R S I 1 = i R S I ( _ s y m b o l , E A _ P E R I O D , R S I _ G y a k u b a r i _ p e r i o d , P R I C E _ C L O S E , 2 ) ;
|
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/ / 0R S I _ G y a k u b a r i _ E n t r y _ E n t r y _ L i n e = 7 0
0n04XT0R S I L03 0 <EFBFBD>N Nk0j0c0_0<EFBFBD>0<EFBFBD><EFBFBD>D0
|
|||
|
|
i f ( R S I 0 < = 1 0 0 - R S I _ G y a k u b a r i _ L i n e & & R S I 1 > 1 0 0 - R S I _ G y a k u b a r i _ L i n e )
|
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{
|
|||
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|
r e t u r n ( 1 ) ;
|
|||
|
|
} / / <EFBFBD><EFBFBD>D0
|
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|
|
/ / 0R S I _ G y a k u b a r i _ E n t r y _ E n t r y _ L i n e = 7 0
0n04XT0R S I L07 0 <EFBFBD>N
|
|||
|
|
Nk0j0c0_0<EFBFBD>0<EFBFBD>X<EFBFBD>0
|
|||
|
|
e l s e i f ( R S I 0 > = R S I _ G y a k u b a r i _ L i n e & & R S I 1 < R S I _ G y a k u b a r i _ L i n e )
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 2 ) ;
|
|||
|
|
} / / <EFBFBD>X<EFBFBD>0
|
|||
|
|
e l s e
|
|||
|
|
{
|
|||
|
|
r e t u r n ( 0 ) ;
|
|||
|
|
}
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>01 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
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|
|||
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|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | zln<EFBFBD>0<EFBFBD>0<EFBFBD>02 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E x i t _ R u l e 2 ( )
|
|||
|
|
{
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>02 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>02 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
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|
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|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | zln<EFBFBD>0<EFBFBD>0<EFBFBD>03 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E x i t _ R u l e 3 ( )
|
|||
|
|
{
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>03 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>03 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
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|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | zln<EFBFBD>0<EFBFBD>0<EFBFBD>04 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E x i t _ R u l e 4 ( )
|
|||
|
|
{
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>04 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>04 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
/ / | zln<EFBFBD>0<EFBFBD>0<EFBFBD>05 |
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
i n t E x i t _ R u l e 5 ( )
|
|||
|
|
{
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>05 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00 N<EFBFBD><EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
|
|||
|
|
/ / zln<EFBFBD>0<EFBFBD>0<EFBFBD>05 <EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0<EFBFBD>0Bfo00<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>0<EFBFBD>]W0<EFBFBD>fH0f0 NU0D00
|
|||
|
|
r e t u r n ( 3 ) ;
|
|||
|
|
}
|
|||
|
|
/ / + - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - +
|
|||
|
|
|
|||
|
|
d o u b l e i R C I ( s t r i n g s y m b o l , i n t t i m e f r a m e , i n t p e r i o d , i n t s h i f t ) {
|
|||
|
|
|
|||
|
|
d o u b l e c l o s e [ ] ;
|
|||
|
|
A r r a y R e s i z e ( c l o s e , p e r i o d ) ;
|
|||
|
|
|
|||
|
|
f o r ( i n t i = 0 ; i < p e r i o d ; i + + ) {
|
|||
|
|
c l o s e [ i ] = i C l o s e ( s y m b o l , t i m e f r a m e , s h i f t + i ) ;
|
|||
|
|
}
|
|||
|
|
A r r a y S o r t ( c l o s e , W H O L E _ A R R A Y , 0 , M O D E _ D E S C E N D ) ;
|
|||
|
|
|
|||
|
|
d o u b l e d = 0 ;
|
|||
|
|
f o r ( i n t i = 0 ; i < p e r i o d ; i + + ) {
|
|||
|
|
i n t r a n k = A r r a y B s e a r c h ( c l o s e , i C l o s e ( s y m b o l , t i m e f r a m e , s h i f t + i ) , W H O L E _ A R R A Y , 0 , M O D E _ D E S C E N D ) ;
|
|||
|
|
d + = M a t h P o w ( i - r a n k , 2 ) ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
d o u b l e r c i = ( 1 - 6 * d / ( p e r i o d * ( M a t h P o w ( p e r i o d , 2 ) - 1 ) ) ) * 1 0 0 ;
|
|||
|
|
r e t u r n r c i ;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
|