分享一个回顾交易历史的指标

馒头 · 发表于 2017-1-9 13:53

如题，指标也能算出凯利公式的仓位

#property indicator_chart_window
extern color TextColor=Red;
int cnt;
string TextBarString,DotBarString,HLineBarString,VLineBarString;

int init()
{
   return(0);
}

int deinit()
{
   Comment("");
   ObjectsDeleteAll(0);
   return(0);
}
int start()
{
   iMain();
   return(0);
}

void iMain()
{
   //定义统计变量
   int BuyHistoryOrders,SellHistoryOrders,ProfitHistoryOrders,HistoryOrderTotal;//买入历史订单、卖出历史订单、盈利历史订单、历史订单总数
   int WinHistory,LossHistory; //历史盈利/亏损单累计
   double TotalHistoryLots;//历史交易总手数
   double TotalHistoryProfit,TotalHistoryLoss;//盈利总数、亏损总数变量
   color myLineColor=Blue;

   iDisplayInfo("Times","动态报价时间:"+TimeToStr(TimeCurrent(),TIME_DATE|TIME_SECONDS)+" 星期"+DayOfWeek(),0,4,15,9,"Verdana",TextColor);
   //遍历历史订单，计算相关信息
   HistoryOrderTotal=OrdersHistoryTotal(); //统计历史订单总数
   for (cnt=0;cnt<=HistoryOrderTotal-1;cnt++)
      {
         if (OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY))
            {
               if (OrderType()==OP_BUY)
                  {
                     BuyHistoryOrders=BuyHistoryOrders+1;
                     if (OrderProfit()>0)  myLineColor=Blue;
                     if (OrderProfit()<0)  myLineColor=Red;
                     if (OrderSymbol()==Symbol())
                        {
                           iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),OrderCloseTime(),OrderClosePrice(),2,myLineColor);
                           iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" buy",8);
                        }
                  }
               if (OrderType()==OP_SELL)
                  {
                     SellHistoryOrders=SellHistoryOrders+1;
                     if (OrderProfit()>0)  myLineColor=Blue;
                     if (OrderProfit()<0)  myLineColor=Red;
                     if (OrderSymbol()==Symbol())
                        {
                           iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),OrderCloseTime(),OrderClosePrice(),3,myLineColor);
                           iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" sell",8);
                        }
                  }
               if (OrderProfit()>0)
                  {
                     WinHistory=WinHistory+1;
                     TotalHistoryProfit=TotalHistoryProfit+OrderProfit();
                  }
               if (OrderProfit()<0)
                  {
                     LossHistory=LossHistory+1;
                     TotalHistoryLoss=TotalHistoryLoss+OrderProfit();
                  }
               TotalHistoryLots=TotalHistoryLots+OrderLots();
            }
      }
   iDisplayInfo("HistoryOrderTotal", "历史交易单总计:"+HistoryOrderTotal+"  (其中买入单:"+BuyHistoryOrders+"  卖出单:"+SellHistoryOrders+")",0,4,35,9,"",TextColor);
   double myWinRate=(WinHistory*1.00)/(HistoryOrderTotal*1.00)*100; //胜率变量，int类型转double类型
   iDisplayInfo("HistoryWinLoss", "历史盈利单总计:"+WinHistory+"  历史亏损单:"+LossHistory+"  胜率:"+DoubleToStr(myWinRate,2)+"%",0,4,50,9,"",TextColor);
   iDisplayInfo("HistoryLots", "历史总下单量:"+DoubleToStr(TotalHistoryLots,2)+"手"+"  总盈利:"+DoubleToStr(TotalHistoryProfit,2)+"  总亏损:"+DoubleToStr(TotalHistoryLoss,2),0,4,65,9,"",TextColor);
   double myOdds=(TotalHistoryProfit/WinHistory)/(-TotalHistoryLoss/LossHistory); //计算赔率=平均盈利/平均亏损
   double myKelly=((myOdds+1)*(myWinRate/100)-1)/myOdds;
   if (myKelly<0) myKelly=-myKelly;
   double myMaxLots=AccountBalance()*myKelly/MarketInfo(Symbol(), MODE_MARGINREQUIRED);
   iDisplayInfo("AverageRate", "平均盈利:"+DoubleToStr(TotalHistoryProfit/WinHistory,2)+"  平均亏损:"+DoubleToStr(TotalHistoryLoss/LossHistory,2),0,4,80,9,"",TextColor);
   iDisplayInfo("Kelly", "赔率:"+DoubleToStr(myOdds,2)+"  凯利指标:"+DoubleToStr(myKelly*100,2)+"%"+
               "  持仓限制:"+DoubleToStr(myMaxLots,2)+"手",0,4,95,9,"",TextColor);
   //持仓警告
   double myLots;
   for (cnt=0;cnt<OrdersTotal();cnt++)
      {
         if (OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
            {
               myLots=myLots+OrderLots();
               //画持仓单线段，动态
               if (OrderProfit()>0)  myLineColor=Blue;
               if (OrderProfit()<0)  myLineColor=Red;
               if (OrderSymbol()==Symbol() && OrderType()==OP_BUY)
                  {
                     ObjectDelete(TimeToStr(OrderOpenTime()));
                     ObjectDelete("Text"+OrderOpenTime());
                     iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Bid,2,myLineColor);
                     iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" buy",8);
                  }
               if (OrderSymbol()==Symbol() && OrderType()==OP_SELL)
                  {
                     ObjectDelete(TimeToStr(OrderOpenTime()));
                     ObjectDelete("Text"+OrderOpenTime());
                     iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Ask,3,myLineColor);
                     iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" sell",8);
                  }
            }
      }
   if (myLots>myMaxLots)
      {
         iDisplayInfo("Waring", "持仓量已超过警戒线，请慎重下单!",0,4,110,12,"黑体",Olive);
      }
      else iDisplayInfo("Waring", "",0,4,110,12,"",Olive);
   return(0);
}

/*
函数：在屏幕上显示文字标签
输入参数：string LableName 标签名称，如果显示多个文本，名称不能相同
      string LableDoc 文本内容
      int Corner 文本显示角
      int LableX 标签X位置坐标
      int LableY 标签Y位置坐标
      int DocSize 文本字号
      string DocStyle 文本字体
      color DocColor 文本颜色
输出参数：在指定的位置（X,Y）按照指定的字号、字体及颜色显示指定的文本
算法说明：
*/
void iDisplayInfo(string LableName,string LableDoc,int Corner,int LableX,int LableY,int DocSize,string DocStyle,color DocColor)
{
   if (Corner == -1) return(0);
   ObjectCreate(LableName, OBJ_LABEL, 0, 0, 0);
   ObjectSetText(LableName, LableDoc, DocSize, DocStyle,DocColor);
   ObjectSet(LableName, OBJPROP_CORNER, Corner);
   ObjectSet(LableName, OBJPROP_XDISTANCE, LableX);
   ObjectSet(LableName, OBJPROP_YDISTANCE, LableY);
}
/*
函数：两点间连线(主图)
输入参数：string myLineName  线段名称
      int myFirstTime  起点时间
      int myFirstPrice  起点价格
      int mySecondTime  终点时间
      int mySecondPrice  终点价格
      int myLineStyle  线型 0-实线 1-断线 2-点线 3-点划线 4-双点划线
      color myLineColor 线色
输出参数：在指定的两点间连线
算法说明：
*/
void iTwoPointsLine(string myLineName,int myFirstTime,double myFirstPrice,int mySecondTime,double mySecondPrice,int myLineStyle,color myLineColor)
{
   ObjectCreate(myLineName,OBJ_TREND,0,myFirstTime,myFirstPrice,mySecondTime,mySecondPrice);//确定两点坐标
   ObjectSet(myLineName,OBJPROP_STYLE,myLineStyle); //线型
   ObjectSet(myLineName,OBJPROP_COLOR,myLineColor); //线色
   ObjectSet(myLineName,OBJPROP_WIDTH, 1); //线宽
   ObjectSet(myLineName,OBJPROP_BACK,false);
   ObjectSet(myLineName,OBJPROP_RAY,false);
}

/*
函数：标注符号和画线、文字
参数说明：string myType 标注类型：Dot画点、HLine画水平线、VLine画垂直线、myString显示文字
      int myBarPos 指定蜡烛坐标
      double myPrice 指定价格坐标
      color myColor 符号颜色
      int mySymbol 符号代码，108为圆点
      string myString 文字内容，在指定的蜡烛位置显示文字
函数返回：在指定的蜡烛和价格位置标注符号或者画水平线、垂直线
*/
void iDrawSign(string myType,int myBarPos,double myPrice,color myColor,int mySymbol,string myString,int myDocSize)
   {
      if (myType=="Text")
         {
            TextBarString=myType+Time[myBarPos];
            ObjectCreate(TextBarString,OBJ_TEXT,"",Time[myBarPos],myPrice);
            ObjectSet(TextBarString,OBJPROP_COLOR,myColor);//颜色
            ObjectSet(TextBarString,OBJPROP_FONTSIZE,myDocSize);//大小
            ObjectSetText(TextBarString,myString);//文字内容
            ObjectSet(TextBarString,OBJPROP_BACK,true);
         }
      if (myType=="Dot")
         {
            DotBarString=myType+Time[myBarPos];
            ObjectCreate(DotBarString,OBJ_ARROW,0,Time[myBarPos],myPrice);
            ObjectSet(DotBarString,OBJPROP_COLOR,myColor);
            ObjectSet(DotBarString,OBJPROP_ARROWCODE,mySymbol);
            ObjectSet(DotBarString,OBJPROP_BACK,false);
         }
      if (myType=="HLine")
         {
            HLineBarString=myType+Time[myBarPos];
            ObjectCreate(HLineBarString,OBJ_HLINE,0,Time[myBarPos],myPrice);
            ObjectSet(HLineBarString,OBJPROP_COLOR,myColor);
            ObjectSet(HLineBarString,OBJPROP_BACK,false);
         }
      if (myType=="VLine")
         {
            VLineBarString=myType+Time[myBarPos];
            ObjectCreate(VLineBarString,OBJ_VLINE,0,Time[myBarPos],myPrice);
            ObjectSet(VLineBarString,OBJPROP_COLOR,myColor);
            ObjectSet(VLineBarString,OBJPROP_BACK,false);
         }
   }

平衡 · 发表于 2017-1-10 11:10

删出一个单一功能，只显示持仓线，橙色为多单，蓝色为空单。

#property indicator_chart_window
int init()
{
return(0);
}
int deinit()
{
ObjectDelete(TimeToStr(OrderOpenTime()));
return(0);
}
int start()
{
iMain();
return(0);
}
void iMain()
{
color myLineColor;
for (int cnt=0;cnt<OrdersTotal();cnt++)
{
if (OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
{
//画持仓单线段，动态
if (OrderType()==OP_SELL) myLineColor=DeepSkyBlue;
if (OrderType()==OP_BUY) myLineColor=OrangeRed;
if (OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{
ObjectDelete(TimeToStr(OrderOpenTime()));
iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Bid,2,1,myLineColor);
}
if (OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{
ObjectDelete(TimeToStr(OrderOpenTime()));
iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Ask,2,1,myLineColor);
}
}
}
return(0);
}
/*
函数：两点间连线(主图)
输入参数：string myLineName 线段名称
int myFirstTime 起点时间
int myFirstPrice 起点价格
int mySecondTime 终点时间
int mySecondPrice 终点价格
int myLineStyle 线型 0-实线 1-断线 2-点线 3-点划线 4-双点划线
int myLineKuan 线宽
color myLineColor 线色
输出参数：在指定的两点间连线
算法说明：
*/
void iTwoPointsLine(string myLineName,int myFirstTime,double myFirstPrice,int mySecondTime,double mySecondPrice,int myLineStyle,int myLineKuan,color myLineColor)
{
ObjectCreate(myLineName,OBJ_TREND,0,myFirstTime,myFirstPrice,mySecondTime,mySecondPrice);//确定两点坐标
ObjectSet(myLineName,OBJPROP_STYLE,myLineStyle); //线型
ObjectSet(myLineName,OBJPROP_COLOR,myLineColor); //线色
ObjectSet(myLineName,OBJPROP_WIDTH, myLineKuan); //线宽
ObjectSet(myLineName,OBJPROP_BACK,false);
ObjectSet(myLineName,OBJPROP_RAY,false);
}

复制代码

平衡 · 发表于 2017-1-9 14:08

用代码格式好像行。RAR能上传。

回顾交易历史.rar (2.89 KB, 下载次数: 2)

#property indicator_chart_window
extern color TextColor=Red;
int cnt;
string TextBarString,DotBarString,HLineBarString,VLineBarString;
int init()
{
return(0);
}
int deinit()
{
Comment("");
ObjectsDeleteAll(0);
return(0);
}
int start()
{
iMain();
return(0);
}
void iMain()
{
//定义统计变量
int BuyHistoryOrders,SellHistoryOrders,ProfitHistoryOrders,HistoryOrderTotal;//买入历史订单、卖出历史订单、盈利历史订单、历史订单总数
int WinHistory,LossHistory; //历史盈利/亏损单累计
double TotalHistoryLots;//历史交易总手数
double TotalHistoryProfit,TotalHistoryLoss;//盈利总数、亏损总数变量
color myLineColor=Blue;
iDisplayInfo("Times","动态报价时间:"+TimeToStr(TimeCurrent(),TIME_DATE|TIME_SECONDS)+" 星期"+DayOfWeek(),0,4,15,9,"Verdana",TextColor);
//遍历历史订单，计算相关信息
HistoryOrderTotal=OrdersHistoryTotal(); //统计历史订单总数
for (cnt=0;cnt<=HistoryOrderTotal-1;cnt++)
{
if (OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY))
{
if (OrderType()==OP_BUY)
{
BuyHistoryOrders=BuyHistoryOrders+1;
if (OrderProfit()>0) myLineColor=Blue;
if (OrderProfit()<0) myLineColor=Red;
if (OrderSymbol()==Symbol())
{
iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),OrderCloseTime(),OrderClosePrice(),2,myLineColor);
iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" buy",8);
}
}
if (OrderType()==OP_SELL)
{
SellHistoryOrders=SellHistoryOrders+1;
if (OrderProfit()>0) myLineColor=Blue;
if (OrderProfit()<0) myLineColor=Red;
if (OrderSymbol()==Symbol())
{
iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),OrderCloseTime(),OrderClosePrice(),3,myLineColor);
iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" sell",8);
}
}
if (OrderProfit()>0)
{
WinHistory=WinHistory+1;
TotalHistoryProfit=TotalHistoryProfit+OrderProfit();
}
if (OrderProfit()<0)
{
LossHistory=LossHistory+1;
TotalHistoryLoss=TotalHistoryLoss+OrderProfit();
}
TotalHistoryLots=TotalHistoryLots+OrderLots();
}
}
iDisplayInfo("HistoryOrderTotal", "历史交易单总计:"+HistoryOrderTotal+" (其中买入单:"+BuyHistoryOrders+" 卖出单:"+SellHistoryOrders+")",0,4,35,9,"",TextColor);
double myWinRate=(WinHistory*1.00)/(HistoryOrderTotal*1.00)*100; //胜率变量，int类型转double类型
iDisplayInfo("HistoryWinLoss", "历史盈利单总计:"+WinHistory+" 历史亏损单:"+LossHistory+" 胜率:"+DoubleToStr(myWinRate,2)+"%",0,4,50,9,"",TextColor);
iDisplayInfo("HistoryLots", "历史总下单量:"+DoubleToStr(TotalHistoryLots,2)+"手"+" 总盈利:"+DoubleToStr(TotalHistoryProfit,2)+" 总亏损:"+DoubleToStr(TotalHistoryLoss,2),0,4,65,9,"",TextColor);
double myOdds=(TotalHistoryProfit/WinHistory)/(-TotalHistoryLoss/LossHistory); //计算赔率=平均盈利/平均亏损
double myKelly=((myOdds+1)*(myWinRate/100)-1)/myOdds;
if (myKelly<0) myKelly=-myKelly;
double myMaxLots=AccountBalance()*myKelly/MarketInfo(Symbol(), MODE_MARGINREQUIRED);
iDisplayInfo("AverageRate", "平均盈利:"+DoubleToStr(TotalHistoryProfit/WinHistory,2)+" 平均亏损:"+DoubleToStr(TotalHistoryLoss/LossHistory,2),0,4,80,9,"",TextColor);
iDisplayInfo("Kelly", "赔率:"+DoubleToStr(myOdds,2)+" 凯利指标:"+DoubleToStr(myKelly*100,2)+"%"+
" 持仓限制:"+DoubleToStr(myMaxLots,2)+"手",0,4,95,9,"",TextColor);
//持仓警告
double myLots;
for (cnt=0;cnt<OrdersTotal();cnt++)
{
if (OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
{
myLots=myLots+OrderLots();
//画持仓单线段，动态
if (OrderProfit()>0) myLineColor=Blue;
if (OrderProfit()<0) myLineColor=Red;
if (OrderSymbol()==Symbol() && OrderType()==OP_BUY)
{
ObjectDelete(TimeToStr(OrderOpenTime()));
ObjectDelete("Text"+OrderOpenTime());
iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Bid,2,myLineColor);
iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" buy",8);
}
if (OrderSymbol()==Symbol() && OrderType()==OP_SELL)
{
ObjectDelete(TimeToStr(OrderOpenTime()));
ObjectDelete("Text"+OrderOpenTime());
iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Ask,3,myLineColor);
iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" sell",8);
}
}
}
if (myLots>myMaxLots)
{
iDisplayInfo("Waring", "持仓量已超过警戒线，请慎重下单!",0,4,110,12,"黑体",Olive);
}
else iDisplayInfo("Waring", "",0,4,110,12,"",Olive);
return(0);
}
/*
函数：在屏幕上显示文字标签
输入参数：string LableName 标签名称，如果显示多个文本，名称不能相同
string LableDoc 文本内容
int Corner 文本显示角
int LableX 标签X位置坐标
int LableY 标签Y位置坐标
int DocSize 文本字号
string DocStyle 文本字体
color DocColor 文本颜色
输出参数：在指定的位置（X,Y）按照指定的字号、字体及颜色显示指定的文本
算法说明：
*/
void iDisplayInfo(string LableName,string LableDoc,int Corner,int LableX,int LableY,int DocSize,string DocStyle,color DocColor)
{
if (Corner == -1) return(0);
ObjectCreate(LableName, OBJ_LABEL, 0, 0, 0);
ObjectSetText(LableName, LableDoc, DocSize, DocStyle,DocColor);
ObjectSet(LableName, OBJPROP_CORNER, Corner);
ObjectSet(LableName, OBJPROP_XDISTANCE, LableX);
ObjectSet(LableName, OBJPROP_YDISTANCE, LableY);
}
/*
函数：两点间连线(主图)
输入参数：string myLineName 线段名称
int myFirstTime 起点时间
int myFirstPrice 起点价格
int mySecondTime 终点时间
int mySecondPrice 终点价格
int myLineStyle 线型 0-实线 1-断线 2-点线 3-点划线 4-双点划线
color myLineColor 线色
输出参数：在指定的两点间连线
算法说明：
*/
void iTwoPointsLine(string myLineName,int myFirstTime,double myFirstPrice,int mySecondTime,double mySecondPrice,int myLineStyle,color myLineColor)
{
ObjectCreate(myLineName,OBJ_TREND,0,myFirstTime,myFirstPrice,mySecondTime,mySecondPrice);//确定两点坐标
ObjectSet(myLineName,OBJPROP_STYLE,myLineStyle); //线型
ObjectSet(myLineName,OBJPROP_COLOR,myLineColor); //线色
ObjectSet(myLineName,OBJPROP_WIDTH, 1); //线宽
ObjectSet(myLineName,OBJPROP_BACK,false);
ObjectSet(myLineName,OBJPROP_RAY,false);
}
/*
函数：标注符号和画线、文字
参数说明：string myType 标注类型：Dot画点、HLine画水平线、VLine画垂直线、myString显示文字
int myBarPos 指定蜡烛坐标
double myPrice 指定价格坐标
color myColor 符号颜色
int mySymbol 符号代码，108为圆点
string myString 文字内容，在指定的蜡烛位置显示文字
函数返回：在指定的蜡烛和价格位置标注符号或者画水平线、垂直线
*/
void iDrawSign(string myType,int myBarPos,double myPrice,color myColor,int mySymbol,string myString,int myDocSize)
{
if (myType=="Text")
{
TextBarString=myType+Time[myBarPos];
ObjectCreate(TextBarString,OBJ_TEXT,"",Time[myBarPos],myPrice);
ObjectSet(TextBarString,OBJPROP_COLOR,myColor);//颜色
ObjectSet(TextBarString,OBJPROP_FONTSIZE,myDocSize);//大小
ObjectSetText(TextBarString,myString);//文字内容
ObjectSet(TextBarString,OBJPROP_BACK,true);
}
if (myType=="Dot")
{
DotBarString=myType+Time[myBarPos];
ObjectCreate(DotBarString,OBJ_ARROW,0,Time[myBarPos],myPrice);
ObjectSet(DotBarString,OBJPROP_COLOR,myColor);
ObjectSet(DotBarString,OBJPROP_ARROWCODE,mySymbol);
ObjectSet(DotBarString,OBJPROP_BACK,false);
}
if (myType=="HLine")
{
HLineBarString=myType+Time[myBarPos];
ObjectCreate(HLineBarString,OBJ_HLINE,0,Time[myBarPos],myPrice);
ObjectSet(HLineBarString,OBJPROP_COLOR,myColor);
ObjectSet(HLineBarString,OBJPROP_BACK,false);
}
if (myType=="VLine")
{
VLineBarString=myType+Time[myBarPos];
ObjectCreate(VLineBarString,OBJ_VLINE,0,Time[myBarPos],myPrice);
ObjectSet(VLineBarString,OBJPROP_COLOR,myColor);
ObjectSet(VLineBarString,OBJPROP_BACK,false);
}
}

复制代码

馒头 · 发表于 2017-1-9 13:55

我去论坛怎么禁止上传mq4文件

nasa1888 · 发表于 2017-1-9 14:04

馒头发表于 2017-1-9 13:55
我去论坛怎么禁止上传mq4文件

@admin 有么？

平衡 · 发表于 2017-1-9 14:13

挺好的指标，这个能把目前持有的单子也标注上，挺全的。

Plxmm66 · 发表于 2017-1-9 15:02

貌似高大上。谢谢。

Plxmm66 · 发表于 2017-1-9 15:17

没理解：
1、总盈利显示的，为什么是加上当前账户本金量？
2、凯利指标，显示的结果如何理解？

大江向前 · 发表于 2017-1-9 15:29

很好的指标啊，有图吗？

馒头 · 发表于 2017-1-9 17:41

Plxmm66 发表于 2017-1-9 15:17
没理解：
1、总盈利显示的，为什么是加上当前账户本金量？
2、凯利指标，显示的结果如何理解？

1.MT4出入金也默认是个订单，原作者的统计方式不严谨，修改了下代码

#property indicator_chart_window
extern color TextColor=Red;
int cnt;
string TextBarString,DotBarString,HLineBarString,VLineBarString;

int init()
{
   return(0);
}

int deinit()
{
   Comment("");
   ObjectsDeleteAll(0);
   return(0);
}
int start()
{
   iMain();
   return(0);
}

void iMain()
{
   //定义统计变量
   int BuyHistoryOrders,SellHistoryOrders,ProfitHistoryOrders,HistoryOrderTotal;//买入历史订单、卖出历史订单、盈利历史订单、历史订单总数
   int WinHistory,LossHistory; //历史盈利/亏损单累计
   double TotalHistoryLots;//历史交易总手数
   double TotalHistoryProfit,TotalHistoryLoss;//盈利总数、亏损总数变量
   color myLineColor=Blue;

   iDisplayInfo("Times","动态报价时间:"+TimeToStr(TimeCurrent(),TIME_DATE|TIME_SECONDS)+" 星期"+DayOfWeek(),0,4,15,9,"Verdana",TextColor);
   //遍历历史订单，计算相关信息
   HistoryOrderTotal=OrdersHistoryTotal(); //统计历史订单总数
   for (cnt=0;cnt<=HistoryOrderTotal-1;cnt++)
      {
         if (OrderSelect(cnt,SELECT_BY_POS,MODE_HISTORY))
            {
               if (OrderType()==OP_BUY)
                  {
                     BuyHistoryOrders=BuyHistoryOrders+1;
                     if (OrderProfit()>0)  myLineColor=Blue;
                     if (OrderProfit()<0)  myLineColor=Red;
                     if (OrderSymbol()==Symbol())
                        {
                           iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),OrderCloseTime(),OrderClosePrice(),2,myLineColor);
                           iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" buy",8);
                        }
               if (OrderProfit()>0)
                  {
                     WinHistory=WinHistory+1;
                     TotalHistoryProfit=TotalHistoryProfit+OrderProfit();
                  }
               if (OrderProfit()<0)
                  {
                     LossHistory=LossHistory+1;
                     TotalHistoryLoss=TotalHistoryLoss+OrderProfit();
                  }
                  }
               if (OrderType()==OP_SELL)
                  {
                     SellHistoryOrders=SellHistoryOrders+1;
                     if (OrderProfit()>0)  myLineColor=Blue;
                     if (OrderProfit()<0)  myLineColor=Red;
                     if (OrderSymbol()==Symbol())
                        {
                           iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),OrderCloseTime(),OrderClosePrice(),3,myLineColor);
                           iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" sell",8);
                        }
               if (OrderProfit()>0)
                  {
                     WinHistory=WinHistory+1;
                     TotalHistoryProfit=TotalHistoryProfit+OrderProfit();
                  }
               if (OrderProfit()<0)
                  {
                     LossHistory=LossHistory+1;
                     TotalHistoryLoss=TotalHistoryLoss+OrderProfit();
                  }
                  }
/*
               if (OrderProfit()>0)
                  {
                     WinHistory=WinHistory+1;
                     TotalHistoryProfit=TotalHistoryProfit+OrderProfit();
                  }
               if (OrderProfit()<0)
                  {
                     LossHistory=LossHistory+1;
                     TotalHistoryLoss=TotalHistoryLoss+OrderProfit();
                  } */
               TotalHistoryLots=TotalHistoryLots+OrderLots();
            }
      }
   iDisplayInfo("HistoryOrderTotal", "历史交易单总计:"+HistoryOrderTotal+"  (其中买入单:"+BuyHistoryOrders+"  卖出单:"+SellHistoryOrders+")",0,4,35,9,"",TextColor);
   double myWinRate=(WinHistory*1.00)/(HistoryOrderTotal*1.00)*100; //胜率变量，int类型转double类型
   iDisplayInfo("HistoryWinLoss", "历史盈利单总计:"+WinHistory+"  历史亏损单:"+LossHistory+"  胜率:"+DoubleToStr(myWinRate,2)+"%",0,4,50,9,"",TextColor);
   iDisplayInfo("HistoryLots", "历史总下单量:"+DoubleToStr(TotalHistoryLots,2)+"手"+"  总盈利:"+DoubleToStr(TotalHistoryProfit,2)+"  总亏损:"+DoubleToStr(TotalHistoryLoss,2),0,4,65,9,"",TextColor);
   double myOdds=(TotalHistoryProfit/WinHistory)/(-TotalHistoryLoss/LossHistory); //计算赔率=平均盈利/平均亏损
   double myKelly=((myOdds+1)*(myWinRate/100)-1)/myOdds;
   if (myKelly<0) myKelly=-myKelly;
   double myMaxLots=AccountBalance()*myKelly/MarketInfo(Symbol(), MODE_MARGINREQUIRED);
   iDisplayInfo("AverageRate", "平均盈利:"+DoubleToStr(TotalHistoryProfit/WinHistory,2)+"  平均亏损:"+DoubleToStr(TotalHistoryLoss/LossHistory,2),0,4,80,9,"",TextColor);
   iDisplayInfo("Kelly", "赔率:"+DoubleToStr(myOdds,2)+"  凯利指标:"+DoubleToStr(myKelly*100,2)+"%",0,4,95,9,"",TextColor);  /*+
               "  持仓限制:"+DoubleToStr(myMaxLots,2)+"手",0,4,95,9,"",TextColor);
   //持仓警告
   double myLots;
   for (cnt=0;cnt<OrdersTotal();cnt++)
      {
         if (OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))
            {
               myLots=myLots+OrderLots();
               //画持仓单线段，动态
               if (OrderProfit()>0)  myLineColor=Blue;
               if (OrderProfit()<0)  myLineColor=Red;
               if (OrderSymbol()==Symbol() && OrderType()==OP_BUY)
                  {
                     ObjectDelete(TimeToStr(OrderOpenTime()));
                     ObjectDelete("Text"+OrderOpenTime());
                     iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Bid,2,myLineColor);
                     iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" buy",8);
                  }
               if (OrderSymbol()==Symbol() && OrderType()==OP_SELL)
                  {
                     ObjectDelete(TimeToStr(OrderOpenTime()));
                     ObjectDelete("Text"+OrderOpenTime());
                     iTwoPointsLine(TimeToStr(OrderOpenTime()),OrderOpenTime(),OrderOpenPrice(),Time[0],Ask,3,myLineColor);
                     iDrawSign("Text",iBarShift(OrderSymbol(),0,OrderOpenTime()),OrderOpenPrice(),myLineColor,0,DoubleToStr(OrderTicket(),0)+" sell",8);
                  }
            }
      }
   if (myLots>myMaxLots)
      {
         iDisplayInfo("Waring", "持仓量已超过警戒线，请慎重下单!",0,4,110,12,"黑体",Olive);
      }
      else iDisplayInfo("Waring", "",0,4,110,12,"",Olive);*/
   return(0);
}

/*
函数：在屏幕上显示文字标签
输入参数：string LableName 标签名称，如果显示多个文本，名称不能相同
      string LableDoc 文本内容
      int Corner 文本显示角
      int LableX 标签X位置坐标
      int LableY 标签Y位置坐标
      int DocSize 文本字号
      string DocStyle 文本字体
      color DocColor 文本颜色
输出参数：在指定的位置（X,Y）按照指定的字号、字体及颜色显示指定的文本
算法说明：
*/
void iDisplayInfo(string LableName,string LableDoc,int Corner,int LableX,int LableY,int DocSize,string DocStyle,color DocColor)
{
   if (Corner == -1) return(0);
   ObjectCreate(LableName, OBJ_LABEL, 0, 0, 0);
   ObjectSetText(LableName, LableDoc, DocSize, DocStyle,DocColor);
   ObjectSet(LableName, OBJPROP_CORNER, Corner);
   ObjectSet(LableName, OBJPROP_XDISTANCE, LableX);
   ObjectSet(LableName, OBJPROP_YDISTANCE, LableY);
}
/*
函数：两点间连线(主图)
输入参数：string myLineName  线段名称
      int myFirstTime  起点时间
      int myFirstPrice  起点价格
      int mySecondTime  终点时间
      int mySecondPrice  终点价格
      int myLineStyle  线型 0-实线 1-断线 2-点线 3-点划线 4-双点划线
      color myLineColor 线色
输出参数：在指定的两点间连线
算法说明：
*/
void iTwoPointsLine(string myLineName,int myFirstTime,double myFirstPrice,int mySecondTime,double mySecondPrice,int myLineStyle,color myLineColor)
{
   ObjectCreate(myLineName,OBJ_TREND,0,myFirstTime,myFirstPrice,mySecondTime,mySecondPrice);//确定两点坐标
   ObjectSet(myLineName,OBJPROP_STYLE,myLineStyle); //线型
   ObjectSet(myLineName,OBJPROP_COLOR,myLineColor); //线色
   ObjectSet(myLineName,OBJPROP_WIDTH, 1); //线宽
   ObjectSet(myLineName,OBJPROP_BACK,false);
   ObjectSet(myLineName,OBJPROP_RAY,false);
}

/*
函数：标注符号和画线、文字
参数说明：string myType 标注类型：Dot画点、HLine画水平线、VLine画垂直线、myString显示文字
      int myBarPos 指定蜡烛坐标
      double myPrice 指定价格坐标
      color myColor 符号颜色
      int mySymbol 符号代码，108为圆点
      string myString 文字内容，在指定的蜡烛位置显示文字
函数返回：在指定的蜡烛和价格位置标注符号或者画水平线、垂直线
*/
void iDrawSign(string myType,int myBarPos,double myPrice,color myColor,int mySymbol,string myString,int myDocSize)
   {
      if (myType=="Text")
         {
            TextBarString=myType+Time[myBarPos];
            ObjectCreate(TextBarString,OBJ_TEXT,"",Time[myBarPos],myPrice);
            ObjectSet(TextBarString,OBJPROP_COLOR,myColor);//颜色
            ObjectSet(TextBarString,OBJPROP_FONTSIZE,myDocSize);//大小
            ObjectSetText(TextBarString,myString);//文字内容
            ObjectSet(TextBarString,OBJPROP_BACK,true);
         }
      if (myType=="Dot")
         {
            DotBarString=myType+Time[myBarPos];
            ObjectCreate(DotBarString,OBJ_ARROW,0,Time[myBarPos],myPrice);
            ObjectSet(DotBarString,OBJPROP_COLOR,myColor);
            ObjectSet(DotBarString,OBJPROP_ARROWCODE,mySymbol);
            ObjectSet(DotBarString,OBJPROP_BACK,false);
         }
      if (myType=="HLine")
         {
            HLineBarString=myType+Time[myBarPos];
            ObjectCreate(HLineBarString,OBJ_HLINE,0,Time[myBarPos],myPrice);
            ObjectSet(HLineBarString,OBJPROP_COLOR,myColor);
            ObjectSet(HLineBarString,OBJPROP_BACK,false);
         }
      if (myType=="VLine")
         {
            VLineBarString=myType+Time[myBarPos];
            ObjectCreate(VLineBarString,OBJ_VLINE,0,Time[myBarPos],myPrice);
            ObjectSet(VLineBarString,OBJPROP_COLOR,myColor);
            ObjectSet(VLineBarString,OBJPROP_BACK,false);
         }
   }

2.百分比显示的单笔止损额占本金的比例

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