三重濾網

參考這篇文章寫出來的MT4版本。不過MT4沒有台指期，而且回測也不精準，所以跑出來（我測摩台）的績效沒有文章那麼好。


input double Lots          = 0.1;    
input int hands  = 1;

void OnTick(void){
   int    cnt,total;  
   if(Bars<100){
      Print("bars less than 100"); return;
     }

   total=OrdersTotal();

       if(total < hands){
          if(AccountFreeMargin() < (1000*Lots)){
             Print("We have no money. Free Margin = ",AccountFreeMargin());
             return;
          }
              if(iMACD(NULL,60,12,26,9,PRICE_CLOSE,MODE_MAIN,0)>iMACD(NULL,60,12,26,9,PRICE_CLOSE,MODE_MAIN,1) &&
iStochastic(NULL, 15, 9, 3, 3, MODE_SMA, 0, MODE_MAIN, 0)<95 && iStochastic(NULL, 15, 9, 3, 3, MODE_SMA, 0, MODE_SIGNAL, 0)<95 &&
iClose(NULL, 5, 0)>iMA(NULL, 5, 35, 8, MODE_SMA, PRICE_CLOSE, 0)){                                              
                OrderSend(Symbol(), OP_BUY, Lots, Ask,3, 0,0,"3ScreensSystem", 1234,0,Green);   return;
              }
if(iMACD(NULL,60,12,26,9,PRICE_CLOSE,MODE_MAIN,0)<iMACD(NULL,60,12,26,9,PRICE_CLOSE,MODE_MAIN,1) &&
iStochastic(NULL, 15, 9, 3, 3, MODE_SMA, 0, MODE_MAIN, 0)>5 && iStochastic(NULL, 15, 9, 3, 3, MODE_SMA, 0, MODE_SIGNAL, 0)>5 &&
iClose(NULL, 5, 0)<iMA(NULL, 5, 45, 8, MODE_SMA, PRICE_CLOSE, 0)){
                OrderSend(Symbol(),OP_SELL,Lots,Bid,3,0,0,"3ScreensSystem", 1234,0,Red); return;
              }
        }

   for(cnt=0;cnt<total;cnt++){
      if(!OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES))   continue;
      if(OrderType()<=OP_SELL && OrderSymbol()==Symbol()){
         if(OrderType()==OP_BUY){
               if(iClose(NULL,5,0)-OrderOpenPrice()>2){
                      OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); return;
                }else if(OrderOpenPrice()-iClose(NULL,5,0)>0.5){
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet); return;
}
          }else{
        if(OrderOpenPrice()-iClose(NULL,5,0)>2){
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); return;
}else if(iClose(NULL,5,0)-OrderOpenPrice()>0.5){
            OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet); return;
}
          }
      }
    }
  }