MQL5 Wizard(1): 不需手寫程式碼建立EA

Jam

發佈於MQL5 Wizard

2024/04/21閱讀時間約 41 分鐘

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引言

紀錄閱讀MQL5論壇上EA交易工具相關的心得或翻譯

由於後面有一系列文章是使用mql5 wizard這個功能來寫EA

因此先有一個前導系列來研究mql5 wizard這個功能

至於mql5基礎語言由於筆者本身有基礎背景

因此就先不介紹了，後續如果有需要再考慮

文章出處

MQL5 Wizard: Creating Expert Advisors without Programming

介紹

當在建立自動交易系統時

必須要編寫有關＂交易訊號＂＂追蹤平倉＂＂資金風險管理＂等邏輯

當各個模組編寫完成，最困難的任務就是組裝各個模組並調適算法

而在這個基礎之上還需要有一個讓各個模組互動正常的架構

若架構規劃的不好，則還需要花時間排查架構錯誤，替換模組時還有可能要改寫架構

在MQL5中，使用了物件導向的方法來簡化自動交易系統的編寫和測試流程，

尤其MetaQuotes Software Corp.還內建了基本的交易訊號(20個)、追蹤平倉(4)和資金風險管理模組(5)

透過組合這些模組就可以立即得到一個可用的EA

接下來會介紹如何自動產生一套EA且不需要自己手寫程式碼

使用MQL5 Wizard建立EA

接下來的步驟將在MetaEditor中完成

其中內建的交易模組位於＂\<client_terminal_directory>\MQL5\Include\Expert\＂路徑的資料夾內

當在開啟MetaEditor後，MQL5 Wizard會到這個路徑解析這些模組並新增到選單中

之後在新增EA時就可以透過選單來選擇要組合哪些模組

接下來到工具＞MetaQuotes語言編輯器，或按(F4)來開啟MetaEditor，
接著一樣左上角按新增EA的按鈕(或ctrl+n)，並選擇EA交易(生成)

輸入名稱等其他資訊

增加選擇交易訊號
- 交易訊號會決定什麼條件下開倉，平倉，反轉部位，圖中是內建的交易訊號

- 之後可以設定交易訊號的相關參數
  參數具有兩種模式，圖中灰色底的(如shift，applied)，代表生成EA之後無法在調適EA的階段再次修改參數值，用於加速EA調適的速度，反之則為白色底，可以透過滑鼠左鍵雙擊切換

- 加入之後如下圖

增加追蹤平倉模組

增加資金風險管理模組

之後按下完成就會生成EA

解析EA程式碼與架構

生成的程式碼如下

//+------------------------------------------------------------------+
//|                                                      Test001.mq5 |
//|                                  Copyright 2024, MetaQuotes Ltd. |
//|                                             <https://www.mql5.com> |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link      "<https://www.mql5.com>"
#property version   "1.00"
//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include <Expert\\Expert.mqh>
//--- available signals
#include <Expert\\Signal\\SignalMA.mqh>
//--- available trailing
#include <Expert\\Trailing\\TrailingFixedPips.mqh>
//--- available money management
#include <Expert\\Money\\MoneyFixedLot.mqh>
//+------------------------------------------------------------------+
//| Inputs                                                           |
//+------------------------------------------------------------------+
//--- inputs for expert
input string             Expert_Title                  ="Test001";   // Document name
ulong                    Expert_MagicNumber            =13666;       //
bool                     Expert_EveryTick              =false;       //
//--- inputs for main signal
input int                Signal_ThresholdOpen          =10;          // Signal threshold value to open [0...100]
input int                Signal_ThresholdClose         =10;          // Signal threshold value to close [0...100]
input double             Signal_PriceLevel             =0.0;         // Price level to execute a deal
input double             Signal_StopLevel              =50.0;        // Stop Loss level (in points)
input double             Signal_TakeLevel              =50.0;        // Take Profit level (in points)
input int                Signal_Expiration             =4;           // Expiration of pending orders (in bars)
input int                Signal_MA_PeriodMA            =12;          // Moving Average(12,0,...) Period of averaging
input int                Signal_MA_Shift               =0;           // Moving Average(12,0,...) Time shift
input ENUM_MA_METHOD     Signal_MA_Method              =MODE_SMA;    // Moving Average(12,0,...) Method of averaging
input ENUM_APPLIED_PRICE Signal_MA_Applied             =PRICE_CLOSE; // Moving Average(12,0,...) Prices series
input double             Signal_MA_Weight              =1.0;         // Moving Average(12,0,...) Weight [0...1.0]
//--- inputs for trailing
input int                Trailing_FixedPips_StopLevel  =30;          // Stop Loss trailing level (in points)
input int                Trailing_FixedPips_ProfitLevel=50;          // Take Profit trailing level (in points)
//--- inputs for money
input double             Money_FixLot_Percent          =10.0;        // Percent
input double             Money_FixLot_Lots             =0.1;         // Fixed volume
//+------------------------------------------------------------------+
//| Global expert object                                             |
//+------------------------------------------------------------------+
CExpert ExtExpert;
//+------------------------------------------------------------------+
//| Initialization function of the expert                            |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- Initializing expert
   if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing expert");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Creating signal
   CExpertSignal *signal=new CExpertSignal;
   if(signal==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating signal");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//---
   ExtExpert.InitSignal(signal);
   signal.ThresholdOpen(Signal_ThresholdOpen);
   signal.ThresholdClose(Signal_ThresholdClose);
   signal.PriceLevel(Signal_PriceLevel);
   signal.StopLevel(Signal_StopLevel);
   signal.TakeLevel(Signal_TakeLevel);
   signal.Expiration(Signal_Expiration);
//--- Creating filter CSignalMA
   CSignalMA *filter0=new CSignalMA;
   if(filter0==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating filter0");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
   signal.AddFilter(filter0);
//--- Set filter parameters
   filter0.PeriodMA(Signal_MA_PeriodMA);
   filter0.Shift(Signal_MA_Shift);
   filter0.Method(Signal_MA_Method);
   filter0.Applied(Signal_MA_Applied);
   filter0.Weight(Signal_MA_Weight);
//--- Creation of trailing object
   CTrailingFixedPips *trailing=new CTrailingFixedPips;
   if(trailing==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating trailing");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Add trailing to expert (will be deleted automatically))
   if(!ExtExpert.InitTrailing(trailing))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing trailing");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Set trailing parameters
   trailing.StopLevel(Trailing_FixedPips_StopLevel);
   trailing.ProfitLevel(Trailing_FixedPips_ProfitLevel);
//--- Creation of money object
   CMoneyFixedLot *money=new CMoneyFixedLot;
   if(money==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating money");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Add money to expert (will be deleted automatically))
   if(!ExtExpert.InitMoney(money))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing money");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Set money parameters
   money.Percent(Money_FixLot_Percent);
   money.Lots(Money_FixLot_Lots);
//--- Check all trading objects parameters
   if(!ExtExpert.ValidationSettings())
     {
      //--- failed
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Tuning of all necessary indicators
   if(!ExtExpert.InitIndicators())
     {
      //--- failed
      printf(__FUNCTION__+": error initializing indicators");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- ok
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Deinitialization function of the expert                          |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   ExtExpert.Deinit();
  }
//+------------------------------------------------------------------+
//| "Tick" event handler function                                    |
//+------------------------------------------------------------------+
void OnTick()
  {
   ExtExpert.OnTick();
  }
//+------------------------------------------------------------------+
//| "Trade" event handler function                                   |
//+------------------------------------------------------------------+
void OnTrade()
  {
   ExtExpert.OnTrade();
  }
//+------------------------------------------------------------------+
//| "Timer" event handler function                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
   ExtExpert.OnTimer();
  }
//+------------------------------------------------------------------+

程式碼的基本資料描述

//+------------------------------------------------------------------+
//|                                                      Test001.mq5 |
//|                                  Copyright 2024, MetaQuotes Ltd. |
//|                                             <https://www.mql5.com> |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link      "<https://www.mql5.com>"
#property version   "1.00"

引入的參考檔案

//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include <Expert\\Expert.mqh>
//--- available signals
#include <Expert\\Signal\\SignalMA.mqh>
//--- available trailing
#include <Expert\\Trailing\\TrailingFixedPips.mqh>
//--- available money management
#include <Expert\\Money\\MoneyFixedLot.mqh>

- Expert.mqh：用來組合各個模組
- 其餘三個檔案是剛剛選擇的各個模組

接來來是之後可以被調適的EA參數

//+------------------------------------------------------------------+
//| Inputs                                                           |
//+------------------------------------------------------------------+
//--- inputs for expert
input string             Expert_Title                  ="Test001";   // Document name
ulong                    Expert_MagicNumber            =13666;       //
bool                     Expert_EveryTick              =false;       //
//--- inputs for main signal
input int                Signal_ThresholdOpen          =10;          // Signal threshold value to open [0...100]
input int                Signal_ThresholdClose         =10;          // Signal threshold value to close [0...100]
input double             Signal_PriceLevel             =0.0;         // Price level to execute a deal
input double             Signal_StopLevel              =50.0;        // Stop Loss level (in points)
input double             Signal_TakeLevel              =50.0;        // Take Profit level (in points)
input int                Signal_Expiration             =4;           // Expiration of pending orders (in bars)
input int                Signal_MA_PeriodMA            =12;          // Moving Average(12,0,...) Period of averaging
input int                Signal_MA_Shift               =0;           // Moving Average(12,0,...) Time shift
input ENUM_MA_METHOD     Signal_MA_Method              =MODE_SMA;    // Moving Average(12,0,...) Method of averaging
input ENUM_APPLIED_PRICE Signal_MA_Applied             =PRICE_CLOSE; // Moving Average(12,0,...) Prices series
input double             Signal_MA_Weight              =1.0;         // Moving Average(12,0,...) Weight [0...1.0]
//--- inputs for trailing
input int                Trailing_FixedPips_StopLevel  =30;          // Stop Loss trailing level (in points)
input int                Trailing_FixedPips_ProfitLevel=50;          // Take Profit trailing level (in points)
//--- inputs for money
input double             Money_FixLot_Percent          =10.0;        // Percent
input double             Money_FixLot_Lots             =0.1;         // Fixed volume

- 起頭的三個是基本參數(Expert_Title/Expert_MagicNumber/Expert_EveryTick)
  Expert_Title:EA名稱
  Expert_MagicNumber:用於管理EA的交易訂單
  Expert_EveryTick:是否在每次價格tick跳動時都執行EA邏輯
- 後面參數則會跟選擇的模組不同而變動

宣告組合模組的EA變數

//+------------------------------------------------------------------+
//| Global expert object                                             |
//+------------------------------------------------------------------+
CExpert ExtExpert;

設定組合各模組到EA變數內

//+------------------------------------------------------------------+
//| Initialization function of the expert                            |
//+------------------------------------------------------------------+
int OnInit()
  {
     ...

- 在OnInit()中進行初始化，此函數只會在EA開啟時執行一次

接下來設定ExtExpert的初始參數

//--- Initializing expert
   if(!ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing expert");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }

- 透過ExtExpert.Init(Symbol(),Period(),Expert_EveryTick,Expert_MagicNumber)
  把基本參數配置到ExtExpert，如果初始化失敗則會回傳-1，然後進入if判斷執行結束EA相關程序

設定交易訊號模組的參數並配置到ExtExpert

//--- Creating signal
   CExpertSignal *signal=new CExpertSignal;
   if(signal==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating signal");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//---
   ExtExpert.InitSignal(signal);
   signal.ThresholdOpen(Signal_ThresholdOpen);
   signal.ThresholdClose(Signal_ThresholdClose);
   signal.PriceLevel(Signal_PriceLevel);
   signal.StopLevel(Signal_StopLevel);
   signal.TakeLevel(Signal_TakeLevel);
   signal.Expiration(Signal_Expiration);
//--- Creating filter CSignalMA
   CSignalMA *filter0=new CSignalMA;
   if(filter0==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating filter0");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
   signal.AddFilter(filter0);
//--- Set filter parameters
   filter0.PeriodMA(Signal_MA_PeriodMA);
   filter0.Shift(Signal_MA_Shift);
   filter0.Method(Signal_MA_Method);
   filter0.Applied(Signal_MA_Applied);
   filter0.Weight(Signal_MA_Weight);

- 交易訊號分為兩個步驟
- 建立訊號變數signal，配置到ExtExpert
- 把各個交易模組當成一層的filter(過濾器)，
  透過加入到signal.AddFilter(filter0)，
  只有當價格行為通過層層過濾器後，才能發出交易訊號

設定追蹤平倉變數

//--- Creation of trailing object
   CTrailingFixedPips *trailing=new CTrailingFixedPips;
   if(trailing==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating trailing");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Add trailing to expert (will be deleted automatically))
   if(!ExtExpert.InitTrailing(trailing))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing trailing");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Set trailing parameters
   trailing.StopLevel(Trailing_FixedPips_StopLevel);
   trailing.ProfitLevel(Trailing_FixedPips_ProfitLevel);

- 建立變數trailing，配置到ExtExpert

設定資金風險管理變數

//--- Creation of money object
   CMoneyFixedLot *money=new CMoneyFixedLot;
   if(money==NULL)
     {
      //--- failed
      printf(__FUNCTION__+": error creating money");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Add money to expert (will be deleted automatically))
   if(!ExtExpert.InitMoney(money))
     {
      //--- failed
      printf(__FUNCTION__+": error initializing money");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Set money parameters
   money.Percent(Money_FixLot_Percent);
   money.Lots(Money_FixLot_Lots);

- 建立變數money，配置到ExtExpert

設定好ExtExpert之後驗證所有參數設置，並把剛剛配置的變數都跑一次初始化

//--- Check all trading objects parameters
   if(!ExtExpert.ValidationSettings())
     {
      //--- failed
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }
//--- Tuning of all necessary indicators
   if(!ExtExpert.InitIndicators())
     {
      //--- failed
      printf(__FUNCTION__+": error initializing indicators");
      ExtExpert.Deinit();
      return(INIT_FAILED);
     }

接下來就同一般的EA一樣，執行MQL5基本參數，然後再透過ExtExpert觸發各模組的程式邏輯

//+------------------------------------------------------------------+
//| Deinitialization function of the expert                          |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   ExtExpert.Deinit();
  }
//+------------------------------------------------------------------+
//| "Tick" event handler function                                    |
//+------------------------------------------------------------------+
void OnTick()
  {
   ExtExpert.OnTick();
  }
//+------------------------------------------------------------------+
//| "Trade" event handler function                                   |
//+------------------------------------------------------------------+
void OnTrade()
  {
   ExtExpert.OnTrade();
  }
//+------------------------------------------------------------------+
//| "Timer" event handler function                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
   ExtExpert.OnTimer();
  }

編譯EA確定沒有錯誤和警告

結語

透過MQL5 Wizard可以簡化交易想法的建立和測試

也可以自己建立各個模組

並且可以重複使用，組合不同的模組來建立自己獨有的交易程式

且開發組來的

補充說明：內文提供的Moving Average EA只是範例，並無實際盈利能力，具體邏輯還需使用者自行思考設計

Jam的NotesMQL5 Wizard

Jam的Notes

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