Forex¡¡MQL¤Ç¹Ô¤³¤¦(µì³ô²Á¥Á¥ã¡¼¥È¥µ¥¤¥ó)

FX¤Çͭ̾¤ÊMT4¤ÇMQL¥×¥í¥°¥é¥à¤òÊÙ¶¯¤·¤Æ¤¤¤­¤Þ¤¹¡£

²»¤¬ÌĤëEA

MACD ¡ÊMoving Average Convergence Divergence¡Ë ¥¯¥í¥¹¤Ç²»¤òÌĤ餹EA

¥ª¥·¥ì¡¼¥¿¡¼·Ï»Øɸ¤Ç¡¢°ÜÆ°Ê¿¶Ñ¤ÎЪΥ¤ò¸«¤ä¤¹¤¯¤·¤¿¤ä¤Ä¤Ã¤Æ¤³¤È¤Ç¤¹¤«¤Í¡£

MACD¤Î·×»»¼°¤Ï³ä°¦¡£

¡Ú»È¤¦´Ø¿ô¡Û
double iMACD(string symbol, int timeframe, int fast_ema_period,
¡¡¡¡¡¡int slow_ema_period, int signal_period, int applied_price, int mode, int shift)


¡Ú´Ø¿ô¤ËÅϤ¹ÃÍ¡Û
£±¡Ë¥Ú¥¢¡§¼Â¹Ô¤¹¤ë¥¦¥£¥ó¥É¥¦¤Çɽ¼¨¤·¤Æ¤¤¤ë¥Ú¥¢(symbol¡¡0)
£²¡Ë»þ´Ö­¡§¼Â¹Ô¤¹¤ë¥¦¥£¥ó¥É¥¦¤Çɽ¼¨¤·¤Æ¤¤¤ë»þ´Ö­(timeframe¡¡0)
£³¡Ë¼þ´ü1¡§12(fast_ema_period¡¡12)
£´¡Ë¼þ´ü2¡§26(slow_ema_period¡¡26)
£µ¡Ë¥·¥°¥Ê¥ë¡§9(signal_period¡¡9)
£¶¡Ë½ªÃͤÇȽÃǤ¹¤ë(applied_price PRICE_CLOSE)
£·¡Ë¥â¡¼¥É¡§´ðËÜÀþ¤«¡¢¥·¥°¥Ê¥ë¤«(mode¡¡MODE_MAIN/MODE_SIGNAL)
£·¡ËÁ°¤Î­¤¬³ÎÄꤷ¤¿»þÅÀ¤ÇȽÃÇ(shift 1)

°Ê²¼¤Î3¤Ä¤Î¾ò·ï¤Ç¤½¤ì¤¾¤ì¥¢¥é¡¼¥È¤¬ÌĤë¤è¤¦¤Ë¤·¤Æ¤ß¤¿¡£
¥À¥¦¥ó¥í¡¼¥É¡¡macd1.ex4

¥Ñ¥é¥á¡¼¥¿¤ÎÀâÌÀ¡ÊExpert Properties¤ÇÀßÄꤷ¤Æ¤¯¤À¤µ¤¤¡Ë
prmMacdF¡§Ã»¤¤¼þ´ü¤ÎÃÍ(¥Ç¥Õ¥©¥ë¥È12)
prmMacdS¡§Ä¹¤¤¼þ´ü¤ÎÃ͡ʥǥե©¥ë¥È26)
prmMacdI¡§¥·¥°¥Ê¥ë¤Î¼þ´ü¡Ê¥Ç¥Õ¥©¥ë¥È9¡Ë
sigCase ¡§¥·¥°¥Ê¥ëȽÃÇÊýË¡
¡¡¡¡0¡§¥·¥°¥Ê¥ë¤È¤Î¥¯¥í¥¹
¡¡¡¡1¡§0°Ê²¼¤Ç¥·¥°¥Ê¥ëÀþ¤òÆͤ­È´¤±¤¿¤«¡¢0°Ê¾å¤Ç¥·¥°¥Ê¥ëÀþ¤ò²¼È´¤±¤¿
¡¡¡¡2¡§MACDÀþ¤¬£°¥é¥¤¥ó¤ò¥¯¥í¥¹¤·¤¿»þ
eaOn =0¡§¥Ð¥Ã¥¯¥Æ¥¹¥È¤ò¤¹¤ë»þ¤Ï£±

ºÇ¶á¡Êº£Ç¯¡Ë¤Î¥Ç¡¼¥¿¤Ë¸Â¤Ã¤Æ¤Ï¥Ð¥Ã¥¯¥Æ¥¹¥È¤Î·ë²Ì¤¬¥×¥é¥¹¤Ë¤Ê¤ë¤è¤¦¤À¡£
sigCase¤ò£²¤Ë¤·¤Æ¡¢£°°Ê¾å¤Î»þLong¥Ý¥¸¥·¥ç¥ó¡¢£°°Ê²¼¤Î»þShort¥Ý¥¸¥·¥ç¥ó
¤È¸À¤¦ÀßÄê¤Ë¤¹¤ë¤È·ë²Ì¤¬¥×¥é¥¹¤Ë¡£
macd2_15op

prmMacdF=10,prmMacdS=39,prmMacI=9(Optimization¤Î·ë²Ì¤«¤é°úÍÑ¡Ë
´ü´Ö¤Ï2013/01/02¤«¤é

2000ǯ¤«¤é¥Æ¥¹¥È¤ò¤¹¤ë¤È¤º¡¼¡¼¡¼¡¼¡¼¤È±¦¸ª²¼¤¬¤ê¡£
¤ª¤«¤·¤¤¡£¡£¡£2013ǯ¤«¤é¤Î¥Æ¥¹¥È¤Ç¤Ï¥×¥é¥¹¤È¸À¤¦·ë²Ì¤Ë¤Ê¤Ã¤Æ¤¤¤ë¤Î¤Ë¡£

RSI (Relative Strength Index) ÁêÂÐÎϻؿô¤ò»È¤Ã¤¿²»¤¬ÌĤëEA

Çä¤é¤ì¤¹¤®¡¢Çã¤ï¤ì¤¹¤®¤ò¸«¤ëÂåɽŪ¥Æ¥¯¥Ë¥«¥ë»Øɸ¤Ç¤¹¤Í¡£
¿ôÃͤÏ0¡Á100¤Î´Ö¤Çɽ¤µ¤ì¡¢30°Ê²¼¤ÏÇä¤é¤ì¤¹¤®¡¢70°Ê¾å¤Ï
Çã¤ï¤ì²á¤®¤È¸«¤ë¤Î¤¬°ìÈÌŪ¡£

RSI=nÆü¤ÎÃ;夬¤êÉý¹ç·×¡¿¡ÊnÆü¤ÎÃ;夬¤êÉý¹ç·×¡¡¡ÜnÆü¤ÎÃͲ¼¤¬¤êÉý¹ç·×¡Ë¡ö100

¡Ú»È¤¦´Ø¿ô¡Û
double iRSI(string symbol, int timeframe, int period, int applied_price, int shift)
*MetaSysSeeker¤è¤ê

¡Ú´Ø¿ô¤ËÅϤ¹ÃÍ¡Û
£±¡Ë¥Ú¥¢¡§¼Â¹Ô¤¹¤ë¥¦¥£¥ó¥É¥¦¤Çɽ¼¨¤·¤Æ¤¤¤ë¥Ú¥¢(symbol¡¡0)
£²¡Ë»þ´Ö­¡§¼Â¹Ô¤¹¤ë¥¦¥£¥ó¥É¥¦¤Çɽ¼¨¤·¤Æ¤¤¤ë»þ´Ö­(timeframe¡¡0)
£³¡Ë¼þ´ü¡§14(period¡¡14)
£¶¡Ë½ªÃͤÇȽÃǤ¹¤ë(applied_price PRICE_CLOSE)
£·¡Ë³ÎÄꤷ¤Æ¤¤¤ëÁ°¤Î­¤ò»È¤¦(shift 1)

¤³¤¦¤Ê¤ë
iRSI(0, 0, 30, PRICE_CLOSE, 1)

¾ò·ï¤òËþ¤¿¤·¤¿¤é²»¤¬ÌĤë¡ÊAlert)¤è¤¦¤Ë¤·¤Æ¤ß¤¿¡£
¥À¥¦¥ó¥í¡¼¥É¡¡rsi1.ex4

¥Ñ¥é¥á¡¼¥¿¤ÎÀâÌÀ¡ÊExpert Properties¤ÇÀßÄꤷ¤Æ¤¯¤À¤µ¤¤¡Ë
prmRsi¡§RSI¤Î¼þ´ü¡Ê¥Ç¥Õ¥©¥ë¥È14¡Ë
prmHi ¡§Çã¤ï¤ì¤¹¤®¤òȽÃǤ¹¤ëÃ͡ʥǥե©¥ë¥È70¡Ë
prmLo ¡§Çä¤é¤ì²á¤®¤òȽÃǤ¹¤ëÃ͡ʥǥե©¥ë¥È30¡Ë
sigCase¡§È½ÃÇÊýË¡¡¡
¡¡¡¡0¡§prmHi¤ò±Û¤·¤¿¤«¡¢Ëô¤Ï¡¢prmLo¤è¤ê²¼¤²¤¿¡Ê²¼¿Þ­¡¡Ë
¡¡¡¡1¡§prmHi¤ò±Û¤·¤¿¸å¡¢È¿Å¾¤·¤¿¤«¡¢Ëô¤Ï¡¢prmLo¤ò²¼²ó¤ê¡¢È¿Å¾¤·¤¿¡Ê²¼¿Þ­¢¡Ë
¡¡¡¡2¡§prmHi¤ò±Û¤·¤¿¸å¡¢prmHi¤è¤êÌᤷ¤¿¡¢Ëô¤ÏprmLo¤ò²¼²ó¤Ã¤¿¸å¡¢pmrLo¤«¤éÌᤷ¤¿¡Ê²¼¿Þ­£¡Ë
rsi


¤µ¤Æ¡¢¥Ð¥Ã¥¯¥Æ¥¹¥È¤ÇÇäÇã¥í¥¸¥Ã¥¯¤òÁȤà¤Î¤Ë·è»»µ¬Â§¤ò¤É¤¦¤¹¤ë¤«¡£¡£¡£

MA¡¡°ÜÆ°Ê¿¶Ñ¡¡Ä¹´üÀþ¤òÆþ¤ì¤¿¥µ¥¤¥ó­¢¡¡²»¤¬ÌĤëEA

Á°²ó¤ÎÇäÇã¾ò·ï¤Ë°Ê²¼¤òÄɲÃ
Ç㤤¥·¥°¥Ê¥ë¡§Ã»´üÀþ¤¬Ãæ´üÀþ¤è¤ê¾å¤Ç¡¢Ä¹´üÀþ¤òÃæ´üÀþ¤¬¾åÈ´¤±¤¿
if(fastNow > slowNow && slowPre <= longPre && slowNow > longNow)

Çä¤ê¥·¥°¥Ê¥ë¡§Ã»´üÀþ¤¬Ãæ´üÀþ¤è¤ê²¼¤Ç¡¢Ä¹´üÀþ¤òÃæ´üÀþ¤¬²¼È´¤±¤¿
if(fastNow < slowNow && slowPre >= longPre && slowNow < longNow)

¡öÊÑ¿ô¤ÎÀâÌÀ
fastNow¡§£±¤ÄÁ°¤Îû´üÀþ¤ÎÃÍ
slowNow¡§£±¤ÄÁ°¤ÎÃæ´üÀþ¤ÎÃÍ
slowPre¡§£²¤ÄÁ°¤ÎÃæ´üÀþ¤ÎÃÍ
longPre¡§£±¤ÄÁ°¤ÎĹ´üÀþ¤ÎÃÍ
longNow¡§£²¤ÄÁ°¤ÎĹ´üÀþ¤ÎÃÍ

¥À¥¦¥ó¥í¡¼¥É¡¡ma21.ex4


Á°²ó¤Î¥Æ¥¹¥È¤ÎOptimization¤Ç¥Ñ¥Õ¥©¡¼¥Þ¥ó¥¹¤¬Îɤ«¤Ã¤¿Ãͤò¤Ä¤«¤Ã¤Æ¥Ð¥Ã¥¯¥Æ¥¹¥È

¢£5ʬ­
û´üÀþ10ËÜ¡¿Ãæ´üÀþ40ËÜ¡¿Ä¹´üÀþ75ËÜ¡¿¥â¡¼¥Éñ½ã°ÜÆ°Ê¿¶Ñ¡¿Open prices¡¿´ü´Ö2013.01.02¡Á
»±×¡¡¡¡¡¡¡¡P/F¡¡¡¡¥È¥ì¡¼¥É¿ô¡¡ºÇÂçDrowdown¡¡¾¡Î¨
2814.79¡¡¡¡¡¡1.14¡¡¡¡¡¡266¡¡¡¡¡¡3357.28 ¡¡¡¡36.09%

¢££±£µÊ¬Â­
û´üÀþ8ËÜ¡¿Ãæ´üÀþ50ËÜ¡¿Ä¹´üÀþ75ËÜ¡¿¥â¡¼¥Éñ½ã°ÜÆ°Ê¿¶Ñ¡¿Open prices¡¿´ü´Ö2013.01.02¡Á
»±×¡¡¡¡¡¡¡¡P/F¡¡¡¡¥È¥ì¡¼¥É¿ô¡¡ºÇÂçDrowdown¡¡¾¡Î¨
5035.88¡¡¡¡1.49¡¡¡¡¡¡81¡¡¡¡¡¡¡¡3308.20 ¡¡¡¡34.57%

¢£30ʬ­
û´üÀþ10ËÜ¡¿Ãæ´üÀþ25ËÜ¡¿Ä¹´üÀþ75ËÜ¡¿¥â¡¼¥Éñ½ã°ÜÆ°Ê¿¶Ñ¡¿Open prices¡¿´ü´Ö2013.01.02¡Á
»±×¡¡¡¡¡¡¡¡P/F¡¡¡¡¥È¥ì¡¼¥É¿ô¡¡ºÇÂçDrowdown¡¡¾¡Î¨
5915.09¡¡¡¡1.73¡¡¡¡¡¡56¡¡¡¡¡¡¡¡¡¡2924.65 ¡¡¡¡42.86%

¢£1»þ´Ö­
û´üÀþ14ËÜ¡¿Ãæ´üÀþ30ËÜ¡¿Ä¹´üÀþ75ËÜ¡¿¥â¡¼¥Éñ½ã°ÜÆ°Ê¿¶Ñ¡¿Open prices¡¿´ü´Ö2013.01.02¡Á
»±×¡¡¡¡¡¡¡¡P/F¡¡¡¡¥È¥ì¡¼¥É¿ô¡¡ºÇÂçDrowdown¡¡¾¡Î¨
6642.69¡¡¡¡2.16¡¡¡¡¡¡22¡¡¡¡¡¡¡¡¡¡5579.40¡¡¡¡68.18%
ÁÇÀ²¤é¤·¤¤¡ª1lot¤Ç¥È¥ì¡¼¥É¤·¤Æ¤¤¤¿¤é£¶Ëü±ß¤Î¥×¥é¥¹¤È¸À¤¦·ë²Ì¤Ë¡£
¤Ç¤âºÇÂ综º¤â5Ëü£µÀé±ß¤Ê¤ê¡£

¢£4»þ´Ö­
û´üÀþ10ËÜ¡¿Ãæ´üÀþ25ËÜ¡¿Ä¹´üÀþ75ËÜ¡¿¥â¡¼¥Éñ½ã°ÜÆ°Ê¿¶Ñ¡¿Open prices¡¿´ü´Ö2013.01.02¡Á
»±×¡¡¡¡¡¡¡¡P/F¡¡¡¡¥È¥ì¡¼¥É¿ô¡¡ºÇÂçDrowdown¡¡¾¡Î¨
3692.92¡¡¡¡3.09¡¡¡¡¡¡6¡¡¡¡¡¡¡¡¡¡2800.09¡¡¡¡50.0%

¢£Æü­
2000ǯ¤«¤é¤Î¥Æ¥¹¥È¤ò¤·¤¿¤é¡¢ºÇ½é¤Î3²ó¤Î¥È¥ì¡¼¥É¤Ç¥Þ¥¤¥Ê¥¹¤Ë¤Ê¤ê¡¢½ªÎ»¡£


¼¡²ó¤Ï°ÜÆ°Ê¿¶Ñ°Ê³°¤Ç¿·¤·¤¤´Ø¿ô¤ËÄ©Àï¤Ç¤¹¡£

MA¡¡°ÜÆ°Ê¿¶Ñ¡¡Ä¹´üÀþ¤òÆþ¤ì¤¿¥µ¥¤¥ó¤Ç²»¤¬ÌĤëEA

°ÜÆ°Ê¿¶Ñ¤ÎĹ´üÀþ¤â»È¤Ã¤¿¥×¥í¥°¥é¥à¤òºî¤Ã¤Æ¤ß¤¿¡£
ma2.ex4

¥Ñ¥é¥á¡¼¥¿¤ÎÀâÌÀ¡ÊExpert Properties¤ÇÀßÄꤷ¤Æ¤¯¤À¤µ¤¤¡Ë
prmMaF¡§Ã»´üÀþ¤Î¼þ´ü
prmMaS¡§Ãæ´üÀþ¤Î¼þ´ü
prmMaL¡§Ä¹´üÀþ¤Î¼þ´ü
eaOn¡¡¡§¥Ð¥Ã¥¯¥Æ¥¹¥È»þ¤Ï£±¤Ë¤¹¤ë
mode¡¡¡§Á°²ó¤Î°ÜÆ°Ê¿¶Ñ¤Î¼ïÎà¤ò»ØÄꤹ¤ë¤Ê¤é
0¡§Ã±½ã°ÜÆ°Ê¿¶Ñ¡Ê¥Ç¥Õ¥©¥ë¥È¡Ë
1¡§»Ø¿ô°ÜÆ°Ê¿¶Ñ
2¡§Ê¿³ê°ÜÆ°Ê¿¶Ñ
3¡§Àþ·Á²Ã½Å°ÜÆ°Ê¿¶Ñ


°ÜÆ°Ê¿¶Ñ¤Îû´ü¤ÈÃæ´ü¤Î¥¯¥í¥¹¤Ç¥µ¥¤¥ó¤òȽÃǤ¹¤ë¤Î¤ÏÊѤï¤ê¤Þ¤»¤ó¤¬¡¢
¤µ¤é¤Ë¾ò·ï¤È¤·¤Æ¡¢Ä¹´üÀþ¤Î¾å¤«²¼¤«¤Ç²»¤¬¤Ê¤ê¤Þ¤¹¡£

Ç㤤¥·¥°¥Ê¥ë¡§Ä¹´üÀþ¤Î¾å¤Ç¥´¡¼¥ë¥Ç¥ó¥¯¥í¥¹
Çä¤ê¥·¥°¥Ê¥ë¡§Ä¹´üÀþ¤Î²¼¤Ç¥Ç¥Ã¥É¥¯¥í¥¹
¤Ç¤¹¤Î¤Ç¡¢Ä¹´üÀþ¤è¤ê²¼¤Çû´ü¤ÈÃæ´ü¤Î¥´¡¼¥ë¥Ç¥ó¥¯¥í¥¹¤Ç¤Ï¥µ¥¤¥ó¤È¤·¤Æ
̵»ë¤¹¤ë¤Î¤Ç¡¢²»¤Ï¤Ê¤ê¤Þ¤»¤ó¡£

¤½¤·¤Æ¡¢¥×¥í¥°¥é¥à¤Ç¤Ï¥Æ¥¹¥ÈÍѤ˷軻ÊýË¡¤ò°Ê²¼¤È¤·¤Æ¤Þ¤¹¡£
Ç㤤¥Ý¥¸¥·¥ç¥ó¡§Ãæ´üÀþ¤òû´üÀþ¤¬²¼È´¤±¤ë
Çä¤ê¥Ý¥¸¥·¥ç¥ó¡§Ãæ´üÀþ¤òû´üÀþ¤¬¾åÈ´¤±¤ë


Optimization¤ò»È¤Ã¤¿¥Æ¥¹¥È·ë²Ì
³«»Ï´ü´Ö¤ò1990ǯ¤«¤é¤Ë¤·¤Æ¡¢¥â¥Ç¥ë¤ÏOpen Prices Only¡¢Ä¹´üÀþ¤Ï75ËܸÇÄê¡£

Æü­¤Ç¤Î·ë²Ì¡Ê¼ý±×¤Î¿ô»ú¤ÏUSD¡ð¤Ç¤¹¡Ë
»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%¡¡¡¡ÀßÄê
73921.32¡¡¡¡84¡¡¡¡2.14¡¡¡¡880.02¡¡¡¡¡¡¡¡¡¡12754.9¡¡¡¡22.45%¡¡¡¡prmMaF=10 prmMaS=35 prmMaL=75
72023.67¡¡¡¡78¡¡¡¡2.18¡¡¡¡923.38¡¡¡¡¡¡¡¡¡¡12885.87¡¡¡¡24.92%¡¡¡¡prmMaF=12 prmMaS=35 prmMaL=75
¤³¤Î2¤Ä¤¬¥À¥ó¥È¥Ä¤Ç¤·¤¿¡£

4»þ´Ö­¤Ç¤Î·ë²Ì
»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%¡¡¡¡ÀßÄê
37447.85¡¡¡¡390¡¡1.21¡¡¡¡¡¡96.02¡¡¡¡¡¡¡¡¡¡32184.02¡¡¡¡42.40%¡¡¡¡prmMaF=12 prmMaS=25 prmMaL=75
36929.02¡¡¡¡581¡¡1.16¡¡¡¡¡¡63.56¡¡¡¡¡¡¡¡¡¡38721.47¡¡¡¡46.84%¡¡¡¡prmMaF=14 prmMaS=20 prmMaL=75
35215.19¡¡¡¡398¡¡1.19¡¡¡¡¡¡88.48¡¡¡¡¡¡¡¡¡¡32285.94¡¡¡¡43.60%¡¡¡¡prmMaF=10 prmMaS=25 prmMaL=75
32094.14¡¡¡¡518¡¡1.15¡¡¡¡¡¡61.96¡¡¡¡¡¡¡¡¡¡39132.46¡¡¡¡49.85%¡¡¡¡prmMaF=10 prmMaS=20 prmMaL=75
31300.64¡¡¡¡526¡¡1.15¡¡¡¡¡¡59.51¡¡¡¡¡¡¡¡¡¡35405.69¡¡¡¡48.16%¡¡¡¡prmMaF=8 prmMaS=20 prmMaL=75

1»þ´Ö­¤Ç¤Î·ë²Ì
»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%¡¡¡¡ÀßÄê
57354.99¡¡¡¡926¡¡1.25¡¡¡¡¡¡61.94¡¡¡¡¡¡¡¡¡¡18146.75¡¡¡¡25.53%¡¡¡¡prmMaF=12 prmMaS=35 prmMaL=75
48641.08¡¡¡¡713¡¡1.24¡¡¡¡¡¡68.22¡¡¡¡¡¡¡¡¡¡18803.90¡¡¡¡55.41%¡¡¡¡prmMaF=12 prmMaS=45 prmMaL=75
44046.06¡¡¡¡1004¡¡1.18¡¡¡¡¡¡43.87¡¡¡¡¡¡¡¡18031.33¡¡¡¡27.22%¡¡¡¡prmMaF=10 prmMaS=35 prmMaL=75
41791.76¡¡¡¡875¡¡1.18¡¡¡¡¡¡47.76¡¡¡¡¡¡¡¡¡¡18199.37¡¡¡¡37.71%¡¡¡¡prmMaF=14 prmMaS=35 prmMaL=75
37357.14¡¡¡¡942 1.17¡¡¡¡¡¡39.66¡¡¡¡¡¡¡¡¡¡18047.19¡¡¡¡41.42%¡¡¡¡prmMaF=6 prmMaS=50 prmMaL=75

¤Ã¤Æ¡¢¤³¤³¤Þ¤Ç¤ä¤Ã¤Æµ¤¤¬¤Ä¤¤¤¿¤ó¤À¤±¤É¡¢¤³¤Î¼ý±×¤Ï¥¹¥ï¥Ã¥×¤¬Æþ¤Ã¤Æ¤ë¤Î¤«¡ª
¥í¥ó¥°¥Ý¥¸¥·¥ç¥ó¤¬Ä¹¤±¤ì¤Ð¤½¤Îʬ¥×¥é¥¹¤¬Áý¤¨¤ë¤Î¤«¡£

¤ä¤êľ¤·¡£¡£¡£
º£Ç¯¤Î¤ß¤Ë¹Ê¤Ã¤Æ¥Æ¥¹¥È¡£
¢£5ʬ­
»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%¡¡¡¡ÀßÄê
668.80¡¡¡¡¡¡10¡¡¡¡2.21¡¡¡¡¡¡66.88¡¡¡¡¡¡¡¡¡¡572.57¡¡¡¡5.49%¡¡¡¡¡¡prmMaF=10 prmMaS=40 prmMaL=75
641.13¡¡¡¡¡¡9¡¡¡¡2.37¡¡¡¡¡¡71.24¡¡¡¡¡¡¡¡¡¡755.29¡¡¡¡7.33%¡¡¡¡¡¡prmMaF=14 prmMaS=30 prmMaL=75
523.65¡¡¡¡¡¡8¡¡¡¡2.03¡¡¡¡¡¡65.46¡¡¡¡¡¡¡¡¡¡776.83¡¡¡¡7.43%¡¡¡¡¡¡prmMaF=14 prmMaS=40 prmMaL=75
507.95¡¡¡¡¡¡11¡¡¡¡1.72¡¡¡¡¡¡46.18¡¡¡¡¡¡¡¡¡¡765.37¡¡¡¡7.62%¡¡¡¡¡¡prmMaF=12 prmMaS=30 prmMaL=75
484.40¡¡¡¡¡¡10¡¡¡¡2.00¡¡¡¡¡¡48.44¡¡¡¡¡¡¡¡¡¡667.86¡¡¡¡6.53%¡¡¡¡¡¡prmMaF=14 prmMaS=35 prmMaL=75

¢££±£µÊ¬Â­
»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%¡¡¡¡ÀßÄê
7363.63¡¡¡¡¡¡81¡¡¡¡1.75¡¡¡¡¡¡90.91¡¡¡¡¡¡¡¡3431.69¡¡¡¡19.88%¡¡¡¡¡¡prmMaF=8 prmMaS=50 prmMaL=75
5608.27¡¡¡¡¡¡53¡¡¡¡1.68¡¡¡¡105.82¡¡¡¡¡¡¡¡2066.72¡¡¡¡12.66%¡¡¡¡¡¡prmMaF=14 prmMaS=55 prmMaL=75
5561.61¡¡¡¡¡¡62¡¡¡¡1.67¡¡¡¡¡¡89.70¡¡¡¡¡¡¡¡2539.91¡¡¡¡18.09%¡¡¡¡¡¡prmMaF=10 prmMaS=55 prmMaL=75
5243.93¡¡¡¡¡¡89¡¡¡¡1.52¡¡¡¡¡¡58.92¡¡¡¡¡¡¡¡3155.38¡¡¡¡19.03%¡¡¡¡¡¡prmMaF=10 prmMaS=35 prmMaL=75
5018.36¡¡¡¡¡¡56¡¡¡¡1.66¡¡¡¡¡¡89.61¡¡¡¡¡¡¡¡2395.74¡¡¡¡14.53%¡¡¡¡¡¡prmMaF=14 prmMaS=50 prmMaL=75
4825.77¡¡¡¡¡¡60¡¡¡¡1.64¡¡¡¡¡¡80.43¡¡¡¡¡¡¡¡2435.35¡¡¡¡15.62%¡¡¡¡¡¡prmMaF=12 prmMaS=45 prmMaL=75
4809.99¡¡¡¡¡¡78¡¡¡¡1.48¡¡¡¡¡¡61.67¡¡¡¡¡¡¡¡2962.76¡¡¡¡18.56%¡¡¡¡¡¡prmMaF=12 prmMaS=40 prmMaL=75

¢££³£°Ê¬Â­
»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%¡¡¡¡ÀßÄê
226.53¡¡¡¡¡¡¡¡1¡¡¡¡0.00¡¡¡¡¡¡226.53¡¡¡¡¡¡¡¡258.07¡¡¡¡2.49%¡¡¡¡¡¡prmMaF=10 prmMaS=25 prmMaL=75
219.50¡¡¡¡¡¡¡¡1¡¡¡¡0.00¡¡¡¡¡¡219.50¡¡¡¡¡¡¡¡258.07¡¡¡¡2.49%¡¡¡¡¡¡prmMaF=8 prmMaS=20 prmMaL=75
127.70¡¡¡¡¡¡¡¡3¡¡¡¡1.95¡¡¡¡¡¡42.57¡¡¡¡¡¡¡¡585.43¡¡¡¡5.57%¡¡¡¡¡¡prmMaF=10 prmMaS=20 prmMaL=75
36.31¡¡¡¡¡¡¡¡1¡¡¡¡0.00¡¡¡¡¡¡36.31¡¡¡¡¡¡¡¡336.66¡¡¡¡3.25%¡¡¡¡¡¡prmMaF=14 prmMaS=25 prmMaL=75
36.31¡¡¡¡¡¡¡¡1¡¡¡¡0.00¡¡¡¡¡¡36.31¡¡¡¡¡¡¡¡336.66¡¡¡¡3.25%¡¡¡¡¡¡prmMaF=12 prmMaS=25 prmMaL=75
¥È¥ì¡¼¥É²ó¿ô¤¬£±²ó¡©Ïäˤʤê¤Þ¤»¤ó¡£

¢££±»þ´Ö­
¢££´»þ´Ö­
¡¡¡¡·ë²Ì¤Ê¤·¡Ê¤Ê¤¼¡©¡Ë

¢££±Æü­
»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%¡¡¡¡ÀßÄê
3558.02¡¡¡¡¡¡2¡¡¡¡0.00¡¡¡¡1779.01¡¡¡¡¡¡¡¡3011.31¡¡¡¡19.36%¡¡¡¡¡¡prmMaF=2 prmMaS=30 prmMaL=75
1419.23¡¡¡¡¡¡1¡¡¡¡0.00¡¡¡¡1419.23¡¡¡¡¡¡¡¡3011.31¡¡¡¡22.44%¡¡¡¡¡¡prmMaF=4 prmMaS=50 prmMaL=75
°Ê²¼Æ±¤¸·ë²Ì


¤É¤¦¤â¥×¥é¥¹¤Ë¤¹¤ë»ö¤¬½ÐÍè¤ë¤è¤¦¤À¡£
¼¡²ó¤Ï¥ì¥¤¥ó¥Ü¡¼¥¯¥í¥¹¡Êû´ü¤¬Ãæ´ü¤ò¾åÈ´¤±¤¿¸å¡¢Ãæ´ü¤¬Ä¹´ü¤ò¾åÈ´¤±¡Ë¤Ë¤Ä¤¤¤Æ
¹Í¤¨¤Æ¤ß¤è¤¦¤È»×¤¦¡£

¤¢¡¢»þ´Ö¤Ë¤æ¤È¤ê¤¬¤¢¤ë¿Í¡¢¥Æ¥¹¥È·ë²ÌÊ罸¤·¤Þ¤¹¡£

MA¡¡Ê£¿ô¤Î¼ïÎà¤Î°ÜÆ°Ê¿¶Ñ¤Ç¥Æ¥¹¥È¤·¤Æ¤ß¤ë

Ê£¿ô¤Î¼ïÎà¤Î°ÜÆ°Ê¿¶Ñ¤Ç¥Æ¥¹¥È¤·¤Æ¤ß¤ë

°ÜÆ°Ê¿¶Ñ¤Ë¤Ïñ½ã°ÜÆ°Ê¿¶Ñ¡¢»Ø¿ô°ÜÆ°Ê¿¶Ñ¡¢Ê¿³ê°ÜÆ°Ê¿¶Ñ¡¢Àþ·Á²Ã½Å°ÜÆ°Ê¿¶Ñ¤¬¤¢¤ë¡£
Àè¤Ëºî¤Ã¤¿¤Î¤Ïñ½ã°ÜÆ°Ê¿¶Ñ¤À¤¬¡¢¤½¤Î¾¤Î°ÜÆ°Ê¿¶Ñ¤ò»ØÄê½ÐÍè¤ë¤è¤¦¤Ë¤·¤Æ¤ß¤¿¡£
°ÜÆ°Ê¿¶Ñ¡¡ma11.ex4

mode¤ÎÃͤò0¤«¤é3¤Î´Ö¤ÇÀßÄê½ÐÍè¤Þ¤¹¡£(Expert Properties¤«¤é¥Ñ¥é¥á¡¼¥¿¤ÎÆþÎÏ¡Ë
0¡§Ã±½ã°ÜÆ°Ê¿¶Ñ
1¡§»Ø¿ô°ÜÆ°Ê¿¶Ñ
2¡§Ê¿³ê°ÜÆ°Ê¿¶Ñ
3¡§Àþ·Á²Ã½Å°ÜÆ°Ê¿¶Ñ


Optimization¤Ç¤Î¥Æ¥¹¥È·ë²Ì¡ÊeaOn¤ò1¤ËÀßÄꤹ¤ë¤È¥Æ¥¹¥È½ÐÍè¤Þ¤¹¡Ë
1»þ´Ö­/EveryTick¤ò»ØÄê
¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡Â»±×¡¡¡¡ ¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%
ñ½ã°ÜÆ°Ê¿¶Ñ¡¡¡¡¡§$248192.83¡¡3872¡¡1.26¡¡¡¡¡¡64.10¡¡¡¡¡¡¡¡74597.44¡¡¡¡24.85%
»Ø¿ô°ÜÆ°Ê¿¶Ñ¡¡¡¡¡§$228324.23¡¡2720¡¡1.30¡¡¡¡¡¡83.94¡¡¡¡¡¡¡¡64648.05¡¡¡¡22.87%
Ê¿³ê°ÜÆ°Ê¿¶Ñ¡¡¡¡¡§$212624.56¡¡4160¡¡1.21¡¡¡¡¡¡51.11¡¡¡¡¡¡¡¡93289.18¡¡¡¡31.61%
Àþ·Á²Ã½Å°ÜÆ°Ê¿¶Ñ¡§$205945.48¡¡1395¡¡1.38¡¡¡¡¡¡147.63¡¡¡¡¡¡¡¡73872.74¡¡¡¡25.51%

Æü­/EveryTick¤ò»ØÄê
¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡¡Â»±×¡¡ ¡¡¡¡Trade¡¡P/F¡¡¡¡ExpectedPayOff¡¡DrawDown$¡¡DrawDown%
Àþ·Á²Ã½Å°ÜÆ°Ê¿¶Ñ¡§$272532.23¡¡488¡¡1.70¡¡¡¡¡¡558.47¡¡¡¡¡¡¡¡35884.51¡¡¡¡22.25%
»Ø¿ô°ÜÆ°Ê¿¶Ñ¡¡¡¡¡§$271487.44¡¡319¡¡1.95¡¡¡¡¡¡851.06¡¡¡¡¡¡¡¡57935.78¡¡¡¡22.86%
Ê¿³ê°ÜÆ°Ê¿¶Ñ¡¡¡¡¡§$249457.92¡¡145¡¡2.43¡¡¡¡¡¡1720.40¡¡¡¡¡¡¡¡47024.14¡¡¡¡21.64%
ñ½ã°ÜÆ°Ê¿¶Ñ¡¡¡¡¡§$240454.37¡¡481¡¡1.62¡¡¡¡¡¡499.91¡¡¡¡¡¡¡¡54412.40¡¡¡¡18.11%

ËÜÅö¤Ë¤³¤ó¤Ê¤Ë¼ý±×¤¬½Ð¤ë¤ó¤Ç¤¹¤«¤Í¡£
ÁêÊѤï¤é¤º¡¢¥Ð¥Ã¥¯¥Æ¥¹¥È¤¬ÉÔ°ÂÄê¤À¤·¡¢¿®ÍѽÐÍè¤ë¿ôÃͤȤϸÀ¤¨¤Ê¤¤¤Ç¤·¤ç¤¦¡£
¥Ò¥¹¥È¥ê¡¼¤Î¼èÆÀ¤È¤«¡¢¥á¥â¥ê¤È¤«¤Á¤ã¤ó¤ÈÄ´¤Ù¤Ê¤¤¤È¹Ô¤±¤Ê¤¤¤«¤Ê¡£

MA °ÜÆ°Ê¿¶Ñ¤Ë¤è¤ë¥·¥°¥Ê¥ë

°ÜÆ°Ê¿¶ÑÀþ¡¡Moving Average

ͭ̾²á¤®¤ÆÀâÌÀÍפé¤Ê¤¤¤Ç¤¹¤Í¡£

Ç㤤¥·¥°¥Ê¥ë¡§Ãæ´üÀþ¤òû´üÀþ¤ò¾åÈ´¤ë
Çä¤ê¥·¥°¥Ê¥ë¡§Ãæ´üÀþ¤òû´üÀþ¤¬²¼È´¤±¤ë

¡Ú»È¤¦´Ø¿ô¡Û
double iMA(string symbol, int timeframe, int period, int ma_shift, int ma_method, int applied_price, int shift)
*MetaSysSeeker¤è¤ê

¡Ú´Ø¿ô¤ËÅϤ¹ÃÍ¡Û
£±¡Ë¥Ú¥¢¡§¼Â¹Ô¤¹¤ë¥¦¥£¥ó¥É¥¦¤Çɽ¼¨¤·¤Æ¤¤¤ë¥Ú¥¢(symbol¡¡0)
£²¡Ë»þ´Ö­¡§¼Â¹Ô¤¹¤ë¥¦¥£¥ó¥É¥¦¤Çɽ¼¨¤·¤Æ¤¤¤ë»þ´Ö­(timeframe¡¡0)
£³¡Ë¼þ´ü¡§14(period¡¡14)
£´¡Ëž°Ü¡§°ÕÌ£¤¬¤ï¤«¤é¤Ê¤¤¤Î¤Ç0¤ò»ØÄê(ma_shift¡¡0)
£µ¡Ëñ½ã°ÜÆ°Ê¿¶Ñ¤ò»È¤¦(ma_method¡¡MODE_SMA)
£¶¡Ë½ªÃͤÇȽÃǤ¹¤ë(applied_price PRICE_CLOSE)
£·¡ËÁ°¤Î­¤¬³ÎÄꤷ¤¿»þÅÀ¤ÇȽÃÇ(shift 1)
¡¡¡¡0¤À¤È¸½ºß¤Ê¤Î¤Ç¤Þ¤À³ÎÄꤷ¤Æ¤Ê¤¤¡£

¤³¤¦¤Ê¤ë
iMA(0, 0, 14, 0, MODE_SMA, PRICE_CLOSE, 1)
25¤Î¼þ´ü¤Ï
iMA(0, 0, 25, 0, MODE_SMA, PRICE_CLOSE, 1)

¥¯¥í¥¹¤·¤¿¤«¤É¤¦¤«¤òȽÃǤ¹¤ë¤Ë¤Ï¡¢2¤ÄÁ°¤Î°ÜÆ°Ê¿¶Ñ¤È1¤ÄÁ°¤Î
°ÜÆ°Ê¿¶Ñ¤ÎÃͤò¼èÆÀ¤·¤Æ¡¢2¤ÄÁ°¤È1¤ÄÁ°¤¬µÕž¤·¤¿¤é¤Ã¤ÆȽÃǤ·¤Þ¤¹¡£


fastNow =iMA(0, 0, 14, 0, MODE_SMA, PRICE_CLOSE, 1)
slowNow =iMA(0, 0, 25, 0, MODE_SMA, PRICE_CLOSE, 1)
fastPre =iMA(0, 0, 14, 0, MODE_SMA, PRICE_CLOSE, 2)
slowPre =iMA(0, 0, 25, 0, MODE_SMA, PRICE_CLOSE, 2)

¥´¡¼¥ë¥Ç¥ó¥¯¥í¥¹
if( fastPre <= slowPre && fastNow > slowNow)
2¤ÄÁ°¤Ç¤Ïû´üÀþ¤Ï²¼¡¢1¤ÄÁ°¤Ç¤Ïû´üÀþ¤¬¾å¤ËÊѲ½¤·¤¿¡£

¥Ç¥Ã¥È¥¯¥í¥¹
if( fastPre >= slowPre && fastNow < slowNow)
2¤ÄÁ°¤Ç¤Ïû´üÀþ¤Ï¾å¡¢1¤ÄÁ°¤Ç¤Ï²¼¡£


¥¯¥í¥¹¤Ç²»¤¬¤Ê¤ë¡ÊAlert)¤è¤¦¤Ë¤·¤Æ¤ß¤¿¡£
°ÜÆ°Ê¿¶Ñ ma1.ex4
¥Ç¥Õ¥©¥ë¥È¤Ç¤Ïû´üÀþ14¡¢Ãæ´üÀþ25¤È¤·¤Æ¤¢¤ê¤Þ¤¹¤¬¡¢¡Ö¥Ñ¥é¥á¡¼¥¿¤ÎÆþÎϡפÇÊѹ¹²Äǽ¤Ç¤¹¡£

²»¤¬ÌĤ俤éÇäÇã¤Ï¼«Ê¬¤ÇȽÃǤ¹¤ë¤Ã¤Æ»È¤¤Êý¤â¤¢¤ë¤«¤Ê¡£
¥«¥Æ¥´¥êÊÌ¥¢¡¼¥«¥¤¥Ö
µ­»ö¸¡º÷
---¤´¾Ò²ð---

¥½¥Õ¥ÈÈÎÇ䥰¥ì¥Ã¥×¥¹
¥Ñ¥½¥³¥ó¥ì¥¸¥½¥Õ¥È¤ª»î¤·DL¤¢¤ê
¥¢¥ó¥É¥í¥¤¥É¥¢¥×¥ê¡Ö¾ÃÈñÀÇÅÅÂî¡×̵ÎÁ¥À¥¦¥ó¥í¡¼¥É
ÌÀÀ±½Î¡¡(Çò¶âÂæ¡¡±Ñ¸ì¸ÄÊÌ»ØƳ)
¸ÄÊÌ»ØƳ¤Ç¤½¤ÎÀ¸Å̤µ¤ó¤Ë¹ç¤Ã¤¿»ØƳ¤ò¹Ô¤Ã¤Æ¤¤¤Þ¤¹
ÎëÌڽΡ¡(¼«Í³¤¬µÖ¡¡³Ø½¬½Î)
1¥¯¥é¥¹5¿Í¤Þ¤Ç¤Î¾¯¿Í¿ôÀ©¡£Ç¼ÆÀ¤¹¤ë¤Þ¤Ç¼ÁÌä¤ËÅú¤¨¤Þ¤¹
ι´ÛÌÀ¼£
»³Íü¹ÃÉÜÅò¼²¹Àô¡¡ÂÀºË¼£¤Î½É
³ô¼°²ñ¼Ò¥Ù¥¤¡¦¥¢¥¯¥Æ¥£¥Ö
²£ÉÍ¡¦¾åÂ粬¤ÎÉÔÆ°»º²°
REPEAT
¥Õ¥£¥ê¥Ô¥ó¤Ç¤Î·ëº§½ñÎàËÝÌõ¿½ÀÁ
\1000 min trade: black
  • ¥é¥¤¥Ö¥É¥¢¥Ö¥í¥°