Fuzzy logic_EA最新版

//+——————————————————————+
//| _Fuzzy logic_.mq4 |
//| Copyright © 2007, B@ss. |
//| albass@mail333.com |
//+——————————————————————+
#define MAGICMA 16419780400

double Lots = 0.1;
extern int TrailingStop = 35;
extern double PercentMM = 8;
extern double DeltaMM = 0;
extern int InitialBalance = 10000;
bool UseMM = true;
extern double SL = 60;
bool FirstSL = true;

//######################################################################################################################################
double LotsOptimized()
{
double volume,TempVolume, F;
TempVolume=Lots;

if (UseMM) TempVolume =0.00001*(AccountBalance()*(PercentMM+DeltaMM)-InitialBalance*DeltaMM);

volume=NormalizeDouble(TempVolume,2);

if (volume>MarketInfo(Symbol(),MODE_MAXLOT)) volume=MarketInfo(Symbol(),MODE_MAXLOT);
if (volume<MarketInfo(Symbol(),MODE_MINLOT)) volume=MarketInfo(Symbol(),MODE_MINLOT);

return (volume);
}
//######################################################################################################################################
int CalculateCurrentOrders(string symbol)
{
int buys=0,sells=0;
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
{
if(OrderType()==OP_BUY) buys++;
if(OrderType()==OP_SELL) sells++;
}
}
if(buys>0) return(buys);
else return(-sells);
}
//######################################################################################################################################
double FuzzyLogic()
{
double Gator, Gator2, SumGator, WPR, AC1, AC2, AC3, AC4, AC5, tempAC_b, tempAC_s, DeMarker, RSI, Decision;
double Rang[5,5], Summary[5];
int x, y;
double arGator[7] ={10,20,30,40,40,30,20,10};
double arWPR[7] ={-95,-90,-80,-75,-25,-20,-10,-5};
double arAC[7] ={5,4,3,2,2,3,4,5};
double arDeMarker[7] ={0.15,0.2,0.25,0.3,0.7,0.75,0.8,0.85};
double arRSI[7] ={25,30,35,40,60,65,70,75};
double Weight[7] ={0.133,0.133,0.133,0.268,0.333};

Gator =iGator(NULL,0,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_UPPER,1);
Gator2 =iGator(NULL,0,13,8,8,5,5,3,MODE_SMMA,PRICE_MEDIAN,MODE_LOWER,1);
SumGator =MathAbs(Gator)+MathAbs(Gator2);

WPR =iWPR(NULL,0,14,1);
DeMarker =iDeMarker(NULL,0,14,1);
RSI =iRSI(NULL,0,14,PRICE_CLOSE,1);

AC1 =iAC(NULL,0,1);
AC2 =iAC(NULL,0,2);
AC3 =iAC(NULL,0,3);
AC4 =iAC(NULL,0,4);
AC5 =iAC(NULL,0,5);

ArrayInitialize(Rang,0);
ArrayInitialize(Summary,0);

//ïîñòðîåíèå íå÷åòêîãî êëàññèôèêàòîðà
//1)=========================================================Gator==================================================
if (SumGator<arGator[0]){Rang[0,0]=0.5;Rang[0,4]=0.5;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (SumGator>=arGator[0] && SumGator<arGator[1])
{
Rang[0,0]=(1-(SumGator-arGator[0])/(arGator[1]-arGator[0]))/2;
Rang[0,1]=(1-Rang[0,0]*2)/2;

Rang[0,4]=Rang[0,0];
Rang[0,3]=Rang[0,1];
}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (SumGator>=arGator[1] && SumGator<arGator[2]){Rang[0,1]=0.5;Rang[0,3]=0.5;}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (SumGator>=arGator[2] && SumGator<arGator[3])
{
Rang[0,1]=(1-(SumGator-arGator[2])/(arGator[3]-arGator[2]))/2;
Rang[0,2]=1-Rang[0,1]*2;

Rang[0,3]=Rang[0,1];
}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (SumGator>=arGator[3] || SumGator>=arGator[4]){Rang[0,2]=1;}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//2)========================================================WPR=======================================================
if (WPR<arWPR[0]){Rang[1,0]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[0] && WPR<arWPR[1])
{
Rang[1,0]=1-(WPR-arWPR[0])/(arWPR[1]-arWPR[0]);
Rang[1,1]=1-Rang[1,0];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[1] && WPR<arWPR[2]){Rang[1,1]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[2] && WPR<arWPR[3])
{
Rang[1,1]=1-(WPR-arWPR[2])/(arWPR[3]-arWPR[2]);
Rang[1,2]=1-Rang[1,1];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[3] && WPR<arWPR[4]){Rang[1,2]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[4] && WPR<arWPR[5])
{
Rang[1,2]=1-(WPR-arWPR[4])/(arWPR[5]-arWPR[4]);
Rang[1,3]=1-Rang[1,2];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[5] && WPR<arWPR[6]){Rang[1,3]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[6] && WPR<arWPR[7])
{
Rang[1,3]=1-(WPR-arWPR[6])/(arWPR[7]-arWPR[6]);
Rang[1,4]=1-Rang[1,3];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (WPR>=arWPR[7]){Rang[1,4]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//3)============================================================AC=====================================================
if (AC1<AC2 && AC1<0 && AC2<0){tempAC_b=2;}
if (AC1<AC2 && AC2<AC3 && AC1<0 && AC2<0 && AC3<0){tempAC_b=3;}
if (AC1<AC2 && AC2<AC3 && AC3<AC4 && AC1<0 && AC2<0 && AC3<0 && AC4<0){tempAC_b=4;}
if (AC1<AC2 && AC2<AC3 && AC3<AC4 && AC4<AC5 && AC1<0 && AC2<0 && AC3<0 && AC4<0 && AC5<5){tempAC_b=5;}

if (AC1>AC2 && AC1>0 && AC2>0){tempAC_s=2;}
if (AC1>AC2 && AC2>AC3 && AC1>0 && AC2>0 && AC3>0){tempAC_s=3;}
if (AC1>AC2 && AC2>AC3 && AC3>AC4 && AC1>0 && AC2>0 && AC3>0 && AC4>0){tempAC_s=4;}
if (AC1>AC2 && AC2>AC3 && AC3>AC4 && AC4>AC5 && AC1>0 && AC2>0 && AC3>0 && AC4>0 && AC5>0){tempAC_s=5;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (tempAC_b==arAC[0] || tempAC_b==arAC[1]){Rang[2,0]=1;}
if (tempAC_b==arAC[2] || tempAC_b==arAC[3]){Rang[2,1]=1;}

if (tempAC_s==arAC[4] || tempAC_s==arAC[5]){Rang[2,3]=1;}
if (tempAC_s==arAC[6] || tempAC_s==arAC[7]){Rang[2,4]=1;}

if (Rang[2,0]==0 && Rang[2,1]==0 && Rang[2,3]==0 && Rang[2,4]==0){Rang[2,2]=1;}
//+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//4)=========================================================DeMarker==================================================
if (DeMarker<arDeMarker[0]){Rang[3,0]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[0] && DeMarker<arDeMarker[1])
{
Rang[3,0]=1-(DeMarker-arDeMarker[0])/(arDeMarker[1]-arDeMarker[0]);
Rang[3,1]=1-Rang[3,0];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[1] && DeMarker<arDeMarker[2]){Rang[3,1]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[2] && DeMarker<arDeMarker[3])
{
Rang[3,1]=1-(DeMarker-arDeMarker[2])/(arDeMarker[3]-arDeMarker[2]);
Rang[3,2]=1-Rang[3,1];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[3] && DeMarker<arDeMarker[4]){Rang[3,2]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[4] && DeMarker<arDeMarker[5])
{
Rang[3,2]=1-(DeMarker-arDeMarker[4])/(arDeMarker[5]-arDeMarker[4]);
Rang[3,3]=1-Rang[3,2];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[5] && DeMarker<arDeMarker[6]){Rang[3,3]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[6] && DeMarker<arDeMarker[7])
{
Rang[3,3]=1-(DeMarker-arDeMarker[6])/(arDeMarker[7]-arDeMarker[6]);
Rang[3,4]=1-Rang[3,3];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (DeMarker>=arDeMarker[7]){Rang[3,4]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

//5)==========================================================RSI======================================================
if (RSI<arRSI[0]){Rang[4,0]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[0] && RSI<arRSI[1])
{
Rang[4,0]=1-(RSI-arRSI[0])/(arRSI[1]-arRSI[0]);
Rang[4,1]=1-Rang[4,0];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[1] && RSI<arRSI[2]){Rang[4,1]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[2] && RSI<arRSI[3])
{
Rang[4,1]=1-(RSI-arRSI[2])/(arRSI[3]-arRSI[2]);
Rang[4,2]=1-Rang[4,1];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[3] && RSI<arRSI[4]){Rang[4,2]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[4] && RSI<arRSI[5])
{
Rang[4,2]=1-(RSI-arRSI[4])/(arRSI[5]-arRSI[4]);
Rang[4,3]=1-Rang[4,2];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[5] && RSI<arRSI[6]){Rang[4,3]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[6] && RSI<arRSI[7])
{
Rang[4,3]=1-(RSI-arRSI[6])/(arRSI[7]-arRSI[6]);
Rang[4,4]=1-Rang[4,3];
}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
if (RSI>=arRSI[7]){Rang[4,4]=1;}
//++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
//________________________________________________________________ñâåðòêà äëÿ ðàíãîâ__________________________________________________
for(x=0;x<4;x++)
{
for(y=0;y<4;y++)
{Summary[x]=Summary[x]+Rang[y,x]*Weight[x];}
if (Summary[x]>1) {Print (Summary[x],” x=”,x);}
}

for(x=0;x<4;x++)
{Decision=Decision+Summary[x]*(0.2*(x+1)-0.1);}

//Print(“Gator- “,SumGator,”==”,Rang[0,0],”–“,Rang[0,1],”–“,Rang[0,2],”–“,Rang[0,3],”–“,Rang[0,4]);
//Print(“WPR- “,WPR,”==”,Rang[1,0],”–“,Rang[1,1],”–“,Rang[1,2],”–“,Rang[1,3],”–“,Rang[1,4]);
//Print(“tempAC_b- “,tempAC_b,” “,”tempAC_s- “,tempAC_s,” ==”,Rang[2,0],”–“,Rang[2,1],”–“,Rang[2,2],”–“,Rang[2,3],”–“,Rang[2,4]);
//Print(“DeMarker- “,DeMarker,”==”,Rang[3,0],”–“,Rang[3,1],”–“,Rang[3,2],”–“,Rang[3,3],”–“,Rang[3,4]);
//Print(“RSI- “,RSI,”==”,Rang[4,0],”–“,Rang[4,1],”–“,Rang[4,2],”–“,Rang[4,3],”–“,Rang[4,4]);

return(Decision);
}
//######################################################################################################################################
void CheckForOpen()
{
int res;
if(Volume[0]>1) return;

//Print (FuzzyLogic());

if(FuzzyLogic()<0.25)
{
res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,””,MAGICMA,0,Red);
FirstSL=True;
return;
}

if(FuzzyLogic()>0.75)
{
res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,””,MAGICMA,0,Blue);
FirstSL=True;
return;
}
}
//######################################################################################################################################
void SetStopLoss()
{
double StopLoss, TakeProfit;
int cnt1, err;
bool tic;

StopLoss=NormalizeDouble(SL*Point,0);
for(cnt1=0;cnt1<OrdersTotal();cnt1++)
{
OrderSelect(cnt1, SELECT_BY_POS, MODE_TRADES);
if (OrderType()==OP_SELL && OrderStopLoss()!=OrderOpenPrice()+StopLoss && OrderSymbol()==Symbol())
{
tic=OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()+StopLoss,0,0,Green);
}
if (OrderType()==OP_BUY && OrderStopLoss()!=OrderOpenPrice()-StopLoss && OrderSymbol()==Symbol())
{
tic=OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-StopLoss,0,0,Green);
}
}
}
//######################################################################################################################################
void start()
{
if(Bars<100 || IsTradeAllowed()==false) return;
if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();

if (FirstSL==True) {SetStopLoss();}
int cnt1;

for(cnt1=0;cnt1<OrdersTotal();cnt1++)
{
OrderSelect(cnt1,SELECT_BY_POS);
if(OrderType()==OP_BUY)
{
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>Point*TrailingStop)
{
FirstSL=false;
if(OrderStopLoss()<Bid-Point*TrailingStop)
{OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);}
}
}
}
else
{
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
{
FirstSL=false;
if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
{OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);}
}
}
}
}
}