问Mql5函数，用于按票证、符号和交易方向选择开放式订单

EN

input double LotSize    =0.3;
input double Incriment  =0.01;
input int    StopLoss   =50;
input int    TakeProfit =100;
input int    Trend     =21;
input int    Momentum  =21;
input int    Strength  =13;
int adxlevel       =34;
int buylevel       =62;
int selllevel      =36;
//---------------------
double pips;
#include <Trade\Trade.mqh>
CTrade Execute;
ulong StopLevel;
double ask, bid;
double takeout=0,stopout=0;
int moving,rsi,adx,Spread;
//+------------------------------------------------------------------+
int OnInit()
  {
//---
      double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
   if(_Digits==3||_Digits==4)
      pips=ticksize*1000;
   else
      pips =ticksize;
//---
        moving=iMA(_Symbol,PERIOD_CURRENT,Trend,0,MODE_SMA,PRICE_CLOSE);
        rsi=iRSI(_Symbol,PERIOD_CURRENT,Momentum,PRICE_MEDIAN);
        adx=iADX(_Symbol,PERIOD_CURRENT,Strength);
//---
   Execute.SetExpertMagicNumber(0xCAFE); // INCLUDED
   Execute.SetAsyncMode(false); // CHANGED
   return(INIT_SUCCEEDED);
  }
int OpenPositions(ulong &passport)
  {
      int   BUYS=0,SELLS=0;
         for(int i=0; i<PositionsTotal(); i++)
            {
              ulong ticket=PositionGetTicket(i); // changed
               if(PositionSelectByTicket(ticket)==false) break;
                  int dealtype=(int)PositionGetInteger(POSITION_TYPE); // buy or sell
//                  string position_symbol=PositionGetString(POSITION_SYMBOL); // chart symbol
               if(Symbol()==PositionGetSymbol(i) && 0xCAFE==PositionGetInteger(POSITION_MAGIC)) // CHANGED
                  {
                     passport = ticket; // CHANGED
                     if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)  BUYS++;
                     if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL) SELLS++; // CHANGED
                  }
            }      
//---       
      if(BUYS>0) return(BUYS);
      else       return(SELLS);
  }
//+------------------------------------------------------------------+
void OnTick()
  {
//---       
            MqlRates rates[3];
            double movingarray[],rsiarray[],adxarray[];
            CopyRates(_Symbol,PERIOD_CURRENT,1,3,rates);
            CopyBuffer(rsi,0,1,3,rsiarray);
            CopyBuffer(adx,0,1,3,adxarray);
            ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
            bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
            Spread=int(SymbolInfoInteger(_Symbol,SYMBOL_SPREAD));
            StopLevel=SymbolInfoInteger(Symbol(),SYMBOL_TRADE_STOPS_LEVEL);
//---
      ulong passport = 0; // CHANGED
      int positions = OpenPositions(passport); // CHANGED
      if(positions==0) // CHANGED
         {
               if(rates[0].open > moving )// CONDITION
               if(rsiarray[0] > buylevel && rsiarray[1] < buylevel )//SIGNAL
                  {
                     if(TakeProfit>0)  takeout=ask+TakeProfit*pips;
                     if(StopLoss>0)  stopout=ask-StopLoss*pips;
                     Execute.Buy(LotSize,NULL,ask,stopout,takeout,NULL);
                     Print("BUY Opened");
                  }
               if(rates[0].open < moving )//CONTITION
               if(rsiarray[0] < selllevel &&rsiarray[1] > selllevel  )//SIGNAL
                  {
                     if(TakeProfit>0)  takeout=bid+TakeProfit*pips;
                       if(StopLoss>0)  stopout=bid-StopLoss*pips;
                     Execute.Sell(LotSize,NULL,bid,stopout,takeout,NULL);
                     passport=Execute.ResultDeal(); // CHANGED
                     Print("SELL Opened");
                  }
          } 
         else if(positions>0) // CHANGED to prevent on the same tick do both
           {
            int dealtype=(int)PositionGetInteger(POSITION_TYPE);
                  if(dealtype==POSITION_TYPE_BUY)
                  if(rsiarray[0] < buylevel )
                    {
                     Execute.PositionClose(passport);
                    }
                    else if(dealtype==POSITION_TYPE_SELL)
                           if(rsiarray[0] > selllevel )
                             {
                              Execute.PositionClose(passport);
                             }               
           }
  }