1.3版,官网地址,看名字顾名思义是凌晨头皮类EA,代码也确实如此,有很复杂的GMT计算时间,固定用于M5,但采集了H1下最近10根K线的最早最低值,内置EURUSD、GBPUSD、EURCHF、USDCHF、EURGBP的参数,表明可能只能用于这几个品种。
其它可见英文官方说明,在常规行情中应该可以,回测是没用的,只能实盘检验,还好作者提供了一个信号,碰到消息市,尽量关闭本EA。
其中有特色的地方有,
1、分三种跟时间有关的出场,逻辑上也比较合理,因为凌晨头皮交易时段一般不会超过4小时,普遍的,作者设置第三种出场是入场后3小时,强行出场。
if ( OrderType() == 0 )
{
if ( Bid>AvgBID && ( Bid>=ODtargetPips * Pips + OrderOpenPrice()
|| TimeCurrent()>OrderOpenTime() + ODlastHours * SECONDS ) )
{
RefreshRates();
zi_3_bo = OrderClose(OrderTicket(),OrderLots(),Bid,slippagePoints,Green) ;
ODClosed = true ;
continue;
}
if ( TimeCurrent()>OrderOpenTime() + ODastHours_B * SECONDS && Ask<BidBandLL )
{
RefreshRates();
zi_4_bo = OrderClose(OrderTicket(),OrderLots(),Bid,slippagePoints,Green) ;
ODClosed = true ;
continue;
}
if ( !(TimeCurrent()>OrderOpenTime() + ODastHours_C * SECONDS) ) continue;
RefreshRates();
zi_5_bo = OrderClose(OrderTicket(),OrderLots(),Bid,slippagePoints,Green) ;
ODClosed = true ;
continue;
}
2、对Ask\Bid计算布林通道
void CalBand()
{
bool zi_1_bo;
double zi_2_do=0.;
double AvgMIDDLE;
double zi_7_do;
double zi_9_do;
double zi_10_do;
int zi_11_in;
int zi_12_in;
//----- -----
double zi_3_do = 0.0 ;
double zi_4_do = 0.0 ;
for (int i = zong_18_in ; i < zong_16_in + zong_18_in ; i = i + 1)
{
zi_3_do = zi_3_do + b[i] ;
zi_4_do = zi_4_do + a[i] ;
zi_2_do = (b[i] + a[i]) / 2.0 + zi_2_do ;
if ( ( !(b[i]==0.0) && !(a[i]==0.0) ) ) continue;
zi_1_bo = true ;
break;
}
if ( zi_1_bo )
{
AvgBID = 0.0 ;
AvgASK = 0.0 ;
BidBandLL = 0.0 ;
AskBandHH = 0.0 ;
return;
}
// middle 21
AvgMIDDLE = zong_19_do * Pips + zi_2_do / zong_16_in ;
AvgBID = zi_3_do / zong_16_in + zong_19_do * Pips ;
AvgASK = zi_4_do / zong_16_in + zong_19_do * Pips ;
if ( useAskToCalBB )
{
zi_7_do = 0.0 ;
for (int i = zong_18_in ; i < zong_16_in + zong_18_in ; i = i + 1)
{
zi_7_do = zi_7_do + MathPow((b[i] + a[i]) / 2.0 - AvgASK,2.0) ;
}
sigma=MathSqrt(zi_7_do / zong_16_in);
BidBandLL = AvgMIDDLE - xSigma * sigma ;
AskBandHH = AvgMIDDLE + xSigma * sigma ;
return;
}
zi_9_do = 0.0 ;
zi_10_do = 0.0 ;
for (zi_11_in = zong_18_in ; zi_11_in < zong_16_in + zong_18_in ; zi_11_in = zi_11_in + 1)
{
zi_9_do = zi_9_do + MathPow(b[zi_11_in] - AvgBID,2.0) ;
}
for (zi_12_in = zong_18_in ; zi_12_in < zong_16_in + zong_18_in ; zi_12_in = zi_12_in + 1)
{
zi_10_do = zi_10_do + MathPow(a[zi_12_in] - AvgASK,2.0) ;
}
sigma = (MathSqrt(zi_9_do / zong_16_in) + MathSqrt(zi_10_do / zong_16_in)) / 2.0 ;
BidBandLL = AvgBID - sigma * xSigma ;
AskBandHH = AvgASK + sigma * xSigma ;
}
3、圣诞节后一周是不交易的
4、使用时间代码避开所有含GBP的品种在2015.5.7的行情,作者不地道
5、夏令时的计算,从2010年到2030年,都固化了,这也是一种写法
bool isSST( datetime mu_0_da)
{
int zi_2_in;
int zi_3_in;
int zi_4_in;
//----- -----
zi_2_in = 11 ;
zi_3_in = 3 ;
zi_4_in = TimeYear(mu_0_da) ;
if ( zi_4_in == 2010 )
{
zi_2_in = 14 ;
zi_3_in = 7 ;
}
else
{
if ( zi_4_in == 2011 )
{
zi_2_in = 13 ;
zi_3_in = 6 ;
}
else
{
if ( zi_4_in == 2012 )
{
zi_2_in = 11 ;
zi_3_in = 4 ;
}
else
{
if ( zi_4_in == 2013 )
{
zi_2_in = 10 ;
zi_3_in = 3 ;
}
else
{
if ( zi_4_in == 2014 )
{
zi_2_in = 9 ;
zi_3_in = 2 ;
}
else
{
if ( zi_4_in == 2015 )
{
zi_2_in = 8 ;
zi_3_in = 1 ;
}
else
{
if ( zi_4_in == 2016 )
{
zi_2_in = 13 ;
zi_3_in = 6 ;
}
else
{
if ( zi_4_in == 2017 )
{
zi_2_in = 12 ;
zi_3_in = 5 ;
}
else
{
if ( zi_4_in == 2018 )
{
zi_2_in = 11 ;
zi_3_in = 4 ;
}
else
{
if ( zi_4_in == 2019 )
{
zi_2_in = 10 ;
zi_3_in = 3 ;
}
else
{
if ( zi_4_in == 2020 )
{
zi_2_in = 8 ;
zi_3_in = 1 ;
}
else
{
if ( zi_4_in == 2021 )
{
zi_2_in = 14 ;
zi_3_in = 7 ;
}
else
{
if ( zi_4_in == 2022 )
{
zi_2_in = 13 ;
zi_3_in = 6 ;
}
else
{
if ( zi_4_in == 2023 )
{
zi_2_in = 12 ;
zi_3_in = 5 ;
}
else
{
if ( zi_4_in == 2024 )
{
zi_2_in = 10 ;
zi_3_in = 3 ;
}
else
{
if ( zi_4_in == 2025 )
{
zi_2_in = 9 ;
zi_3_in = 2 ;
}
else
{
if ( zi_4_in == 2026 )
{
zi_2_in = 8 ;
zi_3_in = 1 ;
}
else
{
if ( zi_4_in == 2027 )
{
zi_2_in = 14 ;
zi_3_in = 7 ;
}
else
{
if ( zi_4_in == 2028 )
{
zi_2_in = 12 ;
zi_3_in = 5 ;
}
else
{
if ( zi_4_in == 2029 )
{
zi_2_in = 11 ;
zi_3_in = 4 ;
}
else
{
if ( zi_4_in == 2030 )
{
zi_2_in = 10 ;
zi_3_in = 3 ;
}}}}}}}}}}}}}}}}}}}}}
return((TimeMonth(mu_0_da)>3 && TimeMonth(mu_0_da)<11)
|| (TimeMonth(mu_0_da)==3 && TimeDay(mu_0_da)>=zi_2_in)
|| (TimeMonth(mu_0_da)==11 && TimeDay(mu_0_da)<zi_3_in));
}
6、记录开仓时和平仓时的滑点,并写入文件,这个功能超级有用。
圈内还有NY 2.6源码,经判读是高仿假冒作品,注意识别。
需要源码的请与QQ7318875联系。
NY Close Scalper是一款经典的头皮策略 可谓称得上是最强头皮策略 不使用马丁或网格,并为每个头寸使用固定的止损。
符号:EURUSD,GBPUSD,EURCHF,USDCHF,USDCAD,EURAUD,EURCAD
时间范围:M5
网址过滤:
http://fxdata.cc
http://backup.fxdata.cc
http://breaking.fxdata.cc
EA介绍:https://www.mql5.com/en/market/product/28901
信号地址:https://www.mql5.com/en/signals/417005

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