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mt4:ea_交易编程 [2022/10/13 05:22] – wyrover | mt4:ea_交易编程 [2022/10/13 07:09] (当前版本) – [EA 交易编程] wyrover | ||
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# EA 交易编程 | # EA 交易编程 | ||
+ | https:// | ||
- | ## Market Order | + | https:// |
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+ | https:// | ||
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+ | https:// | ||
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+ | https:// | ||
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+ | https:// | ||
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+ | ## Types of Orders | ||
+ | |||
+ | - Market Order | ||
+ | - Pending Order | ||
+ | - Stop Order | ||
+ | |||
+ | ### Market Order | ||
- Enters a position at current price | - Enters a position at current price | ||
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- Short position(sell) | - Short position(sell) | ||
- | ## Pending Order | + | ### Pending Order |
- Enters a position upon hitting a specific price | - Enters a position upon hitting a specific price | ||
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- Buy Stop and Sell Stop - trend follower | - Buy Stop and Sell Stop - trend follower | ||
- Buy Limit and Sell Limit - trend reversal | - Buy Limit and Sell Limit - trend reversal | ||
+ | |||
+ | |||
+ | ### Stop Order | ||
+ | |||
+ | - Exits a position at a specific price | ||
+ | - Types | ||
+ | - Stoploss - usually exits in loss | ||
+ | - Takeprofit - usually exits in profit | ||
+ | |||
+ | ## Price | ||
+ | |||
+ | - Two-way quote | ||
+ | - Types | ||
+ | - Bid | ||
+ | - Ask | ||
+ | - Order Price | ||
+ | - Entry price | ||
+ | - Close price | ||
+ | |||
+ | |||
+ | ## Spread | ||
+ | |||
+ | - Difference between bid and ask price | ||
+ | - One of the ways a broker makes money | ||
+ | - Fluctuates over time | ||
+ | |||
+ | ## Price Format | ||
+ | |||
+ | - Point | ||
+ | - Pip | ||
+ | - Fractional pip | ||
+ | |||
+ | ### Point | ||
+ | |||
+ | - Last significant figure of price | ||
+ | - Examples | ||
+ | - 1.2345 -> 1 point = 0.0001 | ||
+ | - 1.65 -> 1 point = 0.01 | ||
+ | - 25.0 -> 1 point = 1.0 | ||
+ | |||
+ | ### Pip | ||
+ | |||
+ | - Convention in Foreign Exchange | ||
+ | - Most currencies: 1 pip = 0.0001 | ||
+ | - Yen currency pairs: 1 pip = 0.01 | ||
+ | - 2- or 4-digit brokers | ||
+ | - Pre-fractional pip pricing: 1 pip = 1 point | ||
+ | |||
+ | ### Fractional pip | ||
+ | |||
+ | - Not offered until recently | ||
+ | - Additional significant figure - greater accuracy in price | ||
+ | - Most currencies: 1 fractional pip = 0.00001 | ||
+ | - Yen currency pairs: 1 fractional pip = 0.001 | ||
+ | - 3- or 5-digit brokers | ||
+ | - 1 point = 1 fractional pip = 1/10 of conventional pip | ||
+ | - 1 pip = 10 points | ||
+ | |||
+ | |||
+ | ## Long positions | ||
+ | |||
+ | - Market(buy) and pending(buy stop and buy limit) | ||
+ | - Ask price - entry | ||
+ | - Bid price - exit | ||
+ | - Profit -> price goes up after entry | ||
+ | |||
+ | |||
+ | ## Short positions | ||
+ | |||
+ | - Market(sell) and pending(buysell stop and sell limit) | ||
+ | - Bid price - entry | ||
+ | - Ask price - exit | ||
+ | - Profit -> price goes down after entry | ||
+ | |||
+ | ## Trade volume | ||
+ | |||
+ | - Trade size or lot size | ||
+ | - 1 lot = buying 100,000 units of a commodity | ||
+ | - Examples | ||
+ | - 1 lot EUR/USD long - buying 100,000 euros using dollars at the current exchange rate | ||
+ | - 1 lot EUR/USD short - buying 100,000 dollars using euros at the current exchange rate | ||
+ | |||
+ | |||
+ | |||
+ | ## Trade volume cont'd | ||
+ | |||
+ | - Types based on trading account | ||
+ | - Standard lot - 1 lot = 100,000 units | ||
+ | - Mini-lot - 1 lot = 10,000 units | ||
+ | - Micro-lot - 1 lot = 1,000 units | ||
+ | - Factors | ||
+ | - Leverage | ||
+ | - Money management | ||
+ | |||
+ | ## Slippage | ||
+ | |||
+ | - Maximum deviation in price | ||
+ | - Trade is cancelled by robot once slippage is exceeded | ||
+ | |||
+ | ## Minimum distance | ||
+ | |||
+ | - Freeze level and stop level | ||
+ | - |entry price - exit price|(in points) >= minimum distance(in points) | ||
+ | - Entry price and stoploss/ | ||
+ | |||
+ | |||
## Order Placement | ## Order Placement |