{"id":29530,"date":"2019-09-24T22:12:32","date_gmt":"2019-09-24T13:12:32","guid":{"rendered":"http:\/\/yiwasaki.com\/wp\/?p=29530"},"modified":"2019-09-24T22:12:32","modified_gmt":"2019-09-24T13:12:32","slug":"post-29530","status":"publish","type":"post","link":"http:\/\/yiwasaki.com\/wp\/post-29530-29530.html","title":{"rendered":"\u30c7\u30a3\u30ca\u30dd\u30ea\u624b\u6cd5\u3067\u5229\u7528\u3059\u308bDMA (4) ATR\u30c8\u30ec\u30a4\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7"},"content":{"rendered":"

\u524d\u56de\u306e\u8a18\u4e8b\u300c\u30c7\u30a3\u30ca\u30dd\u30ea\u624b\u6cd5\u3067\u5229\u7528\u3059\u308bDMA (3) HL\u30d0\u30f3\u30c9\u30c8\u30ec\u30a4\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7<\/a>\u300d\u3067\u3001\u30c7\u30a3\u30ca\u30dd\u30ea\u79fb\u52d5\u5e73\u5747\u7dda<\/strong>\u3092\u4f7f\u3063\u305f\u81ea\u52d5\u58f2\u8cb7\u30d7\u30ed\u30b0\u30e9\u30e0\u306b HL\u30d0\u30f3\u30c9\u30c8\u30ec\u30a4\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7\u3092\u5c0e\u5165\u3057\u3066\u307f\u307e\u3057\u305f\u304c\u3001\u305d\u306e\u4ee3\u308f\u308a\u306b\uff08\u4e21\u65b9\u4f7f\u3046\u3053\u3068\u3082\u3067\u304d\u307e\u3059\uff09 ATR\u30d0\u30f3\u30c9\u30c8\u30ec\u30a4\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7<\/strong>\u3092\u4f7f\u3063\u3066\u307f\u308b\u3053\u3068\u306b\u3057\u307e\u3059\u3002<\/p>\n

ATR\u30d0\u30f3\u30c9\u30c8\u30ec\u30a4\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7\u306f\u3001ATR\uff08\u771f\u306e\u5024\uff09\u3068\u3044\u3046\u5024\u5e45\uff08\u9ad8\u5024\u3068\u4f4e\u5024\u306e\u5dee\uff09\u306e\u4f55\u500d\u304b\u3092\u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7\u7528\u306e\u5024\u5e45\u306b\u7528\u3044\u308b\u3082\u306e\u3067\u3059\u3002<\/p>\n

ATR \u3092\u8a08\u7b97\u3059\u308b\u671f\u9593\u306f\u6642\u9593\u3068\u3068\u3082\u306b\u5909\u308f\u308b\u306e\u3067\u3001\u640d\u5207\u308a\u306e\u5024\u5e45\u306f\u56fa\u5b9a\u5024\u3067\u306f\u306a\u304f\u3001\u523b\u4e00\u523b\u3068\u5909\u308f\u308b\u306e\u304c\u7279\u5fb4\u3002<\/p>\n

\u5024\u52d5\u304d\u306e\u5c11\u306a\u3044\u5834\u5408\u306f\u5c0f\u3055\u3081\u306e\u640d\u5207\u308a\u3001\u6fc0\u3057\u3044\u5834\u5408\u306f\u81ea\u52d5\u7684\u306b\u5927\u304d\u3081\u306e\u640d\u5207\u308a\u306b\u306a\u308b\u308f\u3051\u3067\u3059\u3002<\/p>\n

\u5b9f\u969b\u306f ATR \u306e\u4f55\u500d\u304b\u5206\u3001\u30a8\u30f3\u30c8\u30ea\u6642\u306e\u8cb7\u5024\uff08\u3042\u308b\u3044\u306f\u58f2\u5024\uff09\u306e\u4e0b\uff08\u58f2\u308a\u306e\u5834\u5408\u306f\u4e0a\uff09\u306b\u640d\u5207\u308a\u304c\u81ea\u52d5\u7684\u306b\u8a2d\u5b9a\u3055\u308c\u308b\u308f\u3051\u3067\u3059\u3002<\/p>\n

\u4eca\u56de\u306f\u56fa\u5b9a\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\u3082\u4f75\u7528\u3059\u308b\u3053\u3068\u306b\u3057\u307e\u3057\u305f\u3002<\/p>\n

<\/p>\n

\u30dd\u30f3\u30c9\u5186 4\u6642\u9593\u8db3\u3067\u4eca\u5e74\uff08\u5143\u65e5\uff5e9\/21\uff09\u306e\u6210\u7e3e\u3067\u3059\u3002<\/p>\n

\u30bf\u30a4\u30e0\u30d5\u30a3\u30eb\u30bf\u3067\u65e5\u672c\u6642\u9593\u306e\u5348\u5f8c\uff12\u6642\u304b\u3089\u5348\u5f8c10\u6642\u307e\u3067\u52d5\u304b\u3057\u3066 118\u56de\u52d5\u4f5c\u3057\u3001\u7d14\u76ca\u306f\u30d7\u30e9\u30b9 16.5%\u3068\u30a4\u30de\u30a4\u30c1\u3067\u3001\u52dd\u7387\u304c 42.86\uff05\uff08\u30c8\u30ec\u30f3\u30c9\u7cfb\u306b\u3057\u3066\u306f\u307e\u3042\u307e\u3042\uff09\u306a\u306e\u306f\u3044\u3044\u3068\u3057\u3066\u3082\u3001\u6700\u5927\u30c9\u30ed\u30fc\u30c0\u30a6\u30f3\u304c 5.71\uff05\u306f\u6539\u5584\u306e\u4f59\u5730\u3042\u308a\u3002<\/p>\n

HL\u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7\u3068\u3082\u4f75\u7528\u3067\u304d\u307e\u3059\u3002\u4eca\u5ea6\u3084\u3063\u3066\u307f\u307e\u3057\u3087\u3046\u3002<\/p>\n

\u30d7\u30ed\u30b0\u30e9\u30e0\u30bd\u30fc\u30b9<\/h3>\n

 <\/p>\n

\/\/
\n\/\/ ysDMAX01d.mq4
\n\/\/
\n\/\/\u00a0 2019.9.24\u00a0 \u30c7\u30a3\u30ca\u30dd\u30ea\u30c1\u30e3\u30fc\u30c8
\n\/\/ \u30a8\u30f3\u30c8\u30ea\uff1a \u7d42\u5024\u304c \uff13\uff58\uff13DMA \u3092\u4e0a\u629c\u3051
\n\/\/ \u30a4\u30b0\u30b8\u30c3\u30c8\uff1a \u7d42\u5024\u304c \uff17\uff58\uff15DMA \u3092\u4e0b\u629c\u3051
\n\/\/ \u30d5\u30a3\u30eb\u30bf\uff1a \uff13\u672c\u306e DMA \u304c\u9806\u4e26\u3073\u306e\u3068\u304d
\n\/\/ \u66b4\u843d\u5bfe\u7b56\u4ed8\u304d\uff08ATR\u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7\uff09<\/p>\n

\/\/\u30de\u30b8\u30c3\u30af\u30ca\u30f3\u30d0\u30fc\u306e\u5b9a\u7fa9
\n#define MAGIC\u00a0 42406<\/p>\n

\/\/\u30d1\u30e9\u30e1\u30fc\u30bf\u30fc\u306e\u8a2d\u5b9a\/\/
\nextern double Lots = 0.1;\u00a0\u00a0\u00a0\u00a0 \/\/ \u53d6\u5f15\u30ed\u30c3\u30c8\u6570\uff080.1 \u306f1\u4e07\u901a\u8ca8\uff09
\nextern int Slip = 10;\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 \/\/ \u8a31\u5bb9\u30b9\u30ea\u30c3\u30da\u30fc\u30b8\u6570
\nextern string Comments = “”; \/\/ \u30b3\u30e1\u30f3\u30c8<\/p>\n

extern double ILC = 40 ; \/\/ initial loss cut\uff08\u56fa\u5b9a\u30b9\u30c8\u30c3\u30d7\u30ed\u30b9\uff09
\nextern int\u00a0\u00a0\u00a0 ATRperiod = 9 ;
\nextern double ATRtimes = 3.0 ;<\/p>\n

extern int in_time = 3; \/\/ \u958b\u59cb\u6642\u9593\uff08\u30b5\u30fc\u30d0\u30fc\u6642\u9593\uff09
\nextern int out_time = 20; \/\/ \u7d42\u4e86\u6642\u9593\uff08\u30b5\u30fc\u30d0\u30fc\u6642\u9593 \u6700\u592724\uff09<\/p>\n

\/\/\u5909\u6570\u306e\u8a2d\u5b9a\/\/
\nint Ticket_L = 0; \/\/\u8cb7\u3044\u6ce8\u6587\u306e\u7d50\u679c\u3092\u30ad\u30e3\u30c3\u30c1\u3059\u308b\u5909\u6570
\nint Ticket_S = 0; \/\/\u58f2\u308a\u6ce8\u6587\u306e\u7d50\u679c\u3092\u30ad\u30e3\u30c3\u30c1\u3059\u308b\u5909\u6570
\nint Exit_L = 0;\u00a0\u00a0 \/\/\u8cb7\u3044\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u6c7a\u6e08\u6ce8\u6587\u306e\u7d50\u679c\u3092\u30ad\u30e3\u30c3\u30c1\u3059\u308b\u5909\u6570
\nint Exit_S = 0;\u00a0\u00a0 \/\/\u58f2\u308a\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u6c7a\u6e08\u6ce8\u6587\u306e\u7d50\u679c\u3092\u30ad\u30e3\u30c3\u30c1\u3059\u308b\u5909\u6570
\nint OS1 ;
\nint OS2 ;
\ndouble\u00a0\u00a0 OOPL;
\ndouble\u00a0\u00a0 OOPS;<\/p>\n

int start(){<\/p>\n

double lc = ILC;
\nif(( Digits ==3 ) ||(Digits ==5)) lc = lc*10.0 ;<\/p>\n

if (Volume[0]>1 || IsTradeAllowed() == false) return(0) ;<\/p>\n

double TrailingStop;<\/p>\n

TrailingStop = NormalizeDouble(iATR(NULL,0,ATRperiod,1)*ATRtimes,Digits);<\/p>\n

double dma1 = iMA(NULL,0,3,0,MODE_SMA,PRICE_CLOSE,3);
\ndouble dma2 = iMA(NULL,0,7,0,MODE_SMA,PRICE_CLOSE,5);
\ndouble dma3a = iMA(NULL,0,25,0,MODE_SMA,PRICE_CLOSE,5);
\ndouble dma3b = iMA(NULL,0,25,0,MODE_SMA,PRICE_CLOSE,6);
\n\/\/\u8cb7\u3044\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u30a8\u30b0\u30b8\u30c3\u30c8
\nOS1 = OrderSelect(Ticket_L, SELECT_BY_TICKET);
\nOOPL = OrderOpenPrice();<\/p>\n

if(\u00a0\u00a0\u00a0 ( Close[1] < dma2 || ( OOPL – lc * Point >= Close[1] ) || (OOPL – TrailingStop >= Bid) )
\n&& ( Ticket_L != 0 && Ticket_L != -1 ))
\n{
\nExit_L = OrderClose(Ticket_L,Lots,Bid,Slip,Red);
\nif( Exit_L ==1 ) {Ticket_L = 0;}
\n}<\/p>\n

\/\/\u58f2\u308a\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u30a8\u30b0\u30b8\u30c3\u30c8
\nOS2 = OrderSelect(Ticket_S, SELECT_BY_TICKET);
\nOOPS = OrderOpenPrice();<\/p>\n

if(\u00a0\u00a0\u00a0 ( Close[1] > dma2 ||( OOPS + lc * Point <= Close[1] ) || ( Ask >= OOPS + TrailingStop))
\n&& ( Ticket_S != 0 && Ticket_S != -1 ))
\n{
\nExit_S = OrderClose(Ticket_S,Lots,Ask,Slip,Blue);
\nif( Exit_S ==1 ) {Ticket_S = 0;}
\n}<\/p>\n

\/\/\u8cb7\u3044\u30a8\u30f3\u30c8\u30ea\u30fc
\nif( Close[1] > dma1
\n\/\/ && dma3a > dma3b
\n&& Hour() >= in_time && Hour() < out_time
\n&& ( Ticket_L == 0 || Ticket_L == -1 )
\n&& ( Ticket_S == 0 || Ticket_S == -1 ))
\n{
\nTicket_L = OrderSend(Symbol(),OP_BUY,Lots,Ask,Slip,0,0,Comments,MAGIC,0,Red);
\n}<\/p>\n

\/\/\u58f2\u308a\u30a8\u30f3\u30c8\u30ea\u30fc
\nif( Close[1] < dma1
\n\/\/ && dma3a < dma3b
\n&& Hour() >= in_time && Hour() < out_time
\n&& ( Ticket_S == 0 || Ticket_S == -1 )
\n&& ( Ticket_L == 0 || Ticket_L == -1 ))
\n{
\nTicket_S = OrderSend(Symbol(),OP_SELL,Lots,Bid,Slip,0,0,Comments,MAGIC,0,Blue);
\n}<\/p>\n

return(0);<\/p>\n

}<\/p>\n

 <\/p>\n

\u95a2\u9023\u8a18\u4e8b<\/h3>\n