文档介绍：Expert Advisor
Programming
Creating Automated Trading Systems
in MQL for MetaTrader 4
Andrew R. Young
Edgehill Publishing
SECOND PRINTING
Copyright © 2010, Andrew R. Young. All rights reserved.
Published by Edgehill Publishing, Nashville, TN.
Disclaimer of Warranty: While we have strived to ensure that the material in this book is accurate, the
publisher bears no responsibility for the accuracy pleteness of this book, and specifically
disclaims all implied warranties of of merchantability or fitness for a particular purpose. Neither the
author nor publisher shall be liable for any loss of profit or any other mercial mercial
damages, including but not limited to consequential, incidental, special, or other damages.
"MetaTrader 4," "MQL" and "expert advisor" are trademarks of MetaQuotes Software Corp.
This book and it's publisher is not in any way endorsed by or affiliated with MetaQuotes Software
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ISBN: 978-0-9826459-0-1
Table of Contents
Introduction 1
About This Book 2
A Note About MQL 5 2
Conventions Used In This Book 3
An Introduction to MQL 4
Introduction to MetaEditor 4
Basic Concepts 7
Layout of an MQ4 File 14
Order Placement 20
Bid, Ask & Spread 20
Order Types 20
The Order Placement Process 21
OrderSend() 22
Calculating Stop Loss & Take Profit 25
Retrieving Order Information 32
Closing Orders 34
A Simple Expert Advisor 36
Advanced Order Placement 42
Order Modification 42
Verifying Stops and Pending Order Prices 45
Calculating Lot Size 49
Other Considerations 52
Putting It All Together 57
Working with Functions 64
Add Stop Loss and Take Profit 73
Using Include Files 74
Using Libraries 74
A Simple Expert Advisor (with Functions) 75
Order Management 80
The Order Loop 80
Order Counting 82
Trailing Stops 87
Updating the Expert Advisor 92
Order Conditions and I