Справочник по языку программирования MQL5
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СПРАВОЧНИК по языку
программирования MQL5
для клиентского терминала MetaTrader 5
ИЗУЧИТЕ язык MQL5
и РЕШАЙТЕ любые задачи:
Создание собственных индикаторов
технического анализа любой сложности
Автотрейдинг - автоматизация торговой
системы для работы на разнообразных
финансовыхрынках
Разработка аналитических инструментов
на основе математических достижений и
классических методов
Написание информационно-торговых
систем дляширокого круга задач
(трейдинг, мониторинг, сигналы и т.д.)
•
•
•
•
Содержание2
© 2000-2011, MetaQuotes Software Corp.
Содержание
Справочник MQL5
38
................................................................................................. 40
1
Основы языка
............................................................................................................................41
Синтаксис
......................................................................................................................... 42Комментарии
......................................................................................................................... 43Идентификаторы
......................................................................................................................... 44Зарезервированные слова
............................................................................................................................45
Типы данных
......................................................................................................................... 46Целые типы
................................................................................................................ 47Типы char, short, int и long
................................................................................................................ 50Символьные константы
................................................................................................................ 53Тип datetime
................................................................................................................ 54Тип color
................................................................................................................ 55Тип bool
................................................................................................................ 56Перечисления
......................................................................................................................... 58Вещественные типы (double, float)
......................................................................................................................... 63Тип string
......................................................................................................................... 64Структуры и классы
......................................................................................................................... 75Объект динамического массива
......................................................................................................................... 77Приведение типов
......................................................................................................................... 83Тип void и константа NULL
......................................................................................................................... 84Указатели объектов
......................................................................................................................... 85Ссылки. Модификатор & и ключевое слово this
............................................................................................................................87
Операции и выражения
......................................................................................................................... 88Выражения
......................................................................................................................... 89Арифметические операции
......................................................................................................................... 90Операции присваивания
......................................................................................................................... 91Операции отношения
......................................................................................................................... 92Логические операции
......................................................................................................................... 94Побитовые операции
......................................................................................................................... 97Другие операции
......................................................................................................................... 101Приоритеты и порядок операций
............................................................................................................................103
Операторы
......................................................................................................................... 105Составной оператор
......................................................................................................................... 106Оператор-выражение
......................................................................................................................... 107Оператор возврата return
......................................................................................................................... 108Условный оператор if-else
......................................................................................................................... 109Условный оператор ?:
......................................................................................................................... 111Оператор-переключатель switch
......................................................................................................................... 113Оператор цикла while
......................................................................................................................... 114Оператор цикла for
......................................................................................................................... 116Оператор цикла do while
......................................................................................................................... 117Оператор завершения break
......................................................................................................................... 118Оператор продолжения continue
......................................................................................................................... 119Оператор создания объекта new
......................................................................................................................... 121Оператор уничтожения объекта delete
............................................................................................................................122
Функции
......................................................................................................................... 124Вызов функции
......................................................................................................................... 125Передача параметров
......................................................................................................................... 128Перегрузка функций
......................................................................................................................... 131Описание внешних функций
......................................................................................................................... 132Экспортирование функций
......................................................................................................................... 133Функции обработки событий
............................................................................................................................141
Переменные
Содержание3
© 2000-2011, MetaQuotes Software Corp.
......................................................................................................................... 144Локальные переменные
......................................................................................................................... 146Формальные параметры
......................................................................................................................... 148Статические переменные
......................................................................................................................... 149Глобальные переменные
......................................................................................................................... 150Input переменные
......................................................................................................................... 153Extern переменные
......................................................................................................................... 154Инициализация переменных
......................................................................................................................... 156Область видимости и время жизни переменных
......................................................................................................................... 158Создание и уничтожение объектов
............................................................................................................................161
Препроцессор
......................................................................................................................... 162Макроподстановка (#define)
......................................................................................................................... 164Свойства программ (#property)
......................................................................................................................... 169Включение файлов (#include)
......................................................................................................................... 170Импорт функций (#import)
............................................................................................................................172
Объектно-ориентированное программирование
......................................................................................................................... 174Инкапсуляция и расширяемость типов
......................................................................................................................... 176Наследование
......................................................................................................................... 179Полиморфизм
......................................................................................................................... 183Перегрузка
......................................................................................................................... 184Виртуальные функции
................................................................................................. 187
2
Стандартные константы, перечисления и структуры
............................................................................................................................188
Константы графиков
......................................................................................................................... 189Типы событий графика
......................................................................................................................... 193Периоды графиков
......................................................................................................................... 195Свойства графиков
......................................................................................................................... 199Позиционирование графика
......................................................................................................................... 200Отображение графиков
............................................................................................................................202
Константы объектов
......................................................................................................................... 203Типы объектов
......................................................................................................................... 205Свойства объектов
......................................................................................................................... 211Способы привязки объектов
......................................................................................................................... 215Угол привязки
......................................................................................................................... 217Видимость объектов
......................................................................................................................... 220Уровни волн Эллиотта
......................................................................................................................... 221Объекты Ганна
......................................................................................................................... 223Набор Web-цветов
......................................................................................................................... 225Wingdings
............................................................................................................................226
Константы индикаторов
......................................................................................................................... 227Ценовые константы
......................................................................................................................... 231Методы скользящих
......................................................................................................................... 232Линии индикаторов
......................................................................................................................... 234Стили рисования
......................................................................................................................... 238Свойства пользовательских индикаторов
......................................................................................................................... 241Типы индикаторов
......................................................................................................................... 243Идентификаторы типов данных
............................................................................................................................244
Состояние окружения
......................................................................................................................... 245Состояние клиентского терминала
......................................................................................................................... 247Информация о запущенной MQL5-программе
......................................................................................................................... 249Информация об инструменте
......................................................................................................................... 257Информация о счете
......................................................................................................................... 260Статистика тестирования
............................................................................................................................264
Торговые константы
......................................................................................................................... 265Информация об исторических данных по инструменту
......................................................................................................................... 266Свойства ордеров
......................................................................................................................... 270Свойства позиций
......................................................................................................................... 272Свойства сделок
......................................................................................................................... 275Типы торговых операций
......................................................................................................................... 276Виды заявок в стакане цен
Содержание4
© 2000-2011, MetaQuotes Software Corp.
............................................................................................................................277
Именованные константы
......................................................................................................................... 278Предопределенные макроподстановки
......................................................................................................................... 280Математические константы
......................................................................................................................... 281Константы числовых типов
......................................................................................................................... 284Причины деинициализации
......................................................................................................................... 286Проверка указателя объекта
......................................................................................................................... 287Прочие константы
............................................................................................................................290
Структуры данных
......................................................................................................................... 291Структура даты
......................................................................................................................... 292Структура входных параметров индикатора
......................................................................................................................... 293Структура исторических данных
......................................................................................................................... 294Структура стакана цен
......................................................................................................................... 295Структура торгового запроса
......................................................................................................................... 299Структура результатов проверки торгового запроса
......................................................................................................................... 300Структура результата торгового запроса
......................................................................................................................... 303Структура для получения текущих цен
............................................................................................................................304
Коды ошибок и предупреждений
......................................................................................................................... 305Коды возврата торгового сервера
......................................................................................................................... 307Предупреждения компилятора
......................................................................................................................... 310Ошибки компиляции
......................................................................................................................... 320Ошибки времени выполнения
............................................................................................................................328
Константы ввода/вывода
......................................................................................................................... 329Флаги открытия файлов
......................................................................................................................... 332Позиционирование внутри файла
......................................................................................................................... 333Использование кодовой страницы
......................................................................................................................... 334MessageBox
................................................................................................. 336
3
Программы MQL5
............................................................................................................................337
Выполнение программ
............................................................................................................................342
События клиентского терминала
............................................................................................................................345
Ресурсы
............................................................................................................................352
Вызов импортируемых функций
............................................................................................................................354
Ошибки выполнения
................................................................................................. 355
4
Предопределенные переменные
............................................................................................................................356
_Digits
............................................................................................................................357
_Point
............................................................................................................................358
_LastError
............................................................................................................................359
_Period
............................................................................................................................360
_StopFlag
............................................................................................................................361
_Symbol
............................................................................................................................362
_UninitReason
................................................................................................. 363
5
Общие функции
............................................................................................................................365
Alert
............................................................................................................................366
CheckPointer
............................................................................................................................367
Comment
............................................................................................................................368
DebugBreak
............................................................................................................................369
ExpertRemove
............................................................................................................................371
GetPointer
............................................................................................................................374
GetTickCount
............................................................................................................................375
MessageBox
............................................................................................................................376
PeriodSeconds
............................................................................................................................377
PlaySound
............................................................................................................................378
Print
............................................................................................................................379
PrintFormat
............................................................................................................................385
ResetLastError
............................................................................................................................386
SetUserError
............................................................................................................................387
SendFTP
............................................................................................................................388
SendMail
Содержание5
© 2000-2011, MetaQuotes Software Corp.
............................................................................................................................389
Sleep
............................................................................................................................390
TerminalClose
............................................................................................................................392
TesterStatistics
............................................................................................................................393
TesterWithdrawal
............................................................................................................................394
ZeroMemory
................................................................................................. 395
6
Операции с массивами
............................................................................................................................396
ArrayBsearch
............................................................................................................................398
ArrayCopy
............................................................................................................................399
ArrayFree
............................................................................................................................400
ArrayGetAsSeries
............................................................................................................................401
ArrayInitialize
............................................................................................................................402
ArrayIsDynamic
............................................................................................................................403
ArrayIsSeries
............................................................................................................................405
ArrayMaximum
............................................................................................................................406
ArrayMinimum
............................................................................................................................407
ArrayRange
............................................................................................................................408
ArrayResize
............................................................................................................................409
ArraySetAsSeries
............................................................................................................................412
ArraySize
............................................................................................................................413
ArraySort
................................................................................................. 414
7
Преобразование данных
............................................................................................................................416
CharToString
............................................................................................................................417
CharArrayToString
............................................................................................................................418
ColorToString
............................................................................................................................419
DoubleToString
............................................................................................................................420
EnumToString
............................................................................................................................422
IntegerToString
............................................................................................................................423
ShortToString
............................................................................................................................424
ShortArrayToString
............................................................................................................................425
TimeToString
............................................................................................................................426
NormalizeDouble
............................................................................................................................427
StringToCharArray
............................................................................................................................428
StringToColor
............................................................................................................................429
StringToDouble
............................................................................................................................430
StringToInteger
............................................................................................................................431
StringToShortArray
............................................................................................................................432
StringToTime
............................................................................................................................433
StringFormat
................................................................................................. 434
8
Математические функции
............................................................................................................................435
MathAbs
............................................................................................................................436
MathArccos
............................................................................................................................437
MathArcsin
............................................................................................................................438
MathArctan
............................................................................................................................439
MathCeil
............................................................................................................................440
MathCos
............................................................................................................................441
MathExp
............................................................................................................................442
MathFloor
............................................................................................................................443
MathLog
............................................................................................................................444
MathLog10
............................................................................................................................445
MathMax
............................................................................................................................446
MathMin
............................................................................................................................447
MathMod
............................................................................................................................448
MathPow
............................................................................................................................449
MathRand
............................................................................................................................450
MathRound
............................................................................................................................451
MathSin
............................................................................................................................452
MathSqrt
Содержание6
© 2000-2011, MetaQuotes Software Corp.
............................................................................................................................453
MathSrand
............................................................................................................................454
MathTan
............................................................................................................................455
MathIsValidNumber
................................................................................................. 456
9
Строковые функции
............................................................................................................................457
StringAdd
............................................................................................................................459
StringBufferLen
............................................................................................................................460
StringCompare
............................................................................................................................462
StringConcatenate
............................................................................................................................463
StringFill
............................................................................................................................464
StringFind
............................................................................................................................465
StringGetCharacter
............................................................................................................................466
StringInit
............................................................................................................................467
StringLen
............................................................................................................................468
StringReplace
............................................................................................................................469
StringSetCharacter
............................................................................................................................470
StringSubstr
............................................................................................................................471
StringToLower
............................................................................................................................472
StringToUpper
............................................................................................................................473
StringTrimLeft
............................................................................................................................474
StringTrimRight
................................................................................................. 475
10
Дата и время
............................................................................................................................476
TimeCurrent
............................................................................................................................477
TimeTradeServer
............................................................................................................................478
TimeLocal
............................................................................................................................479
TimeGMT
............................................................................................................................480
TimeDaylightSavings
............................................................................................................................481
TimeGMTOffset
............................................................................................................................482
TimeToStruct
............................................................................................................................483
StructToTime
................................................................................................. 484
11
Информация о счете
............................................................................................................................485
AccountInfoDouble
............................................................................................................................486
AccountInfoInteger
............................................................................................................................488
AccountInfoString
................................................................................................. 489
12
Проверка состояния
............................................................................................................................490
GetLastError
............................................................................................................................491
IsStopped
............................................................................................................................492
UninitializeReason
............................................................................................................................493
TerminalInfoInteger
............................................................................................................................494
TerminalInfoString
............................................................................................................................495
MQL5InfoInteger
............................................................................................................................496
MQL5InfoString
............................................................................................................................497
Symbol
............................................................................................................................498
Period
............................................................................................................................499
Digits
............................................................................................................................500
Point
................................................................................................. 501
13
Получение рыночной информации
............................................................................................................................502
SymbolsTotal
............................................................................................................................503
SymbolName
............................................................................................................................504
SymbolSelect
............................................................................................................................505
SymbolIsSynchronized
............................................................................................................................506
SymbolInfoDouble
............................................................................................................................508
SymbolInfoInteger
............................................................................................................................510
SymbolInfoString
............................................................................................................................511
SymbolInfoTick
............................................................................................................................512
SymbolInfoSessionQuote
............................................................................................................................513
SymbolInfoSessionTrade
Содержание7
© 2000-2011, MetaQuotes Software Corp.
............................................................................................................................514
MarketBookAdd
............................................................................................................................515
MarketBookRelease
............................................................................................................................516
MarketBookGet
................................................................................................. 517
14
Доступ к таймсериям и индикаторам
............................................................................................................................521
Направление индексации в массивах и таймсериях
............................................................................................................................525
Организация доступа к данным
............................................................................................................................535
SeriesInfoInteger
............................................................................................................................537
Bars
............................................................................................................................539
BarsCalculated
............................................................................................................................540
IndicatorCreate
............................................................................................................................542
IndicatorRelease
............................................................................................................................544
CopyBuffer
............................................................................................................................549
CopyRates
............................................................................................................................552
CopyTime
............................................................................................................................555
CopyOpen
............................................................................................................................558
CopyHigh
............................................................................................................................561
CopyLow
............................................................................................................................564
CopyClose
............................................................................................................................567
CopyTickVolume
............................................................................................................................571
CopyRealVolume
............................................................................................................................574
CopySpread
................................................................................................. 578
15
Операции с графиками
............................................................................................................................580
ChartApplyTemplate
............................................................................................................................583
ChartWindowFind
............................................................................................................................585
ChartOpen
............................................................................................................................586
ChartFirst
............................................................................................................................587
ChartNext
............................................................................................................................588
ChartClose
............................................................................................................................589
ChartSymbol
............................................................................................................................590
ChartPeriod
............................................................................................................................591
ChartRedraw
............................................................................................................................592
ChartSetDouble
............................................................................................................................593
ChartSetInteger
............................................................................................................................594
ChartSetString
............................................................................................................................595
ChartGetDouble
............................................................................................................................597
ChartGetInteger
............................................................................................................................599
ChartGetString
............................................................................................................................601
ChartNavigate
............................................................................................................................604
ChartID
............................................................................................................................605
ChartIndicatorAdd
............................................................................................................................606
ChartIndicatorDelete
............................................................................................................................607
ChartIndicatorName
............................................................................................................................608
ChartIndicatorsTotal
............................................................................................................................609
ChartWindowOnDropped
............................................................................................................................610
ChartPriceOnDropped
............................................................................................................................611
ChartTimeOnDropped
............................................................................................................................612
ChartXOnDropped
............................................................................................................................613
ChartYOnDropped
............................................................................................................................614
ChartSetSymbolPeriod
............................................................................................................................615
ChartScreenShot
................................................................................................. 616
16
Торговые функции
............................................................................................................................618
OrderCalcMargin
............................................................................................................................619
OrderCalcProfit
............................................................................................................................620
OrderCheck
............................................................................................................................621
OrderSend
............................................................................................................................626
PositionsTotal
............................................................................................................................627
PositionGetSymbol
Содержание8
© 2000-2011, MetaQuotes Software Corp.
............................................................................................................................628
PositionSelect
............................................................................................................................629
PositionGetDouble
............................................................................................................................630
PositionGetInteger
............................................................................................................................631
PositionGetString
............................................................................................................................632
OrdersTotal
............................................................................................................................633
OrderGetTicket
............................................................................................................................636
OrderSelect
............................................................................................................................637
OrderGetDouble
............................................................................................................................638
OrderGetInteger
............................................................................................................................639
OrderGetString
............................................................................................................................640
HistorySelect
............................................................................................................................642
HistorySelectByPosition
............................................................................................................................643
HistoryOrderSelect
............................................................................................................................644
HistoryOrdersTotal
............................................................................................................................645
HistoryOrderGetTicket
............................................................................................................................647
HistoryOrderGetDouble
............................................................................................................................648
HistoryOrderGetInteger
............................................................................................................................649
HistoryOrderGetString
............................................................................................................................650
HistoryDealSelect
............................................................................................................................651
HistoryDealsTotal
............................................................................................................................652
HistoryDealGetTicket
............................................................................................................................655
HistoryDealGetDouble
............................................................................................................................656
HistoryDealGetInteger
............................................................................................................................657
HistoryDealGetString
................................................................................................. 658
17
Глобальные переменные терминала
............................................................................................................................659
GlobalVariableCheck
............................................................................................................................660
GlobalVariableTime
............................................................................................................................661
GlobalVariableDel
............................................................................................................................662
GlobalVariableGet
............................................................................................................................663
GlobalVariableName
............................................................................................................................664
GlobalVariableSet
............................................................................................................................665
GlobalVariablesFlush
............................................................................................................................666
GlobalVariableTemp
............................................................................................................................667
GlobalVariableSetOnCondition
............................................................................................................................668
GlobalVariablesDeleteAll
............................................................................................................................669
GlobalVariablesTotal
................................................................................................. 670
18
Файловые операции
............................................................................................................................673
FileFindFirst
............................................................................................................................675
FileFindNext
............................................................................................................................676
FileFindClose
............................................................................................................................677
FileIsExist
............................................................................................................................678
FileOpen
............................................................................................................................680
FileClose
............................................................................................................................681
FileCopy
............................................................................................................................682
FileDelete
............................................................................................................................683
FileMove
............................................................................................................................684
FileFlush
............................................................................................................................685
FileIsEnding
............................................................................................................................686
FileIsLineEnding
............................................................................................................................687
FileReadArray
............................................................................................................................688
FileReadBool
............................................................................................................................689
FileReadDatetime
............................................................................................................................690
FileReadDouble
............................................................................................................................691
FileReadFloat
............................................................................................................................692
FileReadInteger
............................................................................................................................693
FileReadLong
............................................................................................................................694
FileReadNumber
............................................................................................................................695
FileReadString
Содержание9
© 2000-2011, MetaQuotes Software Corp.
............................................................................................................................696
FileReadStruct
............................................................................................................................697
FileSeek
............................................................................................................................698
FileSize
............................................................................................................................699
FileTell
............................................................................................................................700
FileWrite
............................................................................................................................701
FileWriteArray
............................................................................................................................702
FileWriteDouble
............................................................................................................................703
FileWriteFloat
............................................................................................................................704
FileWriteInteger
............................................................................................................................705
FileWriteLong
............................................................................................................................706
FileWriteString
............................................................................................................................707
FileWriteStruct
............................................................................................................................708
FolderCreate
............................................................................................................................709
FolderDelete
............................................................................................................................710
FolderClean
................................................................................................. 711
19
Пользовательские индикаторы
............................................................................................................................715
Стили индикаторов в примерах
......................................................................................................................... 723DRAW_NONE
......................................................................................................................... 726DRAW_LINE
......................................................................................................................... 730DRAW_SECTION
......................................................................................................................... 735DRAW_HISTOGRAM
......................................................................................................................... 739DRAW_HISTOGRAM2
......................................................................................................................... 743DRAW_ARROW
......................................................................................................................... 748DRAW_ZIGZAG
......................................................................................................................... 753DRAW_FILLING
......................................................................................................................... 758DRAW_BARS
......................................................................................................................... 764DRAW_CANDLES
......................................................................................................................... 770DRAW_COLOR_LINE
......................................................................................................................... 775DRAW_COLOR_SECTION
......................................................................................................................... 781DRAW_COLOR_HISTOGRAM
......................................................................................................................... 786DRAW_COLOR_HISTOGRAM2
......................................................................................................................... 791DRAW_COLOR_ARROW
......................................................................................................................... 797DRAW_COLOR_ZIGZAG
......................................................................................................................... 802DRAW_COLOR_BARS
......................................................................................................................... 809DRAW_COLOR_CANDLES
............................................................................................................................816
Связь между свойствами индикатора и функциями
............................................................................................................................819
SetIndexBuffer
............................................................................................................................822
IndicatorSetDouble
............................................................................................................................823
IndicatorSetInteger
............................................................................................................................824
IndicatorSetString
............................................................................................................................825
PlotIndexSetDouble
............................................................................................................................826
PlotIndexSetInteger
............................................................................................................................830
PlotIndexSetString
............................................................................................................................831
PlotIndexGetInteger
................................................................................................. 835
20
Графические объекты
............................................................................................................................837
ObjectCreate
............................................................................................................................839
ObjectName
............................................................................................................................840
ObjectDelete
............................................................................................................................841
ObjectsDeleteAll
............................................................................................................................842
ObjectFind
............................................................................................................................843
ObjectGetTimeByValue
............................................................................................................................844
ObjectGetValueByTime
............................................................................................................................845
ObjectMove
............................................................................................................................846
ObjectsTotal
............................................................................................................................847
ObjectSetDouble
............................................................................................................................850
ObjectSetInteger
............................................................................................................................851
ObjectSetString
............................................................................................................................853
ObjectGetDouble
Содержание10
© 2000-2011, MetaQuotes Software Corp.
............................................................................................................................855
ObjectGetInteger
............................................................................................................................857
ObjectGetString
................................................................................................. 859
21
Технические индикаторы
............................................................................................................................862
iAC
............................................................................................................................863
iAD
............................................................................................................................864
iADX
............................................................................................................................865
iADXWilder
............................................................................................................................866
iAlligator
............................................................................................................................868
iAMA
............................................................................................................................869
iAO
............................................................................................................................870
iATR
............................................................................................................................871
iBearsPower
............................................................................................................................872
iBands
............................................................................................................................873
iBullsPower
............................................................................................................................874
iCCI
............................................................................................................................875
iChaikin
............................................................................................................................876
iCustom
............................................................................................................................879
iDEMA
............................................................................................................................880
iDeMarker
............................................................................................................................881
iEnvelopes
............................................................................................................................882
iForce
............................................................................................................................883
iFractals
............................................................................................................................884
iFrAMA
............................................................................................................................885
iGator
............................................................................................................................887
iIchimoku
............................................................................................................................888
iBWMFI
............................................................................................................................889
iMomentum
............................................................................................................................890
iMFI
............................................................................................................................891
iMA
............................................................................................................................892
iOsMA
............................................................................................................................893
iMACD
............................................................................................................................894
iOBV
............................................................................................................................895
iSAR
............................................................................................................................896
iRSI
............................................................................................................................897
iRVI
............................................................................................................................898
iStdDev
............................................................................................................................899
iStochastic
............................................................................................................................900
iTEMA
............................................................................................................................901
iTriX
............................................................................................................................902
iWPR
............................................................................................................................903
iVIDyA
............................................................................................................................904
iVolumes
................................................................................................. 905
22
Работа с событиями
............................................................................................................................906
EventSetTimer
............................................................................................................................907
EventKillTimer
............................................................................................................................908
EventChartCustom
................................................................................................. 913
23
Стандартная библиотека
............................................................................................................................914
Базовый класс CObject
......................................................................................................................... 916Prev
......................................................................................................................... 917Prev
......................................................................................................................... 918Next
......................................................................................................................... 919Next
......................................................................................................................... 920Compare
......................................................................................................................... 922Save
......................................................................................................................... 924Load
......................................................................................................................... 926Type
............................................................................................................................927
Классы для организации данных