Repository: ns2250225/py-mt4 Branch: master Commit: 60b6b98f8092 Files: 4 Total size: 4.4 KB Directory structure: gitextract_c9l5gy0g/ ├── README.md ├── TA_Lib-0.4.17-cp35-cp35m-win_amd64.whl ├── pythonicMT4.py └── 自动化EA脚本.py ================================================ FILE CONTENTS ================================================ ================================================ FILE: README.md ================================================ # py-mt4 用Python来写MT4的自动化交易脚本 🎉 # 原理 - 使用MQL4原生库调用ZERO-MQ作为消息服务端 - 使用其它语言，如Python作为客户端调用接口 # 机器环境 - win10 - python3.5 # 安装教程 - 安装C++运行环境[需要C++的运行环境，The DLLs require that you have the latest Visual C++ runtime (2015)]：https://support.microsoft.com/en-us/help/2977003/the-latest-supported-visual-c-downloads - 克隆代码下来 - 关闭杀毒软件！！！ - 解压MT4配置文件.rar - 把Include的东西放到MT4的Include文件夹下 - 把Library/X86/的东西放到MT4的Library文件夹下 - 把ZeroMQ_MT4_EA_Template_Edited.mq4放到MT4的Experts文件夹下 - pip install pyzmq - pip install TA_Lib-0.4.17-cp35-cp35m-win_amd64.whl (版本可以在这里下载：https://www.lfd.uci.edu/~gohlke/pythonlibs/) # 启动EA脚本 - 打开MT4，在左下方把ZeroMQ_MT4_EA_Template_Edited.mq4托入想交易的图形中， 并允许EA添加外部DLL和自动交易 - 右上角会有个哭脸，说明没启动 - 点击【自动交易】，哭脸变笑脸则启动成功 - 修改和运行自动化EA脚本.py进行测试 # 效果 ![](./1.png) ![](./2.png) ================================================ FILE: pythonicMT4.py ================================================ # -*- coding: utf-8 -*- """ Created on Mon Apr 30 20:15:31 2018 @author: Ars """ import zmq import numpy as np class zmq_python(): def __init__(self): # Create ZMQ Context self.context = zmq.Context() # Create REQ Socket self.reqSocket = self.context.socket(zmq.REQ) self.reqSocket.connect("tcp://localhost:5555") # Create PULL Socket self.pullSocket = self.context.socket(zmq.PULL) self.pullSocket.connect("tcp://localhost:5556") def remote_send(self, socket, data): try: socket.send_string(data) msg_send = socket.recv_string() print (msg_send) except zmq.Again as e: print ("Waiting for PUSH from MetaTrader 4..") def remote_pull(self, socket): try: msg_pull = socket.recv(flags=zmq.NOBLOCK) return msg_pull except zmq.Again as e: print ("Waiting for PUSH from MetaTrader 4..") def get_data(self, symbol, timeframe, start_bar, end_bar): ''' only start_bar and end_bar as int ''' self.data = "DATA|"+ symbol+"|"+"PERIOD_"+timeframe+"|"+str(start_bar)+"|"+str(end_bar+1) self.remote_send(self.reqSocket, self.data) prices= self.remote_pull(self.pullSocket) prices_str= str(prices) price_lst= prices_str.split(sep='|')[1:-1] price_lst= [float(i) for i in price_lst] price_lst= price_lst[::-1] price_arr= np.array(price_lst) return price_arr def buy_order(self, symbol, stop_loss, take_profit): self.buy= "TRADE|OPEN|0|"+ str(symbol)+"|"+str(stop_loss)+"|"+str(take_profit) self.remote_send(self.reqSocket, self.buy) reply= self.remote_pull(self.pullSocket) return reply def sell_order(self, symbol, stop_loss, take_profit): self.buy= "TRADE|OPEN|1|"+ str(symbol)+"|"+str(stop_loss)+"|"+str(take_profit) self.remote_send(self.reqSocket, self.buy) reply= self.remote_pull(self.pullSocket) return reply def close_buy_order(self): self.close_buy= "TRADE|CLOSE|0" self.remote_send(self.reqSocket, self.close_buy) reply= self.remote_pull(self.pullSocket) return reply def close_sell_order(self): self.close_sell= "TRADE|CLOSE|1" self.remote_send(self.reqSocket, self.close_sell) reply= self.remote_pull(self.pullSocket) return reply ================================================ FILE: 自动化EA脚本.py ================================================ import pythonicMT4 import talib from time import sleep symbol= 'EURUSD' timeframe= 'H1' start= 0 end= 2000 period= 96 stopLoss= 500 takeProfit= 1000 order= '' trade= pythonicMT4.zmq_python() while True: try: prices= trade.get_data(symbol= symbol, timeframe= 'H1', start_bar=start, end_bar=end) SMA= talib.SMA(prices, timeperiod=period) print ("Current price: {} \nSMA: {}".format(prices[-1], SMA[-1])) if order != 'Buy' and order != 'Sell': if (prices[-1] > prices [-2]) and (prices[-1] SMA[-1]): order= 'Sell' trade.sell_order(symbol= symbol, stop_loss= stopLoss, take_profit= takeProfit) if order== 'Buy' and prices[-1]>SMA[-1]: order= '' trade.close_buy_order() else: if order== 'Sell' and prices[-1]