MQL4 สำหรับเทรด Forex
MQL4 เป็นภาษาโปรแกรมสำหรับ MetaTrader 4 ใช้สร้าง Expert Advisors เทรดอัตโนมัติ Custom Indicators วิเคราะห์ตลาด Scripts จัดการ Orders
การเรียน MQL4 ช่วยสร้างระบบเทรดอัตโนมัติ ทดสอบ Strategy ด้วย Backtesting ลดอารมณ์ในการเทรด เพิ่มประสิทธิภาพการเทรด
Expert Advisor พื้นฐาน
//+------------------------------------------------------------------+
//| SimpleMA_EA.mq4 — Moving Average Crossover EA |
//| Expert Advisor สำหรับเทรดด้วย Moving Average Crossover |
//+------------------------------------------------------------------+
#property copyright "SiamCafe Blog"
#property link "https://siamcafe.net"
#property version "1.00"
#property strict
// Input Parameters
input int FastMA_Period = 10; // Fast MA Period
input int SlowMA_Period = 50; // Slow MA Period
input int MA_Method = MODE_SMA; // MA Method (SMA/EMA)
input double LotSize = 0.1; // Lot Size
input int StopLoss = 50; // Stop Loss (pips)
input int TakeProfit = 100; // Take Profit (pips)
input int MagicNumber = 12345; // Magic Number
input int Slippage = 3; // Slippage (pips)
// Global Variables
double fastMA_current, fastMA_previous;
double slowMA_current, slowMA_previous;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
Print("SimpleMA EA initialized");
Print("Fast MA: ", FastMA_Period, " | Slow MA: ", SlowMA_Period);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
Print("SimpleMA EA removed. Reason: ", reason);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// คำนวณ Moving Averages
fastMA_current = iMA(NULL, 0, FastMA_Period, 0, MA_Method, PRICE_CLOSE, 0);
fastMA_previous = iMA(NULL, 0, FastMA_Period, 0, MA_Method, PRICE_CLOSE, 1);
slowMA_current = iMA(NULL, 0, SlowMA_Period, 0, MA_Method, PRICE_CLOSE, 0);
slowMA_previous = iMA(NULL, 0, SlowMA_Period, 0, MA_Method, PRICE_CLOSE, 1);
// ตรวจสอบว่ามี Order อยู่หรือไม่
if (CountOrders() > 0) return;
// Buy Signal: Fast MA cross above Slow MA
if (fastMA_previous < slowMA_previous && fastMA_current > slowMA_current)
{
OpenBuy();
}
// Sell Signal: Fast MA cross below Slow MA
if (fastMA_previous > slowMA_previous && fastMA_current < slowMA_current)
{
OpenSell();
}
}
//+------------------------------------------------------------------+
//| Open Buy Order |
//+------------------------------------------------------------------+
void OpenBuy()
{
double sl = Ask - StopLoss * Point * 10;
double tp = Ask + TakeProfit * Point * 10;
int ticket = OrderSend(
Symbol(), OP_BUY, LotSize, Ask, Slippage,
sl, tp, "MA Cross Buy", MagicNumber, 0, clrGreen
);
if (ticket > 0)
Print("Buy Order opened: #", ticket, " at ", Ask);
else
Print("Buy Order failed: ", GetLastError());
}
//+------------------------------------------------------------------+
//| Open Sell Order |
//+------------------------------------------------------------------+
void OpenSell()
{
double sl = Bid + StopLoss * Point * 10;
double tp = Bid - TakeProfit * Point * 10;
int ticket = OrderSend(
Symbol(), OP_SELL, LotSize, Bid, Slippage,
sl, tp, "MA Cross Sell", MagicNumber, 0, clrRed
);
if (ticket > 0)
Print("Sell Order opened: #", ticket, " at ", Bid);
else
Print("Sell Order failed: ", GetLastError());
}
//+------------------------------------------------------------------+
//| Count open orders |
//+------------------------------------------------------------------+
int CountOrders()
{
int count = 0;
for (int i = OrdersTotal() - 1; i >= 0; i--)
{
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
count++;
}
}
return count;
}Custom Indicator
//+------------------------------------------------------------------+
//| TrendStrength.mq4 — Custom Trend Strength Indicator |
//| วัดความแรงของ Trend ด้วย ADX + MA Slope |
//+------------------------------------------------------------------+
#property copyright "SiamCafe Blog"
#property indicator_separate_window
#property indicator_minimum 0
#property indicator_maximum 100
#property indicator_buffers 2
#property indicator_color1 clrDodgerBlue
#property indicator_color2 clrOrangeRed
#property indicator_width1 2
#property indicator_width2 2
#property indicator_level1 25
#property indicator_level2 50
#property indicator_level3 75
input int ADX_Period = 14; // ADX Period
input int MA_Period = 20; // MA Period for Slope
double TrendBuffer[];
double SignalBuffer[];
int OnInit()
{
SetIndexBuffer(0, TrendBuffer);
SetIndexBuffer(1, SignalBuffer);
SetIndexLabel(0, "Trend Strength");
SetIndexLabel(1, "Signal");
IndicatorShortName("Trend Strength (" +
IntegerToString(ADX_Period) + "," +
IntegerToString(MA_Period) + ")");
return(INIT_SUCCEEDED);
}
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
int limit = rates_total - prev_calculated;
if (prev_calculated > 0) limit++;
for (int i = limit - 1; i >= 0; i--)
{
// ADX Value
double adx = iADX(NULL, 0, ADX_Period, PRICE_CLOSE, MODE_MAIN, i);
// MA Slope (normalized)
double ma_now = iMA(NULL, 0, MA_Period, 0, MODE_EMA, PRICE_CLOSE, i);
double ma_prev = iMA(NULL, 0, MA_Period, 0, MODE_EMA, PRICE_CLOSE, i + 5);
double slope = MathAbs(ma_now - ma_prev) / Point / 10;
slope = MathMin(slope, 50); // Cap at 50
// Trend Strength = ADX * 0.6 + Slope * 0.4
TrendBuffer[i] = adx * 0.6 + slope * 0.8;
TrendBuffer[i] = MathMin(TrendBuffer[i], 100);
// Signal Line (smoothed)
if (i + 3 < rates_total)
SignalBuffer[i] = (TrendBuffer[i] + TrendBuffer[i+1] + TrendBuffer[i+2]) / 3;
}
return(rates_total);
}
// การใช้งาน:
// Trend Strength > 50 = Strong Trend
// Trend Strength > 75 = Very Strong Trend
// Trend Strength < 25 = Weak/No Trend (Ranging)Risk Management EA
//+------------------------------------------------------------------+
//| RiskManager.mq4 — Risk Management Functions |
//+------------------------------------------------------------------+
#property strict
input double RiskPercent = 2.0; // Risk % per trade
input double MaxDrawdownPct = 20.0; // Max Drawdown %
input int MaxOpenOrders = 3; // Max concurrent orders
//+------------------------------------------------------------------+
//| Calculate Lot Size based on Risk % |
//+------------------------------------------------------------------+
double CalculateLotSize(double stopLossPips)
{
double accountBalance = AccountBalance();
double riskAmount = accountBalance * (RiskPercent / 100.0);
// Pip value
double tickValue = MarketInfo(Symbol(), MODE_TICKVALUE);
double tickSize = MarketInfo(Symbol(), MODE_TICKSIZE);
double pipValue = tickValue / tickSize * Point * 10;
if (pipValue == 0 || stopLossPips == 0) return 0.01;
double lotSize = riskAmount / (stopLossPips * pipValue);
// Normalize
double minLot = MarketInfo(Symbol(), MODE_MINLOT);
double maxLot = MarketInfo(Symbol(), MODE_MAXLOT);
double lotStep = MarketInfo(Symbol(), MODE_LOTSTEP);
lotSize = MathFloor(lotSize / lotStep) * lotStep;
lotSize = MathMax(lotSize, minLot);
lotSize = MathMin(lotSize, maxLot);
return NormalizeDouble(lotSize, 2);
}
//+------------------------------------------------------------------+
//| Check if trading is allowed |
//+------------------------------------------------------------------+
bool CanTrade()
{
// Check max orders
if (CountOrders() >= MaxOpenOrders)
{
Print("Max orders reached: ", MaxOpenOrders);
return false;
}
// Check drawdown
double drawdown = 0;
if (AccountBalance() > 0)
drawdown = (AccountBalance() - AccountEquity()) / AccountBalance() * 100;
if (drawdown > MaxDrawdownPct)
{
Print("Max drawdown exceeded: ", drawdown, "%");
return false;
}
// Check spread
double spread = MarketInfo(Symbol(), MODE_SPREAD);
if (spread > 30) // More than 3 pips
{
Print("Spread too high: ", spread);
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| Trailing Stop |
//+------------------------------------------------------------------+
void TrailingStop(int trailingPips)
{
double trailDistance = trailingPips * Point * 10;
for (int i = OrdersTotal() - 1; i >= 0; i--)
{
if (!OrderSelect(i, SELECT_BY_POS)) continue;
if (OrderSymbol() != Symbol()) continue;
if (OrderType() == OP_BUY)
{
double newSL = Bid - trailDistance;
if (newSL > OrderStopLoss() && newSL > OrderOpenPrice())
{
OrderModify(OrderTicket(), OrderOpenPrice(),
newSL, OrderTakeProfit(), 0, clrGreen);
}
}
else if (OrderType() == OP_SELL)
{
double newSL = Ask + trailDistance;
if (newSL < OrderStopLoss() && newSL < OrderOpenPrice())
{
OrderModify(OrderTicket(), OrderOpenPrice(),
newSL, OrderTakeProfit(), 0, clrRed);
}
}
}
}
// Risk Management Summary:
// 1. Position Sizing ตาม Risk % (2% default)
// 2. Max Drawdown Limit (20% default)
// 3. Max Open Orders (3 default)
// 4. Spread Filter (ไม่เทรดเมื่อ Spread สูง)
// 5. Trailing Stop (ล็อคกำไร)เคล็ดลับ MQL4
- Strategy Tester: ทดสอบ EA ด้วย Strategy Tester ก่อนใช้จริงเสมอ
- Risk Management: ใช้ Risk 1-2% ต่อ Trade ตั้ง Max Drawdown Limit
- Magic Number: ใช้ Magic Number แยก Orders ของแต่ละ EA
- Error Handling: ตรวจสอบ GetLastError() หลัง OrderSend/OrderModify
- Optimization: อย่า Over-optimize ทดสอบกับหลาย Pairs และ Timeframes
- Demo First: ทดสอบบน Demo Account อย่างน้อย 3 เดือนก่อนใช้เงินจริง
MQL4 คืออะไร
MetaQuotes Language 4 ภาษาโปรแกรมสำหรับ Expert Advisors Custom Indicators Scripts บน MetaTrader 4 สร้างระบบเทรดอัตโนมัติ วิเคราะห์ตลาด Forex คล้ายภาษา C
Expert Advisor คืออะไร
โปรแกรมบน MT4 เทรดอัตโนมัติตาม Strategy วิเคราะห์ตลาด เปิดปิด Order Stop Loss Take Profit ไม่ต้องนั่งดู ทำงาน 24/5 ทดสอบด้วย Strategy Tester
วิธีเริ่มเขียน MQL4 ทำอย่างไร
ติดตั้ง MT4 เปิด MetaEditor F4 Hello World Script เรียน OrderSend OrderClose iMA iRSI docs.mql4.com ฝึก Simple EA Moving Average Crossover Strategy Tester
Backtesting คืออะไร
ทดสอบ EA กับข้อมูลราคาอดีต ดู Strategy ทำกำไรจริงหรือไม่ Strategy Tester MT4 เลือก Period ดู Profit Factor Drawdown Win Rate ระวัง Overfitting หลาย Pairs Timeframes
สรุป
MQL4 เป็นภาษาสำหรับสร้างระบบเทรดอัตโนมัติบน MT4 เขียน Expert Advisors Custom Indicators Risk Management Position Sizing Trailing Stop Backtesting ด้วย Strategy Tester ทดสอบบน Demo ก่อนใช้เงินจริง
