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