烛台方向上的重复变化表明趋势产生了变化。

首先我们要在某些条款上达成一致。 尽管这些条款是常用的，但我们还是要再过一遍，避免曲解。 如果烛台的开盘价小于收盘价 - 则被称为上升烛（在给出的图形中，它们均涂以白色），反之则为下降烛，均涂以黑色。 如果开盘价等于收盘价，这些烛台将被称为等价烛台（我自己的术语）。 如果报价下跌了一段时间，则这段时间是下跌趋势，反之则为上涨趋势。

我们看一看图片：

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图 1 USDJPY 的 4 小时时间范围的烛台图，时间范围为 2009 年 11 月 20 日至 2009 年 12 月 8 日

如图 1 中所示，如果是下跌趋势，则形成此趋势的烛台大部分是下跌的，如果是上涨趋势，则烛台也是上涨的。 如果是横向的，则烛台也会不停变换其方向。赫兹量化软件

实际上，我们的问题 是确定烛台中是否有再现情况，以及它相对于趋势的变更会作出怎样的反应 。赫兹量化软件

当然，所有这些都可以手动完成，例如我们可以采用小时图或任何其他类型的图，在纸上写下烛台方向，并相互比较一段时间。 工作有很多，但都能完成。 不过我们还有 MQL4 编程语言这个神奇的工具，我们可以用它轻松创建 Expert Advisor，它将自己进行所有计算并告知我们计算结果的所有相关信息。

所以，我们要做的是：

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• 首先我们必须能够指定一个感兴趣的时间段。 15 分钟烛台是不太可能有的，因为在过去几年，每天在 7 点 15 分时百分百是下跌趋势。 然而，因为这种情况发生的概率虽小但仍存在，所以我们必须能够至少对过去六个月的时段测试这种情况。

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• 第二，最好是能够了解所研究期间有多少烛台是上升烛，有多少是下降烛。 你必须同意这一点：如果在过去 10 天内，在 18:00 打开的小时烛台上升了 6 次，下降了 4 次，则此信息不太可能会给我们提供重要的参考。 现在，如果 10 次中有 9 次下降，则此信息需被纳入考虑范围，用于确定今天 18:00 在哪个方向上建仓等。赫兹量化软件

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• 第三，最好还能了解烛台开盘价和收盘价之间的平均差距，以及它们在给定时段内的平均高度。

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• 第四，我们应能够在不同时间范围上执行我们的计算。赫兹量化软件

所有这些都可在给出的脚本的外部变量 script_Statistics_candles 中定义 。

现在看看下图。

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图 2 脚本的输入参数

图 2 显示可在脚本中更改的输入参数。

Open_session - 研究时段的开始时间

Close_session - 研究时段的结束时间

Period_time - 脚本考虑烛台再现可能性时所处的时间范围。 可取以下值之一 - 5、15、30、60、240。 请记住这些值，其他值都不是允许值。 相应地，这些值对应于 5 分钟、15 分钟、30 分钟、1 小时和 4 小时的图形周期。

下面是脚本代码。 我在代码中添加了尽可能多的注释，因为我自己也在学习一本关于 MQL4 的教材，并且经常求助于此网站上的 Expert Advisor，尤其是带详细注释的 Expert Advisor。 应该承认，对于刚接触 MQL4 的新手来说，此网站上的任何文章（除了其他东西）都有教学价值。

//+------------------------------------------------------------------+ //|                                 script_Statistics_candles_V2.mq4 | //|                              Copyright © 2009, Igor Aleksandrov  | //|                                                sydiya@rambler.ru | //+------------------------------------------------------------------+ #property copyright "Copyright © 2009, Igor Aleksandrov" #property link      "sydiya@rambler.ru" #property show_inputs //---- Input parameters extern string  Open_session ="2009.11.20";   //Date of the opening of the studied session extern string  Close_session = "2009.11.26"; //Date of the closing of the studied session extern int     Period_time = 60;             //Period of the graph on which the Expert Advisor will be working,                                              //can take the value of 5;15;30;60;240 //----------------------------------------------------------------- int     Day_bars_i;                      //Number for i bar in session double     Mas_vira_maina[24,60]={0,0 0,0}, //Declare an array for bars with an equal opening-closing price     Mas_vira[24,60]={0,0 0,0},       //Declare an array for calculating bullish bars     Mas_maina[24,60]={0,0 0,0},      //Declare an array for calculating bearish bars     Mas_kol_vo[24,60]={0,0 0,0},     //Declare an array for calculating the number of the counted bars     Mas_profit[24,60]={0,0 0.0},     //Declare an array of the calculation of profit by open-close     Mas_H_L[24,60]={0,0 0.0};        //Declare an array of calculating the profit by high-low string Symb;                         //Name of the financial. instrument on which the script is executed bool New_day = false;                //Flag of the new day //-------------------------------------------------------------------- //----------------------------Starting-------------------------------- int start()   {                                  //-general opening bracket      Print("----------------------------------------------------------------------");   Print("  Results of the script's work- Statistics_candles- ",TimeToStr(TimeCurrent()) );   Print("  Calculations completed from ",Open_session," to ",Close_session); //------------------------Declare the variables ----------------------   int          Hour_open_bars,                  //Number of the hour of opening the i bar in session        Minute_open_bars,                //Number of the minute of opening  i bar in session        Shift_open,                      //Number of bar with opening time Open_session                      Shift_close,                     //Number of bar with opening time Close_session        Shift_open_close,                //Number of bars in session        Total_day=0;                     //Counter of counted days                            double Open_bars_price,               //Price of opening i bar of the session          Close_bars_price,              //Price of closing the i bar of the session          Low_bars_price,                //Minimum price of the i bar of the session          High_bars_price,               //Maximum price of the i bar of the session          Total_bars=0;                  //Number of studied bars at the start of the script            datetime Time_open_session,           //Opening time of the first bar of the studied session                                         //in datatime format                      Time_close_session,          //Opening time of the last bar of the studying                                         //session in datatime format            Time_open_bars;              //Opening time of bars in datatime format                          bool  Session_vira=false,             //Flag of the bullish session         Session_maina=false;            //Flag of the bearish session //-----------------------End of the variables declaration ------------------                      Symb=Symbol();                        //Name of the financial instrument      //Request the starting time of the studied session in datatime format   Time_open_session= StrToTime(Open_session);   //Request the closing time of the studied session in datatime format   Time_close_session= StrToTime(Close_session);   //Request the number of the bar, opening the session   Shift_open=iBarShift( Symb,Period_time, Time_open_session,false);   //Request the number of the bar, which closes the session   Shift_close=iBarShift( Symb,Period_time, Time_close_session,false); //---------------------------------------------------------------------   for(int i = Shift_open; i>=Shift_close; i --)        //Cycle of bar searching in the session { //Opening bracket of the search cycle of bars     Total_bars++;                                    //Counter of the number of studied bars     static int New_day_shift=0;                      //Number of the day of starting the Expert Advisor     //Request the opening of the i bar in session     Time_open_bars=iTime( Symb,Period_time,Shift_open-Total_bars);     //Request the opening hour of the i bar in session     Hour_open_bars=TimeHour(Time_open_bars);     //Request the opening minute of the i bar in session     Minute_open_bars=TimeMinute(Time_open_bars);     //Request the day number for the i bar in session     Day_bars_i=TimeDayOfYear( Time_open_bars);          //If the number for the first bar in session is not equal to the i-th bar of the day,then     if(New_day_shift!=Day_bars_i)         {                                              New_day = true;               //flag for the new day is true          New_day_shift=Day_bars_i;     //and assign the number for the number of the i bar          Total_day++;                  //Increase the day counter by one       }         else                             //otherwise,       {       New_day = false;                 //Flag for the new day is false       }              //Request the opening price of the i-th bar        Open_bars_price= iOpen( Symb, Period_time,i);        //Request the closing price of the i-th bar        Close_bars_price=iClose( Symb, Period_time,i);        //Request the minimum price of the i-th bar        Low_bars_price=iLow( Symb, Period_time,i);        //Request the maximum price of the i-th bar        High_bars_price=iHigh( Symb, Period_time,i);                 //If the opening price of the bar is lower than the closing price, then the session is bullish        if(Open_bars_price<Close_bars_price)           {                                                 //Increase by one the values of the corrsponding element           Mas_vira[Hour_open_bars,Minute_open_bars]=Mas_vira[Hour_open_bars,Minute_open_bars]+1;           //Increase by one the values of the corrsponding element           Mas_kol_vo[Hour_open_bars,Minute_open_bars]=Mas_kol_vo[Hour_open_bars,Minute_open_bars]+1;           //Save the difference between the opening and closing price in points           Mas_profit[Hour_open_bars,Minute_open_bars]=           Mas_profit[Hour_open_bars,Minute_open_bars]+(Close_bars_price-Open_bars_price)/Point;           //Save the difference between the maximum and minimum price in points           Mas_H_L[Hour_open_bars,Minute_open_bars]=           Mas_H_L[Hour_open_bars,Minute_open_bars]+(High_bars_price-Low_bars_price)/Point;           }                  //If the opening price of the bar is higher than the closing price, then the session is bearish        if(Open_bars_price>Close_bars_price)           {            //Increase by one the values of the corrsponding element            Mas_maina[Hour_open_bars,Minute_open_bars]=Mas_maina[Hour_open_bars,Minute_open_bars]+1;            //Increase by one the values of the corrsponding element            Mas_kol_vo[Hour_open_bars,Minute_open_bars]=Mas_kol_vo[Hour_open_bars,Minute_open_bars]+1;           //Save the difference between the opening and closing price in points            Mas_profit[Hour_open_bars,Minute_open_bars]=            Mas_profit[Hour_open_bars,Minute_open_bars]+(Open_bars_price-Close_bars_price)/Point;           //Save the difference between the maximum and minimum price in points            Mas_H_L[Hour_open_bars,Minute_open_bars]=            Mas_H_L[Hour_open_bars,Minute_open_bars]+(High_bars_price-Low_bars_price)/Point;           }         //If the opening price is equal to the closing price, then session is undefined         if(Open_bars_price==Close_bars_price)           {            ///Increase by one the corresponding array elements            Mas_vira_maina[Hour_open_bars,Minute_open_bars]=Mas_vira_maina[Hour_open_bars,Minute_open_bars]+1;            //Increase by one the corresponding array elements            Mas_kol_vo[Hour_open_bars,Minute_open_bars]=Mas_kol_vo[Hour_open_bars,Minute_open_bars]+1;                       //Leave the value of the array as is            Mas_profit[Hour_open_bars,Minute_open_bars]=            Mas_profit[Hour_open_bars,Minute_open_bars]+0;            //Save the difference between maximum and minimum bar prices in points            Mas_H_L[Hour_open_bars,Minute_open_bars]=            Mas_H_L[Hour_open_bars,Minute_open_bars]+(High_bars_price-Low_bars_price)/Point;           }                                                                                  } //Closing bracket of the bar search cycle //--------------------------Print the information to the Expert Advisor Journal------------------- Print("Processed - ",Total_day," days; ",Total_bars," bars, period ",Period_time," minutes"); for (int h=0; h<=23; h++) //Hours cycle {   for (int m=0; m<=60; m++) //Minutes cycle    {     if (Mas_kol_vo[h,m]!=0) //If the value of array is not equal to zero, then we continue counting     {       Print("For the period there are ",Mas_kol_vo[h,m],        " bars with the time of the opening ",h,":",m,        " .Bullish- ",Mas_vira[h,m],        ".Bearish- ",Mas_maina[h,m],        ".Equal - ",Mas_vira_maina[h,m]);   Print("For the bars with the opening time ",h,":",m,        " ,average distance between the Open-Close prices - ",Mas_profit[h,m]/Mas_kol_vo[h,m],        " points. Between the High-Low prices - ",Mas_H_L[h,m]/Mas_kol_vo[h,m]," points.");        }            Mas_vira_maina[h,m]=0;  //set to zero            Mas_vira[h,m]=0;        //set to zero            Mas_maina[h,m]=0;       //set to zero            Mas_kol_vo[h,m]=0;      //set to zero            Mas_profit[h,m]=0;      //set to zero            Mas_H_L[h,m]=0;         //set to zero    } //End of the minute cycle } //End of the hour cycle              Print("-------------- Script completed the work --------------------");    return(0);       }                                        //-general closing bracket

如你所见，我宣布了六个正在计算的全局级数组。

double     Mas_vira_maina[24,60]={0,0 0,0}, //Declare the bar array with an equal price of opening-closing Mas_vira[24,60]={0,0 0,0},       //Declare the array for calculating the bullish bars Mas_maina[24,60]={0,0 0,0},      //Declare the array for calculating the bearish bars Mas_kol_vo[24,60]={0,0 0,0},     //Declare the array for calculating the number of counted bars Mas_profit[24,60]={0,0 0.0},     //Declare the array for calculating the profit for open-close Mas_H_L[24,60]={0,0 0.0};        //Declare the array for calculating the profit for high-low

我们将把条柱计数记录到 Mas_kol_vo 缓冲区中。 这么做的理由。 看起来，建仓-平仓和最高价-最低价的单元格数组的值能被计数天数除，尤其是代码中有计数器时 - Total_day 。 但我在处理脚本的过程中碰到了一个问题，即历史记录中缺少某些条柱，因此结果看上去非常有趣。 例如，所获得的某些条柱的高度完全是不现实的。赫兹量化软件

注释中可以很明显地看出剩余数组的用途。赫兹量化软件

实际上现在要检查不同趋势方向时的条柱的可重复性。 为此，让我们以 USDJPY 的小时图为例，如图 1 中所示。 我们可以看到，在 2009 年 11 月 20 日至 2009 年 11 月 26 日这段时间内，图中呈下跌趋势；从 2009 年 11 月 26 日至 2009 年 12 月 2 日，呈横盘趋势；从 2009 年 12 月 2 日至 2009 年 12 月 8 日，图中表现出上涨趋势。赫兹量化软件

让我们检查这段时间内是否有重复烛台，如果有，则算出其变更方向。赫兹量化软件

将脚本设置为小时图。 对于不明白怎么做的读者，我会提供更详细的说明。 将脚本 script_Statistics_candles_V2.mq4 下载到文件夹 \Program Files\TerminalName\expert\scripts 中。 复制。 脚本显示在“浏览器”窗口的左下角。 看起来就像这样：

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赫兹量化软件

如果你用鼠标将脚本从此窗口拖动到终端窗口，你将看到一个属性窗口 - 图 2. 指定计算的开始和结束日期。赫兹量化软件