{"id":3990,"date":"2026-05-08T07:31:00","date_gmt":"2026-05-07T23:31:00","guid":{"rendered":"https:\/\/laoyulaoyu.com\/?p=3990"},"modified":"2026-05-07T15:36:46","modified_gmt":"2026-05-07T07:36:46","slug":"%e6%95%a3%e6%88%b7%e4%b9%9f%e8%83%bd%e5%81%9a%e5%be%ae%e5%9e%8b%e9%87%8f%e5%8c%96%e7%94%a8mql5%e9%b2%81%e6%a3%92%e6%90%ad%e5%bb%batick%e7%ba%a7%e5%88%ab%e7%ad%96%e7%95%a5%e5%bc%95%e6%93%8e","status":"publish","type":"post","link":"https:\/\/laoyulaoyu.com\/index.php\/2026\/05\/08\/%e6%95%a3%e6%88%b7%e4%b9%9f%e8%83%bd%e5%81%9a%e5%be%ae%e5%9e%8b%e9%87%8f%e5%8c%96%e7%94%a8mql5%e9%b2%81%e6%a3%92%e6%90%ad%e5%bb%batick%e7%ba%a7%e5%88%ab%e7%ad%96%e7%95%a5%e5%bc%95%e6%93%8e\/","title":{"rendered":"\u6563\u6237\u4e5f\u80fd\u505a\u5fae\u578b\u91cf\u5316?\u7528MQL5\u9c81\u68d2\u642d\u5efaTick\u7ea7\u522b\u7b56\u7565\u5f15\u64ce"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img fetchpriority=\"high\" decoding=\"async\" width=\"900\" height=\"383\" src=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/05\/cover.png\" alt=\"\" class=\"wp-image-3992\" srcset=\"https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/05\/cover.png 900w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/05\/cover-300x128.png 300w, https:\/\/laoyulaoyu.com\/wp-content\/uploads\/2026\/05\/cover-768x327.png 768w\" sizes=\"(max-width: 900px) 100vw, 900px\" \/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\" id=\"block-7b98b950-dfa7-4ec2-a3ab-5fdb70f26434\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong>\u8fd9\u7bc7\u6587\u7ae0\u6211\u62c6\u89e3\u4e86\u4e00\u4e2a<mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u5728MQL5\u4e0a\u7528MAD\u9c81\u68d2Z\u5206\u6570\u505aTick\u7ea7\u522b\u5747\u503c\u56de\u5f52\u7684\u7b56\u7565\u6846\u67b6<\/mark>\uff1a\u4ece\u4e3a\u4ec0\u4e48\u6807\u51c6\u5dee\u4e0d\u9760\u8c31,\u5230\u4fe1\u53f7\u600e\u4e48\u7b97\u3001\u8fdb\u51fa\u600e\u4e48\u7ba1\u3001\u4ee3\u7801\u600e\u4e48\u5199,\u5168\u90e8\u644a\u5f00\u8bb2\u3002<\/pre>\n<\/blockquote>\n\n\n\n<p>\u5927\u5bb6\u597d,\u6211\u662f\u8001\u4f59\u635e\u9c7c\u3002\u4eca\u5929\u62c6\u4e00\u7bc7\u8ba9\u6211\u773c\u524d\u4e00\u4eae\u7684\u5185\u5bb9\uff1a\u6709\u4eba\u5728MetaTrader 5\u4e0a\u7528MQL5\u642d\u4e86\u4e00\u4e2a<strong>Tick\u7ea7\u522b\u7684\u5747\u503c\u56de\u5f52\u7b56\u7565\u684c\u9762\uff0c<\/strong>\u6838\u5fc3\u6b66\u5668\u4e0d\u662f\u4ec0\u4e48\u82b1\u54e8\u6307\u6807\uff0c\u800c\u662f\u7edf\u8ba1\u5b66\u91cc\u4e00\u4e2a\u6734\u5b9e\u4f46\u6781\u5176\u5b9e\u7528\u7684\u4e1c\u897f\uff1a\u4e2d\u4f4d\u6570\u7edd\u5bf9\u504f\u5dee,\u4e5f\u5c31\u662fMAD\u3002<\/p>\n\n\n\n<p>\u8fd9\u7bc7\u6587\u7ae0\u6211\u4e0d\u4ec5\u8bb2\u601d\u8def\uff0c\u8fd8\u4f1a\u7ed3\u5408\u6211\u81ea\u5df1\u56e2\u961f\u5728\u9c81\u68d2\u7edf\u8ba1\u548c\u5fae\u7ed3\u6784\u7b56\u7565\u4e0a\u7684\u7ecf\u9a8c\uff0c\u628a\u91cc\u5934\u7684\u8bbe\u8ba1\u903b\u8f91\u3001\u5bb9\u6613\u8e29\u7684\u5751\uff0c\u4ee5\u53ca\u56fd\u5185\u505a\u91cf\u5316\u65f6\u9700\u8981\u6ce8\u610f\u7684\u5dee\u5f02\uff0c\u5168\u90e8\u8865\u5145\u5b8c\u6574\u3002\u8001\u89c4\u77e9\uff0c\u5e72\u8d27\u76f4\u63a5\u4e0a\uff0c\u4e0d\u7ed5\u5f2f\u5b50\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2460 \u4f60\u505a\u7684\u4e0d\u662fHFT<\/strong><\/h2>\n\n\n\n<p>\u7f8e\u56fdSEC\u7684\u6587\u732e\u7efc\u8ff0\u5bf9\u673a\u6784\u7ea7\u9ad8\u9891\u4ea4\u6613\u7684\u5b9a\u4e49,\u662f\u5173\u4e8e<strong>\u6781\u81f4\u901f\u5ea6\u3001\u673a\u623f\u6258\u7ba1\u3001\u8d85\u4f4e\u5ef6\u8fdf\u884c\u60c5\u6e90\u3001\u6d77\u91cf\u8ba2\u5355\u6d41\u548c\u6781\u77ed\u6301\u4ed3\u5468\u671f<\/strong>\u7684\u4e16\u754c\u3002\u800c\u4e00\u4e2a\u6563\u6237\u5750\u5728MetaTrader\u7ec8\u7aef\u524d\u9762,\u662f\u62ff\u4e0d\u5230\u8fd9\u79cd\u6761\u4ef6\u7684\u3002<\/p>\n\n\n\n<p>\u628a\u4e2a\u4eba\u73af\u5883\u4e0b\u7684\u7b56\u7565\u786c\u53eb&#8221;HFT&#8221;,\u6700\u5927\u7684\u5371\u5bb3\u4e0d\u662f\u540d\u5b57\u597d\u4e0d\u597d\u542c,\u800c\u662f\u5bb9\u6613\u8ba9\u81ea\u5df1\u5bf9\u56de\u6d4b\u7ed3\u679c\u4ea7\u751f\u4e0d\u5207\u5b9e\u9645\u7684\u4fe1\u4efb\u3002\u6240\u4ee5\u6211\u7ed9\u4e86\u4e00\u4e2a\u66f4\u8bda\u5b9e\u7684\u5b9a\u4f4d:<strong>MFT(Medium Frequency Trading,\u4e2d\u9891\u4ea4\u6613),\u5e26\u5fae\u7ed3\u6784\u8272\u5f69<\/strong>\u3002<\/p>\n\n\n\n<pre class=\"wp-block-verse\"><strong>\u56fd\u5185\u5f88\u591a\u670b\u53cb\u5728CTP\u4e0a\u5199\u7b56\u7565,\u56de\u6d4b\u98de\u8d77,\u5b9e\u76d8\u62c9\u80ef,\u4e00\u4e2a\u6838\u5fc3\u539f\u56e0\u5c31\u662f\u56de\u6d4b\u73af\u5883\u6a21\u62df\u4e0d\u4e86\u771f\u5b9e\u7684\u8ba2\u5355\u5ef6\u8fdf\u548c\u6ed1\u70b9\u3002\u5148\u628a\u81ea\u5df1\u5b9a\u4f4d\u6e05\u695a,\u624d\u77e5\u9053\u8be5\u4f18\u5316\u4ec0\u4e48\u3002<\/strong><\/pre>\n\n\n\n<p>\u4f46\u6362\u4e2a\u89d2\u5ea6\u60f3,\u6563\u6237\u4e5f\u6709\u6563\u6237\u7684\u4f18\u52bf\uff1a\u4f60\u53ef\u4ee5\u505a\u5f97\u5f88\u5c0f\u3001\u5f88\u4e13\u6ce8\u3001\u5f88\u7075\u6d3b\u3002\u4e00\u4e2a\u673a\u6784\u4e0d\u53ef\u80fd\u628a\u6574\u4e2a\u4e1a\u52a1\u62bc\u5728\u67d0\u4e2a\u54c1\u79cd\u4e0a\u5c11\u6570\u51e0\u6b21\u5747\u503c\u56de\u5f52\u7684\u5c0f\u6ce2\u52a8\u4e0a,\u4f46\u4f60\u4e00\u4e2a\u8d26\u6237\u53ef\u4ee5\u3002\u8fd9\u5c31\u662f&#8221;\u5c0f\u800c\u7cbe&#8221;\u7684\u4f18\u52bf\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2461 \u4e3a\u4ec0\u4e48\u9009MAD\u800c\u4e0d\u662f\u6807\u51c6\u5dee?<\/strong><\/h2>\n\n\n\n<p>\u7b56\u7565\u7684\u7075\u9b42\u5728\u4e8e\u5ea6\u91cf&#8221;\u4ef7\u683c\u504f\u79bb\u4e86\u591a\u5c11&#8221;\u3002\u4f20\u7edf\u505a\u6cd5\u662f\u7528\u6807\u51c6\u5dee\u7b97Z\u5206\u6570,\u4f46\u9009MAD\u7684\u7406\u7531\u975e\u5e38\u5b9e\u9645\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2.1 Tick\u6570\u636e\u7684&#8221;\u810f&#8221;\u4f60\u60f3\u8c61\u4e0d\u5230<\/strong><\/h3>\n\n\n\n<p>Tick\u6570\u636e\u662f\u4ec0\u4e48?\u5c31\u662f\u6bcf\u4e00\u7b14\u62a5\u4ef7\u7684\u539f\u59cb\u8bb0\u5f55\u3002\u5b83\u4e0d\u50cfK\u7ebf\u90a3\u6837\u7ecf\u8fc7\u5e73\u6ed1\u5904\u7406,\u91cc\u9762\u5145\u65a5\u7740\u5404\u79cd\u5f02\u5e38:\u4e00\u7b14\u62a5\u4ef7\u7a81\u7136\u8df3\u4e865\u4e2a\u70b9\u3001\u4ef7\u5dee\u77ac\u95f4\u4ece1\u4e2a\u70b9\u6269\u5927\u523020\u4e2a\u70b9\u3001\u67d0\u5bb6\u6d41\u52a8\u6027\u63d0\u4f9b\u5546\u62bd\u4e86\u4e00\u4e0b\u98ce\u2026\u2026\u8fd9\u4e9b\u6781\u7aef\u503c\u5982\u679c\u7528\u6807\u51c6\u5dee\u6765\u5ea6\u91cf,\u4f1a\u53d1\u751f\u4ec0\u4e48?<\/p>\n\n\n\n<p>\u4e00\u4e2a\u6781\u7aef\u62a5\u4ef7\u5c31\u80fd\u628a\u6807\u51c6\u5dee\u62c9\u504f\u4e00\u5927\u622a,\u5bfc\u81f4\u4f60\u7684Z\u5206\u6570\u6574\u4f53\u5931\u771f\u3002\u672c\u8be5\u89e6\u53d1\u7684\u4fe1\u53f7\u6ca1\u89e6\u53d1,\u4e0d\u8be5\u89e6\u53d1\u7684\u65f6\u5019\u53cd\u800c\u89e6\u53d1\u4e86\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2.2 MAD\u7684\u9c81\u68d2\u6027\u539f\u7406<\/strong><\/h3>\n\n\n\n<p>MAD(Median Absolute Deviation,\u4e2d\u4f4d\u6570\u7edd\u5bf9\u504f\u5dee)\u7684\u8ba1\u7b97\u8fc7\u7a0b\u662f\u8fd9\u6837\u7684:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7b2c\u4e00\u6b65:<\/strong>\u7b97\u51fa\u6570\u636e\u96c6\u7684\u4e2d\u4f4d\u6570 median<\/li>\n\n\n\n<li><strong>\u7b2c\u4e8c\u6b65:<\/strong>\u8ba1\u7b97\u6bcf\u4e2a\u6570\u636e\u70b9\u4e0e\u4e2d\u4f4d\u6570\u7684\u7edd\u5bf9\u504f\u5dee |x_i &#8211; median|<\/li>\n\n\n\n<li><strong>\u7b2c\u4e09\u6b65:<\/strong>\u518d\u5bf9\u8fd9\u4e9b\u7edd\u5bf9\u504f\u5dee\u6c42\u4e2d\u4f4d\u6570,\u5f97\u5230MAD<\/li>\n<\/ul>\n\n\n\n<p>\u5173\u952e\u5728\u4e8e,MAD\u7528\u7684\u662f\u4e24\u6b21\u4e2d\u4f4d\u6570\u8fd0\u7b97\u3002\u4e2d\u4f4d\u6570\u672c\u8eab\u5bf9\u6781\u7aef\u503c\u5c31\u4e0d\u654f\u611f\uff1a\u53ea\u8981\u4e0d\u8d85\u8fc750%\u7684\u6570\u636e\u662f\u6781\u7aef\u503c,\u4e2d\u4f4d\u6570\u5c31\u4e0d\u4f1a\u88ab\u62c9\u8dd1\u504f\u3002\u800c\u6807\u51c6\u5dee\u7528\u7684\u662f\u5747\u503c\u548c\u5e73\u65b9\u8fd0\u7b97,\u4e00\u4e2a\u6781\u7aef\u503c\u7684\u5f71\u54cd\u4f1a\u88ab\u653e\u5927\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u5bf9\u6bd4\u7ef4\u5ea6<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u6807\u51c6\u5dee (SD)<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>MAD<\/strong><\/th><\/tr><tr><td>\u4e2d\u5fc3\u5ea6\u91cf<\/td><td>\u5747\u503c (Mean)<\/td><td>\u4e2d\u4f4d\u6570 (Median)<\/td><\/tr><tr><td>\u504f\u79bb\u5ea6\u91cf<\/td><td>\u504f\u5dee\u7684\u5e73\u65b9\u548c<\/td><td>\u7edd\u5bf9\u504f\u5dee\u7684\u4e2d\u4f4d\u6570<\/td><\/tr><tr><td>\u6297\u6781\u7aef\u503c\u80fd\u529b<\/td><td>\u5f31,\u4e00\u4e2a\u5f02\u5e38\u503c\u5f71\u54cd\u5927<\/td><td>\u5f3a,\u970050%\u4ee5\u4e0a\u5f02\u5e38\u624d\u5931\u6548<\/td><\/tr><tr><td>\u9002\u7528\u573a\u666f<\/td><td>\u5e72\u51c0\u3001\u8fd1\u6b63\u6001\u6570\u636e<\/td><td>\u542b\u566a\u58f0\u3001\u975e\u5bf9\u79f0\u6570\u636e<\/td><\/tr><tr><td>Tick\u6570\u636e\u9002\u914d\u5ea6<\/td><td>\u8f83\u5dee<\/td><td>\u8f83\u597d<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\u7f8e\u56fd\u56fd\u5bb6\u6807\u51c6\u4e0e\u6280\u672f\u7814\u7a76\u9662(NIST)\u4e5f\u660e\u786e\u6307\u51fa:<strong>\u4e2d\u4f4d\u6570\u7edd\u5bf9\u504f\u5dee\u6bd4\u6807\u51c6\u5dee\u66f4\u4e0d\u5bb9\u6613\u53d7\u6781\u7aef\u89c2\u6d4b\u503c\u7684\u5f71\u54cd<\/strong>\u3002\u8fd9\u6b63\u662f\u6211\u4eec\u505aTick\u7ea7\u522b\u5206\u6790\u6240\u9700\u8981\u7684\uff1a\u6211\u4eec\u8981\u5ea6\u91cf\u7684\u662f&#8221;\u5c40\u90e8\u6050\u614c&#8221;,\u4e0d\u662f&#8221;\u5e73\u6ed1\u8d8b\u52bf&#8221;\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>2.3 \u90a3\u4e2a1.4826\u662f\u54ea\u6765\u7684?<\/strong><\/h3>\n\n\n\n<p>\u5f88\u591a\u4eba\u770b\u5230\u516c\u5f0f\u91cc\u4e58\u4ee51.4826\u5c31\u61f5\u4e86\u3002\u5176\u5b9e\u8fd9\u4e2a\u7cfb\u6570\u662f\u4e00\u4e2a<strong>\u6b63\u6001\u4e00\u81f4\u6027\u4fee\u6b63\u56e0\u5b50<\/strong>\u3002\u5047\u8bbe\u6570\u636e\u786e\u5b9e\u670d\u4ece\u6b63\u6001\u5206\u5e03,\u90a3\u4e48:\u6b63\u6001\u5206\u5e03\u4e0bMAD\u4e0e\u6807\u51c6\u5dee\u7684\u5173\u7cfbE(MAD) \u2248 0.6745 \u00d7 \u03c3\u56e0\u6b64\u4fee\u6b63\u7cfb\u6570\u4e3a1 \/ 0.6745 \u2248 1.4826<\/p>\n\n\n\n<p>\u4e58\u4e0a\u8fd9\u4e2a\u7cfb\u6570\u540e,MAD\u5c31\u53ef\u4ee5\u548c\u6807\u51c6\u5dee\u5728\u540c\u4e00\u4e2a\u5c3a\u5ea6\u4e0a\u6bd4\u8f83\u4e86\u3002\u8fd9\u6837\u7b97\u51fa\u6765\u7684Z\u5206\u6570,\u5728\u6b63\u6001\u5047\u8bbe\u4e0b\u548c\u4f20\u7edfZ\u5206\u6570\u7b49\u4ef7,\u4f46\u5728\u975e\u6b63\u6001\u3001\u542b\u5f02\u5e38\u503c\u7684\u60c5\u51b5\u4e0b\u8fdc\u6bd4\u4f20\u7edfZ\u5206\u6570\u7a33\u5b9a\u3002<\/p>\n\n\n\n<pre class=\"wp-block-verse\"><strong>\u4e00\u53e5\u8bdd\u603b\u7ed3:<\/strong><br>MAD\u4e0d\u662f\u66ff\u4ee3\u6807\u51c6\u5dee\u7684\"\u53e6\u4e00\u79cd\u8ba1\u7b97\u65b9\u5f0f\",\u800c\u662f\u5bf9\u771f\u5b9e\u6570\u636e\u73af\u5883\u66f4\u53cb\u597d\u7684\u5ea6\u91cf\u5de5\u5177\u3002Tick\u6570\u636e\u8d8a\u810f,MAD\u7684\u4f18\u52bf\u8d8a\u660e\u663e\u3002<\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2462 \u4fe1\u53f7\u903b\u8f91:\u4eceMAD\u5230\u4ea4\u6613\u4fe1\u53f7<\/strong><\/h2>\n\n\n\n<p>\u7b56\u7565\u6846\u67b6\u9700\u8981\u975e\u5e38\u514b\u5236,\u6838\u5fc3\u903b\u8f91\u5982\u4e0b:<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.1 \u53ea\u505a\u4e00\u4e2a\u54c1\u79cd,\u53ea\u6301\u4e00\u4e2a\u4ed3\u4f4d<\/strong><\/h3>\n\n\n\n<p>\u8fd9\u4e00\u70b9\u592a\u91cd\u8981\u4e86\u3002\u5f88\u591a\u4eba\u521a\u5f00\u59cb\u5199\u7b56\u7565\u5c31\u60f3\u641e\u591a\u54c1\u79cd\u8054\u52a8\u3001\u591a\u56e0\u5b50\u878d\u5408,\u7ed3\u679c\u4ee3\u7801\u8d8a\u6765\u8d8a\u590d\u6742,\u6548\u679c\u8d8a\u6765\u8d8a\u5dee\u3002\u56de\u5f52\u6700\u7b80\u5355\u7684\u6a21\u5f0f:<strong>EURUSD,\u5355\u4e00\u54c1\u79cd,\u5355\u4e00\u4ed3\u4f4d,\u4e0d\u505a\u9a6c\u4e01\u683c\u5c14,\u4e0d\u505a\u52a0\u4ed3\u644a\u8584<\/strong>\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.2 \u6838\u5fc3\u4fe1\u53f7\u8ba1\u7b97\u6d41\u7a0b<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7ef4\u62a4\u6eda\u52a8\u7a97\u53e3:<\/strong>\u4fdd\u7559\u6700\u8fd1301\u4e2a\u4e2d\u95f4\u4ef7(Mid-Price)Tick,\u4e2d\u95f4\u4ef7 = (Bid + Ask) \/ 2<\/li>\n\n\n\n<li><strong>\u8ba1\u7b97\u7a97\u53e3\u4e2d\u4f4d\u6570\u548cMAD:<\/strong>\u5bf9\u8fd9301\u4e2a\u4e2d\u95f4\u4ef7,\u7b97\u51famedian\u548cMAD<\/li>\n\n\n\n<li><strong>\u8ba1\u7b97\u9c81\u68d2Z\u5206\u6570:<\/strong>\u5c06\u6700\u65b0\u4e2d\u95f4\u4ef7\u8f6c\u5316\u4e3a\u6807\u51c6\u5316\u504f\u79bb\u5ea6<em>z = (mid &#8211; median) \/ (1.4826 \u00d7 MAD)<\/em><\/li>\n\n\n\n<li><strong>\u4ef7\u5dee\u8fc7\u6ee4:<\/strong>\u5f53\u524d\u5b9e\u65f6\u4ef7\u5dee\u5fc5\u987b\u4f4e\u4e8e\u786c\u6027\u4e0a\u9650(\u598212\u4e2a\u70b9),\u5426\u5219\u4e0d\u4ea4\u6613<\/li>\n\n\n\n<li><strong>\u505a\u591a\u6761\u4ef6:<\/strong>z \u2264 -3.2 \u4e14\u6700\u65b0Tick\u51fa\u73b0\u5fae\u5c0f\u53cd\u5f39(\u4ef7\u683c\u6bd4\u4e0a\u4e00\u4e2aTick\u9ad8)<\/li>\n\n\n\n<li><strong>\u505a\u7a7a\u6761\u4ef6:<\/strong>z \u2265 +3.2 \u4e14\u6700\u65b0Tick\u51fa\u73b0\u5fae\u5c0f\u56de\u843d(\u4ef7\u683c\u6bd4\u4e0a\u4e00\u4e2aTick\u4f4e)<\/li>\n<\/ul>\n\n\n\n<pre class=\"wp-block-verse\"><strong>\u91cd\u70b9\u8bf4\u53cd\u5f39\u8fc7\u6ee4\u5668:<\/strong><br>\u90a3\u4e2a\"\u5fae\u5c0f\u53cd\u5f39\"\u770b\u8d77\u6765\u4e0d\u8d77\u773c,\u4f46\u8fd9\u53c8\u662f\u6781\u5176\u5173\u952e\u7684\u73af\u8282\u3002\u6ca1\u6709\u5b83,\u4f60\u4f1a\u5728\u4ef7\u683c\u6700\u6781\u7aef\u7684\u90a3\u4e2aTick\u4e0a\u76f4\u63a5\u5165\u573a\u2014\u2014\u53ef\u80fd\u662f\u5728\u4e00\u6839\u6025\u901f\u4e0b\u8dcc\u7684K\u7ebf\u4e2d\u95f4\"\u63a5\u98de\u5200\"\u3002\u53cd\u5f39\u8fc7\u6ee4\u5668\u7684\u672c\u8d28\u662f:\u7b49\u4ef7\u683c\u81f3\u5c11\u51fa\u73b0\u4e86\"\u4e0d\u518d\u6076\u5316\"\u7684\u8ff9\u8c61,\u624d\u8003\u8651\u8fdb\u573a\u3002<\/pre>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>3.3 \u4fe1\u53f7\u53c2\u6570\u4e00\u89c8<\/strong><\/h3>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u53c2\u6570<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u9ed8\u8ba4\u503c<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u542b\u4e49<\/strong><\/th><\/tr><tr><td>WinTicks<\/td><td>301<\/td><td>\u6eda\u52a8\u7a97\u53e3\u5927\u5c0f(Tick\u6570\u91cf)<\/td><\/tr><tr><td>EntryZ<\/td><td>3.2<\/td><td>Z\u5206\u6570\u5165\u573a\u9608\u503c<\/td><\/tr><tr><td>MaxSpreadPts<\/td><td>12<\/td><td>\u6700\u5927\u5141\u8bb8\u4ef7\u5dee(\u70b9)<\/td><\/tr><tr><td>Bounce\u8fc7\u6ee4<\/td><td>1 Tick\u65b9\u5411<\/td><td>\u5165\u573a\u65f6\u9700\u6709\u53cd\u5411\u5fae\u52a8<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2463 \u9000\u51fa\u903b\u8f91:\u4e94\u91cd\u4fdd\u62a4\u8ba9\u7b56\u7565&#8221;\u6d3b\u7740\u51fa\u6765&#8221;<\/strong><\/h2>\n\n\n\n<p>\u8fdb\u573a\u53ea\u662f\u5f00\u59cb,\u771f\u6b63\u51b3\u5b9a\u7b56\u7565\u80fd\u4e0d\u80fd\u5b58\u6d3b\u7684\u662f\u51fa\u573a\u89c4\u5219\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u9000\u51fa\u6761\u4ef6<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u89e6\u53d1\u89c4\u5219<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u8bbe\u8ba1\u610f\u56fe<\/strong><\/th><\/tr><tr><td>Z\u5206\u6570\u56de\u5f52<\/td><td>\u591a\u5934:z\u56de\u5347\u5230-0.5\u6216\u4ee5\u4e0a; \u7a7a\u5934:z\u56de\u843d\u52300.5\u6216\u4ee5\u4e0b<\/td><td>\u6355\u6349\u5747\u503c\u56de\u5f52\u7684\u4e3b\u8981\u5229\u6da6\u6bb5<\/td><\/tr><tr><td>\u65f6\u95f4\u6b62\u635f<\/td><td>\u6301\u4ed3\u8d85\u8fc718\u79d2\u5f3a\u5236\u79bb\u573a<\/td><td>\u907f\u514d\u5747\u503c\u56de\u5f52\u5931\u6548\u540e\u7684\u6162\u6027\u4e8f\u635f<\/td><\/tr><tr><td>MAD\u6b62\u635f<\/td><td>\u4ef7\u683c\u518d\u671d\u4e0d\u5229\u65b9\u5411\u79fb\u52a81.8\u00d7MAD<\/td><td>\u5728\u7edf\u8ba1\u504f\u79bb\u8fdb\u4e00\u6b65\u6076\u5316\u524d\u622a\u65ad\u4e8f\u635f<\/td><\/tr><tr><td>\u4ef7\u5dee\u5f02\u5e38<\/td><td>\u6301\u4ed3\u671f\u95f4\u4ef7\u5dee\u7a81\u7136\u6269\u5927<\/td><td>\u5e02\u573a\u53ef\u80fd\u53d1\u751f\u5f02\u5e38,\u7acb\u5373\u79bb\u573a<\/td><\/tr><tr><td>\u5f3a\u5236\u5e73\u4ed3<\/td><td>\u4ee5\u4e0a\u4efb\u4e00\u6761\u4ef6\u6ee1\u8db3\u5373\u6267\u884c<\/td><td>\u4e0d\u7559\u6b7b\u89d2,\u786e\u4fdd\u5feb\u901f\u9000\u51fa<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<pre class=\"wp-block-verse\">18\u79d2\u7684\u65f6\u95f4\u6b62\u635f\u5728Tick\u7ea7\u522b\u7b56\u7565\u91cc\u662f\u5408\u7406\u7684\u3002\u5747\u503c\u56de\u5f52\u7684\u6838\u5fc3\u5047\u8bbe\u662f\"\u504f\u79bb\u662f\u77ed\u6682\u7684\",\u5982\u679c18\u79d2\u8fd8\u6ca1\u56de\u5f52,\u8bf4\u660e\u8fd9\u5f88\u53ef\u80fd\u4e0d\u662f\u77ed\u6682\u504f\u79bb,\u800c\u662f\u8d8b\u52bf\u6027\u8fd0\u52a8\u3002\u6b64\u65f6\u518d\u7b49\u4e0b\u53bb,\u5c31\u662f\u5728\u7528\u5747\u503c\u56de\u5f52\u7684\u903b\u8f91\u53bb\u505a\u8d8b\u52bf\u8ddf\u8e2a\u7684\u4e8b,\u903b\u8f91\u4e0a\u5df2\u7ecf\u77db\u76fe\u4e86\u3002<\/pre>\n\n\n\n<p>\u53e6\u5916,\u4ef7\u5dee\u5f02\u5e38\u9000\u51fa\u4e5f\u662f\u4e00\u4e2a\u5f88\u5b9e\u7528\u7684\u8bbe\u8ba1\u3002\u5728\u771f\u5b9e\u5e02\u573a\u4e2d,\u4ef7\u5dee\u7a81\u7136\u6269\u5927\u5f80\u5f80\u610f\u5473\u7740\u6d41\u52a8\u6027\u9aa4\u964d\u6216\u8005\u5373\u5c06\u6709\u5927\u65b0\u95fb\u51fa\u6765,\u6b64\u65f6\u7ee7\u7eed\u6301\u4ed3\u7684\u98ce\u9669\u662f\u4e0d\u53ef\u63a7\u7684\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2464 MQL5\u7684\u6280\u672f\u8981\u70b9:\u522b\u53ea\u4fe1\u4efbOnTick()<\/strong><\/h2>\n\n\n\n<p>\u8fd9\u6bb5\u662f\u6700\u6709\u5b9e\u6218\u4ef7\u503c\u7684\u6280\u672f\u7ec6\u8282\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5.1 OnTick()\u7684\u9677\u9631<\/strong><\/h3>\n\n\n\n<p>\u5728MQL5\u91cc,<code>OnTick()<\/code>\u662f\u4e00\u4e2a&#8221;\u65b0\u62a5\u4ef7\u5230\u8fbe&#8221;\u7684\u901a\u77e5\u51fd\u6570,\u4f46\u5b83<strong>\u4e0d\u4fdd\u8bc1\u4f60\u80fd\u6355\u83b7\u6bcf\u4e00\u4e2aTick<\/strong>\u3002MetaQuotes\u5b98\u65b9\u6587\u6863\u660e\u786e\u8bf4\u660e:\u5982\u679c\u5f53\u524d\u5df2\u7ecf\u6709\u4e00\u4e2aNewTick\u4e8b\u4ef6\u6b63\u5728\u6392\u961f\u6216\u6b63\u5728\u88ab\u5904\u7406,\u540e\u7eed\u7684NewTick\u4e8b\u4ef6<strong>\u4e0d\u4f1a\u88ab\u52a0\u5165\u961f\u5217<\/strong>\u3002<\/p>\n\n\n\n<p>\u8fd9\u610f\u5473\u7740\u4ec0\u4e48?\u5728\u884c\u60c5\u5267\u70c8\u6ce2\u52a8\u3001Tick\u5bc6\u96c6\u6d8c\u5165\u7684\u65f6\u5019,\u4f60\u4f1a\u4e22\u5931Tick\u3002\u800c\u4f60\u7684Z\u5206\u6570\u8ba1\u7b97\u4f9d\u8d56\u4e8e\u5b8c\u6574\u7684Tick\u5e8f\u5217,\u4e22Tick\u5c31\u7b49\u4e8e\u4fe1\u53f7\u5931\u771f\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5.2 \u6b63\u786e\u505a\u6cd5:OnTick() + CopyTicks()<\/strong><\/h3>\n\n\n\n<p>\u7528<code>OnTick()<\/code>\u6216\u8005\u5b9a\u65f6\u5668\u4f5c\u4e3a&#8221;\u5524\u9192\u4fe1\u53f7&#8221;,\u7136\u540e\u7528<code>CopyTicks()<\/code>\u62c9\u53d6\u81ea\u4e0a\u6b21\u6beb\u79d2\u7ea7\u65f6\u95f4\u6233\u4ee5\u6765\u7684\u6240\u6709Tick,\u66f4\u65b0\u81ea\u5df1\u7684\u73af\u5f62\u7f13\u51b2\u533a\u3002<\/p>\n\n\n\n<p>MetaQuotes\u5b98\u65b9\u6587\u6863\u5bf9<code>CopyTicks()<\/code>\u7684\u63cf\u8ff0\u662f:\u7528\u4e8e\u8bf7\u6c42\u548c\u5206\u6790\u5df2\u63a5\u6536\u7684Tick\u6570\u636e,\u5305\u62ec\u672c\u5730Tick\u6570\u636e\u5e93\u7684\u540c\u6b65\u3002\u8fd9\u624d\u662f\u83b7\u53d6\u5b8c\u6574Tick\u6570\u636e\u7684\u6b63\u786e\u65b9\u5f0f\u3002<\/p>\n\n\n\n<div class=\"wp-block-group\"><div class=\"wp-block-group__inner-container is-layout-constrained wp-block-group-is-layout-constrained\">\n<pre class=\"wp-block-verse\"><strong>\u6700\u4f73\u5b9e\u8df5:<\/strong><br>OnTick() = \u95e8\u94c3,\u544a\u8bc9\u4f60\u6709\u4eba\u6765\u4e86<br>CopyTicks() = \u76d1\u63a7\u5f55\u50cf,\u8ba9\u4f60\u770b\u6e05\u6765\u4e86\u51e0\u4e2a\u4eba\u3001\u957f\u4ec0\u4e48\u6837<\/pre>\n\n\n\n<p>\u4e24\u8005\u914d\u5408\u4f7f\u7528,\u624d\u662fTick\u7ea7\u522b\u7b56\u7565\u7684\u6570\u636e\u57fa\u7840\u3002<\/p>\n<\/div><\/div>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5.3 \u8ba2\u5355\u6267\u884c\u7684\u4e24\u4e2a\u6ce8\u610f\u70b9<\/strong><\/h3>\n\n\n\n<p>\u4e24\u4e2a\u5bb9\u6613\u88ab\u5ffd\u7565\u7684\u6267\u884c\u5c42\u9762\u7ec6\u8282:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>OrderCheck()\u524d\u7f6e\u6821\u9a8c:<\/strong>\u6bcf\u6b21\u53d1\u5355\u4e4b\u524d\u5148\u8c03\u7528OrderCheck()\u9a8c\u8bc1\u3002\u56e0\u4e3aMetaQuotes\u660e\u786e\u8bf4\u660e,OrderSend()\u8fd4\u56de\u6210\u529f\u53ea\u8868\u793a&#8221;\u8bf7\u6c42\u88ab\u63a5\u53d7\u5904\u7406&#8221;,\u4e0d\u7b49\u4e8e&#8221;\u5df2\u7ecf\u6210\u4ea4&#8221;\u3002<\/li>\n\n\n\n<li><strong>OnTradeTransaction()\u8ffd\u8e2a\u6210\u4ea4:<\/strong>\u4e00\u4e2aOrderSend\u8bf7\u6c42\u53ef\u80fd\u4ea7\u751f\u591a\u4e2a\u4ea4\u6613\u4e8b\u52a1\u4e8b\u4ef6,\u800c\u4e14MetaQuotes\u6587\u6863\u6307\u51fa\u8fd9\u4e9b\u4e8b\u4ef6\u7684\u5230\u8fbe\u987a\u5e8f\u662f\u4e0d\u4fdd\u8bc1\u7684\u3002\u6240\u4ee5\u9700\u8981\u7528OnTradeTransaction()\u9010\u7b14\u8ffd\u8e2a\u5b9e\u9645\u6210\u4ea4\u60c5\u51b5\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>5.4 \u865a\u62df\u6258\u7ba1:7\u00d724\u8fd0\u884c\u7684\u65b9\u6848<\/strong><\/h3>\n\n\n\n<p>\u5bf9\u4e8e\u5168\u81ea\u52a8\u8fd0\u884c,MetaTrader 5\u63d0\u4f9b\u4e86\u865a\u62df\u6258\u7ba1\u670d\u52a1(Virtual Hosting)\u3002MetaQuotes\u8868\u793a\u5b83\u652f\u6301\u5e73\u53f07\u00d724\u5c0f\u65f6\u8fd0\u884c,\u5e76\u4e14\u53ef\u4ee5\u9009\u62e9\u79bb\u7ecf\u7eaa\u5546\u8f83\u8fd1\u7684\u670d\u52a1\u5668\u6765\u51cf\u5c11\u7f51\u7edc\u5ef6\u8fdf\u3002<\/p>\n\n\n\n<pre class=\"wp-block-verse\"><strong>\u8e29\u5751\u63d0\u9192:<\/strong><br>MetaTrader\u7684\u6587\u6863\u63d0\u5230,\u8fc1\u79fb\u5230\u865a\u62df\u5e73\u53f0\u540e\u81ea\u52a8\u4ea4\u6613\u4ecd\u7136\u662f\u5141\u8bb8\u7684\u3002\u8fd9\u610f\u5473\u7740\u4f60\u9700\u8981\u4fdd\u6301\u56fe\u8868\u5217\u8868\u975e\u5e38\u5e72\u51c0\uff1a\u53ea\u653e\u9700\u8981\u8fd0\u884c\u7684\u7b56\u7565\u56fe\u8868,\u907f\u514d\u8bef\u89e6\u53d1\u6216\u8005\u8d44\u6e90\u6d6a\u8d39\u3002<\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2465 \u6838\u5fc3\u4ee3\u7801\u5b9e\u73b0<\/strong><\/h2>\n\n\n\n<p>\u4e0b\u9762\u662fMQL5\u6838\u5fc3\u4fe1\u53f7\u51fd\u6570\u3002\u4f60\u53ef\u4ee5\u5728MetaEditor\u4e2d\u521b\u5efa\u4e00\u4e2aExpert Advisor,\u5728\u901a\u8fc7CopyTicks()\u7ef4\u62a4\u597dmid[]\u7f13\u51b2\u533a\u4e4b\u540e,\u8c03\u7528ShouldEnter()\u83b7\u53d6\u4fe1\u53f7\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>input&nbsp;int&nbsp;WinTicks =&nbsp;301;&nbsp;# \u6eda\u52a8\u7a97\u53e3\u5927\u5c0f(Tick\u6570\u91cf)<\/code><code>input&nbsp;double&nbsp;EntryZ =&nbsp;3.2;&nbsp;# Z\u5206\u6570\u5165\u573a\u9608\u503c<\/code><code>input&nbsp;int&nbsp;MaxSpreadPts =&nbsp;12;# \u6700\u5927\u5141\u8bb8\u4ef7\u5dee(\u70b9)<\/code><code>enum&nbsp;Signal { SIG_NONE, SIG_LONG, SIG_SHORT };<\/code><code><\/code><code>Signal&nbsp;ShouldEnter(const&nbsp;double&nbsp;&amp;mid&#91;],&nbsp;double&nbsp;spread_pts)<\/code><code>{<\/code><code>&nbsp; &nbsp;int&nbsp;n = ArraySize(mid);&nbsp;# \u6570\u636e\u4e0d\u8db3\u6216\u4ef7\u5dee\u8fc7\u5927,\u4e0d\u4ea4\u6613<\/code><code>&nbsp; &nbsp;if(n &lt; WinTicks || spread_pts &gt; MaxSpreadPts)&nbsp;return&nbsp;SIG_NONE;<\/code><code>&nbsp; &nbsp;double&nbsp;w&#91;], dev&#91;];<\/code><code>&nbsp; &nbsp;ArrayResize(w, WinTicks);<\/code><code>&nbsp; &nbsp;ArrayResize(dev, WinTicks);<\/code><code>&nbsp; &nbsp;int&nbsp;start = n - WinTicks;&nbsp;# \u63d0\u53d6\u6700\u8fd1WinTicks\u4e2a\u4e2d\u95f4\u4ef7<\/code><code>&nbsp; &nbsp;for(int&nbsp;i =&nbsp;0; i &lt; WinTicks; i++) w&#91;i] = mid&#91;start + i]; &nbsp;&nbsp;# \u8ba1\u7b97\u4e2d\u4f4d\u6570<\/code><code>&nbsp; &nbsp;ArraySort(w);<\/code><code>&nbsp; &nbsp;double&nbsp;med = w&#91;WinTicks \/&nbsp;2];&nbsp;# &nbsp;\u8ba1\u7b97MAD(\u4e2d\u4f4d\u6570\u7edd\u5bf9\u504f\u5dee)&nbsp;<\/code><code>&nbsp; &nbsp;for(int&nbsp;i =&nbsp;0; i &lt; WinTicks; i++)<\/code><code>&nbsp; &nbsp; &nbsp; dev&#91;i] = MathAbs(mid&#91;start + i] - med);<\/code><code>&nbsp; &nbsp;ArraySort(dev);<\/code><code>&nbsp; &nbsp;double&nbsp;mad = dev&#91;WinTicks \/&nbsp;2];&nbsp;# &nbsp;MAD\u8fc7\u5c0f(\u6570\u636e\u51e0\u4e4e\u4e0d\u52a8),\u4e0d\u4ea4\u6613&nbsp;<\/code><code>&nbsp; &nbsp;if(mad &lt;= _Point)&nbsp;return&nbsp;SIG_NONE;&nbsp;# &nbsp;\u8ba1\u7b97\u9c81\u68d2Z\u5206\u6570<\/code><code>&nbsp; &nbsp;double&nbsp;z = (mid&#91;n -&nbsp;1] - med) \/ (1.4826&nbsp;* mad);&nbsp;# &nbsp;\u53cd\u5f39\u8fc7\u6ee4\u5668&nbsp;<\/code><code>&nbsp; &nbsp;bool&nbsp;bounce_up = mid&#91;n -&nbsp;1] &gt; mid&#91;n -&nbsp;2];<\/code><code>&nbsp; &nbsp;bool&nbsp;bounce_down = mid&#91;n -&nbsp;1] &lt; mid&#91;n -&nbsp;2];&nbsp;# &nbsp;\u4fe1\u53f7\u5224\u65ad<\/code><code>&nbsp; &nbsp;if(z &lt;= -EntryZ &amp;&amp; bounce_up)&nbsp;return&nbsp;SIG_LONG;<\/code><code>&nbsp; &nbsp;if(z &gt;= &nbsp;EntryZ &amp;&amp; bounce_down)&nbsp;return&nbsp;SIG_SHORT;<\/code><code>&nbsp; &nbsp;return&nbsp;SIG_NONE;<\/code><code>}<\/code><\/code><\/pre>\n\n\n\n<p><strong>6.1 \u4ee3\u7801\u903b\u8f91\u9010\u6bb5\u89e3\u8bfb<\/strong><\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u524d\u7f6e\u68c0\u67e5:<\/strong>\u6570\u636e\u91cf\u4e0d\u8db3(\u5c11\u4e8e301\u4e2aTick)\u6216\u5b9e\u65f6\u4ef7\u5dee\u8d85\u8fc712\u70b9,\u76f4\u63a5\u8fd4\u56deSIG_NONE,\u4e0d\u4ea7\u751f\u4efb\u4f55\u4fe1\u53f7\u3002<\/li>\n\n\n\n<li><strong>\u7a97\u53e3\u63d0\u53d6:<\/strong>\u4ecemid[]\u6570\u7ec4\u672b\u5c3e\u53d6\u6700\u8fd1301\u4e2a\u6570\u636e\u70b9,\u590d\u5236\u5230\u4e34\u65f6\u6570\u7ec4w[]\u3002<\/li>\n\n\n\n<li><strong>\u4e2d\u4f4d\u6570\u8ba1\u7b97:<\/strong>\u5bf9w[]\u6392\u5e8f\u540e\u53d6\u4e2d\u95f4\u503c,\u5f97\u5230\u7a97\u53e3\u4e2d\u4f4d\u6570med\u3002<\/li>\n\n\n\n<li><strong>MAD\u8ba1\u7b97:<\/strong>\u8ba1\u7b97\u6bcf\u4e2a\u6570\u636e\u70b9\u4e0emed\u7684\u7edd\u5bf9\u504f\u5dee,\u518d\u6392\u5e8f\u53d6\u4e2d\u4f4d\u6570,\u5f97\u5230mad\u3002<\/li>\n\n\n\n<li><strong>MAD\u4fdd\u62a4:<\/strong>\u5982\u679cMAD\u5c0f\u4e8e\u7b49\u4e8e_Point(\u6700\u5c0f\u4ef7\u683c\u53d8\u52a8\u5355\u4f4d),\u8bf4\u660e\u4ef7\u683c\u51e0\u4e4e\u4e0d\u52a8,\u8df3\u8fc7\u3002<\/li>\n\n\n\n<li><strong>Z\u5206\u6570:<\/strong>\u7528\u9c81\u68d2\u516c\u5f0f\u5c06\u6700\u65b0\u4e2d\u95f4\u4ef7\u8f6c\u5316\u4e3a\u6807\u51c6\u5316\u504f\u79bb\u5ea6\u3002<\/li>\n\n\n\n<li><strong>\u53cd\u5f39\u8fc7\u6ee4+\u4fe1\u53f7:<\/strong>Z\u5206\u6570\u8fbe\u5230\u9608\u503c\u4e14\u65b9\u5411\u4e0a\u6709\u5fae\u5f31\u53cd\u5f39,\u624d\u53d1\u51fa\u4fe1\u53f7\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>6.2 \u53c2\u6570\u654f\u611f\u6027\u63d0\u9192<\/strong><\/h3>\n\n\n\n<p>\u4ee5\u4e0b\u53c2\u6570\u9700\u8981\u6839\u636e\u5177\u4f53\u54c1\u79cd\u548c\u7ecf\u7eaa\u5546\u73af\u5883\u8c03\u6574:<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u53c2\u6570<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u5f71\u54cd<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u8c03\u53c2\u65b9\u5411<\/strong><\/th><\/tr><tr><td>WinTicks=301<\/td><td>\u7a97\u53e3\u8d8a\u5927\u4fe1\u53f7\u8d8a\u7a33\u4f46\u8d8a\u6ede\u540e<\/td><td>\u9ad8\u6ce2\u52a8\u54c1\u79cd\u53ef\u9002\u5f53\u7f29\u5c0f<\/td><\/tr><tr><td>EntryZ=3.2<\/td><td>\u9608\u503c\u8d8a\u9ad8\u4fe1\u53f7\u8d8a\u5c11\u4f46\u8d28\u91cf\u8d8a\u9ad8<\/td><td>\u9700\u914d\u5408\u54c1\u79cd\u6ce2\u52a8\u7387\u8c03\u6574<\/td><\/tr><tr><td>MaxSpreadPts=12<\/td><td>\u4ef7\u5dee\u4e0a\u9650\u51b3\u5b9a\u53ef\u4ea4\u6613\u65f6\u6bb5<\/td><td>\u4e0d\u540c\u7ecf\u7eaa\u5546\u5dee\u5f02\u5f88\u5927,\u9700\u5b9e\u6d4b<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u4e03\u3001\u5b8c\u6574\u7684\u7b56\u7565\u67b6\u6784\u603b\u89c8<\/strong><\/h2>\n\n\n\n<p>\u6211\u628a\u6574\u4e2a\u7b56\u7565\u4ece\u6570\u636e\u5230\u6267\u884c\u7684\u5b8c\u6574\u94fe\u8def\u753b\u51fa\u6765:<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u5c42\u7ea7<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u7ec4\u4ef6<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u8bf4\u660e<\/strong><\/th><\/tr><tr><td>\u6570\u636e\u5c42<\/td><td>OnTick() + CopyTicks()<\/td><td>\u5524\u9192\u901a\u77e5 + \u62c9\u53d6\u5b8c\u6574Tick,\u7ef4\u62a4mid[]\u73af\u5f62\u7f13\u51b2\u533a<\/td><\/tr><tr><td>\u4fe1\u53f7\u5c42<\/td><td>ShouldEnter()<\/td><td>\u8ba1\u7b97\u9c81\u68d2Z\u5206\u6570 + \u53cd\u5f39\u8fc7\u6ee4 + \u4ef7\u5dee\u8fc7\u6ee4<\/td><\/tr><tr><td>\u6267\u884c\u5c42<\/td><td>OrderCheck() + OrderSend()<\/td><td>\u524d\u7f6e\u6821\u9a8c + \u53d1\u5355,\u4e0d\u4fdd\u8bc1\u5373\u65f6\u6210\u4ea4<\/td><\/tr><tr><td>\u786e\u8ba4\u5c42<\/td><td>OnTradeTransaction()<\/td><td>\u9010\u7b14\u8ffd\u8e2a\u5b9e\u9645\u6210\u4ea4,\u4e8b\u4ef6\u987a\u5e8f\u4e0d\u4fdd\u8bc1<\/td><\/tr><tr><td>\u98ce\u63a7\u5c42<\/td><td>\u4e94\u91cd\u9000\u51fa\u89c4\u5219<\/td><td>Z\u56de\u5f52 \/ \u65f6\u95f4\u6b62\u635f \/ MAD\u6b62\u635f \/ \u4ef7\u5dee\u5f02\u5e38 \/ \u5f3a\u5236\u5e73\u4ed3<\/td><\/tr><tr><td>\u8fd0\u884c\u5c42<\/td><td>Virtual Hosting<\/td><td>7\u00d724\u6258\u7ba1,\u9009\u8fd1broker\u670d\u52a1\u5668\u51cf\u5c11\u5ef6\u8fdf<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\u6574\u4e2a\u94fe\u8def\u770b\u8d77\u6765\u5e76\u4e0d\u590d\u6742,\u4f46\u6bcf\u4e00\u5c42\u90fd\u6709\u5bb9\u6613\u5ffd\u7565\u7684\u7ec6\u8282\u3002\u7b56\u7565\u7684\u53ef\u9760\u6027\u4e0d\u662f\u6765\u81ea\u67d0\u4e2a&#8221;\u7edd\u5999\u6307\u6807&#8221;,\u800c\u662f\u6765\u81ea<strong>\u6bcf\u4e2a\u73af\u8282\u90fd\u7528\u6700\u52a1\u5b9e\u7684\u65b9\u5f0f\u5904\u7406<\/strong>\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2467 \u6211\u7684\u771f\u5b9e\u770b\u6cd5:\u6563\u6237\u7684\u4f18\u52bf\u5230\u5e95\u5728\u54ea?<\/strong><\/h2>\n\n\n\n<p>\u6211\u4ecd\u7136\u559c\u6b22\u505a\u8fd9\u79cd&#8221;\u96f6\u552e\u7ea7\u7c7b\u9ad8\u9891&#8221;\u7b56\u7565,\u4f46\u539f\u56e0\u4e0d\u662f\u89c9\u5f97\u80fd\u8dd1\u8d62\u673a\u6784,\u800c\u662f\u56e0\u4e3a<strong>\u6563\u6237\u7684\u8fb9\u754c\u672c\u8eab\u5c31\u662f\u4f18\u52bf<\/strong>\u3002\u4f60\u53ef\u4ee5\u7528\u4e00\u4e2a\u8d26\u6237\u3001\u4e00\u4e2a\u54c1\u79cd\u3001\u4e00\u4e2a\u9c81\u68d2\u4fe1\u53f7,\u5b89\u5b89\u9759\u9759\u5730\u6355\u6349\u5c11\u6570\u51e0\u6b21\u5747\u503c\u56de\u5f52\u7684\u5c0f\u6ce2\u52a8,\u7136\u540e\u79bb\u573a\u3002\u4e00\u4e2a\u5927\u578b\u673a\u6784\u6ca1\u6cd5\u628a\u6574\u4e2a\u4e1a\u52a1\u6a21\u578b\u5efa\u7acb\u5728\u8fd9\u79cd&#8221;\u5c0f\u6253\u5c0f\u95f9&#8221;\u4e0a\u2014\u2014\u4ed6\u4eec\u7684\u8d44\u91d1\u89c4\u6a21\u4e0d\u5141\u8bb8,\u5408\u89c4\u6210\u672c\u4e0d\u5141\u8bb8,\u7ee9\u6548\u8003\u6838\u4e5f\u4e0d\u5141\u8bb8\u3002<\/p>\n\n\n\n<p>\u4f46\u4f60\u53ef\u4ee5\u3002<\/p>\n\n\n\n<p>\u8fd9\u5c31\u662f&#8221;\u806a\u660e\u7684\u90a3\u90e8\u5206&#8221;\uff1a\u4e0d\u662f\u6280\u672f\u591a\u725b,\u800c\u662f\u4f60\u9009\u62e9\u4e86\u4e00\u6761\u548c\u673a\u6784\u5b8c\u5168\u4e0d\u91cd\u53e0\u7684\u8d5b\u9053\u3002\u673a\u6784\u6bd4\u901f\u5ea6,\u4f60\u6bd4\u9009\u62e9\u6027;\u673a\u6784\u6bd4\u89c4\u6a21,\u4f60\u6bd4\u7cbe\u7b80;\u673a\u6784\u6bd4\u4fe1\u53f7\u6570\u91cf,\u4f60\u6bd4\u4fe1\u53f7\u8d28\u91cf\u3002<\/p>\n\n\n\n<pre class=\"wp-block-verse\"><strong>\u8001\u4f59\u7684\u89c2\u70b9:<\/strong><br>\u6211\u505a\u91cf\u5316\u8fd9\u4e9b\u5e74,\u8d8a\u6765\u8d8a\u89c9\u5f97\"\u77e5\u9053\u81ea\u5df1\u7684\u8fb9\u754c\"\u6bd4\"\u7a81\u7834\u8fb9\u754c\"\u91cd\u8981\u3002\u5728MetaTrader\u4e0a\u505aTick\u7ea7\u522b\u7b56\u7565,\u4f60\u7684\u8fb9\u754c\u5c31\u662f:\u7ecf\u7eaa\u5546\u7684\u5ef6\u8fdf\u3001\u62a5\u4ef7\u7684\u7cbe\u5ea6\u3001\u6267\u884c\u7684\u4e0d\u786e\u5b9a\u6027\u3002\u4f60\u8d8a\u65e9\u627f\u8ba4\u8fd9\u4e9b\u8fb9\u754c,\u5c31\u8d8a\u80fd\u628a\u7cbe\u529b\u82b1\u5728\u771f\u6b63\u6709\u6548\u7684\u5730\u65b9\u2014\u2014\u6bd4\u5982\u9009\u4e00\u4e2a\u66f4\u9c81\u68d2\u7684\u7edf\u8ba1\u91cf,\u6bd4\u5982\u52a0\u4e00\u4e2a\u53cd\u5f39\u8fc7\u6ee4\u5668,\u6bd4\u5982\u8bbe\u8ba1\u66f4\u4e25\u683c\u7684\u9000\u51fa\u89c4\u5219\u3002<\/pre>\n\n\n\n<p>\u8bdd\u8bf4\u56de\u6765,\u8fd9\u4e2a\u7b56\u7565\u6846\u67b6\u4e5f\u6709\u5b83\u7684\u5c40\u9650\u6027,\u6211\u8865\u5145\u51e0\u4e2a\u6f5c\u5728\u95ee\u9898:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u6ed1\u70b9\u4e0d\u53ef\u63a7:<\/strong>MetaTrader\u7684\u6267\u884c\u662f\u7ecf\u7eaa\u5546\u62a5\u4ef7\u5236,\u4e0d\u662f\u4ea4\u6613\u6240\u64ae\u5408\u5236\u3002\u4f60\u770b\u5230\u7684\u62a5\u4ef7\u548c\u4f60\u5b9e\u9645\u6210\u4ea4\u7684\u4ef7\u683c\u4e4b\u95f4\u53ef\u80fd\u6709\u5dee\u8ddd,\u7279\u522b\u662f\u5728\u6ce2\u52a8\u5267\u70c8\u65f6\u3002\u8fd9\u4e2a\u5dee\u8ddd\u5728\u56de\u6d4b\u91cc\u662f\u4f53\u73b0\u4e0d\u51fa\u6765\u7684\u3002<\/li>\n\n\n\n<li><strong>\u7a97\u53e3\u53c2\u6570\u7684\u8fc7\u62df\u5408\u98ce\u9669:<\/strong>301\u4e2aTick\u30013.2\u7684Z\u9608\u503c\u300118\u79d2\u7684\u65f6\u95f4\u6b62\u635f\u2014\u2014\u8fd9\u4e9b\u53c2\u6570\u5728\u67d0\u4e2a\u65f6\u95f4\u6bb5\u53ef\u80fd\u5f88\u6f02\u4eae,\u6362\u4e00\u4e2a\u65f6\u6bb5\u53ef\u80fd\u5b8c\u5168\u5931\u6548\u3002\u53c2\u6570\u7684\u9c81\u68d2\u6027\u6bd4\u53c2\u6570\u7684\u6700\u4f18\u6027\u66f4\u91cd\u8981\u3002<\/li>\n\n\n\n<li><strong>\u5355\u54c1\u79cd\u96c6\u4e2d\u98ce\u9669:<\/strong>\u53ea\u505aEURUSD\u610f\u5473\u7740\u4f60\u7684\u7b56\u7565\u8868\u73b0\u548c\u8fd9\u4e00\u4e2a\u54c1\u79cd\u7684\u5fae\u7ed3\u6784\u7279\u5f81\u9ad8\u5ea6\u7ed1\u5b9a\u3002\u5982\u679cEURUSD\u7684\u6d41\u52a8\u6027\u7ed3\u6784\u53d1\u751f\u53d8\u5316(\u6bd4\u5982\u592e\u884c\u5e72\u9884\u3001\u91cd\u5927\u6570\u636e\u53d1\u5e03),\u4f60\u7684\u4fe1\u53f7\u57fa\u7840\u53ef\u80fd\u77ac\u95f4\u5931\u6548\u3002<\/li>\n\n\n\n<li><strong>\u7ecf\u7eaa\u5546\u4f9d\u8d56:<\/strong>\u4e0d\u540c\u7ecf\u7eaa\u5546\u7684\u62a5\u4ef7\u6e90\u3001\u6267\u884c\u901f\u5ea6\u3001\u70b9\u5dee\u653f\u7b56\u5dee\u5f02\u5f88\u5927\u3002\u5728A\u7ecf\u7eaa\u5546\u4e0a\u8dd1\u901a\u7684\u7b56\u7565,\u5728B\u7ecf\u7eaa\u5546\u4e0a\u53ef\u80fd\u5b8c\u5168\u4e0d\u540c\u3002\u8fd9\u4e0d\u662f\u7b56\u7565\u7684\u95ee\u9898,\u662f\u57fa\u7840\u8bbe\u65bd\u7684\u95ee\u9898\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2468 \u4eceMQL5\u5230\u56fd\u5185\u73af\u5883:\u672c\u5730\u5316\u601d\u8003<\/strong><\/h2>\n\n\n\n<p>\u56fd\u5185\u505a\u7a0b\u5e8f\u5316\u4ea4\u6613\u7684\u670b\u53cb,\u5927\u591a\u6570\u7528\u7684\u662fCTP\u63a5\u53e3\u800c\u4e0d\u662fMetaTrader,\u6240\u4ee5\u6211\u628a\u51e0\u4e2a\u5173\u952e\u5dee\u5f02\u70b9\u5217\u51fa\u6765,\u65b9\u4fbf\u5927\u5bb6\u5bf9\u7167:<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><tbody><tr><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u5bf9\u6bd4\u7ef4\u5ea6<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>MetaTrader 5 \/ MQL5<\/strong><\/th><th class=\"has-text-align-left\" data-align=\"left\"><strong>\u56fd\u5185CTP<\/strong><\/th><\/tr><tr><td>\u884c\u60c5\u7c92\u5ea6<\/td><td>Tick\u7ea7(Bid\/Ask\u9010\u7b14)<\/td><td>Tick\u7ea7(\u6210\u4ea4\u9010\u7b14,500ms\u5207\u7247)<\/td><\/tr><tr><td>\u6267\u884c\u6a21\u5f0f<\/td><td>\u7ecf\u7eaa\u5546\u62a5\u4ef7\u5236(\u505a\u5e02\u5546)<\/td><td>\u4ea4\u6613\u6240\u64ae\u5408\u5236(\u7ade\u4ef7)<\/td><\/tr><tr><td>\u4ef7\u5dee\u6765\u6e90<\/td><td>Bid-Ask Spread,\u7531\u7ecf\u7eaa\u5546\u51b3\u5b9a<\/td><td>\u4e70\u5356\u76d8\u53e3,\u7531\u5e02\u573a\u4f9b\u9700\u51b3\u5b9a<\/td><\/tr><tr><td>7\u00d724\u8fd0\u884c<\/td><td>Virtual Hosting\u5185\u7f6e<\/td><td>\u9700\u81ea\u5efa\u670d\u52a1\u5668\/\u4e91\u4e3b\u673a<\/td><\/tr><tr><td>MAD\u7b56\u7565\u9002\u914d<\/td><td>\u9002\u5408\u5916\u6c47\u7b49\u8fde\u7eed\u62a5\u4ef7\u54c1\u79cd<\/td><td>\u9002\u5408\u671f\u8d27\u4e3b\u529b\u5408\u7ea6(\u9ad8\u6d41\u52a8\u6027\u65f6\u6bb5)<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\u6838\u5fc3\u5dee\u5f02\u5728\u4e8e\u6267\u884c\u6a21\u5f0f\u3002CTP\u662f\u4ea4\u6613\u6240\u64ae\u5408,\u4f60\u7684\u5355\u5b50\u662f\u548c\u5168\u5e02\u573a\u7684\u53c2\u4e0e\u8005\u7ade\u4e89,\u6210\u4ea4\u4ef7\u683c\u66f4\u900f\u660e\u4f46\u7ade\u4e89\u4e5f\u66f4\u6fc0\u70c8;MetaTrader\u662f\u7ecf\u7eaa\u5546\u62a5\u4ef7,\u6267\u884c\u66f4&#8221;\u6e29\u987a&#8221;\u4f46\u5b58\u5728\u5229\u76ca\u51b2\u7a81(\u4f60\u7684\u5bf9\u624b\u65b9\u5c31\u662f\u7ecf\u7eaa\u5546)\u3002\u4e24\u79cd\u73af\u5883\u4e0b,\u540c\u6837\u7684MAD Z\u5206\u6570\u4fe1\u53f7,\u5b9e\u9645\u8868\u73b0\u53ef\u80fd\u5dee\u5f02\u5f88\u5927\u3002<\/p>\n\n\n\n<pre class=\"wp-block-verse\"><strong>\u91cd\u8981\u63d0\u9192:<\/strong><br>\u65e0\u8bba\u4f60\u7528\u7684\u662fMQL5\u8fd8\u662fCTP,Tick\u7ea7\u522b\u7b56\u7565\u7684\u56de\u6d4b\u7ed3\u679c\u90fd\u5fc5\u987b\u6253\u4e00\u4e2a\u5927\u5927\u7684\u95ee\u53f7\u3002\u56de\u6d4b\u73af\u5883\u7684Tick\u751f\u6210\u673a\u5236\u548c\u771f\u5b9e\u5e02\u573a\u5dee\u8ddd\u5f88\u5927\uff1aMetaQuotes\u81ea\u5df1\u4e5f\u627f\u8ba4,\u6d4b\u8bd5\u5668\u4e2d\u7684Tick\u751f\u6210\u662f\u6a21\u62df\u7684\u3002\u771f\u5b9e\u6267\u884c\u7684\u6ed1\u70b9\u3001\u5ef6\u8fdf\u3001\u4e22Tick,\u56de\u6d4b\u91cc\u662f\u6a21\u62df\u4e0d\u51fa\u6765\u7684\u3002\u7b56\u7565\u4e0a\u7ebf\u524d,\u52a1\u5fc5\u7528\u5c0f\u4ed3\u4f4d\u5b9e\u76d8\u9a8c\u8bc1\u3002<\/pre>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u2469 \u624b\u628a\u624b:\u4ece\u96f6\u642d\u5efa\u7684\u7b56\u7565\u5f00\u53d1\u6e05\u5355<\/strong><\/h2>\n\n\n\n<p>\u5982\u679c\u4f60\u4e5f\u60f3\u5728MQL5\u4e0a\u642d\u4e00\u4e2a\u7c7b\u4f3c\u7684\u7b56\u7565\u684c\u9762,\u6211\u7ed9\u4f60\u68b3\u7406\u4e00\u4e2a\u5f00\u53d1\u6e05\u5355,\u6309\u7167\u8fd9\u4e2a\u987a\u5e8f\u6765,\u4e0d\u5bb9\u6613\u8e29\u5751:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>\u7b2c\u4e00\u6b65:\u642d\u5efaTick\u6570\u636e\u7ba1\u9053<\/strong>\u7528OnTick()\u4f5c\u4e3a\u5524\u9192\u4fe1\u53f7,\u7528CopyTicks()\u62c9\u53d6\u5b8c\u6574Tick,\u7ef4\u62a4\u4e00\u4e2a\u73af\u5f62\u7f13\u51b2\u533a\u5b58\u50a8\u4e2d\u95f4\u4ef7\u3002\u8fd9\u662f\u6574\u4e2a\u7b56\u7565\u7684\u5730\u57fa,\u6570\u636e\u4e0d\u51c6,\u540e\u9762\u5168\u767d\u642d\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u4e8c\u6b65:\u5b9e\u73b0MAD\u8ba1\u7b97\u51fd\u6570<\/strong>\u5bf9\u6eda\u52a8\u7a97\u53e3\u5185\u7684\u4e2d\u95f4\u4ef7,\u5206\u522b\u8ba1\u7b97\u4e2d\u4f4d\u6570\u548cMAD\u3002\u6ce8\u610f\u6570\u7ec4\u6392\u5e8f\u7684\u6027\u80fd\u5f00\u9500,\u7a97\u53e3\u5927\u5c0f\u4e0d\u8981\u8bbe\u592a\u5927,301\u662f\u4e2a\u5408\u7406\u7684\u8d77\u70b9\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u4e09\u6b65:\u6784\u5efa\u4fe1\u53f7\u51fd\u6570<\/strong>\u628aMAD Z\u5206\u6570\u3001\u4ef7\u5dee\u8fc7\u6ee4\u3001\u53cd\u5f39\u8fc7\u6ee4\u5668\u6574\u5408\u6210\u4e00\u4e2aShouldEnter()\u51fd\u6570\u3002\u5148\u5728\u5386\u53f2Tick\u6570\u636e\u4e0a\u505a\u79bb\u7ebf\u9a8c\u8bc1,\u770b\u4fe1\u53f7\u5206\u5e03\u662f\u5426\u5408\u7406\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u56db\u6b65:\u8bbe\u8ba1\u9000\u51fa\u89c4\u5219<\/strong>Z\u5206\u6570\u56de\u5f52\u3001\u65f6\u95f4\u6b62\u635f\u3001MAD\u6b62\u635f\u3001\u4ef7\u5dee\u5f02\u5e38\u9000\u51fa,\u56db\u4e2a\u6761\u4ef6\u7f3a\u4e00\u4e0d\u53ef\u3002\u5148\u7528\u6a21\u62df\u8d26\u6237\u6d4b\u8bd5,\u786e\u8ba4\u9000\u51fa\u903b\u8f91\u5728\u6781\u7aef\u884c\u60c5\u4e0b\u4e0d\u4f1a\u5361\u4f4f\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u4e94\u6b65:\u6267\u884c\u5c42\u5c01\u88c5<\/strong>\u7528OrderCheck()\u505a\u524d\u7f6e\u6821\u9a8c,\u7528OrderSend()\u53d1\u5355,\u7528OnTradeTransaction()\u8ffd\u8e2a\u6210\u4ea4\u3002\u8fd9\u4e00\u5c42\u7684\u5173\u952e\u662f\u5bb9\u9519\u2014\u2014\u7f51\u7edc\u65ad\u7ebf\u3001\u62d2\u7edd\u6210\u4ea4\u3001\u90e8\u5206\u6210\u4ea4\u90fd\u8981\u5904\u7406\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u516d\u6b65:\u5c0f\u4ed3\u4f4d\u5b9e\u76d8\u9a8c\u8bc1<\/strong>\u6700\u5c11\u8dd12~4\u5468,\u89c2\u5bdf\u5b9e\u9645\u6ed1\u70b9\u3001\u4fe1\u53f7\u9891\u7387\u3001\u6301\u4ed3\u65f6\u957f\u662f\u5426\u548c\u9884\u671f\u4e00\u81f4\u3002\u5982\u679c\u504f\u5dee\u8d85\u8fc720%,\u8bf4\u660e\u56de\u6d4b\u6a21\u578b\u6709\u7cfb\u7edf\u6027\u8bef\u5dee,\u9700\u8981\u91cd\u65b0\u5ba1\u89c6\u3002<\/li>\n\n\n\n<li><strong>\u7b2c\u4e03\u6b65:\u90e8\u7f72\u5230\u865a\u62df\u6258\u7ba1<\/strong>\u5b9e\u76d8\u9a8c\u8bc1\u901a\u8fc7\u540e,\u8fc1\u79fb\u5230MetaTrader Virtual Hosting\u3002\u53ea\u4fdd\u7559\u5fc5\u8981\u7684\u56fe\u8868,\u5173\u95ed\u6240\u6709\u65e0\u5173\u7684\u7b56\u7565\u548c\u6307\u6807,\u4fdd\u6301\u73af\u5883\u5e72\u51c0\u3002<\/li>\n<\/ul>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u5199\u5728\u6700\u540e<\/strong><\/h2>\n\n\n\n<p>\u8fd9\u7bc7\u6587\u7ae0\u62c6\u89e3\u7684\u7b56\u7565,\u4e0d\u662f\u4ec0\u4e48&#8221;\u4e07\u80fd\u4fe1\u53f7&#8221;,\u4e5f\u4e0d\u662f\u4ec0\u4e48&#8221;\u5723\u676f\u7cfb\u7edf&#8221;\u3002\u5b83\u5c31\u662f\u4e00\u4e2a\u6734\u7d20\u7684\u6846\u67b6:\u7528\u4e00\u4e2a\u5bf9\u566a\u58f0\u66f4\u4e0d\u654f\u611f\u7684\u7edf\u8ba1\u91cf,\u5728\u4e00\u4e2a\u54c1\u79cd\u4e0a,\u7528\u6700\u514b\u5236\u7684\u65b9\u5f0f,\u6355\u6349\u77ed\u6682\u7684\u5b9a\u4ef7\u504f\u5dee,\u7136\u540e\u7528\u591a\u91cd\u89c4\u5219\u786e\u4fdd\u81ea\u5df1\u80fd\u5feb\u901f\u79bb\u573a\u3002<\/p>\n\n\n\n<p>\u5b83\u771f\u6b63\u7684\u4ef7\u503c\u4e0d\u5728\u4e8e\u5177\u4f53\u53c2\u6570,\u800c\u5728\u4e8e\u4e09\u4e2a\u8bbe\u8ba1\u7406\u5ff5:<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li><strong>MAD\u66ff\u4ee3\u6807\u51c6\u5dee\uff1a<\/strong>\u5728\u810f\u6570\u636e\u73af\u5883\u4e0b,\u9c81\u68d2\u6027\u6bd4\u7cbe\u786e\u6027\u91cd\u8981\u3002<\/li>\n\n\n\n<li><strong>\u53cd\u5f39\u8fc7\u6ee4\u5668\uff1a<\/strong>\u4e0d\u8ffd\u7740\u6700\u6781\u7aef\u7684Tick\u8dd1,\u7b49\u5b83\u5148\u5598\u53e3\u6c14\u3002<\/li>\n\n\n\n<li><strong>\u591a\u91cd\u9000\u51fa\uff1a<\/strong>\u6d3b\u5f97\u6bd4\u8d5a\u5f97\u591a,\u8fd9\u662fTick\u7ea7\u522b\u7b56\u7565\u7684\u7b2c\u4e00\u539f\u5219\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u5982\u679c\u4f60\u4e5f\u5728MQL5\u6216\u8005\u5176\u4ed6\u5e73\u53f0\u4e0a\u6d4b\u8bd5\u8fc7MAD\u76f8\u5173\u7684Tick\u7ea7\u522b\u5747\u503c\u56de\u5f52\u7b56\u7565,\u6b22\u8fce\u7559\u8a00\u4ea4\u6d41\u3002\u6211\u4eec\u6bd4\u7684\u4e0d\u662f\u8c01\u8d5a\u5f97\u591a,\u800c\u662f\u8c01\u72af\u7684\u9519\u5c11\u3002\u8fd9,\u624d\u662f\u6563\u6237\u505a\u91cf\u5316\u7684\u6b63\u786e\u59ff\u52bf\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><strong>\u53c2\u8003\u8d44\u6599<\/strong><\/h2>\n\n\n\n<ol class=\"wp-block-list\">\n<li>SEC,\u00a0<em>High Frequency Trading<\/em>\u00a0literature review \u2014 sec.gov<\/li>\n\n\n\n<li>MetaQuotes,\u00a0<em>OnTick<\/em>\u00a0and\u00a0<em>CopyTicks<\/em>\u00a0documentation \u2014 mql5.com<\/li>\n\n\n\n<li>NIST,\u00a0<em>Measures of Scale<\/em>\u00a0\u2014 itl.nist.gov<\/li>\n\n\n\n<li>MetaQuotes,\u00a0<em>Generating ticks in tester<\/em>\u00a0\u2014 mql5.com<\/li>\n\n\n\n<li>MetaQuotes,\u00a0<em>OrderSend<\/em>\u00a0and\u00a0<em>OnTradeTransaction<\/em>\u00a0\u2014 mql5.com<\/li>\n\n\n\n<li>MetaTrader 5 Help,\u00a0<em>Virtual Hosting for 24\/7 Operation<\/em>,\u00a0<em>Register a Server<\/em>, and\u00a0<em>Migration<\/em>\u00a0\u2014 metatrader5.com<\/li>\n\n\n\n<li>\u77e5\u4e4e,\u00a0<em>\u6570\u636e\u9884\u5904\u7406\u2014\u2014\u7edd\u5bf9\u4e2d\u4f4d\u5dee\u79bb\u7fa4\u503c\u5904\u7406<\/em>\u00a0\u2014 zhuanlan.zhihu.com<\/li>\n\n\n\n<li>CSDN,\u00a0<em>\u4e2d\u4f4d\u6570\u7edd\u5bf9\u504f\u5dee(MAD)\u6cd5\u5904\u7406\u79bb\u7fa4\u503c<\/em>\u00a0\u2014 blog.csdn.net<\/li>\n<\/ol>\n\n\n\n<p><strong>\u514d\u8d23\u58f0\u660e:<\/strong>&nbsp;\u672c\u6587\u5185\u5bb9\u4ec5\u4f9b\u5b66\u4e60\u548c\u4ea4\u6d41,\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u6216\u6536\u76ca\u627f\u8bfa\u3002\u6587\u4e2d\u63d0\u53ca\u7684\u7b56\u7565\u3001\u4ee3\u7801\u548c\u53c2\u6570\u4ec5\u4f9b\u6280\u672f\u8ba8\u8bba\u4e4b\u7528,\u5b9e\u9645\u4ea4\u6613\u7ed3\u679c\u53d7\u5e02\u573a\u73af\u5883\u3001\u7ecf\u7eaa\u5546\u6761\u4ef6\u3001\u7f51\u7edc\u5ef6\u8fdf\u7b49\u591a\u91cd\u56e0\u7d20\u5f71\u54cd,\u8fc7\u5f80\u8868\u73b0\u4e0d\u4ee3\u8868\u672a\u6765\u3002\u4efb\u4f55\u57fa\u4e8e\u672c\u6587\u5185\u5bb9\u7684\u5b9e\u9645\u64cd\u4f5c,\u98ce\u9669\u81ea\u62c5\u3002\u5982\u6709\u9700\u8981,\u8bf7\u54a8\u8be2\u6301\u724c\u4e13\u4e1a\u4eba\u58eb\u3002<\/p>\n\n\n\n<p><strong>\u98ce\u9669\u63d0\u793a\uff1a<\/strong>\u672c\u6587\u4ec5\u4f9b\u53c2\u8003\uff0c\u4e0d\u6784\u6210\u6295\u8d44\u5efa\u8bae\u3002\u6295\u8d44\u6709\u98ce\u9669\uff0c\u5165\u5e02\u9700\u8c28\u614e\u3002<\/p>\n\n\n\n<p><strong>\u7248\u6743\u58f0\u660e\uff1a<\/strong>\u672c\u6587\u4e3a\u539f\u521b\u5185\u5bb9\uff0c\u8f6c\u8f7d\u8bf7\u6ce8\u660e\u51fa\u5904\u3002<\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><a>#\u91cf\u5316\u4ea4\u6613<\/a>\u00a0<a>#MQL5<\/a>\u00a0<a>#MAD<\/a>\u00a0<a>#\u9c81\u68d2\u7edf\u8ba1<\/a>\u00a0<a>#\u5747\u503c\u56de\u5f52<\/a>\u00a0<a>#Tick\u6570\u636e<\/a>\u00a0<a>#MetaTrader5<\/a>\u00a0<a>#\u7b56\u7565\u5f00\u53d1<\/a>\u00a0<a>#Z\u5206\u6570<\/a>\u00a0<a>#\u5fae\u7ed3\u6784<\/a>\u00a0<a>#\u7a0b\u5e8f\u5316\u4ea4\u6613<\/a>\u00a0<a>#\u4fe1\u53f7\u5f15\u64ce<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/laoyulaoyu.com\/index.php\/2026\/05\/08\/%e6%95%a3%e6%88%b7%e4%b9%9f%e8%83%bd%e5%81%9a%e5%be%ae%e5%9e%8b%e9%87%8f%e5%8c%96%e7%94%a8mql5%e9%b2%81%e6%a3%92%e6%90%ad%e5%bb%batick%e7%ba%a7%e5%88%ab%e7%ad%96%e7%95%a5%e5%bc%95%e6%93%8e\/\">Continue reading<span class=\"screen-reader-text\">\u6563\u6237\u4e5f\u80fd\u505a\u5fae\u578b\u91cf\u5316?\u7528MQL5\u9c81\u68d2\u642d\u5efaTick\u7ea7\u522b\u7b56\u7565\u5f15\u64ce<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[17,4,5],"class_list":{"0":"post-3990","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"hentry","6":"category-aiinvest","7":"tag-ai","10":"entry"},"_links":{"self":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/3990","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=3990"}],"version-history":[{"count":1,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/3990\/revisions"}],"predecessor-version":[{"id":3993,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/3990\/revisions\/3993"}],"wp:attachment":[{"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=3990"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=3990"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=3990"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}