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2004 12004 #1

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FOREX MAGAZINE 2004

2004 1

.............................................................................. 3
7 ...................................................................................................................................... 4
MQL II ......................................................................................................................... 10
MetaTrader. 1 .............................................................................. 14
, ............................................................ 16
( ) .................................................................... 19
. . ....................................................................................................... 21
. ................................................................................................... 24
............................................................................................................................... 25

FOREX MAGAZINE 2004

2004 1

.
02/02/2004

00:30
00:30
05:00
09:30

. .
.
. .
. .
CIPS
. .
. .
. .
. .
. .

13:30
13:30
13:30
15:00
15:00
03/02/2004

08:55
11:00
12:00
12:45
13:30
13:30
13:30
13:30
15:00
06/02/2004

11:00
12:00
13:30
13:30
13:30
13:30
13:30
20:00

. .

-1.9%

0.1%
0.4%
0.7%
65.0

. .
. .
. .

. .
. . SECO
. .

59.8
1.4%

. . /
. .
.
.
. .
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. 31.01.
. . Ivey

.
-1727 .

0.5%
0.4%
54.6
1.2%
66.2

.
17.6 . /14.0 17.2 . / 14.8
.
.
1.22 .

. . /
07:15
04/02/2004

00:30
15:00
15:00
05/02/2004

05:00
06:45
07:45

4.00%
0.0%
3.1%
-1.3%
58.5

.
1.4%
58.6
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.
50.0%
-28.0
10.4% / -21.0
.
0.4%
3.75%
2.00%
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9.4%
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342'000
58.5

.
. .
1.3%
. . /
7.4% / 20 . 7.4% / 53 .
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5.8%
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. .
152 .
1 .
. .
-26 .
. .
33.9
33.7
. .
$8.0 .
$4.0 .

NB Markets Ltd

FOREX MAGAZINE 2004

2004 1

7

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FOREX MAGAZINE 2004

2004 1

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FOREX MAGAZINE 2004

2004 1

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(Microsoft, NASDAQ) , )

FOREX MAGAZINE 2004

2004 1

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(Ericsson, NASDAQ) (, )

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FOREX MAGAZINE 2004

. 7. ,

( . 6)

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7. ,

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, -. ,
, YHOO, AMZN, AMCC, JNPR,
WCOM, LU, QCOM. ,
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2004 1

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Electric (GE) Yahoo. , ""
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FOREX MAGAZINE 2004

2004 1

, -,
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Lightwave Inc, NASDAQ)


BULLBEAR.RU

- . , 30 50
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7, :
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2.
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3.
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FOREX MAGAZINE 2004

MQL II

2004 1

MetaQuotes Language II
MetaQuotes Language II
- (expert advisors) , . MetaQuotes Language II ,
. MQL II ,
,
,
.
EasyLanguage
TradeStation Technologies, Inc.,
.

Dictionary Tools.
, , etc
, .

1.
, MQL II .

MetaEditor,
MQL II, .
//( ).
- - - (/*[comments]*/ ). .

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3 : , .
double.
True False. , .
. ,
.


-,
, . /logs/
YYYYMMDD.log MetaTrader. Terminal ( Journal).

(MetaQuotes Language statement) .


, , , , ,
';' ( , semicolon). , . ,

, () .

MQL II MetaQuotes Language Dictionary, -

10

FOREX MAGAZINE 2004

2004 1

MQL II

, . , , , , 3 : , . , , .
2.

s e micolon

MetaQuotes Language II

()

pare nthe s e s


.
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comma

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colon

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quotation
marks

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comme nt
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double s las h

3.
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11

3.1.
- (, ,
) '=' (
). . :
Variable: Counter(0);
...
Counter = Counter + 1;
Counter 1.
.
:
"". IfThen While
.
3.2.

'+' ( ). . :
Variable: String(" ");
:
String = "some_" + "text";
String "some_text".
. () . :
String = "string" + 1;
String "string1".
, ,
, , , .

FOREX MAGAZINE 2004

2004 1

MQL II

3.3.
: - '+' ( ); - '-' ( ); - '*' (); - '/' (). .
:
( Ask + Bid ) / 2 , High[1] + 20 * Point
3.4.

. ,
True
() False (). - '<' (
); - '>' ( ); - '='
( ); - '<>'; - '<=';
- '>='; 'crosses over'; 'crosses under'.
, ,
MetaQuotes Language II. :

. "aaa" "zzz".

, True
1, False - 0.
, 'crosses over' (
'crosses above') 'crosses under' ( 'crosses below').

.
'crosses over' - ;
'crosses under' - . :
If Close[0] crosses over Open[0] Then Alert("Close price
crosses over open price!");
3.5.
. - '|' ( , broken bar); - '&' (); - '!' ( ).
OR, AND, NOT. :

If FreeMargin < 1000 Then Exit;



(,
True False).
, "",
, , "" '==' ( ),
. :
ConditionValue = OrderValue(cnt,VAL_TYPE) ==
OP_SELL;

12

If FreeMargin > 100 and FreeMargin < 1000 then print(


"Free margin is ", FreeMargin );
, OR AND , . NOT , ,
. :
Variable: Condition1( True );
:
Condition1 = FreeMargin >= 1000;
If not Condition1 then exit;
"".
" ".

FOREX MAGAZINE 2004

2004 1

MQL II

:
Counter++; // same as Counter = Counter + 1;
Counter--; // same as Counter = Counter - 1;
Counter -= 10; // same as Counter = Counter - 10;

1 OR
2

True

True

True

True

False

True

False

True

True

False

False

False

1 AND
2

True

True

True

"+=", "-=", "*=", "/=" .

True

False

False

False

True

False

False

False

False


MetaQuotes Software Corp.
http://www.metaquotes.ru

NOT 1

True

False

False

True


"*=" "/=".
:
SomeNumber *= 7; // same as SomeNumber =
SomeNumber * 7;
SomeNumber /= 11; // same as SomeNumber =
SomeNumber / 11;

3.6.
. . ,
.
- "++"; - "--";
- "+="; - "-="

13

FOREX MAGAZINE 2004

2004 1

MetaTrader. 1

MQL II
1

1.1
, ! MQL II. , . MQL II, Mata Trader (
). ,

, Forex CFD. ,
.
, ,
. , , , ,
.
http://metaquotes.ru/download.htm
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, . , , , , .

.
, .
, , <> . ,
<> , .

14

Fxtest


fxtest@forextimes.ru
MQL II
. , MQL II Easy
Language,
Omega TradeStation.
, .
,
.
1.2
:
1.
.
2.
<> , <
MetaQuotes Language>, F4.
3.
Meta Editor.
4.
<File>
<New>, Ctrl+N.
5.
<Expert Advisor
Program>.
6.
, : ,
, , , (Lots),
(Stop Loss), (Take profit) (Trailing
Stop).
7.
<> <>.
8.

/*[[
Name := Expert1
Author := Forextimes
Link := http://www.forextimes.ru
Lots: = 1.00
Stop Loss := 30
Take Profit := 60
Trailing Stop := 20
]]*/
, , (<>) .

FOREX MAGAZINE 2004

2004 1

MetaTrader. 1

. : Lots, Stop Loss( , <Stop Loss> , ), Take Profit Trailing Stop MQL . ,
,
, .
.
9.
: defines, array var.
.
10.

defines: per1(0);
Array : ArrayName[1..3](0);
var: per2(0);
defines ,
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(
0),
. ,
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11. <> . , ,
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<begin :. end;> ,
<{::.};> .
12. , ,
<Privet>, . MQL
, Comment.

{
Comment("Privet");
};
, . .
14. .
/*[[
Name := Expert1
Author := Forextimes
Link := http://forextimes.ru
Lots: = 1.00
Stop Loss := 30
Take Profit := 60
Trailing Stop := 20
]]*/
defines: per1(0);
Array : ArrayName[1..3](0);
var: per2(0);
{
Comment("Privet");
};
15. F7 ,
, .
16. , <> (ctrl+n),
<>, . 2
, .
<
>.
<OHLC point (fast)> <>.
17.
Privet.
MQL II.

13. .

15

FOREX MAGAZINE 2004

2004 1

,
.
.
AlMaz Hedge Fund Management
www.Mazurkevich.Com
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FOREX MAGAZINE 2004

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AlMaz Hedge

17

Fund Management
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2004 1

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FOREX MAGAZINE 2004

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MACD (7,16,9)
Moving Average (Period 5).
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Moving Avarage,

MACD,
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2004 1

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35 .
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FOREX MAGAZINE 2004

( )

2004 1

( )
.
,

.
, , ( PMI) ,
,
;
. TANKAN
(BOJ)
.
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- ,
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{ % " "}

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PMI TANKAN.
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-
(expansion)
(recessionn),
(recovery).
, ,

.

,
1991
(UK PMI CBI-Corporation of
British Industry). PMI
1998 ,
350 : (output),
(new orders), (employment),
(supplier's
delivery times), (stocks of goods purchases). 1999
PMI

-, 11 (EU PMI).

( 34 000 ) PMI
NAPM
(National Association of Purchasing
Managers), 1931 ;
, , 300 .
PMI
. TANKAN, .
, , ,
- ,

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.
Purchasing Managers' Index
(PMI), NAPM. NAPN
PMI, , -
( 'higher"),
("lower"),
("unchanged")
:
(employment),
(commodity prices),

FOREX MAGAZINE 2004

( )

(vendor deliveries),
(production),
(inventories),
(new orders
from customers),
(new export and import orders),
(order backlogs),
1993

..
(
'higher" "unchanged"),
,

PMI; 1994
PMI :
PMI = 0,30 x DI(new orders) + 0,25 x
DI(production) + 0,20 x DI(employment)
+ 0,15 x DI(deliveries) + 0,10 x
DI(inventories)
PMI.
PMI -
.
:

- 3 .
PMI 50
, 44 . , PMI , 35,
4 44,
.
, PMI (
), (
, 82%
, - ).

PMI
. ,

1980-1992 .. ,
PMI (IP industrial production) :
IP = 0,52 x PMI[-2] - 23,4

;
50% - ;
44% - .
PMI , . , PMI,
,
. 40-
, PMI
7

20

, , PMI = 45,9
(IP=0). PMI
:

2004 1

,
, ,

[0,100]. ,
, , NPR
(net percentage rising),
'higher" "lower", DI
:
NPR = 2 x (DI - 50)
,
, ,
PMI

, , 28
- 2 , ,

.

PMI,
Chartered Institute of Purchasing and
Supply (CIPS), LONDON: OUTPUT,
NEW ORDERS, QUANTITY OF
PURCHASES, PRICES, SUPPLIERS'
DELIVERY TIMES, STOCKS OF
PURCHASES, STOCKS OF FINISHED
GOODS, EMPLOYMENT, CONSUMER
GOODS,
INVESTMENT/CAPITAL
GOODS, INTERMEDIATE GOODS.

GDP = 0,317 x PMI[-1] - 13,9


, DI(prices)
.


www.fxclub.org

FOREX MAGAZINE 2004

2004 1

. .

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(open), (high) , (low)
close) . ,

.
, .
, 3 ((41+43+43)/3=42.33).

21

FOREX MAGAZINE 2004

. .


(Simple moving average) - ,
. ,
.



. Veritas (VRTS)
, .
10-
, , .


.
,

. ,
, Low
On-Balance-Volume
(OBV), . , .

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2004 1


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22

FOREX MAGAZINE 2004

2004 1

. .

,
.
Inktomi (INKT),
MACD
. MACD ,

.
. , ,
00.
,
- , .
, . , IBM, c

Delta.

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23

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Stochastics RSI. ( )
.

FOREX MAGAZINE 2004

2004 1

.
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.

. , , 100
USD1000? , !
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24


: 10 1999 , 14:25 GMT;
EUR LOW=1,0701 HIGH=1,0764
LAST=10738 .
EUR
0,0063, 100 USD630,
.

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P.S. 500 ...
.

FOREX MAGAZINE 2004

2004 1


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-.

, ,
,
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.

, ( ),
GMT - Greenwich
Meridian Time. (
) GMT
,

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--

+11
+12
+9
+10
+9
+9
+8
+8
+7
+8
+3
+4
+1
+2
+1
+2
0
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-4
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25


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10.00
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FOREX MAGAZINE 2004

2004 1



- 16.00 , ,
.
,
. , ( , ).
, (
19-20 ), , ""
, .
:
03:00-09:30
09:30-16:00
11:30-18:30
17:30-00:30

26

FOREX MAGAZINE 2004

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