写一个网格交易策略EA

首先，网格交易策略是一种基于价格波动的交易策略，它是通过在价格上下方设置一定的间隔来进行交易的。当价格上升到一定水平时，EA会在上方设置卖出单，并在下方设置买入单，以期望在价格波动中获得利润。

下面是一个基本的网格交易策略EA的示例：

import MetaTrader5 as mt5
import time

# 设置网格交易策略EA的参数
symbol = "EURUSD"
grid_size = 20               # 网格大小
grid_spacing = 50            # 网格间距
lot_size = 0.01              # 每笔交易的手数

# 连接MetaTrader 5客户端
mt5.initialize()
account_info = mt5.account_info()
print(f"账户余额：{account_info.balance}")

# 获取当前价格
symbol_info = mt5.symbol_info(symbol)
last_price = mt5.symbol_info_tick(symbol).ask

# 初始化网格
buy_orders = []
sell_orders = []
for i in range(-(grid_size//2), (grid_size//2)+1):
    buy_price = last_price - i*grid_spacing
    sell_price = last_price + i*grid_spacing
    buy_order = {"type": mt5.ORDER_TYPE_BUY_LIMIT, "symbol": symbol, "price": buy_price, "lot": lot_size}
    sell_order = {"type": mt5.ORDER_TYPE_SELL_LIMIT, "symbol": symbol, "price": sell_price, "lot": lot_size}
    buy_orders.append(buy_order)
    sell_orders.append(sell_order)

# 开始网格交易
while True:
    # 获取当前价格
    symbol_info = mt5.symbol_info(symbol)
    last_price = mt5.symbol_info_tick(symbol).ask

    # 更新网格
    for i in range(len(buy_orders)):
        if buy_orders[i]["price"] < last_price - grid_spacing:
            # 关闭过期的买入单
            if mt5.order_send(mt5.ORDER_TYPE_CLOSE_BY, buy_orders[i]["symbol"], buy_orders[i]["lot"], buy_orders[i]["price"], slippage=5) == -1:
                print("关闭买入单失败")
            # 更新买入单价格
            buy_orders[i]["price"] = last_price - (grid_size-i)*grid_spacing
            buy_orders[i]["ticket"] = mt5.order_send(buy_orders[i]["type"], buy_orders[i]["symbol"], buy_orders[i]["lot"], buy_orders[i]["price"], slippage=5)
            if buy_orders[i]["ticket"] == -1:
                print("开启买入单失败")
        if sell_orders[i]["price"] > last_price + grid_spacing:
            # 关闭过期的卖出单
            if mt5.order_send(mt5.ORDER_TYPE_CLOSE_BY, sell_orders[i]["symbol"], sell_orders[i]["lot"], sell_orders[i]["price"], slippage=5) == -1:
                print("关闭卖出单失败")
            # 更新卖出单价格
            sell_orders[i]["price"] = last_price + (grid_size-i)*grid_spacing
            sell_orders[i]["ticket"] = mt5.order_send(sell_orders[i]["type"], sell_orders[i]["symbol"], sell_orders[i]["lot"], sell_orders[i]["price"], slippage=5)
            if sell_orders[i]["ticket"] == -1:
                print("开启卖出单失败")

    time.sleep(1)

上述代码中，我们首先连接了MetaTrader 5客户端，并设置了网格交易策略EA的参数。然后，我们获取了当前价格，并初始化了网格。接着，我们在一个无限循环中不断更新网格，如果价格超出了某一网格的范围，我们就关闭过期的订单并打开新的订单。

需要注意的是，这只是一个简单的网格交易策略EA示例，实际的交易策略需要根据市场情况进行调整和优化。此外，MetaTrader 5中还有许多其他的交易函数和指标，可以用于开发更加复杂的交易策略。