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资金管理指标，按照外汇冠军思路设计下单手数
//+------------------------------------------------------------------+
//| 资金管理指标.mq4 |
//| www.shuidongyijing.cn |
//+------------------------------------------------------------------+
#property copyright "教与交易 www.shuidongyijing.cn "
#property link "http://www.shuidongyijing.cn"
#property strict
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 clrNONE
#property indicator_color2 clrNONE
#property indicator_color3 clrNONE
extern double 风险 = 0.01;
extern bool Use_ATR_Based_StopLoss = true;
extern int 波幅计算天数 = 14;
extern double ATR_SL_Multiplier = 1.5;
extern int 止损修正点数 = 1000;
extern int 计算历史蜡烛数 = 500;
int Display_Corner = 2;
double buffer_atrPoints[];
double buffer_stoplossPoints[];
double buffer_lotsize[];
int init() {
SetIndexBuffer(0,buffer_atrPoints); SetIndexLabel(0,"buffer_atrPoints"); SetIndexStyle(0,DRAW_NONE); SetIndexEmptyValue(0,EMPTY_VALUE);
SetIndexBuffer(1,buffer_stoplossPoints); SetIndexLabel(1,"buffer_stoplossPoints"); SetIndexStyle(1,DRAW_NONE); SetIndexEmptyValue(1,EMPTY_VALUE);
SetIndexBuffer(2,buffer_lotsize); SetIndexLabel(2,"buffer_lotsize"); SetIndexStyle(2,DRAW_NONE); SetIndexEmptyValue(2,EMPTY_VALUE);
IndicatorShortName(WindowExpertName());
return(0);
}
int deinit() {
ObjectDelete("@MM-ATR");
ObjectDelete("@MM-LotText");
ObjectDelete("@MM-LotSize");
return(0);
}
int start() {
int counted_bars=IndicatorCounted();
if(counted_bars<0) return(-1);
if(counted_bars>0) counted_bars--;
int limit = 计算历史蜡烛数 - counted_bars;
double atr,lotsize;
int atrPoints, slPoints;
for(int i=limit; i>=0; i--) {
atr = iATR(NULL,0,波幅计算天数,i+1);
atrPoints = (int)(atr * MathPow(10,MarketInfo(Symbol(),MODE_DIGITS)));
if(Use_ATR_Based_StopLoss) {
slPoints = (int)MathCeil(ATR_SL_Multiplier*atrPoints);
slPoints = slPoints > 0 ? slPoints : 止损修正点数;
} else {
slPoints = 止损修正点数;
}
lotsize = CalculateLotSize(Symbol(),风险, slPoints, 0, 10);
buffer_atrPoints=StrToDouble(DoubleToStr(atrPoints,0));
buffer_stoplossPoints=StrToDouble(DoubleToStr(slPoints,0));
buffer_lotsize=StrToDouble(DoubleToStr(lotsize,2));;
}
if(Use_ATR_Based_StopLoss) {
DisplayText("@MM-ATR",StringConcatenate("真实波幅 (",波幅计算天数,"): ",buffer_atrPoints[0]," 点"),clrGold,30,35,Display_Corner);
}
DisplayText("@MM-LotText",StringConcatenate("允许最大手数 (风险 ",DoubleToStr((风险*100),0),"% , 建议止盈止损距离 ",buffer_stoplossPoints[0]," 点) :"),clrGold,30,10,Display_Corner);
DisplayText("@MM-LotSize",StringConcatenate(buffer_lotsize[0]),clrAqua,580,10,Display_Corner);
return(0);
}
double Multiplicator(string currencyPairAppendix="")
{
double multiplicator = 1.0;
if ( AccountCurrency() == "USD" )
return ( multiplicator );
if ( AccountCurrency() == "EUR" )
multiplicator = 1.0 / MarketInfo ( "EURUSD" + currencyPairAppendix, MODE_BID );
if ( AccountCurrency() == "GBP" )
multiplicator = 1.0 / MarketInfo ( "GBPUSD" + currencyPairAppendix, MODE_BID );
if ( AccountCurrency() == "AUD" )
multiplicator = 1.0 / MarketInfo ( "AUDUSD" + currencyPairAppendix, MODE_BID );
if ( AccountCurrency() == "NZD" )
multiplicator = 1.0 / MarketInfo ( "NZDUSD" + currencyPairAppendix, MODE_BID );
if ( AccountCurrency() == "CHF" )
multiplicator = MarketInfo ( "USDCHF" + currencyPairAppendix, MODE_BID );
if ( AccountCurrency() == "JPY" )
multiplicator = MarketInfo ( "USDJPY" + currencyPairAppendix, MODE_BID );
if ( AccountCurrency() == "CAD" )
multiplicator = MarketInfo ( "USDCAD" + currencyPairAppendix, MODE_BID );
if ( multiplicator == 0 )
multiplicator = 1.0; // If account currency is neither of EUR, GBP, AUD, NZD, CHF, JPY or CAD we assumes that it is USD
return ( multiplicator );
}
double CalculateLotSize(string argSymbol, double argRiskDecimal, int argStoplossPoints, int argExtraPriceGapPoints, double argAllowedMaxLotSize)
{
// Calculate LotSize based on Equity, Risk in decimal and StopLoss in points
double _availableMoney, _maxLotByEquity, _maxLot, _minLot, _lotSize1, _lotSize2, _lotSize;
int _lotdigit = 2;
// Calculate margin required for 1 lot
double _marginForOneLot = MarketInfo(argSymbol, MODE_MARGINREQUIRED);
// Step in lot size changing
double _lotStep = MarketInfo(argSymbol, MODE_LOTSTEP);
// Amount of money in base currency for 1 lot
double _lotBase = MarketInfo ( Symbol(), MODE_LOTSIZE );
if ( _lotStep == 1)
_lotdigit = 0;
if ( _lotStep == 0.1 )
_lotdigit = 1;
if ( _lotStep == 0.01 )
_lotdigit = 2;
// Get available money as Equity
_availableMoney = AccountEquity();
// Maximum allowed Lot by the broker according to Equity. And we don't use 100% but 98%
_maxLotByEquity = MathFloor(_availableMoney * 0.98 / _marginForOneLot / _lotStep) * _lotStep;
_maxLot = MathMin(_maxLotByEquity, MathMin(argAllowedMaxLotSize, MarketInfo(argSymbol, MODE_MAXLOT)));
// Minimum allowed Lot by the broker
_minLot = MarketInfo(argSymbol, MODE_MINLOT);
// Lot according to Risk.
_lotSize1 = MathFloor ( argRiskDecimal * _availableMoney / ( argStoplossPoints + argExtraPriceGapPoints ) / _lotStep ) * _lotStep;
_lotSize2 = _lotSize1 * Multiplicator("");
_lotSize = MathMax(MathMin(_lotSize2, _maxLot), _minLot);
_lotSize = NormalizeDouble (_lotSize, _lotdigit);
return ( _lotSize );
}
void DisplayText(string objname,string objtext,int clr,int x,int y,int corner) {
if(ObjectFind(objname)==-1) {
ObjectCreate(objname,OBJ_LABEL,0,0,0);
ObjectSet(objname,OBJPROP_CORNER,corner);
ObjectSet(objname,OBJPROP_XDISTANCE,x);
ObjectSet(objname,OBJPROP_YDISTANCE,y);
}
ObjectSetText(objname,objtext,18,"Arial",clr);
}
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发表于 2026-8-21 14:55:00
