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各位老大，帮忙看看代码哪里出错了？？？
void CheckAndOpenLimitOrdersForSymbol(string symbol, SymbolData &data)
{
…………
double volume = GetTradeVolume(symbol);
bool isRecoveryMode = false;
if(Recovery) // 只有当Recovery为true时才检查恢复模式
{
datetime startTime = TimeCurrent() - 30 * 24 * 60 * 60; // 30天前
HistorySelect(startTime, TimeCurrent());
double lastLossAmount = 0;
double recoveryProfit = 0;
double lastLossVolume = 0;
bool foundLoss = false;
datetime lastLossTime = 0;
Print("Checking orders for recovery mode from ", TimeToString(startTime), " to ", TimeToString(TimeCurrent()));
for(int i = HistoryDealsTotal() - 1; i >= 0; i--)
{
ulong dealTicket = HistoryDealGetTicket(i);
if(HistoryDealSelect(dealTicket) &&
HistoryDealGetString(dealTicket, DEAL_SYMBOL) == symbol &&
HistoryDealGetInteger(dealTicket, DEAL_MAGIC) == InpMagicNumber) // 检查魔术号
{
double dealProfit = HistoryDealGetDouble(dealTicket, DEAL_PROFIT);
datetime dealTime = (datetime)HistoryDealGetInteger(dealTicket, DEAL_TIME);
Print("Deal found: Time=", TimeToString(dealTime), ", Profit=", DoubleToString(dealProfit, 2));
if(dealProfit < 0)
{
foundLoss = true;
lastLossAmount = MathAbs(dealProfit);
lastLossVolume = HistoryDealGetDouble(dealTicket, DEAL_VOLUME);
lastLossTime = dealTime;
Print("Found loss: Amount=", DoubleToString(lastLossAmount, 2), ", Volume=", DoubleToString(lastLossVolume, 2), ", Time=", TimeToString(lastLossTime));
break;
}
}
}
if(foundLoss)
{
for(int i = HistoryDealsTotal() - 1; i >= 0; i--)
{
ulong dealTicket = HistoryDealGetTicket(i);
if(HistoryDealSelect(dealTicket) &&
HistoryDealGetString(dealTicket, DEAL_SYMBOL) == symbol &&
HistoryDealGetInteger(dealTicket, DEAL_MAGIC) == InpMagicNumber)
{
double dealProfit = HistoryDealGetDouble(dealTicket, DEAL_PROFIT);
datetime dealTime = (datetime)HistoryDealGetInteger(dealTicket, DEAL_TIME);
if(dealTime > lastLossTime)
{
recoveryProfit += dealProfit;
Print("Recovery profit: ", DoubleToString(recoveryProfit, 2), ", Deal Time: ", TimeToString(dealTime));
}
}
}
if(recoveryProfit < lastLossAmount)
{
isRecoveryMode = true;
volume = lastLossVolume * coefficient;
double maxAllowedVolume = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
volume = (volume > maxAllowedVolume) ? maxAllowedVolume : volume;
Print("In recovery mode. New volume: ", DoubleToString(volume, 2), " (coefficient: ", DoubleToString(coefficient, 2), ")");
}
else
{
Print("Exiting recovery mode. Loss recovered. Recovery profit: ", DoubleToString(recoveryProfit, 2));
}
}
else
{
Print("No recent losses found. Using normal volume: ", DoubleToString(volume, 2));
}
}
…………复制代码
下面是回测里面的日志：
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Checking orders for recovery mode from 2024.03.31 11:00 to 2024.04.30 11:00
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.30 10:33, Profit=3852.96
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.30 10:25, Profit=0.00
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.30 09:07, Profit=4397.40
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.30 09:03, Profit=0.00
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.30 08:30, Profit=5255.94
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.30 08:25, Profit=0.00
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.29 19:24, Profit=1895.07
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.29 19:22, Profit=0.00
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Deal found: Time=2024.04.29 19:13, Profit=-16772.94
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Found loss: Amount=16772.94, Volume=10.47, Time=2024.04.29 19:13
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 3852.96, Deal Time: 2024.04.30 10:33
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 3852.96, Deal Time: 2024.04.30 10:25
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 8250.36, Deal Time: 2024.04.30 09:07
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 8250.36, Deal Time: 2024.04.30 09:03
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 13506.30, Deal Time: 2024.04.30 08:30
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 13506.30, Deal Time: 2024.04.30 08:25
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 15401.37, Deal Time: 2024.04.29 19:24
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 Recovery profit: 15401.37, Deal Time: 2024.04.29 19:22
2024.09.23 14:03:03.616 Core 01 2024.04.30 11:00:00 In recovery mode. New volume: 20.94 (coefficient: 2.00)
代码在回测中是完全没有问题的。
下面是实盘中EA的打印日志：
2024.09.23 13:00:01.435 Jade Emperor 4.1 (XAUUSD,H1) Checking orders for recovery mode from 2024.08.24 08:00 to 2024.09.23 08:00
2024.09.23 13:00:01.435 Jade Emperor 4.1 (XAUUSD,H1) Deal found: Time=2024.09.20 18:42, Profit=113.43
2024.09.23 13:00:01.435 Jade Emperor 4.1 (XAUUSD,H1) No recent losses found. Using normal volume: 0.58
代码在实盘中只找到最近一个订单，而且还是盈利的。
各位老大，帮忙看看，怎么回测中没问题，而实盘中就出错。问题出现在哪里？谢谢。 |
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发表于 2026-8-24 18:19:00
