//+------------------------------------------------------------------+ //| EaKit.mqh | //| 冏掉的Alan羅 orzalanluo.com | //+------------------------------------------------------------------+ // MT5 教學 10：多隻 EA 共用的框架。放 MQL5\Include\OrzBlog\， // EA 用 #include 引入。 // 下面 //=== 的編號對應文章小節；1a/1b/1c/1d 是文章沒貼的段 //=== 2. 共用的參數跟著 .mqh 走 ====================================== #include input group "共用：風險與出場" input double i_RiskPct = 1.0; // 每筆風險（餘額的 %） input double i_MaxLots = 1.0; // 手數上限 input double i_SlAtr = 2.0; // 停損 = ATR x 倍數 input double i_TpAtr = 3.0; // 停利倍數，0 不設 input double i_BeAtr = 1.0; // 保本門檻倍數，0 不用 input int i_BeLockPts = 10; // 保本時多鎖幾點 input double i_TrailAtr = 2.0; // 移動停損倍數，0 不用 input int i_Retry = 3; // 下單最多送幾次 input group "共用：通知" input bool i_NotifyPush = true; // 推播到手機 input bool i_NotifyMail = false; // 寄電子郵件 input bool i_NotifyAlert = false; // 本機跳視窗 input string i_WebhookUrl = ""; // 空白＝不送 WebRequest input int i_StaleMin = 30; // 幾分鐘沒報價就警告，0 不用 //=== 3. 用類別把狀態收起來 ========================================== class CEaKit { private: CTrade m_Trade; long m_Magic; datetime m_LastBarTime; bool m_Ready; // 自檢過了沒 string m_LastBad; // 上次自檢的結果，變了才印 string m_LogName; // 事件檔檔名（Common\Files） datetime m_DayStart; // 日結從幾點起算 bool m_StaleSaid; // 「報價停了」印過了沒 bool Preflight(); void AdoptPosition(); double CalcLots(double slDist, double &risk); bool EnoughMargin(ENUM_ORDER_TYPE type, double lots, double price); bool SendMarket(bool isBuy, double lots, double sl, double tp); bool OpenPosition(int dir, double atr); void ManagePosition(ulong ticket, int type, double atr); double PositionNet(long pos); void DailySummary(datetime from, datetime to); void CheckStale(datetime now); bool InSession(datetime now, datetime &open); public: CEaKit() : m_Magic(0), m_LastBarTime(0), m_Ready(false), m_LastBad("?"), m_DayStart(0), m_StaleSaid(false) {} bool Init(long magic); // OnInit 叫 void Deinit(); // OnDeinit 叫 bool Ready(); // 自檢＋接手，過了才 true bool IsNewBar(); void ForgetBar() { m_LastBarTime = 0; } // 這根下個 tick 重來 int FindMyPosition(ulong &ticket); void ShowStatus(); void OnSignal(int dir, double atr); // 管倉＋照訊號進出 void OnTrade(const MqlTradeTransaction &trans); void OnTimer(); void Log(string msg); void Notify(string msg); }; //=== 1a. Init／Deinit ================================================ bool CEaKit::Init(long magic) { m_Magic = magic; m_Trade.SetExpertMagicNumber(magic); m_Trade.SetDeviationInPoints(20); m_Trade.SetTypeFillingBySymbol(_Symbol); m_Ready = false; // 每次重來都要重新自檢 m_LastBad = "?"; Print("EA 啟動：保本 ", DoubleToString(i_BeAtr, 1), " ATR +", i_BeLockPts, " 點，移動停損 ", DoubleToString(i_TrailAtr, 1), " ATR，停利 ", DoubleToString(i_TpAtr, 1), " ATR"); // 事件檔：一隻 EA 一個商品一個檔；測試器另起檔名，每趟從頭寫 m_LogName = MQLInfoString(MQL_PROGRAM_NAME) + "_" + _Symbol + (MQLInfoInteger(MQL_TESTER) ? "_tester" : "") + ".log"; if(MQLInfoInteger(MQL_TESTER)) FileDelete(m_LogName, FILE_COMMON); Print("Common=", TerminalInfoString(TERMINAL_COMMONDATA_PATH)); Log("事件檔 Common\\Files\\" + m_LogName); return EventSetTimer(60); // 每分鐘進一次 OnTimer } void CEaKit::Deinit() { EventKillTimer(); Comment(""); } //=== 1b. 開倉前後：自檢、接手、新 K 線、持倉、手數、保證金 ========== bool CEaKit::Ready() { if(m_Ready) return true; if(!Preflight()) // 沒過就什麼都不做，下個 tick return false; // 再檢查一次 m_Ready = true; AdoptPosition(); // 過了才看手上有沒有倉 return true; } bool CEaKit::Preflight() { if(TerminalInfoInteger(TERMINAL_CONNECTED) == 0) return false; // 還沒連上，下一個 tick 再看 string bad = ""; if(TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) == 0) bad += "終端的演算法交易沒開；"; if(MQLInfoInteger(MQL_TRADE_ALLOWED) == 0) bad += "這張圖的 EA 沒允許演算法交易；"; if(AccountInfoInteger(ACCOUNT_TRADE_ALLOWED) == 0) bad += "帳戶不能交易；"; if(AccountInfoInteger(ACCOUNT_TRADE_EXPERT) == 0) bad += "帳戶不收 EA 的單；"; if(SymbolInfoInteger(_Symbol, SYMBOL_TRADE_MODE) != SYMBOL_TRADE_MODE_FULL) bad += _Symbol + " 現在不能完整交易；"; if(SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE) <= 0 || SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE_LOSS) <= 0) bad += _Symbol + " 規格讀不到；"; if(bad != m_LastBad) // 狀況變了才印，免得洗版 { if(bad == "") Print("自檢通過：", _Symbol, " ", AccountInfoInteger(ACCOUNT_MARGIN_MODE) == ACCOUNT_MARGIN_MODE_RETAIL_HEDGING ? "鎖倉" : "單邊", "帳戶 餘額 ", DoubleToString( AccountInfoDouble(ACCOUNT_BALANCE), 2)); else Print("不能交易：", bad); m_LastBad = bad; } return bad == ""; } void CEaKit::AdoptPosition() { ulong ticket = 0; int type = FindMyPosition(ticket); if(type < 0) { Print("沒有要接手的持倉"); return; } Print("接手 #", ticket, " ", type == POSITION_TYPE_BUY ? "多單" : "空單", " ", DoubleToString(PositionGetDouble(POSITION_VOLUME), 2), " 手 @", DoubleToString( PositionGetDouble(POSITION_PRICE_OPEN), _Digits), " 停損 ", DoubleToString( PositionGetDouble(POSITION_SL), _Digits), " 停利 ", DoubleToString( PositionGetDouble(POSITION_TP), _Digits)); } bool CEaKit::IsNewBar() { datetime t = iTime(_Symbol, _Period, 0); if(t == m_LastBarTime) return false; m_LastBarTime = t; return true; } int CEaKit::FindMyPosition(ulong &ticket) { for(int i = PositionsTotal() - 1; i >= 0; i--) { ulong t = PositionGetTicket(i); if(t == 0) continue; if(PositionGetString(POSITION_SYMBOL) != _Symbol) continue; if(PositionGetInteger(POSITION_MAGIC) != m_Magic) continue; ticket = t; return (int)PositionGetInteger(POSITION_TYPE); } return -1; } void CEaKit::ShowStatus() { ulong ticket = 0; int have = FindMyPosition(ticket); if(have < 0) { Comment("沒有持倉"); return; } double open = PositionGetDouble(POSITION_PRICE_OPEN); double sl = PositionGetDouble(POSITION_SL); double tp = PositionGetDouble(POSITION_TP); double profit = PositionGetDouble(POSITION_PROFIT); Comment(have == POSITION_TYPE_BUY ? "多單" : "空單", " #", ticket, " 開倉價 ", DoubleToString(open, _Digits), "\nSL ", DoubleToString(sl, _Digits), " TP ", DoubleToString(tp, _Digits), "\n浮動盈虧 ", DoubleToString(profit, 2)); } double CEaKit::CalcLots(double slDist, double &risk) { double balance = AccountInfoDouble(ACCOUNT_BALANCE); double riskMoney = balance * i_RiskPct / 100.0; // 這筆最多賠多少 double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE); double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE_LOSS); double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN); double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX); double stepLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP); risk = 0; if(tickSize <= 0 || tickValue <= 0 || stepLot <= 0 || slDist <= 0) { Print("規格讀不到或停損距離為 0，這筆不做"); return 0; } double lossPerLot = slDist / tickSize * tickValue; // 1 手賠多少 double lots = riskMoney / lossPerLot; long steps = (long)MathFloor(lots / stepLot + 1e-9); // 捨去到步進 lots = NormalizeDouble(steps * stepLot, 8); // 修浮點尾數 if(lots < minLot) { Print("風險 ", DoubleToString(riskMoney, 2), " 連最小手數 ", DoubleToString(minLot, 2), " 手都不夠，這筆不做"); return 0; } lots = MathMin(lots, MathMin(maxLot, i_MaxLots)); risk = lots * lossPerLot; return lots; } bool CEaKit::EnoughMargin(ENUM_ORDER_TYPE type, double lots, double price) { double need = 0; if(!OrderCalcMargin(type, _Symbol, lots, price, need)) { Print("OrderCalcMargin 失敗，錯誤碼 ", GetLastError()); return false; } double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE); if(need > freeMargin) { Print("保證金不夠：", DoubleToString(lots, 2), " 手要 ", DoubleToString(need, 2), "，可用 ", DoubleToString(freeMargin, 2), "，這筆不做"); return false; } return true; } //=== 1c. 下單、開倉、保本移動、照訊號進出 ============================ enum ENUM_KIT_FAIL { KIT_FAIL_RETRY, // 換個價再送一次就好 KIT_FAIL_UNKNOWN, // 送成功了沒？先查持倉 KIT_FAIL_STOP // 自己送錯的，重送一樣錯 }; ENUM_KIT_FAIL KitClassifyFail(uint code) { switch(code) { case TRADE_RETCODE_REQUOTE: // 10004 重新報價 case TRADE_RETCODE_PRICE_CHANGED: // 10020 價格變了 case TRADE_RETCODE_PRICE_OFF: // 10021 沒有報價 case TRADE_RETCODE_TOO_MANY_REQUESTS: // 10024 請求太頻繁 return KIT_FAIL_RETRY; case TRADE_RETCODE_TIMEOUT: // 10012 請求逾時 case TRADE_RETCODE_CONNECTION: // 10031 沒有連線 return KIT_FAIL_UNKNOWN; } return KIT_FAIL_STOP; // 手數、停損、錢不夠… } bool CEaKit::SendMarket(bool isBuy, double lots, double sl, double tp) { for(int n = 1; n <= i_Retry; n++) { bool ok = isBuy ? m_Trade.Buy(lots, _Symbol, 0, sl, tp) : m_Trade.Sell(lots, _Symbol, 0, sl, tp); uint code = m_Trade.ResultRetcode(); if(ok && (code == TRADE_RETCODE_DONE || // 10009 全部成交 code == TRADE_RETCODE_DONE_PARTIAL)) // 10010 部分成交 return true; // 部分成交也是有倉，別當失敗 Print("下單失敗 ", code, " ", m_Trade.ResultRetcodeDescription(), "（第 ", n, " 次）"); ENUM_KIT_FAIL what = KitClassifyFail(code); if(what == KIT_FAIL_STOP) return false; if(what == KIT_FAIL_UNKNOWN) { Sleep(1000); // 給伺服器一點時間回報 ulong t = 0; if(FindMyPosition(t) >= 0) { Print(" 查到持倉 #", t, "，這張其實送成功了"); return true; } Print(" 結果不明又查不到持倉，這根 K 線不再送"); return false; } Sleep(200 * n); // 可重送：退一步再來 } return false; } bool CEaKit::OpenPosition(int dir, double atr) { double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); double slDist = atr * i_SlAtr; double tpDist = atr * i_TpAtr; bool useTp = (i_TpAtr > 0); long stops = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL); double minDist = stops * _Point + (ask - bid); if(slDist < minDist) slDist = minDist; if(useTp && tpDist < minDist) tpDist = minDist; // 先把停損價修到商品的小數位，再用修過的價差算手數 bool isBuy = (dir == POSITION_TYPE_BUY); double entry = isBuy ? ask : bid; double sl = NormalizeDouble(isBuy ? ask - slDist : bid + slDist, _Digits); double tp = 0; // 0 = 不設停利 if(useTp) tp = NormalizeDouble(isBuy ? ask + tpDist : bid - tpDist, _Digits); slDist = MathAbs(entry - sl); double risk = 0; double lots = CalcLots(slDist, risk); if(lots <= 0) return false; if(!EnoughMargin(isBuy ? ORDER_TYPE_BUY : ORDER_TYPE_SELL, lots, entry)) return false; if(!SendMarket(isBuy, lots, sl, tp)) return false; // 成交了幾手、成交在哪，從持倉讀回來，別用自己送出去的數字 ulong ticket = 0; if(FindMyPosition(ticket) < 0) return false; double filled = PositionGetDouble(POSITION_VOLUME); Print(isBuy ? "開多" : "開空", " #", ticket, " ", DoubleToString(filled, 2), " 手 @", DoubleToString(PositionGetDouble(POSITION_PRICE_OPEN), _Digits), " 停損 ", DoubleToString(slDist / _Point, 0), " 點", " 風險 ", DoubleToString(risk * filled / lots, 2)); return true; } void CEaKit::ManagePosition(ulong ticket, int type, double atr) { if(!PositionSelectByTicket(ticket)) return; double open = PositionGetDouble(POSITION_PRICE_OPEN); double sl = PositionGetDouble(POSITION_SL); double tp = PositionGetDouble(POSITION_TP); bool isBuy = (type == POSITION_TYPE_BUY); double dir = isBuy ? 1 : -1; // 多 +1、空 -1 double price = SymbolInfoDouble(_Symbol, isBuy ? SYMBOL_BID : SYMBOL_ASK); double gain = dir * (price - open); // 現在賺的價差 // 兩個候選：保本價、移動停損價，留對自己最有利的 double want = sl; // 目前的停損 if(sl == 0) // 沒停損：從最差起算 want = isBuy ? 0 : DBL_MAX; string why = ""; if(i_BeAtr > 0 && gain >= atr * i_BeAtr) { double be = open + dir * i_BeLockPts * _Point; if(dir * (be - want) > 0) { want = be; why = "保本"; } } if(i_TrailAtr > 0) { double tr = price - dir * atr * i_TrailAtr; if(dir * (tr - want) > 0) { want = tr; why = "移動"; } } want = NormalizeDouble(want, _Digits); if(why == "") return; // 沒有比現在好 if(sl != 0 && dir * (want - sl) < _Point * 0.5) return; // 好不到 1 點，不改 // 新停損離現價至少要 StopsLevel，太近伺服器會拒 long stops = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL); if(dir * (price - want) < stops * _Point) return; if(!m_Trade.PositionModify(ticket, want, tp) || m_Trade.ResultRetcode() != TRADE_RETCODE_DONE) { Print("改停損失敗 ", m_Trade.ResultRetcode(), " ", m_Trade.ResultRetcodeDescription()); return; } Print(why, " #", ticket, " 停損 ", DoubleToString(sl, _Digits), " -> ", DoubleToString(want, _Digits), " 現價 ", DoubleToString(price, _Digits)); } void CEaKit::OnSignal(int dir, double atr) { ulong ticket = 0; int have = FindMyPosition(ticket); if(have >= 0) ManagePosition(ticket, have, atr); if(dir < 0 || have == dir) // 沒訊號，或已經是這個方向 return; if(have >= 0) { double profit = PositionGetDouble(POSITION_PROFIT); bool ok = m_Trade.PositionClose(ticket); uint code = m_Trade.ResultRetcode(); if(!ok || (code != TRADE_RETCODE_DONE && code != TRADE_RETCODE_DONE_PARTIAL)) { Print("平倉失敗 ", code, " ", m_Trade.ResultRetcodeDescription()); return; } Print("平倉 #", ticket, " 浮動盈虧 ", DoubleToString(profit, 2)); if(FindMyPosition(ticket) >= 0) // 只平掉一部分，還有剩 { Print(" 還有剩倉沒平掉，這根 K 線不開新倉"); return; } } OpenPosition(dir, atr); } //=== 1d. 事件檔、通知、交易事件、定時器 ============================== void CEaKit::Log(string msg) { Print(msg); // 專家頁 + MQL5\Logs int h = FileOpen(m_LogName, FILE_READ|FILE_WRITE|FILE_CSV| FILE_ANSI|FILE_COMMON, '\t', CP_UTF8); if(h == INVALID_HANDLE) { Print("事件檔打不開，錯誤碼 ", GetLastError()); return; } FileSeek(h, 0, SEEK_END); // 接在檔尾 string when = TimeToString(TimeTradeServer(), TIME_DATE|TIME_SECONDS); FileWrite(h, when, _Symbol, msg); // 三欄，Tab 隔開 FileClose(h); } void CEaKit::Notify(string msg) { Log("[通知] " + msg); // 先留紀錄，再往外送 if(MQLInfoInteger(MQL_TESTER)) return; // 測試器裡四個函數都不會動 string text = _Symbol + " " + msg; if(i_NotifyAlert) Alert(text); ResetLastError(); // 每條路各看自己的錯誤碼 if(i_NotifyPush && !SendNotification(text)) Print("推播失敗，錯誤碼 ", GetLastError()); ResetLastError(); if(i_NotifyMail && !SendMail("EA " + _Symbol, text)) Print("寄信失敗，錯誤碼 ", GetLastError()); if(i_WebhookUrl == "") return; char body[], reply[]; string replyHdr; int n = StringToCharArray(text, body, 0, WHOLE_ARRAY, CP_UTF8); ArrayResize(body, n - 1); // 去掉結尾的 0 ResetLastError(); int code = WebRequest("POST", i_WebhookUrl, "Content-Type: text/plain; charset=utf-8", 5000, body, reply, replyHdr); if(code != 200) Print("Webhook 回 ", code, "，錯誤碼 ", GetLastError()); } void CEaKit::OnTrade(const MqlTradeTransaction &trans) { if(trans.type != TRADE_TRANSACTION_DEAL_ADD) return; // 只看「多了一筆成交」 ulong deal = trans.deal; if(!HistoryDealSelect(deal)) // 先把這筆成交載進來 { Print("成交 #", deal, " 載不進來，錯誤碼 ", GetLastError()); return; } if(HistoryDealGetInteger(deal, DEAL_MAGIC) != m_Magic || HistoryDealGetString(deal, DEAL_SYMBOL) != _Symbol) return; // 不是這隻 EA 的 if(HistoryDealGetInteger(deal, DEAL_ENTRY) == DEAL_ENTRY_IN) return; // 進場那筆開倉時已經印過 long reason = HistoryDealGetInteger(deal, DEAL_REASON); string why = "其他"; if(reason <= DEAL_REASON_WEB) why = "手動"; // 桌面/手機/網頁 if(reason == DEAL_REASON_SL) why = "停損"; if(reason == DEAL_REASON_TP) why = "停利"; if(reason == DEAL_REASON_EXPERT) why = "EA 平倉"; if(reason == DEAL_REASON_SO) why = "強制平倉"; long pos = HistoryDealGetInteger(deal, DEAL_POSITION_ID); Notify("出場 #" + IntegerToString(pos) + " " + why + " " + DoubleToString(HistoryDealGetDouble(deal, DEAL_VOLUME), 2) + " 手 損益 " + DoubleToString(PositionNet(pos), 2)); } double CEaKit::PositionNet(long pos) // 這筆部位所有成交的淨損益 { double net = 0; if(!HistorySelectByPosition(pos)) return 0; for(int i = HistoryDealsTotal() - 1; i >= 0; i--) { ulong d = HistoryDealGetTicket(i); net += HistoryDealGetDouble(d, DEAL_PROFIT) + HistoryDealGetDouble(d, DEAL_SWAP) + HistoryDealGetDouble(d, DEAL_COMMISSION); } return net; } void CEaKit::OnTimer() { datetime now = TimeTradeServer(); // 沒報價時 TimeCurrent 停住 datetime today = now - now % 86400; // 今天 00:00（伺服器時間） if(m_DayStart == 0) m_DayStart = today; if(today > m_DayStart) // 過了午夜：結上一天的帳 { DailySummary(m_DayStart, today); m_DayStart = today; } CheckStale(now); } void CEaKit::DailySummary(datetime from, datetime to) { int n = 0; double net = 0; if(HistorySelect(from, to - 1)) // to 那一秒算下一天 for(int i = HistoryDealsTotal() - 1; i >= 0; i--) { ulong d = HistoryDealGetTicket(i); if(HistoryDealGetInteger(d, DEAL_MAGIC) != m_Magic || HistoryDealGetString(d, DEAL_SYMBOL) != _Symbol) continue; net += HistoryDealGetDouble(d, DEAL_PROFIT) + HistoryDealGetDouble(d, DEAL_SWAP) + HistoryDealGetDouble(d, DEAL_COMMISSION); if(HistoryDealGetInteger(d, DEAL_ENTRY) != DEAL_ENTRY_IN) n++; // 只數出場 } Notify("日結 " + TimeToString(from, TIME_DATE) + " " + IntegerToString(n) + " 筆 損益 " + DoubleToString(net, 2) + " 餘額 " + DoubleToString( AccountInfoDouble(ACCOUNT_BALANCE), 2) + " 權益 " + DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY), 2)); } void CEaKit::CheckStale(datetime now) { datetime open; if(i_StaleMin <= 0 || !InSession(now, open)) return; // 休市時間不算 datetime last = (datetime)SymbolInfoInteger(_Symbol, SYMBOL_TIME); if(last < open) last = open; // 開盤之後才起算 int idle = (int)(now - last) / 60; if(idle >= i_StaleMin && !m_StaleSaid) { m_StaleSaid = true; Notify("報價停了 " + IntegerToString(idle) + " 分鐘"); } if(idle < i_StaleMin && m_StaleSaid) { m_StaleSaid = false; Log("報價恢復"); } } bool CEaKit::InSession(datetime now, datetime &open) { MqlDateTime dt; TimeToStruct(now, dt); datetime day = now - now % 86400; datetime from, to; for(int i = 0; SymbolInfoSessionTrade(_Symbol, (ENUM_DAY_OF_WEEK)dt.day_of_week, i, from, to); i++) { from += day; // 時段是「幾點」，加上今天 to += day; if(now >= from && now < to) { open = from; return true; } } return false; } //+------------------------------------------------------------------+