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[i]=StrToDouble(DoubleToStr(atrPoints,0));
- buffer_stoplossPoints[i]=StrToDouble(DoubleToStr(slPoints,0));
- buffer_lotsize[i]=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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