Фиксированный процент от депозита
Здравствуйте. Есть у кого-то функция расчета лота исходя из фиксированного риска в процентах на сделку?
- Расчет лота по проценту от депо
- Оптимизация
- Фиксированный процент от депозита
Igor Knyazkov:
Здравствуйте. Есть у кого-то функция расчета лота исходя из фиксированного риска в процентах на сделку?
Здравствуйте. Есть у кого-то функция расчета лота исходя из фиксированного риска в процентах на сделку?
Вот (риск задаётся в строке)
m_money.Percent(10); // 10% risk
после расчёта объёма дополнительно проверяется, а хватит ли денег (маржи) на открытие позиции://+------------------------------------------------------------------+
//| TestCMoneyFixedRisk.mq5 |
//| Copyright © 2016, Vladimir Karputov |
//| http://wmua.ru/slesar/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2016, Vladimir Karputov"
#property link "http://wmua.ru/slesar/"
#property version "1.00"
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
#include <Expert\Money\MoneyFixedRisk.mqh>
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
CAccountInfo m_account; // account info wrapper
CMoneyFixedRisk m_money;
//---
input ushort InpStopLoss=25;
//---
double ExtStopLoss=0.0;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
m_symbol.Name(Symbol());
m_symbol.Refresh();
if(!RefreshRates())
{
Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),
", Ask=",DoubleToString(m_symbol.Ask(),Digits()));
return(INIT_FAILED);
}
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
digits_adjust=10;
ExtStopLoss=InpStopLoss*m_symbol.Point()*digits_adjust;
//---
if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))
return(INIT_FAILED);
m_money.Percent(10); // 10% risk
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
if(!RefreshRates())
return;
static long count=0;
if(count%980==0) // we pass 980 tics
{
//--- getting lot size for open long position (CMoneyFixedRisk)
double check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),m_symbol.Bid()-ExtStopLoss);
Print("CheckOpenLong: ",DoubleToString(check_open_long_lot,2),
", Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(check_open_long_lot==0.0)
return;
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY);
if(chek_volime_lot!=0.0)
if(chek_volime_lot>=check_open_long_lot)
m_trade.Buy(chek_volime_lot,NULL,m_symbol.Ask(),m_symbol.Bid()-ExtStopLoss,m_symbol.Bid()+ExtStopLoss);
else
Print("CMoneyFixedRisk lot = ",DoubleToString(check_open_long_lot,2),
", CTrade lot = ",DoubleToString(chek_volime_lot,2));
//---
}
count++;
}
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data |
//+------------------------------------------------------------------+
bool RefreshRates()
{
//--- refresh rates
if(!m_symbol.RefreshRates())
return(false);
//--- protection against the return value of "zero"
if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
return(false);
//---
return(true);
}
//+------------------------------------------------------------------+
//| TestCMoneyFixedRisk.mq5 |
//| Copyright © 2016, Vladimir Karputov |
//| http://wmua.ru/slesar/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2016, Vladimir Karputov"
#property link "http://wmua.ru/slesar/"
#property version "1.00"
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\AccountInfo.mqh>
#include <Expert\Money\MoneyFixedRisk.mqh>
CTrade m_trade; // trading object
CSymbolInfo m_symbol; // symbol info object
CAccountInfo m_account; // account info wrapper
CMoneyFixedRisk m_money;
//---
input ushort InpStopLoss=25;
//---
double ExtStopLoss=0.0;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
m_symbol.Name(Symbol());
m_symbol.Refresh();
if(!RefreshRates())
{
Print("Error RefreshRates. Bid=",DoubleToString(m_symbol.Bid(),Digits()),
", Ask=",DoubleToString(m_symbol.Ask(),Digits()));
return(INIT_FAILED);
}
//--- tuning for 3 or 5 digits
int digits_adjust=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
digits_adjust=10;
ExtStopLoss=InpStopLoss*m_symbol.Point()*digits_adjust;
//---
if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust))
return(INIT_FAILED);
m_money.Percent(10); // 10% risk
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
if(!RefreshRates())
return;
static long count=0;
if(count%980==0) // we pass 980 tics
{
//--- getting lot size for open long position (CMoneyFixedRisk)
double check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),m_symbol.Bid()-ExtStopLoss);
Print("CheckOpenLong: ",DoubleToString(check_open_long_lot,2),
", Balance: ", DoubleToString(m_account.Balance(),2),
", Equity: ", DoubleToString(m_account.Equity(),2),
", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));
if(check_open_long_lot==0.0)
return;
//--- check volume before OrderSend to avoid "not enough money" error (CTrade)
double chek_volime_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY);
if(chek_volime_lot!=0.0)
if(chek_volime_lot>=check_open_long_lot)
m_trade.Buy(chek_volime_lot,NULL,m_symbol.Ask(),m_symbol.Bid()-ExtStopLoss,m_symbol.Bid()+ExtStopLoss);
else
Print("CMoneyFixedRisk lot = ",DoubleToString(check_open_long_lot,2),
", CTrade lot = ",DoubleToString(chek_volime_lot,2));
//---
}
count++;
}
//+------------------------------------------------------------------+
//| Refreshes the symbol quotes data |
//+------------------------------------------------------------------+
bool RefreshRates()
{
//--- refresh rates
if(!m_symbol.RefreshRates())
return(false);
//--- protection against the return value of "zero"
if(m_symbol.Ask()==0 || m_symbol.Bid()==0)
return(false);
//---
return(true);
}
//+------------------------------------------------------------------+
Как это работает:
Первая сделка открыта (рассчитанный лот в процентах от депозита равен 1.14 и денег (маржи) для его открытия хватает):
Шаг второй (рассчитанный лот в процентах от депозита равен 1.16 и денег (маржи) для его открытия хватает):
А вот на третьем шаге неудача: (рассчитанный лот в процентах от депозита равен 1.08 но денег (маржи) для хватает только на открытие 0.24 лота):
Файлы:
Вот еще вариант
double volume(string symbol,double risk,double sl)
{
double lot=0.0;
double procent=0.0;
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
...
{
double lot=0.0;
double procent=0.0;
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
Комментарии, не относящиеся к этой теме, были перенесены в "Фиксированный процент от депозита".
Всем спасибо!
Sergey Gritsay:
Вот еще вариант
А что это за переменные: Type_Balance, Balance, Equity, FreeMargin? Как их инициализировать.
Вот еще вариант
double volume(string symbol,double risk,double sl)
{
double lot=0.0;
double procent=0.0;
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
...{
double lot=0.0;
double procent=0.0;
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
Igor Knyazkov:
А что это за переменные: Type_Balance, Balance, Equity, FreeMargin? Как их инициализировать.
Так ясно по смыслу. Type_Balance - переменная, в которой указывается, по какому параметру проводим расчет, по балансу, средствам или свободной марже. Все, как в терминале нарисовано во вкладке Торговля.
А что это за переменные: Type_Balance, Balance, Equity, FreeMargin? Как их инициализировать.
Igor Knyazkov:
А что это за переменные: Type_Balance, Balance, Equity, FreeMargin? Как их инициализировать.
Примерно так А что это за переменные: Type_Balance, Balance, Equity, FreeMargin? Как их инициализировать.
//+------------------------------------------------------------------+
//| test01.mq5 |
//| Sergey Gritsay |
//| https://www.mql5.com/ru/users/sergey1294 |
//+------------------------------------------------------------------+
#property copyright "Sergey Gritsay"
#property link "https://www.mql5.com/ru/users/sergey1294"
#property version "1.00"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum ENUM_TYPE_BALANS
{
Balance,
Equity,
FreeMargin
};
input int Magic=5;//Identification number
input ENUM_TYPE_BALANS Type_Balanse=Balance;
input double Risk=1.0;
input double Lot=0.01;
input int StopLoss=100; // Стоп-лосс
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnTick(void)
{
if(Risk!=0.0)Volume=volume(_Symbol,Risk,StopLoss);
else Volume=NormalizeVolume(_Symbol,Lot);
}
//+------------------------------------------------------------------+
double volume(string symbol,double risk,double sl)
{
double lot=0.0;
double procent=0.0;
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
//+------------------------------------------------------------------+
...
//| test01.mq5 |
//| Sergey Gritsay |
//| https://www.mql5.com/ru/users/sergey1294 |
//+------------------------------------------------------------------+
#property copyright "Sergey Gritsay"
#property link "https://www.mql5.com/ru/users/sergey1294"
#property version "1.00"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum ENUM_TYPE_BALANS
{
Balance,
Equity,
FreeMargin
};
input int Magic=5;//Identification number
input ENUM_TYPE_BALANS Type_Balanse=Balance;
input double Risk=1.0;
input double Lot=0.01;
input int StopLoss=100; // Стоп-лосс
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnTick(void)
{
if(Risk!=0.0)Volume=volume(_Symbol,Risk,StopLoss);
else Volume=NormalizeVolume(_Symbol,Lot);
}
//+------------------------------------------------------------------+
double volume(string symbol,double risk,double sl)
{
double lot=0.0;
double procent=0.0;
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
//+------------------------------------------------------------------+
Sergey Gritsay:
Примерно так
Спасибо.
Примерно так
//+------------------------------------------------------------------+
//| test01.mq5 |
//| Sergey Gritsay |
//| https://www.mql5.com/ru/users/sergey1294 |
//+------------------------------------------------------------------+
#property copyright "Sergey Gritsay"
#property link "https://www.mql5.com/ru/users/sergey1294"
#property version "1.00"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum ENUM_TYPE_BALANS
{
Balance,
Equity,
FreeMargin
};
input int Magic=5;//Identification number
input ENUM_TYPE_BALANS Type_Balanse=Balance;
input double Risk=1.0;
input double Lot=0.01;
input int StopLoss=100; // Стоп-лосс
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnTick(void)
{
if(Risk!=0.0)Volume=volume(_Symbol,Risk,StopLoss);
else Volume=NormalizeVolume(_Symbol,Lot);
}
//+------------------------------------------------------------------+
double volume(string symbol,double risk,double sl)
{
double lot=0.0;
double procent=0.0;
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
//+------------------------------------------------------------------+
...//| test01.mq5 |
//| Sergey Gritsay |
//| https://www.mql5.com/ru/users/sergey1294 |
//+------------------------------------------------------------------+
#property copyright "Sergey Gritsay"
#property link "https://www.mql5.com/ru/users/sergey1294"
#property version "1.00"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum ENUM_TYPE_BALANS
{
Balance,
Equity,
FreeMargin
};
input int Magic=5;//Identification number
input ENUM_TYPE_BALANS Type_Balanse=Balance;
input double Risk=1.0;
input double Lot=0.01;
input int StopLoss=100; // Стоп-лосс
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnTick(void)
{
if(Risk!=0.0)Volume=volume(_Symbol,Risk,StopLoss);
else Volume=NormalizeVolume(_Symbol,Lot);
}
//+------------------------------------------------------------------+
double volume(string symbol,double risk,double sl)
{
double lot=0.0;
double procent=0.0;
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
//+------------------------------------------------------------------+
Sergey Gritsay:
Вот еще вариант
Есть проблема...Почему-то, при установке риска в 1% загрузка депозита получается в районе 5%...Вы пользовались этой функцией?
Вот еще вариант
double volume(string symbol,double risk,double sl)
{
double lot=0.0;
double procent=0.0;
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
...{
double lot=0.0;
double procent=0.0;
double balans=0.0;
double tc = SymbolInfoDouble(symbol,SYMBOL_TRADE_CONTRACT_SIZE);
double tv = SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_VALUE_LOSS);
double ts=SymbolInfoDouble(symbol,SYMBOL_TRADE_TICK_SIZE);
double point=SymbolInfoDouble(symbol,SYMBOL_POINT);
double LotStep=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
if(Type_Balanse==Balance) balans=AccountInfoDouble(ACCOUNT_BALANCE);
if(Type_Balanse==Equity) balans=AccountInfoDouble(ACCOUNT_EQUITY);
if(Type_Balanse==FreeMargin) balans=AccountInfoDouble(ACCOUNT_MARGIN_FREE);
procent=(balans/100.0)*risk;
switch((ENUM_SYMBOL_CALC_MODE)SymbolInfoInteger(symbol,SYMBOL_TRADE_CALC_MODE))
{
case SYMBOL_CALC_MODE_FOREX:if(sl!=0 && tv!=0) lot=procent/(sl*tv);break;
case SYMBOL_CALC_MODE_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_CFD:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDINDEX:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_CFDLEVERAGE:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_STOCKS:if(sl!=0 && point!=0 && tc!=0) lot=procent/(sl*point*tc);break;
case SYMBOL_CALC_MODE_EXCH_FUTURES:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
case SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS:if(sl!=0 && point!=0 && tv!=0 && ts!=0) lot=procent/(sl*point*(tv/ts));break;
}
return(NormalizeVolume(symbol,lot));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double NormalizeVolume(string symbol,double lot)
{
double MinLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MIN);
double MaxLot=SymbolInfoDouble(symbol,SYMBOL_VOLUME_MAX);
double volume_step=SymbolInfoDouble(symbol,SYMBOL_VOLUME_STEP);
int volume_digits=(int)(MathLog(1.0/volume_step)/MathLog(10.0));
if(lot<MinLot)lot=MinLot;
if(lot>MaxLot)lot=MaxLot;
return(NormalizeDouble(lot,volume_digits));
}
Igor Knyazkov:
Есть проблема...Почему-то, при установке риска в 1% загрузка депозита получается в районе 5%...Вы пользовались этой функцией?
да, постоянно, и при чем тут загрузка?
Есть проблема...Почему-то, при установке риска в 1% загрузка депозита получается в районе 5%...Вы пользовались этой функцией?
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