Harden HIT entry and manager state handling

2026-06-14 22:02:17 +09:00
parent 7b11d44d66
commit 52067c1973
10 changed files with 107 additions and 120 deletions
@@ -335,12 +335,14 @@ public:
                continue;

            double candidate_sl = 0.0;
+            const double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
            const double evaluation_price = (type == POSITION_TYPE_BUY) ? tick.bid : tick.ask;
            if (!CalcHighVolatilitySL(type,
-                                      evaluation_price,
-                                      open_m1,
-                                      open_m3,
-                                      open_m5,
+                                       evaluation_price,
+                                       position_open_price,
+                                       open_m1,
+                                       open_m3,
+                                       open_m5,
                                      open_m10,
                                      open_m15,
                                      pip_size,
@@ -590,6 +592,7 @@ private:
    /// @return いずれかの時間足でしきい値を超え、SL候補を出力した場合は true。
    bool CalcHighVolatilitySL(const ENUM_POSITION_TYPE type,
                              const double current_price,
+                              const double position_open_price,
                              const double open_m1,
                              const double open_m3,
                              const double open_m5,
@@ -612,13 +615,36 @@ private:
        if (!has_candidate)
            return false;

+        if (!IsProfitProtectingStopLoss(type, candidate_sl, position_open_price))
+            return false;
+
        sl_value = NormalizeDouble(candidate_sl, digits);
        return true;
    }

+    /// @brief 急変時SL候補が建値より不利にならないことを確認する。
+    bool IsProfitProtectingStopLoss(const ENUM_POSITION_TYPE type,
+                                    const double candidate_sl,
+                                    const double open_price)
+    {
+        if (open_price <= 0.0)
+            return false;
+
+        const double point = SymbolInfoDouble(m_symbol, SYMBOL_POINT);
+        const double tolerance = point * 0.1;
+
+        if (type == POSITION_TYPE_BUY)
+            return (candidate_sl >= open_price - tolerance);
+
+        if (type == POSITION_TYPE_SELL)
+            return (candidate_sl <= open_price + tolerance);
+
+        return false;
+    }
+
    /// @brief 1本の時間足始値から急変幅を評価し、有効なSL候補なら最良候補へ反映する。
    void EvaluateHighVolatilityOpen(const ENUM_POSITION_TYPE type,
-                                    const double current_price,
+                                     const double current_price,
                                    const double open_price,
                                    const double limit_pips,
                                    const double rate_ratio,