Hiroaki86
936 lines
35 KiB
Plaintext
936 lines
35 KiB
Plaintext
//+------------------------------------------------------------------+
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//| HIT_EA.mq5 |
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//| Copyright 2026, nanpin-martin.com |
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//| https://www.nanpin-martin.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, nanpin-martin.com"
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#property link "https://nanpin-martin.com/"
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#property version "1.00"
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//+------------------------------------------------------------------+
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//| バッチファイル実行用の設定
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//+------------------------------------------------------------------+
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#import "Shell32.dll"
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int ShellExecuteW(int hwnd, string lpOperation, string lpFile, string lpParameters, string lpDirectory, int nShowCmd);
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#import
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// バッチファイルのパス
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string get_trend_reply_bat = "C:\\ea_py\\get_trend_reply.bat"; // H4: trend
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string get_entry_reply_bat = "C:\\ea_py\\get_entry_reply.bat"; // H1: entry
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// プロセス完了ファイルの設定
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string done_trend_file = "process_done_trend.txt";
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string done_entry_file = "process_done_entry.txt";
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| インプットの設定
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//+------------------------------------------------------------------+
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//--- 入力パラメータ
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input double lot_size = 0.01; // ロット数
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input double spread_limit = 20; // 許容スプレッド(point)
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input int magic_number = 10001; // マジックナンバー
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input int initial_order = 0; // 起動時の注文(0:なし, 1:あり)
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ulong slippage = 10; // スリッページ
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//--- 主要な定数・設定
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#define POSITION_LIMIT 48
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#define ENTRY_H1_LIMIT 1 // H1本数（=1時間）
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#define CLOSE_H1_LIMIT 12 // H1本数（=12時間）
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#define HISTORY_BARS 72
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// ANALYZE_TIMEFRAME は削除（H4/H1 両方使うため定数ではなく直接指定）
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#define TARGET_SIZE 13
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#define DEFAULT_TARGET_PRICE 0.0
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| EAの状態をまとめる構造体
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//+------------------------------------------------------------------+
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struct EAState
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{
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int trend_state; // ★追加：トレンドを格納する変数
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int res_chk; // GPTの回答が正しく取得できたか
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double en_price[5]; // エントリー基準価格
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double tp_price[5]; // 利益確定価格
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double sl_price[5]; // ロスカット基準価格
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bool load_trend_flg; // ★変更：トレンドを更新するタイミングか
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bool load_target_flg; // ★変更：ターゲット価格を更新するタイミングか
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int chk_cnt; // エントリー判定の試行回数
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datetime last_trend_update; // ★追加：前回トレンドを更新した時刻
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datetime last_target_update; // ★変更：前回ターゲット価格を更新した時刻
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datetime last_chk;
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};
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EAState g_ea; // EA全体の状態をここで管理
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| 必要な関数プロトタイプ宣言
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//| プロセス完了ファイル("process_done.txt")関連
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//+------------------------------------------------------------------+
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// "process_done.txt"を作成する関数
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void CreateDoneFile(const string name);
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// "process_done.txt"を削除する関数
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void DeleteDoneFile(const string name);
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// "process_done.txt"の存在を確認し、存在する場合はtrueを返す関数
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bool CheckDoneFile(const string name);
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| 必要な関数プロトタイプ宣言
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//| OHLCデータの取得からターゲット価格の取得まで
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//+------------------------------------------------------------------+
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//| 最新のOHLCデータを取得する関数
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bool GetLatestOHLC(datetime ×[], double &open_prices[], double &high_prices[], double &low_prices[], double &close_prices[], ENUM_TIMEFRAMES tf, int bars_count);
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//| "ohlc.csv"を出力する関数
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void RecordOHLC(const string filename, const datetime ×[], const double &open_prices[], const double &high_prices[], const double &low_prices[], const double &close_prices[]);
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//| バッチファイル（Pythonスクリプト）を実行する関数
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void ExecuteBatchTrend();
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void ExecuteBatchEntry();
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// | "ohlc.csv"を出力後、バッチファイルの実行する関数
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bool RecordOHLCAndExecuteBatch_Trend(EAState &state);
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bool RecordOHLCAndExecuteBatch_Entry(EAState &state);
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//| ターゲット価格を取得する関数
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bool GetTargetPrices(EAState &state);
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//| "target_prices.txt"を読み込む関数
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void LoadTargetPrices(double &target_prices[]);
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//| "xxx"を読み込む関数
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bool GetTrendState(EAState &state);
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void LoadTrendState(int &trend_state);
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| 必要な関数プロトタイプ宣言
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//| エントリー注文関連
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//+------------------------------------------------------------------+
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//| エントリー注文を送信する関数 (1:buy-stop, 2:buy-limit, 3:sell-stop, 4:sell-limit)
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bool SendOrder(int orderType, double price, double tp, double sl);
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//| 注文の執行ポリシーを取得する関数
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ENUM_ORDER_TYPE_FILLING GetOrderFillingPolicy(string symbol);
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//| 注文コメント(ローカル時刻)を生成する関数（先頭に orderType を付与）
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string RequestComment(int orderType);
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| 必要な関数プロトタイプ宣言
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//| 時間制限処理関連
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//+------------------------------------------------------------------+
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//| 時間が経過したエントリー注文をキャンセルする関数
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bool CancelExpiredOrders();
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//| 時間が経過したポジションをクローズする関数
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bool CloseExpiredPositions();
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//| 指定された時間に最も近いバーのインデックスを返す関数
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// int GetBarIndexByTime(datetime time, int default_index = 0);
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int GetBarShiftByTime(datetime time, ENUM_TIMEFRAMES tf, int default_shift = -1);
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| 起動時の処理
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//+------------------------------------------------------------------+
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void OnInit()
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// プロセス完了ファイル("process_done.txt)"を作成
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{
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CreateDoneFile(done_trend_file);
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CreateDoneFile(done_entry_file);
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}
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//+------------------------------------------------------------------+
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//| ティック毎の処理
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//+------------------------------------------------------------------+
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void OnTick()
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{
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static int init_order_flg = initial_order;
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// ─────────────────────────────────────────────
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// (1) H4更新検知：トレンド用
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// ─────────────────────────────────────────────
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int current_bars_H4 = iBars(NULL, PERIOD_H4);
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static int pre_bars_H4 = current_bars_H4;
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int bars_H4_change = current_bars_H4 - pre_bars_H4;
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if(bars_H4_change > 0 || init_order_flg == 1)
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{
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RecordOHLCAndExecuteBatch_Trend(g_ea);
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}
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pre_bars_H4 = current_bars_H4;
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// trend done待ち（なければ以降をスキップ）
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if(!CheckDoneFile(done_trend_file))
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return;
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// トレンド取得
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GetTrendState(g_ea);
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// ─────────────────────────────────────────────
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// (2) H1更新検知：エントリー用
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// ─────────────────────────────────────────────
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static bool bars_H1_check = false;
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int current_bars_H1 = iBars(NULL, PERIOD_H1);
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static int pre_bars_H1 = current_bars_H1;
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int bars_H1_change = current_bars_H1 - pre_bars_H1;
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if(bars_H1_change > 0 || init_order_flg == 1)
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{
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init_order_flg = 0;
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bars_H1_check = true;
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g_ea.chk_cnt = 0;
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g_ea.last_chk = 0;
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RecordOHLCAndExecuteBatch_Entry(g_ea);
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}
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pre_bars_H1 = current_bars_H1;
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// ── ティック情報・コメント表示 ──
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MqlTick last_tick;
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if(!SymbolInfoTick(_Symbol, last_tick))
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{
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return;
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}
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double Ask = last_tick.ask;
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double Bid = last_tick.bid;
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double Spread = MathRound((Ask - Bid) / Point()) * Point();
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int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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string message = StringFormat(
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" \nAsk: %." + IntegerToString(digits) + "f"
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"\nBid: %." + IntegerToString(digits) + "f"
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"\nSpread: %." + IntegerToString(digits) + "f"
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"\n\nLast Trend Update:\n %s"
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"\n\nTrend State: %.0f" // ★追加
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"\n\nLast Target Update:\n %s"
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"\n\n[T1 Buy Stop ] en: %." + IntegerToString(digits) + "f tp: %." + IntegerToString(digits) + "f sl: %." + IntegerToString(digits) + "f"
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"\n[T2 Buy Limit] en: %." + IntegerToString(digits) + "f tp: %." + IntegerToString(digits) + "f sl: %." + IntegerToString(digits) + "f"
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"\n[T3 Sell Stop] en: %." + IntegerToString(digits) + "f tp: %." + IntegerToString(digits) + "f sl: %." + IntegerToString(digits) + "f"
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"\n[T4 SellLimit] en: %." + IntegerToString(digits) + "f tp: %." + IntegerToString(digits) + "f sl: %." + IntegerToString(digits) + "f\n",
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Ask, Bid, Spread,
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TimeToString(g_ea.last_trend_update, TIME_DATE | TIME_MINUTES),
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g_ea.trend_state, // ★追加
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TimeToString(g_ea.last_target_update, TIME_DATE | TIME_MINUTES),
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g_ea.en_price[1], g_ea.tp_price[1], g_ea.sl_price[1],
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g_ea.en_price[2], g_ea.tp_price[2], g_ea.sl_price[2],
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g_ea.en_price[3], g_ea.tp_price[3], g_ea.sl_price[3],
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g_ea.en_price[4], g_ea.tp_price[4], g_ea.sl_price[4]
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);
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Comment(message);
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// スプレッド制限
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if(Spread > spread_limit * Point())
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return;
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// entry done待ち
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if(!CheckDoneFile(done_entry_file))
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return;
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// ターゲット取得
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GetTargetPrices(g_ea);
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// 期限切れ注文キャンセル・ポジクローズ
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if(OrdersTotal() > 0)
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CancelExpiredOrders();
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if(PositionsTotal() > 0)
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CloseExpiredPositions();
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// ─────────────────────────────────────────────
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// エントリー条件判定＆注文送信（H1更新タイミングで1回）
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// ─────────────────────────────────────────────
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// if(bars_H4_check && TimeCurrent() - g_ea.last_chk >= 60)
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// {
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// bars_H4_check = false;
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// g_ea.last_chk = TimeCurrent();
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if(bars_H1_check && TimeCurrent() - g_ea.last_chk >= 60)
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{
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bars_H1_check = false;
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g_ea.last_chk = TimeCurrent();
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if(g_ea.res_chk == 0)
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{
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Print("[Entry Skip] res_chk=0 (range). No entry orders are sent.");
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g_ea.chk_cnt = 0;
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}
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else
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{
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int used = OrdersTotal() + PositionsTotal();
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if(used >= POSITION_LIMIT)
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{
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Print("Position limit exceeded: used=", used, " limit=", POSITION_LIMIT);
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}
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else
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{
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int sent_success = 0; // ★ 送信成功数（= SendOrder true の回数）
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// ★ 1..4 を順に判定して、条件OKなら送る
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for(int t=1; t<=4; t++)
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{
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// ポジション上限チェック（途中で到達したら打ち切り）
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used = OrdersTotal() + PositionsTotal();
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if(used >= POSITION_LIMIT)
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{
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Print("Position limit reached while sending. used=", used, " limit=", POSITION_LIMIT);
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break;
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}
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string entry_type;
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double cur_price; // ログ用（Ask/Bid）
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if(t==1)
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{
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entry_type="Buy Stop";
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cur_price=Ask;
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}
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else
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if(t==2)
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{
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entry_type="Buy Limit";
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cur_price=Ask;
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}
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else
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if(t==3)
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{
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entry_type="Sell Stop";
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cur_price=Bid;
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}
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else
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{
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entry_type="Sell Limit"; // t==4
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cur_price=Bid;
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}
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double en = g_ea.en_price[t];
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double tp = g_ea.tp_price[t];
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double sl = g_ea.sl_price[t];
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bool ok=false;
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if(t==1)
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ok = (Ask < en && tp > en && sl < en); // buy-stop
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else
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if(t==2)
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ok = (Ask > en && tp > en && sl < en); // buy-limit
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else
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if(t==3)
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ok = (Bid > en && tp < en && sl > en); // sell-stop
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else
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ok = (Bid < en && tp < en && sl > en); // sell-limit
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if(ok)
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{
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Print("[", entry_type, " Order Try at ", cur_price, "] en=", en, " tp=", tp, " sl=", sl);
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if(SendOrder(t, en, tp, sl))
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{
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sent_success++;
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Print("[", entry_type, " Order Sent] ticket ok. en=", en, " tp=", tp, " sl=", sl);
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}
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else
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{
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Print("[", entry_type, " Order Failed] en=", en, " tp=", tp, " sl=", sl);
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}
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}
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else
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{
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Print("[No ", entry_type, "] cur=", cur_price, " en=", en, " tp=", tp, " sl=", sl);
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}
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}
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if(sent_success > 0)
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{
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g_ea.chk_cnt = 0; // 1件でも通ったら終了
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}
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else
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{
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g_ea.chk_cnt += 1;
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Print("[Retry] no order sent. chk_cnt=", g_ea.chk_cnt, "/10");
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if(g_ea.chk_cnt < 10)
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{
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// bars_H4_check = true; // 60秒後に再度このブロックに入る
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bars_H1_check = true; // ★ GPT-EAの bars_H4_check → bars_H1_check に変更
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}
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else
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{
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Print("[Retry End] reached max tries. reset chk_cnt.");
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g_ea.chk_cnt = 0;
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}
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}
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| "process_done.txt"を作成する関数
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//+------------------------------------------------------------------+
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void CreateDoneFile(const string name)
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{
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if(!FileIsExist(name))
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{
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int h = FileOpen(name, FILE_WRITE|FILE_TXT);
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if(h != INVALID_HANDLE)
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FileClose(h);
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else
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Print("Failed to create file: ", name, " err=", GetLastError());
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}
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}
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//+------------------------------------------------------------------+
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//| "process_done.txt"を削除する関数
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//+------------------------------------------------------------------+
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void DeleteDoneFile(const string name)
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{
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if(FileIsExist(name))
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FileDelete(name);
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}
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//+------------------------------------------------------------------+
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//| "process_done.txt"の存在を確認し、存在する場合はtrueを返す関数
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//+------------------------------------------------------------------+
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bool CheckDoneFile(const string name)
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{
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return FileIsExist(name);
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}
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//+------------------------------------------------------------------+
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//| 最新のOHLCデータを取得する関数
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//+------------------------------------------------------------------+
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bool GetLatestOHLC(datetime ×[], double &open_prices[], double &high_prices[], double &low_prices[], double &close_prices[], ENUM_TIMEFRAMES tf, int bars_count)
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{
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ArrayResize(times, 0);
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ArrayResize(open_prices, 0);
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ArrayResize(high_prices, 0);
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ArrayResize(low_prices, 0);
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ArrayResize(close_prices, 0);
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if(bars_count < 2)
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return false;
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// 時間データを取得
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if(CopyTime(_Symbol, tf, 0, bars_count, times) <= 0)
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{
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Print(__FUNCTION__, ": Failed to copy time data (bars=", bars_count, ") err=", GetLastError());
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return false;
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}
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// OHLCデータを取得
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MqlRates rates[];
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if(CopyRates(_Symbol, tf, 0, bars_count, rates) <= 0)
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{
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Print(__FUNCTION__, ": Failed to copy rates data (bars=", bars_count, ") err=", GetLastError());
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return false;
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}
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// 必要なデータを配列に格納
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for(int i = 0; i < ArraySize(rates); i++)
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{
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ArrayResize(open_prices, i + 1);
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ArrayResize(high_prices, i + 1);
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ArrayResize(low_prices, i + 1);
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ArrayResize(close_prices, i + 1);
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open_prices[i] = rates[i].open;
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high_prices[i] = rates[i].high;
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low_prices[i] = rates[i].low;
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close_prices[i] = rates[i].close;
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}
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return true;
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}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| "ohlc.csv"を出力する関数
|
||
//+------------------------------------------------------------------+
|
||
void RecordOHLC(const string filename, const datetime ×[], const double &open_prices[], const double &high_prices[], const double &low_prices[], const double &close_prices[])
|
||
{
|
||
// 出力先ファイル名
|
||
// string filename = "ohlc.csv";
|
||
|
||
// ファイルを "書き込みモード" でオープン (テキスト/ANSI)
|
||
int fileHandle = FileOpen(filename, FILE_WRITE | FILE_TXT | FILE_ANSI);
|
||
|
||
// ファイルが開けたかチェック
|
||
if(fileHandle == INVALID_HANDLE)
|
||
{
|
||
Print(__FUNCTION__, " : Failed to open file: ", GetLastError());
|
||
return;
|
||
}
|
||
|
||
// 配列サイズを取得 (times, open, high, low, close の要素数は同じ前提)
|
||
int size = ArraySize(times);
|
||
|
||
// ヘッダー行を追加
|
||
FileWrite(fileHandle, "Time,Open,High,Low,Close");
|
||
|
||
// 小数点の桁数を取得
|
||
int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
|
||
|
||
// フォーマット文字列を動的に生成
|
||
string formatString = StringFormat("%%s,%%.%df,%%.%df,%%.%df,%%.%df", digits, digits, digits, digits);
|
||
|
||
// 1行ずつ "時刻, Open, High, Low, Close" の形式で書き込み
|
||
for(int i = 0; i < size; i++)
|
||
{
|
||
// 時間をフォーマット
|
||
string timeStr = TimeToString(times[i], TIME_DATE | TIME_MINUTES);
|
||
|
||
// 1行分の文字列を生成 (小数点以下の桁数を `digits` に調整)
|
||
string line = StringFormat(formatString,
|
||
timeStr, open_prices[i], high_prices[i], low_prices[i], close_prices[i]);
|
||
|
||
// ファイルに書き込み (改行付き)
|
||
FileWrite(fileHandle, line);
|
||
}
|
||
|
||
// 書き込み終了後、ファイルを閉じる
|
||
FileClose(fileHandle);
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| バッチファイル（Pythonスクリプト）を実行する関数
|
||
//+------------------------------------------------------------------+
|
||
void ExecuteBatchTrend()
|
||
{
|
||
if(CheckDoneFile(done_trend_file))
|
||
{
|
||
DeleteDoneFile(done_trend_file);
|
||
ShellExecuteW(0, "open", get_trend_reply_bat, "", "", 1);
|
||
}
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| |
|
||
//+------------------------------------------------------------------+
|
||
void ExecuteBatchEntry()
|
||
{
|
||
if(CheckDoneFile(done_entry_file))
|
||
{
|
||
DeleteDoneFile(done_entry_file);
|
||
ShellExecuteW(0, "open", get_entry_reply_bat, "", "", 1);
|
||
}
|
||
}
|
||
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| "ohlc.csv"を出力後、バッチファイルの実行する関数
|
||
//+------------------------------------------------------------------+
|
||
bool RecordOHLCAndExecuteBatch_Trend(EAState &state)
|
||
{
|
||
datetime times[];
|
||
double open_prices[], high_prices[], low_prices[], close_prices[];
|
||
|
||
if(!GetLatestOHLC(times, open_prices, high_prices, low_prices, close_prices,
|
||
PERIOD_H4, HISTORY_BARS))
|
||
{ Print("GetLatestOHLC(H4) failed."); return false; }
|
||
|
||
RecordOHLC("ohlc_H4.csv", times, open_prices, high_prices, low_prices, close_prices);
|
||
ExecuteBatchTrend();
|
||
|
||
state.load_trend_flg = true;
|
||
return true;
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| |
|
||
//+------------------------------------------------------------------+
|
||
bool RecordOHLCAndExecuteBatch_Entry(EAState &state)
|
||
{
|
||
datetime times[];
|
||
double open_prices[], high_prices[], low_prices[], close_prices[];
|
||
|
||
if(!GetLatestOHLC(times, open_prices, high_prices, low_prices, close_prices,
|
||
PERIOD_H1, HISTORY_BARS))
|
||
{ Print("GetLatestOHLC(H1) failed."); return false; }
|
||
|
||
RecordOHLC("ohlc_H1.csv", times, open_prices, high_prices, low_prices, close_prices);
|
||
ExecuteBatchEntry();
|
||
|
||
state.load_target_flg = true;
|
||
return true;
|
||
}
|
||
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| |
|
||
//+------------------------------------------------------------------+
|
||
bool GetTrendState(EAState &state)
|
||
{
|
||
bool ProcessDone = CheckDoneFile(done_trend_file);
|
||
if(ProcessDone && g_ea.load_trend_flg)
|
||
{
|
||
int trend_state;
|
||
LoadTrendState(trend_state);
|
||
state.trend_state = trend_state;
|
||
Print("trend_state: ", state.trend_state);
|
||
g_ea.load_trend_flg = false;
|
||
g_ea.last_trend_update = TimeLocal();
|
||
}
|
||
return true;
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| |
|
||
//+------------------------------------------------------------------+
|
||
void LoadTrendState(int &trend_state)
|
||
{
|
||
string filename = "trend_state.txt";
|
||
if(FileIsExist(filename))
|
||
{
|
||
int filehandle = FileOpen(filename, FILE_READ | FILE_TXT);
|
||
if(filehandle != INVALID_HANDLE)
|
||
{
|
||
string line = FileReadString(filehandle);
|
||
trend_state = (int)StringToInteger(line);
|
||
FileClose(filehandle);
|
||
}
|
||
else
|
||
{ Print("Failed to open trend_state.txt"); trend_state = 0; }
|
||
}
|
||
else
|
||
{ Print("trend_state.txt not found"); trend_state = 0; }
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| ターゲット価格を取得する関数
|
||
//+------------------------------------------------------------------+
|
||
bool GetTargetPrices(EAState &state)
|
||
{
|
||
bool ProcessDone = CheckDoneFile(done_entry_file); // ←変更
|
||
if(ProcessDone && g_ea.load_target_flg) // ←変更
|
||
{
|
||
double target_prices[];
|
||
LoadTargetPrices(target_prices);
|
||
|
||
int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
|
||
|
||
// 先頭は res_chk
|
||
state.res_chk = (int)target_prices[0];
|
||
|
||
// ★ 1..4 の (en,tp,sl) を読む：合計12個
|
||
for(int t=1; t<=4; t++)
|
||
{
|
||
int base = 1 + (t-1)*3; // 1,4,7,10
|
||
state.en_price[t] = NormalizeDouble(target_prices[base + 0], digits);
|
||
state.tp_price[t] = NormalizeDouble(target_prices[base + 1], digits);
|
||
state.sl_price[t] = NormalizeDouble(target_prices[base + 2], digits);
|
||
}
|
||
|
||
// ログ（任意）
|
||
Print("target_prices: res=", state.res_chk,
|
||
" | T1 en=", state.en_price[1], " tp=", state.tp_price[1], " sl=", state.sl_price[1],
|
||
" | T2 en=", state.en_price[2], " tp=", state.tp_price[2], " sl=", state.sl_price[2],
|
||
" | T3 en=", state.en_price[3], " tp=", state.tp_price[3], " sl=", state.sl_price[3],
|
||
" | T4 en=", state.en_price[4], " tp=", state.tp_price[4], " sl=", state.sl_price[4]);
|
||
|
||
g_ea.load_target_flg = false; // ←変更
|
||
g_ea.last_target_update = TimeLocal(); // ←変更
|
||
}
|
||
return true;
|
||
}
|
||
//+------------------------------------------------------------------+
|
||
//+------------------------------------------------------------------+
|
||
//| "target_prices.txt"を読み込む関数
|
||
//+------------------------------------------------------------------+
|
||
void LoadTargetPrices(double &target_prices[])
|
||
{
|
||
ArrayResize(target_prices, TARGET_SIZE);
|
||
string filename = "target_prices.txt";
|
||
|
||
if(FileIsExist(filename))
|
||
{
|
||
int filehandle = FileOpen(filename, FILE_READ | FILE_TXT);
|
||
if(filehandle != INVALID_HANDLE)
|
||
{
|
||
int i = 0;
|
||
while(!FileIsEnding(filehandle) && i < TARGET_SIZE)
|
||
{
|
||
string line = FileReadString(filehandle);
|
||
target_prices[i] = StringToDouble(line);
|
||
i++;
|
||
}
|
||
FileClose(filehandle);
|
||
}
|
||
else
|
||
{
|
||
Print("Failed to open file. Error code: ", GetLastError());
|
||
for(int i = 0; i < TARGET_SIZE; i++)
|
||
{
|
||
target_prices[i] = DEFAULT_TARGET_PRICE;
|
||
}
|
||
}
|
||
}
|
||
else
|
||
{
|
||
Print("File does not exist: ", filename);
|
||
for(int i = 0; i < TARGET_SIZE; i++)
|
||
{
|
||
target_prices[i] = DEFAULT_TARGET_PRICE;
|
||
}
|
||
}
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| エントリー注文を送信する関数 (1:buy-stop, 2:buy-limit, 3:sell-stop, 4:sell-limit)
|
||
//+------------------------------------------------------------------+
|
||
bool SendOrder(int orderType, double price, double tp, double sl)
|
||
{
|
||
MqlTradeRequest request = {};
|
||
MqlTradeResult result = {};
|
||
|
||
request.magic = magic_number;
|
||
request.symbol = _Symbol;
|
||
request.volume = lot_size;
|
||
request.deviation = slippage;
|
||
request.type_filling = GetOrderFillingPolicy(_Symbol);
|
||
request.price = NormalizeDouble(price, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS));
|
||
request.tp = NormalizeDouble(tp, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS));
|
||
request.sl = NormalizeDouble(sl, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS));
|
||
request.comment = RequestComment(orderType);
|
||
|
||
string orderTypeStr = "";
|
||
|
||
// 指値または逆指値注文
|
||
request.action = TRADE_ACTION_PENDING;
|
||
|
||
switch(orderType)
|
||
{
|
||
case 1: // 順張り買い (buy-stop)
|
||
request.type = ORDER_TYPE_BUY_STOP;
|
||
orderTypeStr = "buy-stop";
|
||
break;
|
||
|
||
case 2: // 逆張り買い (buy-limit)
|
||
request.type = ORDER_TYPE_BUY_LIMIT;
|
||
orderTypeStr = "buy-limit";
|
||
break;
|
||
|
||
case 3: // 順張り売り (sell-stop)
|
||
request.type = ORDER_TYPE_SELL_STOP;
|
||
orderTypeStr = "sell-stop";
|
||
break;
|
||
|
||
case 4: // 逆張り売り (sell-limit)
|
||
request.type = ORDER_TYPE_SELL_LIMIT;
|
||
orderTypeStr = "sell-limit";
|
||
break;
|
||
|
||
default: // 不正なorderType
|
||
Print(__FUNCTION__, ": invalid orderType=", orderType);
|
||
return false;
|
||
}
|
||
|
||
// 注文送信
|
||
if(!OrderSend(request, result))
|
||
{
|
||
Print(__FUNCTION__, ": OrderSend failed. err=", GetLastError());
|
||
return false;
|
||
}
|
||
|
||
// 注文成功確認
|
||
if(result.retcode == TRADE_RETCODE_PLACED ||
|
||
result.retcode == TRADE_RETCODE_DONE ||
|
||
result.retcode == TRADE_RETCODE_DONE_PARTIAL)
|
||
{
|
||
Print(request.comment + " - " + orderTypeStr + " order success (ticket=", result.order, ")");
|
||
return true;
|
||
}
|
||
else
|
||
{
|
||
Print(__FUNCTION__, ": OrderSend retcode=", result.retcode);
|
||
return false;
|
||
}
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| 注文の執行ポリシーを取得する関数
|
||
//+------------------------------------------------------------------+
|
||
ENUM_ORDER_TYPE_FILLING GetOrderFillingPolicy(string symbol)
|
||
{
|
||
long fill_mode = SymbolInfoInteger(symbol, SYMBOL_FILLING_MODE);
|
||
if((fill_mode & SYMBOL_FILLING_IOC) != 0)
|
||
return ORDER_FILLING_IOC;
|
||
if((fill_mode & SYMBOL_FILLING_FOK) != 0)
|
||
return ORDER_FILLING_FOK;
|
||
return ORDER_FILLING_RETURN;
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| 注文コメント(ローカル時刻)を生成する関数（先頭に orderType を付与）
|
||
//+------------------------------------------------------------------+
|
||
string RequestComment(int orderType)
|
||
{
|
||
datetime localTime = TimeLocal();
|
||
string timeStr = TimeToString(localTime, TIME_DATE|TIME_MINUTES);
|
||
|
||
// 先頭に 1,2,3,4 を付ける（例: "1 | PC Time: 2026.02.14 19:05"）
|
||
return IntegerToString(orderType) + " | PC Time: " + timeStr;
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| 時間が経過したエントリー注文をキャンセルする関数
|
||
//+------------------------------------------------------------------+
|
||
bool CancelExpiredOrders()
|
||
{
|
||
bool result = false;
|
||
|
||
// 未決済注文の数を取得
|
||
for(int i = OrdersTotal() - 1; i >= 0; i--)
|
||
{
|
||
ulong ticket = OrderGetTicket(i);
|
||
if(OrderSelect(ticket)) // 注文を選択
|
||
{
|
||
if(OrderGetString(ORDER_SYMBOL) != _Symbol)
|
||
continue;
|
||
if(OrderGetInteger(ORDER_MAGIC) != magic_number)
|
||
continue;
|
||
|
||
datetime open_time = (datetime)OrderGetInteger(ORDER_TIME_SETUP);
|
||
|
||
int open_shift = GetBarShiftByTime(open_time, PERIOD_H1, -1); // H1
|
||
if(open_shift < 0)
|
||
continue; // 時刻解決できないなら触らない
|
||
|
||
if(open_shift >= ENTRY_H1_LIMIT) // H1本数（=1本 ≒ 1時間）
|
||
{
|
||
MqlTradeRequest request = {};
|
||
MqlTradeResult trade_result = {};
|
||
request.action=TRADE_ACTION_REMOVE; // 取引操作タイプ
|
||
request.order = ticket; // 注文チケット
|
||
if(!OrderSend(request, trade_result)) // 削除リクエスト送信
|
||
{
|
||
Print("Failed to delete order. Ticket: ", ticket, " Error: ", GetLastError());
|
||
}
|
||
else
|
||
{
|
||
if(trade_result.retcode == TRADE_RETCODE_DONE)
|
||
{
|
||
Print("Order canceled successfully due to a time limit. Ticket: ", ticket);
|
||
result = true; // 削除成功フラグ
|
||
}
|
||
else
|
||
{
|
||
Print("Order cancellation failed. Ticket: ", ticket, " Retcode: ", trade_result.retcode);
|
||
}
|
||
}
|
||
}
|
||
}
|
||
}
|
||
return result;
|
||
}
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| 時間が経過したポジションをクローズする関数
|
||
//+------------------------------------------------------------------+
|
||
bool CloseExpiredPositions()
|
||
{
|
||
bool result = false;
|
||
|
||
// ポジションを逆順でループ
|
||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||
{
|
||
string position_symbol = PositionGetSymbol(i);
|
||
if(position_symbol!="")
|
||
{
|
||
// Magic Number とシンボルでフィルタリング
|
||
if(position_symbol != _Symbol)
|
||
continue;
|
||
if(PositionGetInteger(POSITION_MAGIC) == magic_number)
|
||
{
|
||
// ポジションのエントリー時刻を取得
|
||
datetime entry_time = (datetime)PositionGetInteger(POSITION_TIME);
|
||
|
||
int entry_shift = GetBarShiftByTime(entry_time, PERIOD_H1, -1);
|
||
if(entry_shift < 0)
|
||
continue;
|
||
|
||
if(entry_shift >= CLOSE_H1_LIMIT) // H1本数（=12本 ≒ 12時間）
|
||
{
|
||
MqlTradeRequest request = {};
|
||
MqlTradeResult trade_result = {};
|
||
|
||
// ポジションタイプに応じてリクエストを設定
|
||
int position_type = (int)PositionGetInteger(POSITION_TYPE);
|
||
request.action = TRADE_ACTION_DEAL;
|
||
request.position = PositionGetInteger(POSITION_TICKET); // ポジションのチケット番号
|
||
request.symbol = position_symbol; // シンボル
|
||
request.volume = PositionGetDouble(POSITION_VOLUME); // ポジションサイズ
|
||
request.price = (position_type == POSITION_TYPE_BUY)
|
||
? SymbolInfoDouble(position_symbol, SYMBOL_BID) // BUYの場合はBIDでクローズ
|
||
: SymbolInfoDouble(position_symbol, SYMBOL_ASK); // SELLの場合はASKでクローズ
|
||
request.deviation = slippage;
|
||
request.type = (position_type == POSITION_TYPE_BUY)
|
||
? ORDER_TYPE_SELL // BUYポジションをSELLでクローズ
|
||
: ORDER_TYPE_BUY; // SELLポジションをBUYでクローズ
|
||
request.type_filling = GetOrderFillingPolicy(position_symbol); // 注文執行ポリシー
|
||
request.magic = magic_number;
|
||
|
||
// 注文送信
|
||
if(!OrderSend(request, trade_result))
|
||
{
|
||
Print("Failed to close position. Ticket: ", request.position, " Error: ", GetLastError());
|
||
continue;
|
||
}
|
||
|
||
// 結果の確認
|
||
if(trade_result.retcode == TRADE_RETCODE_DONE || trade_result.retcode == TRADE_RETCODE_DONE_PARTIAL)
|
||
{
|
||
Print("Position closed successfully due to a time limit. Ticket: ", request.position);
|
||
result = true; // 少なくとも1つ成功した場合
|
||
}
|
||
else
|
||
{
|
||
Print("Failed to close position. Ticket: ", request.position, " Retcode: ", trade_result.retcode);
|
||
}
|
||
}
|
||
}
|
||
}
|
||
else
|
||
{
|
||
Print("Failed to select position at index ", i, ". Error: ", GetLastError());
|
||
}
|
||
}
|
||
return result;
|
||
}
|
||
|
||
|
||
//+------------------------------------------------------------------+
|
||
//| 指定された時間に最も近いバーのインデックスを返す関数
|
||
//+------------------------------------------------------------------+
|
||
int GetBarShiftByTime(datetime time, ENUM_TIMEFRAMES tf, int default_shift = -1)
|
||
{
|
||
if(time <= 0)
|
||
return default_shift;
|
||
int shift = iBarShift(_Symbol, tf, time, false); // 近傍バーで解決する
|
||
if(shift < 0)
|
||
return default_shift;
|
||
return shift;
|
||
}
|
||
//+------------------------------------------------------------------+
|