gavindiaz/zyb-ea
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: 修复止盈价计算逻辑

Browse Source
This commit is contained in:
zhangyangbin
2026-05-18 11:35:03 +08:00
parent 8af429f56b
commit 0357b8c4e6
1 changed files with 60 additions and 38 deletions
Download Patch File Download Diff File Expand all files Collapse all files
20260516-突破策略/20260516_Breakout.mq5
+60 -38
View File
@@ -742,12 +742,47 @@ bool OpenPosition(ENUM_ORDER_TYPE order_type, double wave_high, double wave_low,
if(lots <= 0)
return false;
double current_price = (order_type == ORDER_TYPE_BUY) ?
SymbolInfoDouble(_Symbol, SYMBOL_ASK) :
SymbolInfoDouble(_Symbol, SYMBOL_BID);
// 生成包含有效波段信息的注释
string comment = StringFormat("%s H%.0f L%.0f T%.0f",
(order_type == ORDER_TYPE_BUY ? "B" : "S"),
wave_high,
wave_low,
threshold_points);
// 计算止损和止盈（基于开仓价的百分比）
double stop_loss_amount = current_price * InpStopLossPercent / 100.0;
bool result = false;
// 先以市价开仓（不带SL/TP），成交后再根据实际成交价设置SL/TP
if(order_type == ORDER_TYPE_BUY) {
result = trade.Buy(lots, _Symbol, 0, 0, 0, comment);
} else {
result = trade.Sell(lots, _Symbol, 0, 0, 0, comment);
}
if(!result) {
Print("开仓失败: ", trade.ResultRetcode(), " - ", trade.ResultRetcodeDescription());
return false;
}
// 获取刚刚开仓的订单ticket
ulong ticket = trade.ResultOrder();
if(ticket == 0) {
ticket = trade.ResultDeal();
}
// 等待持仓信息更新
Sleep(100);
// 选择该持仓
if(!PositionSelectByTicket(ticket)) {
Print("无法选择持仓 ticket:", ticket);
return false;
}
// 获取实际成交价
double open_price = PositionGetDouble(POSITION_PRICE_OPEN);
// 基于实际成交价计算止损金额
double stop_loss_amount = open_price * InpStopLossPercent / 100.0;
// 确保止损金额不小于最小止损点数
double min_stop_loss = InpMinStopLossPoints * _Point;
@@ -756,50 +791,37 @@ bool OpenPosition(ENUM_ORDER_TYPE order_type, double wave_high, double wave_low,
}
double sl = 0, tp = 0;
bool result = false;
// 生成包含有效波段信息的注释
string comment = StringFormat("%s H%.0f L%.0f T%.0f",
(order_type == ORDER_TYPE_BUY ? "B" : "S"),
wave_high,
wave_low,
threshold_points);
if(order_type == ORDER_TYPE_BUY) {
// 先标准化止损价
sl = NormalizeDouble(current_price - stop_loss_amount, _Digits);
sl = NormalizeDouble(open_price - stop_loss_amount, _Digits);
// 根据标准化后的实际止损金额重新计算止盈金额，确保盈亏比准确
double actual_sl_amount = current_price - sl;
double actual_sl_amount = open_price - sl;
double take_profit_amount = actual_sl_amount * InpRiskRewardRatio;
tp = NormalizeDouble(current_price + take_profit_amount, _Digits);
result = trade.Buy(lots, _Symbol, 0, sl, tp, comment);
if(result) {
Print("开多单成功 - 手数:", lots,
" 波段:H:", wave_high, " L:", wave_low,
" 开仓价:", current_price,
" 止损:", sl, "(", InpStopLossPercent, "%)",
" 止盈:", tp, "(盈亏比", InpRiskRewardRatio, ")");
}
tp = NormalizeDouble(open_price + take_profit_amount, _Digits);
} else {
// 先标准化止损价
sl = NormalizeDouble(current_price + stop_loss_amount, _Digits);
sl = NormalizeDouble(open_price + stop_loss_amount, _Digits);
// 根据标准化后的实际止损金额重新计算止盈金额，确保盈亏比准确
double actual_sl_amount = sl - current_price;
double actual_sl_amount = sl - open_price;
double take_profit_amount = actual_sl_amount * InpRiskRewardRatio;
tp = NormalizeDouble(current_price - take_profit_amount, _Digits);
result = trade.Sell(lots, _Symbol, 0, sl, tp, comment);
if(result) {
Print("开空单成功 - 手数:", lots,
" 波段:H:", wave_high, " L:", wave_low,
" 开仓价:", current_price,
" 止损:", sl, "(", InpStopLossPercent, "%)",
" 止盈:", tp, "(盈亏比", InpRiskRewardRatio, ")");
}
tp = NormalizeDouble(open_price - take_profit_amount, _Digits);
}
return result;
// 修改持仓的SL/TP
if(!trade.PositionModify(ticket, sl, tp)) {
Print("修改SL/TP失败: ", trade.ResultRetcode(), " - ", trade.ResultRetcodeDescription());
return false;
}
Print(order_type == ORDER_TYPE_BUY ? "开多单成功" : "开空单成功",
" - 手数:", lots,
" 波段:H:", wave_high, " L:", wave_low,
" 实际成交价:", open_price,
" 止损:", sl, "(", InpStopLossPercent, "%)",
" 止盈:", tp, "(盈亏比", InpRiskRewardRatio, ")");
return true;
}
//+------------------------------------------------------------------+