176 lines
No EOL
14 KiB
Text
176 lines
No EOL
14 KiB
Text
double MaxSpread_pips = 4.0; // 許容スプレッド（Pips）
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input double AllowSpread = 10.0; // 許容スプレッドPips（0:自動）
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// スプレッド計測用
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double MeasureSpread, SpreadMin = 1000, SpreadMax = 0, SpreadSum = 0, SpreadAve = 0;
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double SpreadMin1 = 100, SpreadMax1 = 0, SpreadSum1 = 0, SpreadAve1 = 0;
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int TickCount = 0, TickCount1 = 0, lastBars;
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// オートスプレッド用
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double Adjustspread = 5.0; // 平均スプレッド加算用宣言
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double AllowMaxSpread = 8.0; // 自動最大許容スプレッド
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double Adjustspread_Margin = 2.0; // 自動スプレッド調整幅
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double Adjustspread_Margin1 = 1.0; // 自動スプレッド調整幅（1:00）
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int OnInit()
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{
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// 初期化スプレッド（バックテスト時または手動時、それ以外や自動）
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if (IsTesting() || AllowSpread != 0) MaxSpread_pips = AllowSpread;
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if (AllowSpread == 0) MaxSpread_pips = AllowMaxSpread;
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}
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void OnTick()
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{
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// スプレッド値取得
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if (!IsTesting() && AllowSpread == 0)
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{
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MeasureSpread = MarketInfo(Symbol(),MODE_SPREAD) / 10;
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MeasureSP();
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//PipsObject(); // チャートにスプレッドデータ表示
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}
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}
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//+------------------------------------------------------------------+
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//| スプレッド計測・オートスプレッド |
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//+------------------------------------------------------------------+
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void MeasureSP()
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{
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TickCount++;
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SpreadSum += MeasureSpread;
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SpreadMin = SpreadMin == 0 ? SpreadMin = MeasureSpread : SpreadMin;
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if (TickCount > 0 && SpreadSum > 0) SpreadAve = SpreadSum / TickCount;
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if (SpreadMax < MeasureSpread) SpreadMax = MeasureSpread;
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if (SpreadMin > MeasureSpread) SpreadMin = MeasureSpread;
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// 月足のバー更新時に累積値リセット
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if (lastBars != iBars(NULL, PERIOD_MN1))
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{
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lastBars = iBars(NULL, PERIOD_MN1);
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SpreadSum = 0;
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TickCount = 0;
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}
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// オートスプレッド計算
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Adjustspread = SpreadAve + Adjustspread_Margin; // 平均にマージン加算
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MaxSpread_pips = MathMin(Adjustspread, AllowMaxSpread); // 内部設定の最大値とマージン加算を比較し小さい方を採用
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}
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//+------------------------------------------------------------------+
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// コメント部にスプレッドデータ表示
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void PipsObject()
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{
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// 1:00スプ考慮しない場合
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string Data1 = "Tradeable limit : " + DoubleToStr(MaxSpread_pips,1) + " ";
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string Data2 = "MarketInfo : "+DoubleToStr(MeasureSpread,1) + " ";
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string Data3 = "Average : " + DoubleToStr(SpreadAve,1) + " ";
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string Data4 = "Max : " + DoubleToStr(SpreadMax,1) + " ";
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string Data5 = "Min : " + (SpreadMin==1000? "---" : DoubleToStr(SpreadMin,1)) + " ";
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label("SP0", "[Spread data (pips)]" + " ", 0, 114, 11, clrWhite);
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label("SP1", Data1, 0, 88, 11, clrYellow);
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label("SP2", Data2, 0, 66, 11, clrWhite);
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label("SP3", Data3, 0, 44, 11, clrWhite);
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label("SP4", Data4, 0, 22, 11, clrWhite);
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label("SP5", Data5, 0, 0, 11, clrWhite);
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}
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//+------------------------------------------------------------------+
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void label(string name, string label_text, int pos_x, int pos_y, int s, color clr= clrBlack)
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{
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name = name;
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ObjectCreate(name, OBJ_LABEL, 0, 0, 0);
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ObjectSetString (0, name, OBJPROP_TEXT, label_text);
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ObjectSetInteger(0, name, OBJPROP_FONTSIZE, s);
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ObjectSetString (0, name, OBJPROP_FONT, "Segoe UI");
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ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_RIGHT_LOWER);
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ObjectSetInteger(0, name, OBJPROP_ANCHOR, ANCHOR_RIGHT_LOWER);
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ObjectSetInteger(0, name, OBJPROP_XDISTANCE, pos_x);
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ObjectSetInteger(0, name, OBJPROP_YDISTANCE, pos_y);
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ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, name, OBJPROP_BACK, true);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| スプレッド計測・オートスプレッド（1:00計測バージョン） |
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//+------------------------------------------------------------------+
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// 各スプレッド値計算
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void MeasureSP()
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{
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TickCount++;
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SpreadSum += MeasureSpread;
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SpreadMin = SpreadMin == 0 ? SpreadMin = MeasureSpread : SpreadMin;
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if (TickCount > 0 && SpreadSum > 0) SpreadAve = SpreadSum / TickCount;
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if (SpreadMax < MeasureSpread) SpreadMax = MeasureSpread;
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if (SpreadMin > MeasureSpread) SpreadMin = MeasureSpread;
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// MT4時間1:00のスプレッド
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yTime = TimeMinute(TimeCurrent());
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if (xxTime == 1 && yTime == 0)
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{
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TickCount1++;
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SpreadSum1 += MeasureSpread;
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SpreadMin1 = SpreadMin1 == 0 ? SpreadMin1 = MeasureSpread : SpreadMin1;
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if (TickCount1 > 0 && SpreadSum1 > 0) SpreadAve1 = SpreadSum1 / TickCount1;
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if (SpreadMax1 < MeasureSpread) SpreadMax1 = MeasureSpread;
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if (SpreadMin1 > MeasureSpread) SpreadMin1 = MeasureSpread;
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}
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// 月足のバー更新時に累積値リセット
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if (lastBars != iBars(NULL, PERIOD_MN1))
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{
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lastBars = iBars(NULL, PERIOD_MN1);
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SpreadSum = 0;
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TickCount = 0;
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SpreadSum1 = 0;
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TickCount1 = 0;
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}
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// オートスプレッド設定機能
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Adjustspread = SpreadAve + Adjustspread_Margin; // 平均にマージン加算
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MaxSpread_pips = MathMin(Adjustspread, AllowMaxSpread); // 内部設定の最大値とマージン加算を比較し小さい方を採用
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if (SpreadAve1 != 0) // 1:00エントリーEA用
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{
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Adjustspread = SpreadAve1 + Adjustspread_Margin1; // 平均にマージン加算
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MaxSpread_pips = MathMax(MathMin(Adjustspread, AllowMaxSpread), MaxSpread_pips); // 最大値とマージン加算、全体平均を比較
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}
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}
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//+------------------------------------------------------------------+
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// コメント部にスプレッドデータ表示
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void PipsObject()
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{
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// 1:00スプ考慮しない場合
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string Data1 = "Tradeable limit : " + DoubleToStr(MaxSpread_pips,1) + " ";
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string Data2 = "MarketInfo : "+DoubleToStr(MeasureSpread,1) + " ";
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string Data3 = "Average : " + DoubleToStr(SpreadAve,1) + " ";
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string Data4 = "Max : " + DoubleToStr(SpreadMax,1) + " ";
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string Data5 = "Min : " + (SpreadMin==1000? "---" : DoubleToStr(SpreadMin,1)) + " ";
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label("SP0", "[Spread data (pips)]" + " ", 0, 114, 11, clrWhite);
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label("SP1", Data1, 0, 88, 11, clrYellow);
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label("SP2", Data2, 0, 66, 11, clrWhite);
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label("SP3", Data3, 0, 44, 11, clrWhite);
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label("SP4", Data4, 0, 22, 11, clrWhite);
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label("SP5", Data5, 0, 0, 11, clrWhite);
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}
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//+------------------------------------------------------------------+
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void label(string name, string label_text, int pos_x, int pos_y, int s, color clr= clrBlack)
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{
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name = name;
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ObjectCreate(name, OBJ_LABEL, 0, 0, 0);
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ObjectSetString (0, name, OBJPROP_TEXT, label_text);
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ObjectSetInteger(0, name, OBJPROP_FONTSIZE, s);
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ObjectSetString (0, name, OBJPROP_FONT, "Segoe UI");
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ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_RIGHT_LOWER);
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ObjectSetInteger(0, name, OBJPROP_ANCHOR, ANCHOR_RIGHT_LOWER);
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ObjectSetInteger(0, name, OBJPROP_XDISTANCE, pos_x);
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ObjectSetInteger(0, name, OBJPROP_YDISTANCE, pos_y);
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ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, name, OBJPROP_BACK, true);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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}
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//+------------------------------------------------------------------+ |