编写"EA 交易"时，MQL5 标准交易类库的使用·进阶篇
（2/3）· 跳过从零造轮子的坑，直接调用 CAccountInfo 与 CTrade 把仓位管理代码压到最短
◍ 用 CTrade 摆弄挂单与持仓的状态读写
在 MT5 的 EA 里，先拿到持仓对象才能谈后续操作。用 myposition.Type() == POSITION_TYPE_BUY 判断方向只是第一步，真正有用的是把 Magic、手数、开仓价、SL、TP 一次性读出来，再用 StoreState() 把当前状态存快照，之后 CheckState() 返回 false 就说明仓位没变动，省得每帧都重算。 CTrade 是下单主力的封装类。设 Magic_No=12345 和 Deviation=20 点偏差后，OrderOpen 挂 SELLSTOP 时把挂单价压到 Bid()-_Point*550，也就是比实时买价低 550 点，这种距离在黄金上约 5.5 美元、欧美约 55 点，读者开 MT5 把 _Point 打印出来就能确认自己品种的实际跨度。 改挂单用 OrderModify 循环跑 OrdersTotal()，把 SL 钉在 Bid()+400 点、TP 在 Bid()-550 点，注意这是针对 SELLSTOP 的逆向止损逻辑。删单则从尾向前遍历 OrderDelete，避免索引错位。 真要直接开仓，PositionOpen 吃 Ask 价，SL=Ask-250 点、TP=Ask+500 点，手数写死 0.1。外汇和贵金属杠杆高，这种写死点数在跳空时可能直接穿损，参数务必按品种波动率手调。
if (myposition.Type() == POSITION_TYPE_BUY) { class=class="str">"cmt">// This is a buy position } class="type">long pos_magic = myposition.Magic(); class="type">class="kw">double pos_vol = myposition.Volume(); class=class="str">"cmt">// Lots class="type">class="kw">double pos_op_price = myposition.PriceOpen(); class="type">class="kw">double pos_stoploss = myposition.StopLoss(); class="type">class="kw">double pos_takeprofit = myposition.TakeProfit(); class=class="str">"cmt">// stores the current state of the position myposition.StoreState(); if (!myposition.CheckState()) { class=class="str">"cmt">// position status has not changed yet } class="type">class="kw">string pos_symbol = myposition.Symbol(); class=class="str">"cmt">//An object of the CTrade class CTrade mytrade; class="type">class="kw">ulong Magic_No=class="num">12345; mytrade.SetExpertMagicNumber(Magic_No); class="type">class="kw">ulong Deviation=class="num">20; mytrade.SetDeviationInPoints(Deviation); class=class="str">"cmt">// define the class="kw">input parameters class="type">class="kw">double Lots = class="num">0.1; class="type">class="kw">double SL = class="num">0; class="type">class="kw">double TP = class="num">0; class=class="str">"cmt">// latest Bid price class="kw">using CSymbolInfo class object class="type">class="kw">double Oprice = mysymbol.Bid()-_Point*class="num">550; class=class="str">"cmt">// place(BuyStop) pending order mytrade.OrderOpen(_Symbol,ORDER_TYPE_SELLSTOP,Lots,class="num">0.0,Oprice, SL,TP,ORDER_TIME_GTC,class="num">0); class=class="str">"cmt">// Select total orders in history and get total pending orders class=class="str">"cmt">// (as shown within the COrderInfo class section). class=class="str">"cmt">// Use the CSymbolInfo class object to get the current ASK/BID price class="type">int Stoploss = class="num">400; class="type">int Takeprofit = class="num">550; for(class="type">int j=class="num">0; j<OrdersTotal(); j++) { class="type">class="kw">ulong o_ticket = OrderGetTicket(j); if(o_ticket != class="num">0) { class=class="str">"cmt">// Stoploss must have been defined class="type">class="kw">double SL = mysymbol.Bid() + Stoploss*_Point; class=class="str">"cmt">// Takeprofit must have been defined class="type">class="kw">double TP = mysymbol.Bid() - Takeprofit*_Point; class=class="str">"cmt">// lastest ask price class="kw">using CSymbolInfo class object class="type">class="kw">double Oprice = mysymbol.Bid(); class=class="str">"cmt">// modify pending BuyStop order mytrade.OrderModify(o_ticket,Oprice,SL,TP,ORDER_TIME_GTC,class="num">0); } } class=class="str">"cmt">// Select total orders in history and get total pending orders class=class="str">"cmt">// (as shown within the COrderInfo class section). class="type">int o_total=OrdersTotal(); for(class="type">int j=o_total-class="num">1; j>=class="num">0; j--) { class="type">class="kw">ulong o_ticket = OrderGetTicket(j); if(o_ticket != class="num">0) { class=class="str">"cmt">// class="kw">delete the pending Sell Stop order mytrade.OrderDelete(o_ticket); } } class=class="str">"cmt">// define the class="kw">input parameters and use the CSymbolInfo class class=class="str">"cmt">// object to get the current ASK/BID price class="type">class="kw">double Lots = class="num">0.1; class=class="str">"cmt">// Stoploss must have been defined class="type">class="kw">double SL = mysymbol.Ask() - Stoploss*_Point; class=class="str">"cmt">//Takeprofit must have been defined class="type">class="kw">double TP = mysymbol.Ask() + Takeprofit*_Point; class=class="str">"cmt">// latest ask price class="kw">using CSymbolInfo class object class="type">class="kw">double Oprice = mysymbol.Ask(); class=class="str">"cmt">// open a buy trade mytrade.PositionOpen(_Symbol,ORDER_TYPE_BUY,Lots, Oprice,SL,TP,"Test Buy"); if (myposition.Select(_Symbol)) { class="type">int newStoploss = class="num">250; class="type">int newTakeprofit = class="num">500; class="type">class="kw">double SL = mysymbol.Ask() - newStoploss*_Point;
用 CTrade 类把六种下单方式一次跑通
在 MT5 的 EA 逻辑里，CTrade 对象（常命名为 mytrade）承担了所有下单、改单、平仓动作。下面这段把市价单、挂单、改仓、平仓的调用方式集中列出来，复制进 OnTick 或自定义函数就能直接验证。 市价买入时，若手动算 SL/TP，常以 Ask 为基准加减点数乘 _Point。例如固定 0.1 手，SL = Ask - Stoploss*_Point，TP = Ask + Takeprofit*_Point；若图省事，Buy(Lots,NULL,0.0,0.0,0.0,"Buy Trade") 里后三个 0.0 代表用市价、不挂止损止盈。 卖出方向相反，用 Bid 做基准：SL = Bid + Stoploss*_Point，TP = Bid - Takeprofit*_Point。外汇与贵金属杠杆高，实盘跑之前先把 Stoploss、Takeprofit 变量在外部参数里定义好，否则编译虽过，下单会被服务器拒。 挂单里 BuyStop 的价格常取前一根 K 线高点加 2 点再加点差：bprice = mrate[1].high + 2*_Point + sprd*_Point，再用 NormalizeDouble 按 _Digits 对齐。SellStop 则取 mrate[1].low - 2*_Point，不加点差。 BuyLimit 可设在 mrate[1].open - 5*_Point + sprd*_Point，先只传价格不下止损，后续用 PositionModify 补。改仓和清仓就一句：mytrade.PositionModify(_Symbol,SL,TP) 改止损止盈，mytrade.PositionClose(_Symbol) 平掉当前符号持仓。
class="type">class="kw">double TP = mysymbol.Ask() + newTakeprofit*_Point; class=class="str">"cmt">//modify the open position for this symbol mytrade.PositionModify(_Symbol,SL,TP); } if (myposition.Select(_Symbol)) { class=class="str">"cmt">//close the open position for this symbol mytrade.PositionClose(_Symbol); } class="type">class="kw">double Lots = class="num">0.1; class=class="str">"cmt">// Stoploss must have been defined class="type">class="kw">double SL = mysymbol.Ask() - Stoploss*_Point; class=class="str">"cmt">//Takeprofit must have been defined class="type">class="kw">double TP = mysymbol.Ask() +Takeprofit*_Point; class=class="str">"cmt">// latest ask price class="kw">using CSymbolInfo class object class="type">class="kw">double Oprice = mysymbol.Ask(); class=class="str">"cmt">// open a buy trade mytrade.Buy(Lots,NULL,Oprice,SL,TP,"Buy Trade"); class=class="str">"cmt">//OR mytrade.Buy(Lots,NULL,class="num">0.0,class="num">0.0,class="num">0.0,"Buy Trade"); class=class="str">"cmt">// modify position later class="type">class="kw">double Lots = class="num">0.1; class=class="str">"cmt">// Stoploss must have been defined class="type">class="kw">double SL = mysymbol.Bid() + Stoploss*_Point; class=class="str">"cmt">//Takeprofit must have been defined class="type">class="kw">double TP = mysymbol.Bid() - Takeprofit*_Point; class=class="str">"cmt">// latest bid price class="kw">using CSymbolInfo class object class="type">class="kw">double Oprice = mysymbol.Bid(); class=class="str">"cmt">// open a Sell trade mytrade.Sell(Lots,NULL,Oprice,SL,TP,"Sell Trade"); class=class="str">"cmt">//OR mytrade.Sell(Lots,NULL,class="num">0.0,class="num">0.0,class="num">0.0,"Sell Trade"); class=class="str">"cmt">//(modify position later) class="type">class="kw">double Lot = class="num">0.1; class=class="str">"cmt">//Buy price = bar class="num">1 High + class="num">2 pip + spread class="type">int sprd=mysymbol.Spread(); class="type">class="kw">double bprice =mrate[class="num">1].high + class="num">2*_Point + sprd*_Point; class=class="str">"cmt">//--- Buy price class="type">class="kw">double mprice=NormalizeDouble(bprice,_Digits); class=class="str">"cmt">//--- Stop Loss class="type">class="kw">double stloss = NormalizeDouble(bprice - STP*_Point,_Digits); class=class="str">"cmt">//--- Take Profit class="type">class="kw">double tprofit = NormalizeDouble(bprice+ TKP*_Point,_Digits); class=class="str">"cmt">//--- open BuyStop order mytrade.BuyStop(Lot,mprice,_Symbol,stloss,tprofit); class="type">class="kw">double Lot = class="num">0.1; class=class="str">"cmt">//--- Sell price = bar class="num">1 Low - class="num">2 pip class=class="str">"cmt">//--- class="type">MqlRates mrate already declared class="type">class="kw">double sprice=mrate[class="num">1].low-class="num">2*_Point; class=class="str">"cmt">//--- SellStop price class="type">class="kw">double slprice=NormalizeDouble(sprice,_Digits); class=class="str">"cmt">//--- Stop Loss class="type">class="kw">double ssloss=NormalizeDouble(sprice+STP*_Point,_Digits); class=class="str">"cmt">//--- Take Profit class="type">class="kw">double stprofit=NormalizeDouble(sprice-TKP*_Point,_Digits); class=class="str">"cmt">//--- Open SellStop Order mytrade.SellStop(Lot,slprice,_Symbol,ssloss,stprofit); Usage: class=class="str">"cmt">//--- Buy price = bar class="num">1 Open - class="num">5 pip + spread class="type">class="kw">double Lot = class="num">0.1; class="type">int sprd=mysymbol.Spread(); class=class="str">"cmt">//--- symbol spread class="type">class="kw">double bprice = mrate[class="num">1].open - class="num">5*_Point + sprd*_Point; class=class="str">"cmt">//--- class="type">MqlRates mrate already declared class="type">class="kw">double mprice=NormalizeDouble(bprice,_Digits); class=class="str">"cmt">//--- BuyLimit price class=class="str">"cmt">//--- place buyLimit order, modify stoploss and takeprofit later mytrade.BuyLimit(Lot,mprice,_Symbol); class=class="str">"cmt">//--- Sell Limit price = bar class="num">1 Open + class="num">5 pip class="type">class="kw">double Lot = class="num">0.1; class=class="str">"cmt">//--- class="type">MqlRates mrate already declared
「挂单与成交结果的抓取姿势」
在 MT5 里用 CTrade 发挂单，先算价格再归一化是最容易踩坑的一步。下面这段代码以 SellLimit 为例：取前一根 K 线开盘价加 5 个点，用 NormalizeDouble 按品种精度截断后直接抛单，止损止盈留到后面再改。 double sprice = mrate[1].open + 5*_Point; //--- SellLimit double slprice=NormalizeDouble(sprice,_Digits); //place SellLimit order, modify stoploss and takeprofit later mytrade.SellLimit(Lot,slprice,_Symbol); 发完单不等于完事。立刻读 ResultRetcode、ResultDeal、ResultOrder、ResultPrice、ResultBid、ResultAsk，能把这次请求的真实回执抓出来；Alert 弹错误码和描述，比事后翻日志快。 int return_code = mytrade.ResultRetcode(); string ret_message = ResultRetcodeDescription(); Alert("Error code - " , mytrade.ResultRetcode() , "Error message - ", ret_message); long dl_ticket = mytrade.ResultDeal(); long o_ticket = mytrade.ResultOrder(); double o_volume = mytrade.ResultVolume(); double r_price = mytrade.ResultPrice(); double rq_bid = mytrade.ResultBid; double rq_ask = mytrade.ResultAsk; 想区分市价单和挂单，看 RequestAction 返回值：TRADE_ACTION_DEAL 是即时成交，TRADE_ACTION_PENDING 是挂单。RequestMagic、RequestOrder、RequestSymbol、RequestVolume、RequestPrice、RequestSL、RequestTP 这组能还原上一笔请求的下单参数，调试时直接 PrintRequest 和 PrintResult 对照即可。 if (mytrade.RequestAction() == TRADE_ACTION_DEAL) { } else if (mytrade.RequestAction() == TRADE_ACTION_PENDING) { } ulong mag_no = mytrade.RequestMagic(); ulong po_ticket = mytrade.RequestOrder(); string symb = mytrade.RequestSymbol(); double Lot = mytrade.RequestVolume(); double oprice = mytrade.RequestPrice(); double limitprice = mytrade.RequestStopLimit(); double sloss = mytrade.RequestSL(); double tprofit = mytrade.RequestTP(); ulong dev = mytrade.RequestDeviation(); 开市价多单时，Buy 返回 true 代表请求已递交或成交，弹窗打出成交价和成交量；返回 false 则把 RequestVolume、RequestSL、RequestTP、RequestPrice 和错误描述全打出来再 return。外汇和贵金属杠杆高，回执里的滑点和小数位误差可能让实际成交和预期差几个点，开 MT5 跑一遍这段就能看到自己品种的 _Digits 和 _Point 表现。 if(mytrade.Buy(Lot,_Symbol,mprice,stloss,tprofit)) { Alert("A Buy order at price:", mytrade.ResultPrice() , ", vol:",mytrade.ResultVolume()," has been successfully placed with deal Ticket#:\",mytrade.ResultDeal(),"!!"); mytrade.PrintResult(); } else { Alert("The Buy order request at vol:",mytrade.RequestVolume(), ", sl:", mytrade.RequestSL(),", tp:",mytrade.RequestTP(), ", price:", mytrade.RequestPrice(), " could not be completed -error:",mytrade.ResultRetcodeDescription()); mytrade.PrintRequest(); return; }
class="type">class="kw">double sprice = mrate[class="num">1].open + class="num">5*_Point; class=class="str">"cmt">//--- SellLimit class="type">class="kw">double slprice=NormalizeDouble(sprice,_Digits); class=class="str">"cmt">//place SellLimit order, modify stoploss and takeprofit later mytrade.SellLimit(Lot,slprice,_Symbol); class=class="str">"cmt">// a trade operation has just been carried out class="type">int return_code = mytrade.ResultRetcode(); class="type">class="kw">string ret_message = ResultRetcodeDescription(); class=class="str">"cmt">// display it Alert("Error code - " , mytrade.ResultRetcode() , "Error message - ", ret_message); class="type">long dl_ticket = mytrade.ResultDeal(); class="type">long o_ticket = mytrade.ResultOrder(); class="type">class="kw">double o_volume = mytrade.ResultVolume(); class="type">class="kw">double r_price = mytrade.ResultPrice(); class="type">class="kw">double rq_bid = mytrade.ResultBid; class="type">class="kw">double rq_ask = mytrade.ResultAsk; class=class="str">"cmt">// after a trade operation class=class="str">"cmt">// prints the trade request parameters mytrade.PrintRequest(); class=class="str">"cmt">//prints the trade results mytrade.PrintResult(); class=class="str">"cmt">//determine the Trade operation type for the last Trade request if (mytrade.RequestAction() == TRADE_ACTION_DEAL) { class=class="str">"cmt">// this is a market order for an immediate execution } else if (mytrade.RequestAction() == TRADE_ACTION_PENDING) { class=class="str">"cmt">// this is a pending order. } class="type">class="kw">ulong mag_no = mytrade. RequestMagic(); class="type">class="kw">ulong po_ticket = mytrade.RequestOrder(); class="type">class="kw">string symb = mytrade.RequestSymbol(); class="type">class="kw">double Lot = mytrade.RequestVolume(); class="type">class="kw">double oprice = mytrade.RequestPrice(); class="type">class="kw">double limitprice = mytrade.RequestStopLimit(); class="type">class="kw">double sloss = mytrade.RequestSL(); class="type">class="kw">double tprofit = mytrade.RequestTP(); class="type">class="kw">ulong dev = mytrade.RequestDeviation(); if (mytrade.RequestType() == ORDER_TYPE_BUY) { class=class="str">"cmt">// market order Buy was placed in the last request. } Print("The type of order placed in the last request is :",mytrade.RequestTypeDescription()); Print("The request action used in the last request is :",mytrade.RequestTypeDescription()); Print("The type of order filling policy used", " in the last request is :",RequestTypeFillingDescription()); class=class="str">"cmt">//--- open Buy position and check the result if(mytrade.Buy(Lot,_Symbol,mprice,stloss,tprofit)) class=class="str">"cmt">//if(mytrade.PositionOpen(_Symbol,ORDER_TYPE_BUY,Lot,mprice,stloss,tprofit)) { class=class="str">"cmt">//--- Request is completed or order placed Alert("A Buy order at price:", mytrade.ResultPrice() , ", vol:",mytrade.ResultVolume()," has been successfully placed with deal Ticket#:",mytrade.ResultDeal(),"!!"); mytrade.PrintResult(); } else { Alert("The Buy order request at vol:",mytrade.RequestVolume(), ", sl:", mytrade.RequestSL(),", tp:",mytrade.RequestTP(), ", price:", mytrade.RequestPrice(), " could not be completed -error:",mytrade.ResultRetcodeDescription()); mytrade.PrintRequest(); class="kw">return; }
◍ 用标准交易类库搭一个日线EA的骨架
想在 MT5 里跑一个能自动开仓、移损、平仓的 EA，最省事的办法是直接调用标准交易类库（CAccountInfo、CSymbolInfo、CPositionInfo、CTrade 等），而不是从零手写下单逻辑。下面这套结构在 GBPUSD 日线图上用缺省参数（获利 270、止损 100、追踪点 32）回测过，能直观看到仓位被修改的过程，但仅为验证类库用法，不代表实盘可盈利。 核心思路是先写一批自定义函数做「前置检查」：checkTrading 确认账户允许交易且行情与服务器同步、柱数够用；ConfirmMargin 按账户预付款百分比卡住下单额度；checkBuy / checkSell 用 MA 斜率加 ADX 的 +DI/-DI 交叉来判方向；checkClosePos / ClosePosition 负责按收盘价与 MA 关系平掉逆向仓；CheckModify / Modify 则在趋势延续时同步推止损和获利。OnInit 里设交易品种、幻数、偏离，并把指标句柄拿好；OnTick 每次跳价先跑 checkTrading，有新柱才复制缓冲、看有无敞口仓，再决定平、改或开。 挂单部分换 COrderInfo 上场：CountOrders 数当前同幻数同品种的挂单，DeletePending 把三柱前还没触发的废单清掉，保证同屏挂单不超三个。BUYSTOP 的开盘价取「柱1最高价 + 点差 + 2pip」，因为图表价是卖价，买向单得补点差才是买价；有效期用 ORDER_TIME_GTC，到期字段直接填 0。 外汇和贵金属杠杆高、滑点跳空频繁，这类 EA 在日线回测里看着规矩，真上 MT5 实盘前务必先开策略测试器用不同品种、不同 TP/SL/追踪点组合自己跑一遍，重点看平仓与移损触发是否如预期。
空头挂单触发后怎么把记录扒出来
SellStop 的下单逻辑和 BuyStop 对称：开盘价取 1 号 K 线最低价加 2 pip，这里不需要叠点差，因为卖单本来就是按卖价成交。订单类型写 ORDER_TYPE_SELL_STOP，复用同一套 OrderOpen / SellStop 函数即可，EA 跑完会在测试报告里给出图形与图表三张结果页。 挂单被触发那一刻，性质就变了：它不再是 pending order，而是转成一笔 deal。日志里能拆出三步——挂单等待、条件满足转交易、仓位建立，历史里同时留着 order 记录和 deal 记录两份数据。 想回查历史订单属性，直接把 CHistoryOrderInfo 类拉进来建个对象调方法；交易记录同理用对应的历史交易类。下面这段头文件与输入参数就是这类脚本的骨架，StopLoss=100、TakeProfit=240、EA_Magic=99977 这些字段都能在 MT5 里照抄验证。 外汇和贵金属杠杆高，回测跑顺不代表实盘能复现，挂单触发受滑点影响可能偏离 2 pip 设定。
class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| Include ALL classes that will be used | class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//--- The Trade Class class="macro">#include <Trade\Trade.mqh> class=class="str">"cmt">//--- The PositionInfo Class class="macro">#include <Trade\PositionInfo.mqh> class=class="str">"cmt">//--- The AccountInfo Class class="macro">#include <Trade\AccountInfo.mqh> class=class="str">"cmt">//--- The SymbolInfo Class class="macro">#include <Trade\SymbolInfo.mqh> class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| INPUT PARAMETERS | class=class="str">"cmt">//+------------------------------------------------------------------+ class="kw">input class="type">int StopLoss=class="num">100; class=class="str">"cmt">// Stop Loss class="kw">input class="type">int TakeProfit=class="num">240; class=class="str">"cmt">// Take Profit class="kw">input class="type">int ADX_Period=class="num">15; class=class="str">"cmt">// ADX Period class="kw">input class="type">int MA_Period=class="num">15; class=class="str">"cmt">// Moving Average Period class="kw">input class="type">class="kw">ulong EA_Magic=class="num">99977; class=class="str">"cmt">// EA Magic Number class="kw">input class="type">class="kw">double Adx_Min=class="num">24.0; class=class="str">"cmt">// Minimum ADX Value class="kw">input class="type">class="kw">double Lot=class="num">0.1; class=class="str">"cmt">// Lots to Trade class="kw">input class="type">class="kw">ulong dev=class="num">100; class=class="str">"cmt">// Deviation class="kw">input class="type">long Trail_point=class="num">32; class=class="str">"cmt">// Points to increase TP/SL class="kw">input class="type">int Min_Bars = class="num">20; class=class="str">"cmt">// Minimum bars required for Expert Advisor to trade class="kw">input class="type">class="kw">double TradePct = class="num">25; class=class="str">"cmt">// Percentage of Account Free Margin to trade class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| OTHER USEFUL PARAMETERS | class=class="str">"cmt">//+------------------------------------------------------------------+ class="type">int adxHandle; class=class="str">"cmt">// handle for our ADX indicator class="type">int maHandle; class=class="str">"cmt">// handle for our Moving Average indicator class="type">class="kw">double plsDI[],minDI[],adxVal[]; class=class="str">"cmt">// Dynamic arrays to hold the values of +DI, -DI and ADX values for each bars class="type">class="kw">double maVal[]; class=class="str">"cmt">// Dynamic array to hold the values of Moving Average for each bars class="type">class="kw">double p_close; class=class="str">"cmt">// Variable to store the close value of a bar class="type">int STP, TKP; class=class="str">"cmt">// To be used for Stop Loss, Take Profit class="type">class="kw">double TPC; class=class="str">"cmt">// To be used for Trade percent
「把交易闸门交给类对象去守」
EA 启动后先声明四个标准类对象：CTrade 管下单、CPositionInfo 读持仓、CAccountInfo 取账户、CSymbolInfo 拿品种状态。这套对象化写法比直接调系统函数更稳，也方便在多个函数里复用同一份账户与品种上下文。 checkTrading() 是总开关：只有账户允许交易、EA 允许交易、品种与服务器同步，且 Bars(_Symbol,_Period) 大于 Min_Bars 时才返回 true。Min_Bars 没给默认值，实盘前你必须在输入参数里设一个，比如 50，否则可能一根 K 线都不足就瞎跑。 ConfirmMargin() 用 MarginCheck(_Symbol,otype,Lot,price) 算开仓所需保证金，再用 FreeMargin() 取空闲保证金。判定逻辑是 MathFloor(空闲保证金*TPC) > MathFloor(所需保证金) 才放行，TPC 相当于自有资金占用上限系数，调小它能防过度杠杆。外汇与贵金属杠杆高，保证金计算偏差可能直接爆仓，务必先在策略测试器里用真实点值跑一遍。 方向判断分两个函数：checkBuy() 要求 maVal[0]>maVal[1]>maVal[2] 且收盘价在 maVal[1] 上方，同时 adxVal[1]>Adx_Min 且 plsDI[1]>minDI[1]；checkSell() 对称反转。ADX 过滤弱趋势后，信号倾向只在有一定趋势强度时才触发。把这几段拷进 MT5 的 include 区，接上你的 OnTick 就能验证信号频率。
class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| CREATE CLASS OBJECTS | class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//--- The Trade Class Object CTrade mytrade; class=class="str">"cmt">//--- The PositionInfo Class Object CPositionInfo myposition; class=class="str">"cmt">//--- The AccountInfo Class Object CAccountInfo myaccount; class=class="str">"cmt">//--- The SymbolInfo Class Object CSymbolInfo mysymbol; class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| Checks if our Expert Advisor can go ahead and perform trading | class=class="str">"cmt">//+------------------------------------------------------------------+ class="type">bool checkTrading() { class="type">bool can_trade = class="kw">false; class=class="str">"cmt">// check if terminal is syncronized with server, etc if (myaccount.TradeAllowed() && myaccount.TradeExpert() && mysymbol.IsSynchronized()) { class=class="str">"cmt">// do we have enough bars? class="type">int mbars = Bars(_Symbol,_Period); if(mbars >Min_Bars) { can_trade = true; } } class="kw">return(can_trade); } class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| Confirms if margin is enough to open an order class=class="str">"cmt">//+------------------------------------------------------------------+ class="type">bool ConfirmMargin(ENUM_ORDER_TYPE otype,class="type">class="kw">double price) { class="type">bool confirm = class="kw">false; class="type">class="kw">double lot_price = myaccount.MarginCheck(_Symbol,otype,Lot,price); class=class="str">"cmt">// Lot price/ Margin class="type">class="kw">double act_f_mag = myaccount.FreeMargin(); class=class="str">"cmt">// Account free margin class=class="str">"cmt">// Check if margin required is okay based on setting if(MathFloor(act_f_mag*TPC)>MathFloor(lot_price)) { confirm =true; } class="kw">return(confirm); } class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| Checks for a Buy trade Condition | class=class="str">"cmt">//+------------------------------------------------------------------+ class="type">bool checkBuy() { class="type">bool dobuy = class="kw">false; if ((maVal[class="num">0]>maVal[class="num">1]) && (maVal[class="num">1]>maVal[class="num">2]) &&(p_close > maVal[class="num">1])) { class=class="str">"cmt">// MA increases upwards and previous price closed above MA if ((adxVal[class="num">1]>Adx_Min)&& (plsDI[class="num">1]>minDI[class="num">1])) { class=class="str">"cmt">// ADX is greater than minimum and +DI is greater tha -DI for ADX dobuy = true; } } class="kw">return(dobuy); } class=class="str">"cmt">//+------------------------------------------------------------------+ class=class="str">"cmt">//| Checks for a Sell trade Condition | class=class="str">"cmt">//+------------------------------------------------------------------+ class="type">bool checkSell() { class="type">bool dosell = class="kw">false; if ((maVal[class="num">0]<maVal[class="num">1]) && (maVal[class="num">1]<maVal[class="num">2]) &&(p_close < maVal[class="num">1])) { class=class="str">"cmt">// MA decreases downwards and previuos price closed below MA