仓位计算器

//+------------------------------------------------------------------+
//|                                           PositionCalculator.mq4 |
//|                        Copyright 2015, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2015, MetaQuotes Software Corp."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property strict
#property indicator_separate_window//副窗口显示
#property  indicator_buffers 2;
#property  indicator_color1 SeaGreen //文字颜色
#property  indicator_color2 Red //警告文字颜色
input int ATRPeriod=14;//ATR活动周期
input int MarginRatio=10;//保证金比例 Min: 1(1%) Max 100(100%)
int windowsHandle=0;//WindowFind(WindowExpertName());//获取当前指标所在窗口序号 0 主窗口
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- indicator buffers mapping
   IndicatorShortName("PositionCalculator("+IntegerToString(ATRPeriod)+","+IntegerToString(MarginRatio)+")");//指标标题
   windowsHandle=WindowFind("PositionCalculator("+IntegerToString(ATRPeriod)+","+IntegerToString(MarginRatio)+")");//获取当前指标所在窗口序号 0 主窗口
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   ObjectsDeleteAll(windowsHandle,OBJ_LABEL);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
//---
//ObjectsDeleteAll(myWindowsHandle,OBJ_LABEL);
   PositionCalculator();
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
//---
  }
//+------------------------------------------------------------------+
//| ChartEvent function                                              |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//---
  }
//+------------------------------------------------------------------+
//|                  PositionCalculator Function                     |
//+------------------------------------------------------------------+
/*
函数：仓位计算器
*/
void PositionCalculator()
  {
//账户信息
   if(IsConnected())
     {
      string symbol=Symbol();
      double marginValue=MarketInfo(symbol,MODE_MARGINREQUIRED);
      double BuyPrice=MarketInfo(symbol,MODE_ASK);
      double SellPrice=MarketInfo(symbol,MODE_BID);
      double SpreadValue=MarketInfo(symbol,MODE_SPREAD);
      double SpreadPrice=MathAbs(BuyPrice-SellPrice);


      double ATRIndexValue=iATR(symbol,0,ATRPeriod,0);//ATR 指标读数
      double Account_Equity=AccountEquity()*MarginRatio/100;//账户资金
      double Account_FreeMargin=AccountFreeMargin()*MarginRatio/100;流动资金
      double TickValue=MarketInfo(symbol,MODE_TICKVALUE);//单点价值
      int Account_Leverage=AccountLeverage();//杠杆
      if(Account_Leverage == 0) return;
      double myDvol=ATRIndexValue*TickValue;//绝对波幅
      double  MinLot=MarketInfo(symbol,MODE_MINLOT);//最小交易量
      double UnitLots=iFundsToHands(symbol,(0.01*Account_Equity*(1/Account_Leverage))/myDvol);//单位头寸
      if(UnitLots<MinLot) UnitLots=MinLot;//避免计算错误
      double MaxLots=iFundsToHands(Symbol(),Account_Equity);
      //if(MaxLots<MinLot) MaxLots=MinLot;
      double MaxNum=MaxLots/UnitLots;//最大头寸数量
      double MaxFreeLots=iFundsToHands(Symbol(),Account_FreeMargin);
      double MaxFreeNum=MaxFreeLots/UnitLots;//最大头寸数量


      iDisplayInfo("symbol","当前货币："+symbol,0,15,20,8,"",indicator_color1);
      iDisplayInfo("marginValue","标准保证金："+DoubleToStr(marginValue,2),0,15,35,8,"",indicator_color1);
      iDisplayInfo("SpreadValue","浮动点差："+DoubleToStr(SpreadValue,0),0,15,50,8,"",indicator_color1);
      iDisplayInfo("SpreadPrice","买卖点差："+DoubleToStr(SpreadPrice,Digits),0,15,65,8,"",indicator_color1);
      iDisplayInfo("SpreadPrice","买卖点差："+DoubleToStr(SpreadPrice,Digits),0,15,65,8,"",indicator_color1);
      iDisplayInfo("MinLot","最小下单量："+DoubleToStr(MinLot,2),0,15,80,8,"",indicator_color1);


      iDisplayInfo("Leverage","杠杆比例：1:"+IntegerToString(Account_Leverage),0,150,20,8,"",indicator_color1);
      iDisplayInfo("TickValue","单点价值："+DoubleToStr(TickValue,Digits),0,150,35,8,"",indicator_color1);
      iDisplayInfo("ATRIndexReadings","ATR读数："+DoubleToStr(ATRIndexValue,Digits),0,150,50,8,"",indicator_color1);
      iDisplayInfo("Dvol","绝对波幅："+DoubleToStr(myDvol,Digits),0,150,65,8,"",indicator_color1);
      iDisplayInfo("Unit","单位头寸："+DoubleToStr(UnitLots,2),0,150,80,8,"",indicator_color1);


      iDisplayInfo("AccountEquity","账户资金："+DoubleToStr(Account_Equity,2),0,285,20,8,"",indicator_color1);
      iDisplayInfo("AccountFreeMargin","自由资金："+DoubleToStr(Account_FreeMargin,2),0,285,35,8,"",indicator_color2);
      iDisplayInfo("MaxLots","最大头寸："+DoubleToStr(MaxLots,2)+"/"+DoubleToStr(MaxNum,0),0,285,50,8,"",indicator_color1);
      iDisplayInfo("newLots","自由头寸："+DoubleToStr(MaxFreeLots,2)+"/"+DoubleToStr(MaxFreeNum,0),0,285,65,8,"",indicator_color2);


      int TradeCount=OrdersTotal();//订单数
      long PositionSizeCount=0;//订单量
      double PositionSizeTotal=0.0;//订单实量
      long symbolTradeTotal=0; //货币单数 
      double symbolPositionSize=0.00;//货币单量
      if(TradeCount>0)
        {
         for(int OrderIndex=0;OrderIndex<=TradeCount-1;OrderIndex++)
           {
            if(OrderSelect(OrderIndex,SELECT_BY_POS,MODE_TRADES))
              {
               string Order_Symbol=OrderSymbol();
               double Order_Lots=OrderLots();
               double  OrderSymbolMinLot=MarketInfo(Order_Symbol,MODE_MINLOT);//最小交易量
               PositionSizeCount+=StringToInteger(DoubleToStr(Order_Lots/OrderSymbolMinLot,0));
               PositionSizeTotal+=(Order_Lots/OrderSymbolMinLot)*MinLot;
               if((Order_Symbol==symbol))
                 {
                  symbolTradeTotal++;
                  symbolPositionSize+=Order_Lots;
                 }
              }
           }
        }
      iDisplayInfo("TradeCount","订单总数："+IntegerToString(TradeCount),0,420,20,8,"",indicator_color2);
      iDisplayInfo("PositionSizeTotal","订单总量："+DoubleToStr(PositionSizeTotal,2)+"("+DoubleToStr(PositionSizeTotal*100.00/MaxLots,2)+"%)",0,420,35,8,"",indicator_color2);
      if(TradeCount>0)
        {
         iDisplayInfo("symbolTradeTotal","货币单数："+IntegerToString(symbolTradeTotal)+"("+DoubleToStr(symbolTradeTotal*100.00/TradeCount,2)+"%)",0,420,50,8,"",indicator_color2);
        }
      else
        {
         iDisplayInfo("symbolTradeTotal","货币单数："+IntegerToString(symbolTradeTotal)+"("+DoubleToStr(symbolTradeTotal*100.00/100,2)+"%)",0,420,50,8,"",indicator_color2);
        }
      iDisplayInfo("symbolPositionSize","货币单量："+DoubleToStr(symbolPositionSize,2)+"("+DoubleToStr(symbolPositionSize*100.00/MaxLots,2)+"%)",0,420,65,8,"",indicator_color2);


     }
  }
//+------------------------------------------------------------------+
//|          iDisplayInfo Function                                   |
//+------------------------------------------------------------------+
void iDisplayInfo(string LableName,string LableDoc,int LableCorner,
                  int LableX,int LableY,int DocSize,string DocStyle,color DocColor)
  {
   if(LableCorner == -1 ) return;
   LableName=LableName+DoubleToStr(windowsHandle,0);
   ObjectCreate(LableName,OBJ_LABEL,windowsHandle,0,0);//建立卷标对象
   ObjectSetText(LableName,LableDoc,DocSize,DocStyle,DocColor);//定义对象属性
   ObjectSet(LableName,OBJPROP_CORNER,LableCorner);//确定坐标原点。0 左上角 1 右上角 2 左下角 3 右下角 -1 不显示
   ObjectSet(LableName,OBJPROP_XDISTANCE,LableX);//定义横坐标，单位：像素
   ObjectSet(LableName,OBJPROP_YDISTANCE,LableY);//定义纵坐标，单位：像素
  }
//+------------------------------------------------------------------+
//|              iFundsToHands Function                              |
//+------------------------------------------------------------------+
/*
函数：金额转换手数
参数：symbol 货币对
      priceFunds 资金基数
*/
double iFundsToHands(string symbol,double priceFunds)
  {
//计算可开仓手数 1标准手开仓自由保证金
   double openLots=priceFunds/MarketInfo(symbol,MODE_MARGINREQUIRED);
//手数转整形 最小允许标准手数
   openLots=MathFloor(openLots/MarketInfo(symbol,MODE_MINLOT))*MarketInfo(symbol,MODE_MINLOT);
   return openLots;
  }
//+------------------------------------------------------------------+