净值风险控制

1. #property copyright "shiyingpan"
   
2. #property link      "https://aijy.github.io"
   
3. #property version   "1.0"
   
4. #property strict
   
5. 
   
6. enum mybool
   
7. {
   
8.    是=1,
   
9.    否=0,
   
10. };
    
11. 
    
12. input mybool 是否手动输入净值=否;
    
13. input double 手动输入初始资金=0;
    
14. input double 净值风险率=15;        //--- 净值亏损15%时，强平出场
    
15. input double 盈利提示一=5;         //--- 净值盈利到5%时，提示关注
    
16. input double 盈利提示二=10;        //--- 净值盈利到10%时，强平出场
    
17. input double 亏损提示一=5;         //--- 净值亏损到5%时，提示关注
    
18. input double 亏损提示二=10;        //--- 净值亏损到10%时，抢平出场
    
19. double 初始资金=0;
    
20. 
    
21. int flag[4]={0,0,0,0}; //--- 净值浮动状态
    
22. 
    
23. int OnInit()
    
24.   {
    
25.    while(AccountNumber()==0)
    
26.       Sleep(10000);
    
27. //   初始资金=AccountEquity();   
    
28.    if(是否手动输入净值==否)
    
29.        初始资金=AccountBalance();
    
30.    else
    
31.        初始资金=手动输入初始资金;   
    
32.    if(初始资金==0)
    
33.    {
    
34.       Alert("当前账户无资金！");
    
35.       return(INIT_FAILED);
    
36.    }
    
37.    if(AccountEquity()<初始资金*(100-净值风险率)/100)
    
38.    {
    
39.       Alert("当前净值亏损超过净值风险率，无法加载！");
    
40.       return(INIT_FAILED);  
    
41.    }
    
42.    
    
43.    return(INIT_SUCCEEDED);
    
44.   }
    
45. //+------------------------------------------------------------------+
    
46. //| Expert deinitialization function                                 |
    
47. //+------------------------------------------------------------------+
    
48. void OnDeinit(const int reason)
    
49.   {
    
50. 
    
51.   }
    
52. void OnTick()
    
53.   {
    
54.    if(AccountEquity()<初始资金*(100-净值风险率)/100)
    
55.    {
    
56.       Alert("资金亏损超过"+DoubleToString(净值风险率,1)+"%,全部平仓。亏损：",DoubleToStr(AccountEquity()-初始资金,2)," 净值：",AccountEquity());
    
57.       SendMail("资金亏损超过"+DoubleToString(净值风险率,1)+"%,全部平仓。亏损："+DoubleToStr(AccountEquity()-初始资金,2)+" 净值："+DoubleToStr(AccountEquity()),"");
    
58.       flag[1]=1;flag[2]=1;
    
59.       close_chart(); //改Return 为close_chart();
    
60.       close_all();
    
61.       Sleep(5000);
    
62.    }   
    
63.    if(AccountEquity()<初始资金*(100-亏损提示一)/100 && flag[1]==0)
    
64.    {
    
65.       Alert("资金亏损超过"+DoubleToString(亏损提示一,1)+"%,亏损：",DoubleToStr(AccountEquity()-初始资金,2)," 净值：",AccountEquity());
    
66.       SendMail("资金亏损超过"+DoubleToString(亏损提示一,1)+"%,亏损："+DoubleToStr(AccountEquity()-初始资金,2)+" 净值："+DoubleToStr(AccountEquity()),"");
    
67.       flag[1]=1;
    
68.       return;   
    
69.    }  
    
70.    if(AccountEquity()<初始资金*(100-亏损提示二)/100 && flag[2]==0)
    
71.    {
    
72.       Alert("资金亏损超过"+DoubleToString(亏损提示二,1)+"%,亏损：",DoubleToStr(AccountEquity()-初始资金,2)," 净值：",AccountEquity());
    
73.       SendMail("资金亏损超过"+DoubleToString(亏损提示二,1)+"%,亏损："+DoubleToStr(AccountEquity()-初始资金,2)+" 净值："+DoubleToStr(AccountEquity()),"");
    
74.       flag[2]=1;
    
75.       close_chart();
    
76.       close_all();
    
77.       ExpertRemove();
    
78.       Sleep(100000);
    
79.       return;
    
80.    }      
    
81.    if(AccountEquity()>初始资金*(100+盈利提示一)/100 && flag[3]==0)
    
82.    {
    
83.       Alert("资金盈利超过"+DoubleToString(盈利提示一,1)+"%,盈利：",DoubleToStr(AccountEquity()-初始资金,2)," 净值：",AccountEquity());
    
84.       SendMail("资金盈利超过"+DoubleToString(盈利提示一,1)+"%,盈利："+DoubleToStr(AccountEquity()-初始资金,2)+" 净值："+DoubleToStr(AccountEquity()),"");
    
85.       flag[3]=1;
    
86.       return;
    
87.    }
    
88.    
    
89.    if(AccountEquity()>初始资金*(100+盈利提示二)/100 && flag[4]==0)
    
90.    {
    
91.       Alert("资金盈利超过"+DoubleToString(盈利提示二,1)+"%,盈利：",DoubleToStr(AccountEquity()-初始资金,2)," 净值：",AccountEquity());
    
92.       SendMail("资金盈利超过"+DoubleToString(盈利提示二,1)+"%,盈利："+DoubleToStr(AccountEquity()-初始资金,2)+" 净值："+DoubleToStr(AccountEquity()),"");
    
93.       flag[4]=1;
    
94.       close_chart();
    
95.       close_all();
    
96.       ExpertRemove();
    
97.       Sleep(100000);
    
98.       return;
    
99.    }
    
100.    Sleep(500);   
     
101.    
     
102.   }
     
103. 
     
104. void close_all() //--- 平掉所有仓位
     
105. {
     
106.    int ticket[200],cnt=0;
     
107.    for(int i=0;i<=OrdersTotal()-1;i++)
     
108.    {
     
109.       if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
     
110.       {
     
111.          ticket[cnt]=OrderTicket();
     
112.          cnt++;
     
113.       }   
     
114.    }
     
115.    for(int i=0;i<=cnt-1;i++)
     
116.    {
     
117.       if(OrderSelect(ticket[i],SELECT_BY_TICKET,MODE_TRADES))
     
118.       {
     
119.          if(OrderType()==OP_BUY)
     
120.             if(!OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),3,clrRed))
     
121.                OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),3,clrRed);
     
122.          if(OrderType()==OP_SELL)
     
123.             if(!OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),3,clrRed))
     
124.                OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),3,clrRed);  
     
125.          if(OrderType()==OP_BUYLIMIT || OrderType()==OP_SELLLIMIT || OrderType()==OP_BUYSTOP || OrderType()==OP_SELLSTOP)  
     
126.             if(!OrderDelete(OrderTicket(),clrRed))
     
127.                OrderDelete(OrderTicket(),clrRed);           
     
128.       }   
     
129.    }
     
130. 
     
131. }
     
132. 
     
133. void close_chart()  //--- 关闭所有图表和EA
     
134. {
     
135.    long chart_total[100];
     
136.    long currChart,prevChart=ChartFirst();
     
137.    chart_total[0]=prevChart;
     
138.    int i=0,limit=100;
     
139. 
     
140.    while(i<limit)// We have certainly not more than 100 open charts
     
141.      {
     
142.       currChart=ChartNext(prevChart); // Get the new chart ID by using the previous chart ID
     
143.       if(currChart<0) break;          // Have reached the end of the chart list
     
144.       prevChart=currChart;// let's save the current chart ID for the ChartNext()
     
145.       i=i+1;// Do not forget to increase the counter
     
146.       chart_total[i]=prevChart;
     
147.       Print(i,chart_total[i]);      
     
148.      }
     
149. 
     
150.    for(int j=0;j<=i;j++)
     
151.       if(chart_total[j]!=ChartID())
     
152.          ChartClose(chart_total[j]);
     
153. }

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