{"id":65663,"date":"2026-03-15T03:27:04","date_gmt":"2026-03-14T18:27:04","guid":{"rendered":"https:\/\/sys-tre.com\/forexguide\/?p=65663"},"modified":"2026-04-15T00:53:26","modified_gmt":"2026-04-14T15:53:26","slug":"mql5-math-functions","status":"publish","type":"post","link":"https:\/\/sys-tre.com\/forexguide\/mql5-math-functions\/","title":{"rendered":"MQL5 \u6570\u5b66\u95a2\u6570 \u5b8c\u5168\u30ac\u30a4\u30c9\uff5cNormalizeDouble\u30fbMathRound\u30fbMathMax\u30fb\u4e71\u6570\u30fb\u7d71\u8a08\u8a08\u7b97"},"content":{"rendered":"\n

MQL5 \u6570\u5b66\u95a2\u6570\u306fNormalizeDouble\u30fbMathRound\u30fbMathMax\u30fbMathMin\u30fb\u4e71\u6570\u751f\u6210\u30fb\u4e09\u89d2\u95a2\u6570\u306a\u3069\u3001EA\u958b\u767a\u3067\u4f7f\u3046\u6570\u5024\u51e6\u7406\u3092\u7db2\u7f85\u3059\u308b\u3002\u4fa1\u683c\u6b63\u898f\u5316\u304b\u3089\u30ed\u30c3\u30c8\u8a08\u7b97\u3001pip\u5909\u63db\u3001\u7d71\u8a08\u5206\u6790\u307e\u3067\u3001\u5b9f\u7528\u30d1\u30bf\u30fc\u30f3\u3092\u30b3\u30fc\u30c9\u4ed8\u304d\u3067\u6271\u3046\u3002<\/p>\n\n\n\n

\"MQL5<\/figure>\n\n\n\n

MQL5\u6570\u5b66\u95a2\u6570\u306e\u57fa\u790e\u77e5\u8b58<\/h2>\n\n\n\n

\u6570\u5b66\u95a2\u6570\u306fEA\u958b\u767a\u306e\u3042\u3089\u3086\u308b\u5834\u9762\u3067\u4f7f\u7528\u3055\u308c\u307e\u3059\u3002\u4fa1\u683c\u306e\u6b63\u898f\u5316\u3001\u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u306e\u8a08\u7b97\u3001\u30ea\u30b9\u30af\u7ba1\u7406\u306e\u6570\u5024\u51e6\u7406\u3001\u7d71\u8a08\u5206\u6790\u306a\u3069\u3001\u6b63\u78ba\u306a\u6570\u5024\u8a08\u7b97\u304cEA\u306e\u54c1\u8cea\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002<\/p>\n\n\n\n

MQL4\u3068MQL5\u306e\u6570\u5b66\u95a2\u6570\u306e\u9055\u3044<\/h3>\n\n\n\n
\n
\u9805\u76ee<\/th>MQL4<\/th>MQL5<\/th><\/tr><\/thead>
\u95a2\u6570\u30d7\u30ec\u30d5\u30a3\u30c3\u30af\u30b9<\/td>MathAbs\u3068fabs\u306e\u4e21\u65b9\u53ef\uff08C\u6a19\u6e96\u30e9\u30a4\u30d6\u30e9\u30ea\u540d\uff09<\/td>MathXxx\u5f62\u5f0f\u306e\u307f<\/td><\/tr>
NormalizeDouble<\/td>\u5bfe\u5fdc<\/td>\u5bfe\u5fdc\uff08\u540c\u3058\uff09<\/td><\/tr>
MathIsValidNumber<\/td>\u5bfe\u5fdc<\/td>\u5bfe\u5fdc\uff08NaN\/Inf\u691c\u51fa\uff09<\/td><\/tr>
MathRand\u7bc4\u56f2<\/td>0\u301c32767<\/td>0\u301c32767\uff08\u540c\u3058\uff09<\/td><\/tr>
\u7d71\u8a08\u95a2\u6570<\/td>\u306a\u3057\uff08\u81ea\u4f5c\u304c\u5fc5\u8981\uff09<\/td>MathStat\u30e9\u30a4\u30d6\u30e9\u30ea\u3042\u308a<\/td><\/tr>
MathSwap<\/td>\u306a\u3057<\/td>\u5bfe\u5fdc\uff08\u30d0\u30a4\u30c8\u30b9\u30ef\u30c3\u30d7\uff09<\/td><\/tr><\/tbody><\/table>\n<\/figure>\n\n\n\n

NormalizeDouble – \u4fa1\u683c\u306e\u6b63\u898f\u5316\uff08\u6700\u91cd\u8981\uff09<\/h2>\n\n\n\n

\u6d6e\u52d5\u5c0f\u6570\u70b9\u6570\u3092\u6307\u5b9a\u3057\u305f\u6841\u6570\u306b\u4e38\u3081\u307e\u3059\u3002EA\u958b\u767a\u3067\u5fc5\u9808\u306e\u6570\u5b66\u95a2\u6570<\/strong>\u3067\u3042\u308a\u3001\u6ce8\u6587\u4fa1\u683c\u30fbSL\u30fbTP\u306e\u8a2d\u5b9a\u524d\u306b\u5fc5\u305a\u4f7f\u7528\u3059\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002<\/p>\n\n\n\n

double NormalizeDouble(\n   double  value,   \/\/ \u6b63\u898f\u5316\u3059\u308b\u5024\n   int     digits   \/\/ \u5c0f\u6570\u70b9\u4ee5\u4e0b\u306e\u6841\u6570\n);\n\n\/\/ _Digits: \u73fe\u5728\u306e\u30b7\u30f3\u30dc\u30eb\u306e\u5c0f\u6570\u6841\u6570\n\/\/ USDJPY: _Digits=3 (3\u6841)\u3001EURUSD: _Digits=5 (5\u6841)\n\n\/\/ \u57fa\u672c\u4f7f\u7528\ndouble price = 150.12345678;\ndouble normalized = NormalizeDouble(price, 3);  \/\/ 150.123\n\n\/\/ \u6ce8\u6587\u524d\u306e\u4fa1\u683c\u6b63\u898f\u5316\uff08\u5fc5\u9808\u30d1\u30bf\u30fc\u30f3\uff09\ndouble ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);\ndouble sl  = NormalizeDouble(ask - 500 * _Point, _Digits);\ndouble tp  = NormalizeDouble(ask + 1000 * _Point, _Digits);\n\n\/\/ \u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u306e\u6b63\u898f\u5316\ndouble lot = NormalizeDouble(calculatedLot, 2);  \/\/ \u5c0f\u6570\u70b92\u6841\u306b\u4e38\u3081<\/code><\/pre><\/div>\n\n\n\n
\n
\n<\/path><\/svg>\n\u91cd\u8981<\/strong><\/span>\n<\/div>\n
\n\n
NormalizeDouble()<\/code>\u3092\u4f7f\u308f\u305a\u306bOrderSend\u3092\u547c\u3076\u3068\u3001TRADE_RETCODE_INVALID_PRICE(10015)<\/code>\u30a8\u30e9\u30fc\u304c\u767a\u751f\u3059\u308b\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002\u6ce8\u6587\u4fa1\u683c\u3001SL\u3001TP\u306f\u5fc5\u305a\u6b63\u898f\u5316<\/strong>\u3057\u3066\u304b\u3089OrderSend\/trade.Buy\/trade.Sell\u306b\u6e21\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\n\n<\/div>\n<\/div>\n\n\n\n
\/\/ \u6d6e\u52d5\u5c0f\u6570\u70b9\u306e\u6bd4\u8f03\uff08\u76f4\u63a5\u6bd4\u8f03\u306f\u5371\u967a\uff09\ndouble a = 1.1 + 2.2;   \/\/ 3.3000000000000003\uff08\u8aa4\u5dee\u3042\u308a\uff09\ndouble b = 3.3;\n\nif(a == b)  Print(\"\u7b49\u3057\u3044\");  \/\/ \u4e00\u81f4\u3057\u306a\u3044\u53ef\u80fd\u6027\u3042\u308a\uff01\n\n\/\/ NormalizeDouble\u3092\u4f7f\u3063\u305f\u5b89\u5168\u306a\u6bd4\u8f03\nif(NormalizeDouble(a - b, 8) == 0)\n   Print(\"\u7b49\u3057\u3044\");  \/\/ \u78ba\u5b9f\u306b\u5224\u5b9a\n\n\/\/ \u6bd4\u8f03\u30d8\u30eb\u30d1\u30fc\u95a2\u6570\nbool IsEqual(double a, double b, int digits = 8)\n  { return NormalizeDouble(a - b, digits) == 0; }\n\nbool IsGreater(double a, double b, int digits = 8)\n  { return NormalizeDouble(a - b, digits) > 0; }\n\nbool IsLess(double a, double b, int digits = 8)\n  { return NormalizeDouble(a - b, digits) < 0; }\n\n\/\/ \u4f7f\u7528\u4f8b\ndouble price = SymbolInfoDouble(_Symbol, SYMBOL_BID);\ndouble level = 150.000;\nif(IsGreater(price, level))\n   Print(\"\u4fa1\u683c\u304c\u30ec\u30d9\u30eb\u3092\u8d85\u3048\u307e\u3057\u305f\");<\/code><\/pre><\/div>\n\n\n\n
MathAbs - \u7d76\u5bfe\u5024<\/h2>\n\n\n\n
double MathAbs(double value);\n\n\/\/ pips\u8a08\u7b97\uff08\u65b9\u5411\u306b\u95a2\u4fc2\u306a\u304f\u5dee\u5206\u3092\u53d6\u5f97\uff09\ndouble priceDiff = SymbolInfoDouble(_Symbol, SYMBOL_BID) - entryPrice;\ndouble pipsDiff  = MathAbs(priceDiff) \/ _Point;\nPrint(\"\u30a8\u30f3\u30c8\u30ea\u30fc\u304b\u3089\u306e\u8ddd\u96e2:\", pipsDiff,\" points\");\n\n\/\/ \u5229\u76ca\u7387\u306e\u7d76\u5bfe\u5024\ndouble profitPct = (currentBalance - initialBalance) \/ initialBalance * 100;\nif(MathAbs(profitPct) > 10)\n   Print(\"\u5927\u304d\u306a\u5909\u52d5:\", profitPct,\"%\");<\/code><\/pre><\/div>\n\n\n\n
MathMax \/ MathMin - \u6700\u5927\u5024\u30fb\u6700\u5c0f\u5024<\/h2>\n\n\n\n
double MathMax(double value1, double value2);\ndouble MathMin(double value1, double value2);\n\n\/\/ \u30ed\u30c3\u30c8\u30b5\u30a4\u30ba\u306e\u4e0a\u4e0b\u9650\u5236\u7d04\ndouble CalcLot(double riskAmount, double slPips)\n  {\n   double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);\n   double tickSize  = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);\n   double lotStep   = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);\n   double minLot    = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);\n   double maxLot    = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);\n\n   double lot = riskAmount \/ (slPips * tickValue \/ tickSize);\n   lot = MathFloor(lot \/ lotStep) * lotStep;  \/\/ \u30b9\u30c6\u30c3\u30d7\u5358\u4f4d\u306b\u4e38\u3081\n   lot = MathMax(lot, minLot);  \/\/ \u6700\u5c0f\u30ed\u30c3\u30c8\u4ee5\u4e0a\n   lot = MathMin(lot, maxLot);  \/\/ \u6700\u5927\u30ed\u30c3\u30c8\u4ee5\u4e0b\n   return NormalizeDouble(lot, 2);\n  }\n\n\/\/ SL\u306e\u6700\u5c0f\u5e45\u3092\u4fdd\u8a3c\ndouble sl = entryPrice - slPips * _Point;\ndouble minSL = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * _Point;\ndouble actualSL = MathMax(MathAbs(entryPrice - sl), minSL);\n\n\/\/ 3\u3064\u4ee5\u4e0a\u306e\u5024\u304b\u3089\u6700\u5927\u5024\u3092\u53d6\u5f97\ndouble Max3(double a, double b, double c)\n  { return MathMax(a, MathMax(b, c)); }\n\ndouble Min3(double a, double b, double c)\n  { return MathMin(a, MathMin(b, c)); }<\/code><\/pre><\/div>\n\n\n\n
MathFloor \/ MathCeil \/ MathRound - \u4e38\u3081\u95a2\u6570<\/h2>\n\n\n\n
double MathFloor(double value);  \/\/ \u5207\u308a\u6368\u3066\uff08\u5c0f\u3055\u3044\u65b9\u306e\u6574\u6570\uff09\ndouble MathCeil(double value);   \/\/ \u5207\u308a\u4e0a\u3052\uff08\u5927\u304d\u3044\u65b9\u306e\u6574\u6570\uff09\ndouble MathRound(double value);  \/\/ \u56db\u6368\u4e94\u5165\n\n\/\/ \u6bd4\u8f03\u8868\n\/\/ \u5024        Floor   Ceil    Round\n\/\/ 2.3       2       3       2\n\/\/ 2.7       2       3       3\n\/\/ -2.3      -3      -2      -2\n\/\/ -2.7      -3      -2      -3\n\nPrint(MathFloor(2.7));   \/\/ 2.0\nPrint(MathCeil(2.3));    \/\/ 3.0\nPrint(MathRound(2.5));   \/\/ 3.0\uff080.5\u306f\u5207\u308a\u4e0a\u3052\uff09\n\n\/\/ \u30ed\u30c3\u30c8\u30b9\u30c6\u30c3\u30d7\u3078\u306e\u4e38\u3081\ndouble RoundToLotStep(double lot)\n  {\n   double step = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);\n   return MathFloor(lot \/ step) * step;  \/\/ \u5207\u308a\u6368\u3066\uff08\u5b89\u5168\u5074\uff09\n  }\n\n\/\/ pips\u5358\u4f4d\u3078\u306e\u4e38\u3081\ndouble RoundToPips(double price, int pipDigit)\n  {\n   double pipSize = MathPow(10, -pipDigit);\n   return MathRound(price \/ pipSize) * pipSize;\n  }\n\n\/\/ N\u5206\u8db3\u306e\u6642\u9593\u3078\u306e\u4e38\u3081\uff08\u6642\u9593\u8db3\u306e\u958b\u59cb\u6642\u523b\u3092\u8a08\u7b97\uff09\ndatetime RoundToTimeframe(datetime time, int minutes)\n  {\n   return (datetime)(MathFloor((double)time \/ (minutes * 60)) * minutes * 60);\n  }<\/code><\/pre><\/div>\n\n\n\n
MathPow \/ MathSqrt \/ MathLog \/ MathExp - \u3079\u304d\u4e57\u30fb\u5bfe\u6570\u30fb\u6307\u6570<\/h2>\n\n\n\n
double MathPow(double base, double exponent);  \/\/ base^exponent\ndouble MathSqrt(double value);                  \/\/ \u5e73\u65b9\u6839\ndouble MathLog(double value);                   \/\/ \u81ea\u7136\u5bfe\u6570 (ln)\ndouble MathLog10(double value);                 \/\/ \u5e38\u7528\u5bfe\u6570 (log10)\ndouble MathExp(double value);                   \/\/ e^value\n\n\/\/ \u8907\u5229\u8a08\u7b97\ndouble CompoundReturn(double initial, double ratePerTrade, int trades)\n  {\n   return initial * MathPow(1 + ratePerTrade, trades);\n  }\n\n\/\/ \u6a19\u6e96\u504f\u5dee\u306e\u8a08\u7b97\ndouble StandardDeviation(double &values[], int count)\n  {\n   if(count <= 1) return 0;\n\n   double sum = 0;\n   for(int i = 0; i < count; i++) sum += values[i];\n   double mean = sum \/ count;\n\n   double sumSqDiff = 0;\n   for(int i = 0; i < count; i++)\n      sumSqDiff += MathPow(values[i] - mean, 2);\n\n   return MathSqrt(sumSqDiff \/ (count - 1));  \/\/ \u4e0d\u504f\u6a19\u6e96\u504f\u5dee\n  }\n\n\/\/ \u5bfe\u6570\u30ea\u30bf\u30fc\u30f3\u306e\u8a08\u7b97\ndouble LogReturn(double priceNow, double pricePrev)\n  {\n   if(pricePrev <= 0) return 0;\n   return MathLog(priceNow \/ pricePrev);\n  }\n\n\/\/ \u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3\u306e\u5e74\u7387\u63db\u7b97\uff08\u65e5\u6b21\u30ea\u30bf\u30fc\u30f3\u304b\u3089\uff09\ndouble AnnualizedVol(double dailyStdDev)\n  {\n   return dailyStdDev * MathSqrt(252);  \/\/ 252\u55b6\u696d\u65e5\n  }<\/code><\/pre><\/div>\n\n\n\n
MathMod - \u5270\u4f59\u6f14\u7b97<\/h2>\n\n\n\n
double MathMod(double value, double divisor);\n\n\/\/ N\u672c\u304a\u304d\u306b\u51e6\u7406\u3092\u5b9f\u884c\nint barCount = 0;\nvoid OnTick()\n  {\n   static datetime lastBar = 0;\n   datetime currentBar = iTime(_Symbol, PERIOD_CURRENT, 0);\n   if(currentBar == lastBar) return;\n   lastBar = currentBar;\n   barCount++;\n\n   \/\/ 5\u672c\u304a\u304d\u306b\u30ed\u30b0\u51fa\u529b\n   if(MathMod(barCount, 5) == 0)\n      Print(\"5\u672c\u3054\u3068\u306e\u30c1\u30a7\u30c3\u30af\u30dd\u30a4\u30f3\u30c8: bar=\", barCount);\n  }\n\n\/\/ \u89d2\u5ea6\u306e\u6b63\u898f\u5316\uff080\u301c360\u5ea6\uff09\ndouble NormalizeAngle(double angle)\n  {\n   double result = MathMod(angle, 360);\n   if(result < 0) result += 360;\n   return result;\n  }<\/code><\/pre><\/div>\n\n\n\n
\u4e09\u89d2\u95a2\u6570\uff08MathSin \/ MathCos \/ MathTan \/ MathArctan \u7b49\uff09<\/h2>\n\n\n\n
double MathSin(double value);     \/\/ \u6b63\u5f26\uff08\u30e9\u30b8\u30a2\u30f3\u5165\u529b\uff09\ndouble MathCos(double value);     \/\/ \u4f59\u5f26\ndouble MathTan(double value);     \/\/ \u6b63\u63a5\ndouble MathArcsin(double value);  \/\/ \u9006\u6b63\u5f26\ndouble MathArccos(double value);  \/\/ \u9006\u4f59\u5f26\ndouble MathArctan(double value);  \/\/ \u9006\u6b63\u63a5\n\n\/\/ \u5ea6\u6570\u6cd5\u2192\u30e9\u30b8\u30a2\u30f3\u5909\u63db\ndouble DegToRad(double degrees) { return degrees * M_PI \/ 180.0; }\ndouble RadToDeg(double radians) { return radians * 180.0 \/ M_PI; }\n\n\/\/ \u30c8\u30ec\u30f3\u30c9\u89d2\u5ea6\u306e\u8a08\u7b97\uff08\u79fb\u52d5\u5e73\u5747\u306e\u50be\u304d\uff09\ndouble CalcTrendAngle(double &ma[], int period)\n  {\n   \/\/ ma[0]=\u6700\u65b0, ma[period-1]=\u6700\u53e4\n   double priceChange = ma[0] - ma[period - 1];\n   double timeChange  = (double)period;\n\n   \/\/ \u6b63\u898f\u5316\uff08\u901a\u8ca8\u30da\u30a2\u306e\u5024\u5e45\u306b\u30b9\u30b1\u30fc\u30ea\u30f3\u30b0\uff09\n   double avgPrice = (ma[0] + ma[period - 1]) \/ 2.0;\n   double normalizedChange = priceChange \/ avgPrice * 10000;  \/\/ pips\u63db\u7b97\u7684\n\n   double angleRad = MathArctan(normalizedChange \/ timeChange);\n   return RadToDeg(angleRad);\n  }\n\n\/\/ \u30b5\u30a4\u30af\u30eb\u5206\u6790\uff08\u30b5\u30a4\u30f3\u6ce2\u30d5\u30a3\u30c3\u30c6\u30a3\u30f3\u30b0\uff09\ndouble SineWave(int bar, double period, double amplitude, double phase)\n  {\n   return amplitude * MathSin(2 * M_PI * bar \/ period + DegToRad(phase));\n  }<\/code><\/pre><\/div>\n\n\n\n
\u4e09\u89d2\u95a2\u6570\u306e\u5165\u529b\u306f\u3059\u3079\u3066\u30e9\u30b8\u30a2\u30f3<\/strong>\u3067\u3059\u3002\u5ea6\u6570\u6cd5\u304b\u3089\u5909\u63db\u3059\u308b\u5834\u5408\u306fdegrees * M_PI \/ 180.0<\/code>\u3092\u4f7f\u7528\u3057\u3066\u304f\u3060\u3055\u3044\u3002M_PI<\/code>\u306f\u5b9a\u6570\uff083.14159...\uff09\u3068\u3057\u3066\u5b9a\u7fa9\u6e08\u307f\u3067\u3059\u3002<\/p>\n\n\n\n
MathRand \/ MathSrand - \u4e71\u6570\u751f\u6210<\/h2>\n\n\n\n
int MathRand();                     \/\/ 0\u301c32767\u306e\u4e71\u6570\u3092\u751f\u6210\nvoid MathSrand(int seed);           \/\/ \u4e71\u6570\u30b7\u30fc\u30c9\u3092\u8a2d\u5b9a\n\n\/\/ \u521d\u671f\u5316\uff08OnInit\u30671\u56de\u3060\u3051\u547c\u3076\uff09\nint OnInit()\n  {\n   MathSrand(GetTickCount());  \/\/ \u30c6\u30a3\u30c3\u30af\u30ab\u30a6\u30f3\u30c8\u3067\u30b7\u30fc\u30c9\u521d\u671f\u5316\n   return INIT_SUCCEEDED;\n  }\n\n\/\/ \u6307\u5b9a\u7bc4\u56f2\u306e\u6574\u6570\u4e71\u6570\nint RandomInt(int min, int max)\n  {\n   return min + MathRand() % (max - min + 1);\n  }\n\n\/\/ \u6307\u5b9a\u7bc4\u56f2\u306e\u6d6e\u52d5\u5c0f\u6570\u70b9\u4e71\u6570\ndouble RandomDouble(double min, double max)\n  {\n   return min + (max - min) * MathRand() \/ 32767.0;\n  }\n\n\/\/ \u30e9\u30f3\u30c0\u30e0\u30a8\u30f3\u30c8\u30ea\u30fc\u306e\u30c6\u30b9\u30c8\uff08EA\u958b\u767a\u306e\u30d9\u30fc\u30b9\u30e9\u30a4\u30f3\uff09\nvoid OnTick()\n  {\n   \/\/ \u30e9\u30f3\u30c0\u30e0\u306bBuy\/Sell\u3092\u6c7a\u5b9a\uff08\u30d9\u30fc\u30b9\u30e9\u30a4\u30f3\u30c6\u30b9\u30c8\u7528\uff09\n   if(MathRand() % 2 == 0)\n      Print(\"Random: Buy signal\");\n   else\n      Print(\"Random: Sell signal\");\n  }\n\n\/\/ \u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u30b7\u30df\u30e5\u30ec\u30fc\u30b7\u30e7\u30f3\ndouble MonteCarloDrawdown(double &returns[], int simulations)\n  {\n   int count = ArraySize(returns);\n   if(count == 0) return 0;\n\n   double maxDrawdown = 0;\n\n   for(int sim = 0; sim < simulations; sim++)\n     {\n      double equity = 10000;\n      double peak = equity;\n      double dd = 0;\n\n      for(int i = 0; i < count; i++)\n        {\n         int randomIdx = MathRand() % count;\n         equity += returns[randomIdx];\n         peak = MathMax(peak, equity);\n         dd = MathMax(dd, (peak - equity) \/ peak * 100);\n        }\n      maxDrawdown = MathMax(maxDrawdown, dd);\n     }\n   return maxDrawdown;\n  }<\/code><\/pre><\/div>\n\n\n\n
MathRand()<\/code>\u306f0\u301c32767\u306e\u7bc4\u56f2\u3057\u304b\u751f\u6210\u3057\u307e\u305b\u3093\u3002\u3088\u308a\u5927\u304d\u306a\u7bc4\u56f2\u3084\u9ad8\u54c1\u8cea\u306a\u4e71\u6570\u304c\u5fc5\u8981\u306a\u5834\u5408\u306f\u3001MathRand()<\/code>\u3092\u8907\u6570\u56de\u547c\u3073\u51fa\u3057\u3066\u7d44\u307f\u5408\u308f\u305b\u308b\u304b\u3001\u6697\u53f7\u5b66\u7684\u4e71\u6570\u3067\u306f\u306a\u3044\u3053\u3068\u3092\u8a8d\u8b58\u3057\u3066\u4f7f\u7528\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/p>\n\n\n\n
MathIsValidNumber - \u6570\u5024\u306e\u6709\u52b9\u6027\u30c1\u30a7\u30c3\u30af<\/h2>\n\n\n\n
bool MathIsValidNumber(double value);\n\/\/ NaN\uff08Not a Number\uff09\u3084Infinity\uff08\u7121\u9650\u5927\uff09\u3067\u306a\u3051\u308c\u3070true\n\n\/\/ 0\u9664\u7b97\u306e\u30c1\u30a7\u30c3\u30af\ndouble SafeDivide(double a, double b)\n  {\n   if(b == 0) return 0;\n   double result = a \/ b;\n   if(!MathIsValidNumber(result))\n     {\n      Print(\"\u8b66\u544a: \u7121\u52b9\u306a\u8a08\u7b97\u7d50\u679c (NaN\/Inf)\");\n      return 0;\n     }\n   return result;\n  }\n\n\/\/ \u30a4\u30f3\u30b8\u30b1\u30fc\u30bf\u30fc\u5024\u306e\u691c\u8a3c\nvoid OnTick()\n  {\n   double buffer[];\n   ArraySetAsSeries(buffer, true);\n   if(CopyBuffer(handle, 0, 0, 1, buffer) < 1) return;\n\n   if(!MathIsValidNumber(buffer[0]))\n     {\n      Print(\"\u30a4\u30f3\u30b8\u30b1\u30fc\u30bf\u30fc\u5024\u304c\u7121\u52b9\u3067\u3059\");\n      return;\n     }\n\n   \/\/ \u5b89\u5168\u306b\u4f7f\u7528\u53ef\u80fd\n   double value = buffer[0];\n  }\n\n\/\/ EMPTY_VALUE \u306e\u30c1\u30a7\u30c3\u30af\uff08\u30a4\u30f3\u30b8\u30b1\u30fc\u30bf\u30fc\u306e\u63cf\u753b\u3055\u308c\u306a\u3044\u90e8\u5206\uff09\nif(buffer[0] == EMPTY_VALUE || !MathIsValidNumber(buffer[0]))\n   Print(\"\u30c7\u30fc\u30bf\u306a\u3057\");<\/code><\/pre><\/div>\n\n\n\n
\u5b9f\u8df5\u30d1\u30bf\u30fc\u30f3\uff1aEA\u958b\u767a\u3067\u306e\u6570\u5b66\u95a2\u6570\u6d3b\u7528<\/h2>\n\n\n\n
\u30d1\u30bf\u30fc\u30f31\uff1a\u30ea\u30b9\u30af\u30d9\u30fc\u30b9\u306e\u30ed\u30c3\u30c8\u8a08\u7b97<\/h3>\n\n\n\n
input double RiskPercent = 2.0;  \/\/ \u30ea\u30b9\u30af\uff08\u53e3\u5ea7\u6b8b\u9ad8\u306e%\uff09\n\ndouble CalcLotByRisk(double slDistance)\n  {\n   if(slDistance <= 0) return 0;\n\n   \/\/ \u53e3\u5ea7\u60c5\u5831\n   double balance  = AccountInfoDouble(ACCOUNT_BALANCE);\n   double riskMoney = balance * RiskPercent \/ 100.0;\n\n   \/\/ \u30c6\u30a3\u30c3\u30af\u60c5\u5831\n   double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);\n   double tickSize  = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);\n   double lotStep   = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);\n   double minLot    = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);\n   double maxLot    = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);\n\n   \/\/ \u30c6\u30a3\u30c3\u30af\u6570\n   double ticks = slDistance \/ tickSize;\n\n   \/\/ \u30ed\u30c3\u30c8\u8a08\u7b97\n   double lot = riskMoney \/ (ticks * tickValue);\n\n   \/\/ \u30ed\u30c3\u30c8\u30b9\u30c6\u30c3\u30d7\u306b\u4e38\u3081\uff08\u5207\u308a\u6368\u3066 = \u5b89\u5168\u5074\uff09\n   lot = MathFloor(lot \/ lotStep) * lotStep;\n\n   \/\/ \u4e0a\u4e0b\u9650\u5236\u7d04\n   lot = MathMax(lot, minLot);\n   lot = MathMin(lot, maxLot);\n\n   \/\/ \u8a3c\u62e0\u91d1\u30c1\u30a7\u30c3\u30af\n   double margin;\n   if(!OrderCalcMargin(ORDER_TYPE_BUY, _Symbol, lot,\n                       SymbolInfoDouble(_Symbol, SYMBOL_ASK), margin))\n      return minLot;\n\n   double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);\n   if(margin > freeMargin * 0.8)  \/\/ \u4f59\u88d5\u8a3c\u62e0\u91d1\u306e80%\u307e\u3067\n     {\n      lot = lot * (freeMargin * 0.8 \/ margin);\n      lot = MathFloor(lot \/ lotStep) * lotStep;\n      lot = MathMax(lot, minLot);\n     }\n\n   return NormalizeDouble(lot, 2);\n  }\n\n\/\/ \u4f7f\u7528\u4f8b\nvoid OnTick()\n  {\n   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);\n   double slDistance = 500 * _Point;  \/\/ 500 points\n   double lot = CalcLotByRisk(slDistance);\n   Print(\"\u30ea\u30b9\u30af\", RiskPercent,\"%\u3067\u306e\u30ed\u30c3\u30c8:\", lot);\n  }<\/code><\/pre><\/div>\n\n\n\n
\u30d1\u30bf\u30fc\u30f32\uff1apip\u8a08\u7b97\u30e6\u30fc\u30c6\u30a3\u30ea\u30c6\u30a3<\/h3>\n\n\n\n
\/\/ pip\u30b5\u30a4\u30ba\u3092\u81ea\u52d5\u5224\u5b9a\ndouble GetPipSize()\n  {\n   int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);\n   if(digits == 3 || digits == 5)\n      return _Point * 10;   \/\/ 3\u6841\/5\u6841\u30d6\u30ed\u30fc\u30ab\u30fc \u2192 1pip = 10 points\n   else\n      return _Point;        \/\/ 2\u6841\/4\u6841\u30d6\u30ed\u30fc\u30ab\u30fc \u2192 1pip = 1 point\n  }\n\n\/\/ \u4fa1\u683c\u5dee\u3092pips\u306b\u5909\u63db\ndouble PriceToPips(double priceDistance)\n  {\n   return MathAbs(priceDistance) \/ GetPipSize();\n  }\n\n\/\/ pips\u3092\u4fa1\u683c\u5dee\u306b\u5909\u63db\ndouble PipsToPrice(double pips)\n  {\n   return pips * GetPipSize();\n  }\n\n\/\/ pip\u5024\uff081pip\u3042\u305f\u308a\u306e\u53e3\u5ea7\u901a\u8ca8\u984d\uff09\ndouble GetPipValue(double lots)\n  {\n   double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);\n   double tickSize  = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);\n   return tickValue \/ tickSize * GetPipSize() * lots;\n  }\n\n\/\/ \u4f7f\u7528\u4f8b\nvoid OnTick()\n  {\n   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);\n   double spread = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - bid;\n   double spreadPips = PriceToPips(spread);\n   double pipValue = GetPipValue(0.1);\n\n   PrintFormat(\"Spread=%.1f pips, 0.1lot\u6642\u306epip\u5024=%.2f %s\",\n               spreadPips, pipValue, AccountInfoString(ACCOUNT_CURRENCY));\n  }<\/code><\/pre><\/div>\n\n\n\n
\u30d1\u30bf\u30fc\u30f33\uff1a\u7d71\u8a08\u8a08\u7b97\uff08\u5e73\u5747\u30fb\u6a19\u6e96\u504f\u5dee\u30fb\u76f8\u95a2\u4fc2\u6570\uff09<\/h3>\n\n\n\n
\/\/ \u5e73\u5747\u5024\ndouble CalcMean(double &arr[], int count)\n  {\n   if(count <= 0) return 0;\n   double sum = 0;\n   for(int i = 0; i < count; i++) sum += arr[i];\n   return sum \/ count;\n  }\n\n\/\/ \u6a19\u6e96\u504f\u5dee\ndouble CalcStdDev(double &arr[], int count)\n  {\n   if(count <= 1) return 0;\n   double mean = CalcMean(arr, count);\n   double sumSq = 0;\n   for(int i = 0; i < count; i++)\n      sumSq += MathPow(arr[i] - mean, 2);\n   return MathSqrt(sumSq \/ (count - 1));\n  }\n\n\/\/ \u76f8\u95a2\u4fc2\u6570\uff08\u30d4\u30a2\u30bd\u30f3\uff09\ndouble CalcCorrelation(double &x[], double &y[], int count)\n  {\n   if(count <= 1) return 0;\n\n   double meanX = CalcMean(x, count);\n   double meanY = CalcMean(y, count);\n\n   double sumXY = 0, sumX2 = 0, sumY2 = 0;\n   for(int i = 0; i < count; i++)\n     {\n      double dx = x[i] - meanX;\n      double dy = y[i] - meanY;\n      sumXY += dx * dy;\n      sumX2 += dx * dx;\n      sumY2 += dy * dy;\n     }\n\n   double denominator = MathSqrt(sumX2 * sumY2);\n   if(denominator == 0) return 0;\n   return sumXY \/ denominator;\n  }\n\n\/\/ \u30b7\u30e3\u30fc\u30d7\u30ec\u30b7\u30aa\u306e\u8a08\u7b97\ndouble CalcSharpeRatio(double &returns[], int count, double riskFreeRate = 0)\n  {\n   double mean = CalcMean(returns, count);\n   double stddev = CalcStdDev(returns, count);\n   if(stddev == 0) return 0;\n   return (mean - riskFreeRate) \/ stddev;\n  }\n\n\/\/ \u30d7\u30ed\u30d5\u30a3\u30c3\u30c8\u30d5\u30a1\u30af\u30bf\u30fc\ndouble CalcProfitFactor(double &profits[], int count)\n  {\n   double grossProfit = 0, grossLoss = 0;\n   for(int i = 0; i < count; i++)\n     {\n      if(profits[i] > 0) grossProfit += profits[i];\n      else grossLoss += MathAbs(profits[i]);\n     }\n   if(grossLoss == 0) return grossProfit > 0 ? 999.99 : 0;\n   return grossProfit \/ grossLoss;\n  }\n\n\/\/ Z\u30b9\u30b3\u30a2\uff08\u73fe\u5728\u306e\u5024\u304c\u5e73\u5747\u304b\u3089\u3069\u308c\u3060\u3051\u96e2\u308c\u3066\u3044\u308b\u304b\uff09\ndouble CalcZScore(double value, double mean, double stddev)\n  {\n   if(stddev == 0) return 0;\n   return (value - mean) \/ stddev;\n  }<\/code><\/pre><\/div>\n\n\n\n
\u30d1\u30bf\u30fc\u30f34\uff1aATR\u30d9\u30fc\u30b9\u306e\u52d5\u7684SL\/TP\u8a08\u7b97<\/h3>\n\n\n\n
input double SL_ATR_Multi = 1.5;   \/\/ SL = ATR \u00d7 \u500d\u7387\ninput double TP_ATR_Multi = 3.0;   \/\/ TP = ATR \u00d7 \u500d\u7387\ninput int    ATR_Period   = 14;\n\nint atrHandle;\n\nint OnInit()\n  {\n   atrHandle = iATR(_Symbol, PERIOD_CURRENT, ATR_Period);\n   if(atrHandle == INVALID_HANDLE) return INIT_FAILED;\n   return INIT_SUCCEEDED;\n  }\n\nvoid CalcDynamicSLTP(bool isBuy, double entryPrice, double &sl, double &tp)\n  {\n   double atr[];\n   ArraySetAsSeries(atr, true);\n   if(CopyBuffer(atrHandle, 0, 0, 1, atr) < 1) return;\n\n   double atrValue = atr[0];\n   double slDistance = NormalizeDouble(atrValue * SL_ATR_Multi, _Digits);\n   double tpDistance = NormalizeDouble(atrValue * TP_ATR_Multi, _Digits);\n\n   \/\/ \u6700\u5c0f\u30b9\u30c8\u30c3\u30d7\u30ec\u30d9\u30eb\u306e\u78ba\u8a8d\n   double minStop = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * _Point;\n   slDistance = MathMax(slDistance, minStop);\n   tpDistance = MathMax(tpDistance, minStop);\n\n   if(isBuy)\n     {\n      sl = NormalizeDouble(entryPrice - slDistance, _Digits);\n      tp = NormalizeDouble(entryPrice + tpDistance, _Digits);\n     }\n   else\n     {\n      sl = NormalizeDouble(entryPrice + slDistance, _Digits);\n      tp = NormalizeDouble(entryPrice - tpDistance, _Digits);\n     }\n\n   PrintFormat(\"ATR=%.5f SL\u8ddd\u96e2=%.5f TP\u8ddd\u96e2=%.5f RR=1:%.1f\",\n               atrValue, slDistance, tpDistance, TP_ATR_Multi \/ SL_ATR_Multi);\n  }<\/code><\/pre><\/div>\n\n\n\n
\u6570\u5b66\u95a2\u6570\u4e00\u89a7\u30ea\u30d5\u30a1\u30ec\u30f3\u30b9<\/h2>\n\n\n\n
\n
\u95a2\u6570<\/th>\u6a5f\u80fd<\/th>EA\u958b\u767a\u3067\u306e\u4e3b\u306a\u7528\u9014<\/th><\/tr><\/thead>
NormalizeDouble<\/td>\u6841\u6570\u6307\u5b9a\u3067\u4e38\u3081<\/td>\u6ce8\u6587\u4fa1\u683c\u30fbSL\u30fbTP\u306e\u6b63\u898f\u5316<\/td><\/tr>
MathAbs<\/td>\u7d76\u5bfe\u5024<\/td>pips\u8a08\u7b97\u3001\u5dee\u5206\u306e\u53d6\u5f97<\/td><\/tr>
MathMax \/ MathMin<\/td>\u6700\u5927\u5024 \/ \u6700\u5c0f\u5024<\/td>\u30ed\u30c3\u30c8\u5236\u7d04\u3001SL\u6700\u5c0f\u5e45<\/td><\/tr>
MathFloor<\/td>\u5207\u308a\u6368\u3066<\/td>\u30ed\u30c3\u30c8\u30b9\u30c6\u30c3\u30d7\u3078\u306e\u4e38\u3081<\/td><\/tr>
MathCeil<\/td>\u5207\u308a\u4e0a\u3052<\/td>-<\/td><\/tr>
MathRound<\/td>\u56db\u6368\u4e94\u5165<\/td>pips\u8868\u793a\u306e\u4e38\u3081<\/td><\/tr>
MathPow<\/td>\u3079\u304d\u4e57<\/td>\u8907\u5229\u8a08\u7b97\u3001\u7d71\u8a08\u8a08\u7b97<\/td><\/tr>
MathSqrt<\/td>\u5e73\u65b9\u6839<\/td>\u6a19\u6e96\u504f\u5dee\u3001\u30dc\u30e9\u30c6\u30a3\u30ea\u30c6\u30a3<\/td><\/tr>
MathLog \/ MathLog10<\/td>\u5bfe\u6570<\/td>\u5bfe\u6570\u30ea\u30bf\u30fc\u30f3\u3001\u30b9\u30b1\u30fc\u30ea\u30f3\u30b0<\/td><\/tr>
MathExp<\/td>\u6307\u6570\u95a2\u6570<\/td>\u78ba\u7387\u8a08\u7b97<\/td><\/tr>
MathMod<\/td>\u5270\u4f59<\/td>\u5468\u671f\u7684\u51e6\u7406\u3001N\u672c\u304a\u304d\u306e\u5224\u5b9a<\/td><\/tr>
MathSin \/ MathCos<\/td>\u4e09\u89d2\u95a2\u6570<\/td>\u30b5\u30a4\u30af\u30eb\u5206\u6790\u3001\u89d2\u5ea6\u8a08\u7b97<\/td><\/tr>
MathArctan<\/td>\u9006\u6b63\u63a5<\/td>\u30c8\u30ec\u30f3\u30c9\u89d2\u5ea6\u306e\u8a08\u7b97<\/td><\/tr>
MathRand \/ MathSrand<\/td>\u4e71\u6570\u751f\u6210<\/td>\u30e2\u30f3\u30c6\u30ab\u30eb\u30ed\u3001\u30e9\u30f3\u30c0\u30e0\u30c6\u30b9\u30c8<\/td><\/tr>
MathIsValidNumber<\/td>NaN\/Inf\u691c\u51fa<\/td>\u8a08\u7b97\u7d50\u679c\u306e\u5b89\u5168\u6027\u30c1\u30a7\u30c3\u30af<\/td><\/tr><\/tbody><\/table>\n<\/figure>\n\n\n\n