{"id":525,"date":"2026-09-18T21:06:26","date_gmt":"2026-09-18T12:06:26","guid":{"rendered":"https:\/\/www.rehavtrading.com\/?p=525"},"modified":"2026-09-18T21:06:28","modified_gmt":"2026-09-18T12:06:28","slug":"%e3%80%90%e7%84%a1%e6%96%99ea%e5%85%ac%e9%96%8b%e3%80%91%e3%83%89%e3%83%b3%e3%83%81%e3%83%a3%e3%83%b3%e3%83%96%e3%83%ac%e3%82%a4%e3%82%af%e3%82%a2%e3%82%a6%e3%83%88%e3%81%aemql4%e3%82%bd%e3%83%bc","status":"publish","type":"post","link":"https:\/\/www.rehavtrading.com\/?p=525","title":{"rendered":"\u3010\u7121\u6599EA\u516c\u958b\u3011\u30c9\u30f3\u30c1\u30e3\u30f3\u30d6\u30ec\u30a4\u30af\u30a2\u30a6\u30c8\u306eMQL4\u30bd\u30fc\u30b9\u30b3\u30fc\u30c9\u3068\u691c\u8a3c\u7d50\u679c"},"content":{"rendered":"

\u300c\u7121\u6599\u3067\u4f7f\u3048\u308bEA\u306e\u30bd\u30fc\u30b9\u30b3\u30fc\u30c9\u3092\u5168\u6587\u516c\u958b\u3057\u307e\u3059\u300d\u3002\u305f\u3060\u3057\u3001\u6b63\u76f4\u306b\u8a00\u3063\u3066\u304a\u304d\u305f\u3044\u3053\u3068\u304c\u3042\u308a\u307e\u3059\u3002\u3053\u306eEA\u3092\u305d\u306e\u307e\u307e\u5b9f\u904b\u7528\u306b\u6295\u5165\u3059\u308c\u3070\u3001\u304a\u305d\u3089\u304f\u640d\u3092\u3057\u307e\u3059\u3002\u305d\u308c\u3067\u3082\u516c\u958b\u3059\u308b\u7406\u7531\u306f\u3001EA\u306e\u4e2d\u8eab\u304c\u3069\u3046\u52d5\u3044\u3066\u3044\u308b\u304b\u3092\u900f\u660e\u306b\u898b\u305b\u305f\u307b\u3046\u304c\u3001\u30d6\u30e9\u30c3\u30af\u30dc\u30c3\u30af\u30b9\u306e\u6709\u6599EA\u3088\u308a\u3082\u5f79\u306b\u7acb\u3064<\/b>\u3068\u8003\u3048\u3066\u3044\u308b\u304b\u3089\u3067\u3059\u3002<\/p>\n

\u672c\u8a18\u4e8b\u3067\u306f\u3001\u30c9\u30f3\u30c1\u30e3\u30f3\u30d6\u30ec\u30a4\u30af\u30a2\u30a6\u30c8\u3068\u3044\u3046\u53e4\u5178\u7684\u306a\u30c8\u30ec\u30f3\u30c9\u30d5\u30a9\u30ed\u30fc\u624b\u6cd5\u3092MQL4\u3067\u5b9f\u88c5\u3057\u305f\u30df\u30cbEA\u306e\u30bd\u30fc\u30b9\u30b3\u30fc\u30c9\u3092\u5168\u6587\u63b2\u8f09\u3057\u307e\u3059\u3002\u3055\u3089\u306b\u3001Python\u3067\u6a21\u64ec\u30c7\u30fc\u30bf\u3092\u4f7f\u3063\u305f\u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u3092\u884c\u3044\u3001\u671f\u5f85\u5024\u30fb\u30d7\u30ed\u30d5\u30a3\u30c3\u30c8\u30d5\u30a1\u30af\u30bf\u30fc\u30fbt\u5024\u306a\u3069\u306e\u7d71\u8a08\u6307\u6a19\u3092\u6b63\u76f4\u306b\u793a\u3057\u307e\u3059\u3002\u300c\u52dd\u3064EA\u300d\u3092\u58f2\u308a\u8fbc\u3080\u8a18\u4e8b\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002\u300c\u3069\u3046\u691c\u8a3c\u3059\u308b\u304b\u300d\u3092\u793a\u3059\u8a18\u4e8b\u3067\u3059\u3002<\/p>\n

\u30c9\u30f3\u30c1\u30e3\u30f3\u30d6\u30ec\u30a4\u30af\u30a2\u30a6\u30c8\u3068\u306f<\/h2>\n

\u30c9\u30f3\u30c1\u30e3\u30f3\u30d6\u30ec\u30a4\u30af\u30a2\u30a6\u30c8\u306f\u3001\u904e\u53bbN\u65e5\u9593\u306e\u6700\u9ad8\u5024\u3092\u4e0a\u306b\u629c\u3051\u305f\u3089\u8cb7\u3044\u3001\u6700\u5b89\u5024\u3092\u4e0b\u306b\u629c\u3051\u305f\u3089\u58f2\u308a\u3001\u3068\u3044\u3046\u30b7\u30f3\u30d7\u30eb\u306a\u30eb\u30fc\u30eb\u3067\u3059\u30021960\u5e74\u4ee3\u306b\u30ea\u30c1\u30e3\u30fc\u30c9\u30fb\u30c9\u30f3\u30c1\u30e3\u30f3\u304c\u4f53\u7cfb\u5316\u3057\u305f\u3001\u4e16\u754c\u6700\u53e4\u30af\u30e9\u30b9\u306e\u30b7\u30b9\u30c6\u30e0\u30c8\u30ec\u30fc\u30c9\u624b\u6cd5\u3067\u3059\u3002<\/p>\n

\u30c8\u30ec\u30f3\u30c9\u304c\u7d9a\u3044\u3066\u3044\u308b\u3068\u304d\u306f\u5229\u76ca\u3092\u4e57\u305b\u3084\u3059\u304f\u3001\u30ec\u30f3\u30b8\u76f8\u5834\u3067\u306f\u30c0\u30de\u30b7\u306b\u4f55\u5ea6\u3082\u523a\u3055\u308c\u308b\u3068\u3044\u3046\u7279\u5fb4\u304c\u3042\u308a\u307e\u3059\u3002\u30ed\u30b8\u30c3\u30af\u304c\u5358\u7d14\u306a\u5206\u3001\u4f55\u304c\u8d77\u304d\u3066\u3044\u308b\u304b\u3092\u81ea\u5206\u306e\u76ee\u3067\u78ba\u8a8d\u3057\u3084\u3059\u304f\u3001EA\u306e\u5b66\u7fd2\u6559\u6750\u3068\u3057\u3066\u6700\u9069\u3067\u3059\u3002<\/p>\n

EA\u306e\u4ed5\u69d8<\/h2>\n
    \n
  • \u30a8\u30f3\u30c8\u30ea\u30fc<\/b>: 1\u672c\u524d\u306e\u8db3\u306e\u7d42\u5024\u304c\u3001\u305d\u306e\u524d20\u672c\u306e\u6700\u9ad8\u5024(\u6700\u5b89\u5024)\u3092\u7a81\u7834\u3057\u305f\u3068\u304d<\/li>\n
  • \u640d\u5207\u308a<\/b>: ATR(14)\u306e2\u500d\u306e\u8ddd\u96e2\u306b\u30b9\u30c8\u30c3\u30d7\u3092\u8a2d\u7f6e<\/li>\n
  • \u6c7a\u6e08<\/b>: \u30b9\u30c8\u30c3\u30d7\u30a2\u30a6\u30c8\u306e\u307f(\u5229\u78ba\u306f\u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7\u3067\u8ffd\u8de1)<\/li>\n
  • \u30c8\u30ec\u30fc\u30ea\u30f3\u30b0<\/b>: 30pips\u4ee5\u4e0a\u306e\u5229\u76ca\u306710pips\u5e45\u306e\u30b9\u30c8\u30c3\u30d7\u306b\u8ffd\u8de1\u958b\u59cb<\/li>\n
  • \u30dd\u30b8\u30b7\u30e7\u30f3<\/b>: 1\u30dd\u30b8\u30b7\u30e7\u30f3\u65b9\u5f0f(\u4fdd\u6709\u4e2d\u306f\u65b0\u898f\u30a8\u30f3\u30c8\u30ea\u30fc\u3057\u306a\u3044)<\/li>\n
  • \u30bf\u30a4\u30e0\u30d5\u30ec\u30fc\u30e0<\/b>: \u65e5\u8db3\u63a8\u5968(\u4efb\u610f\u306e\u6642\u9593\u8db3\u3067\u52d5\u4f5c)<\/li>\n<\/ul>\n

    MQL4\u30bd\u30fc\u30b9\u30b3\u30fc\u30c9(\u5168\u6587)<\/h2>\n

    \u4ee5\u4e0b\u304c\u30b3\u30f3\u30d1\u30a4\u30eb\u53ef\u80fd\u306a\u5b8c\u5168\u306a\u30bd\u30fc\u30b9\u30b3\u30fc\u30c9\u3067\u3059\u3002MT4\u306eMetaEditor\u306b\u8cbc\u308a\u4ed8\u3051\u3066\u30b3\u30f3\u30d1\u30a4\u30eb\u3059\u308c\u3070\u3001\u3059\u3050\u306b\u30c6\u30b9\u30c8\u3067\u304d\u307e\u3059\u3002<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| DonchianBreakout.mq4 |
    \n\/\/| rehav trading system |
    \n\/\/| \u7121\u6599\u516c\u958b\u7528\u30b5\u30f3\u30d7\u30ebEA – \u30c9\u30f3\u30c1\u30e3\u30f3\u30d6\u30ec\u30a4\u30af\u30a2\u30a6\u30c8 |
    \n\/\/+——————————————————————+
    \n#property copyright "rehav trading system"
    \n#property link "https:\/\/www.rehavtrading.com"
    \n#property version "1.01"
    \n#property strict<\/p>\n

    \/\/— \u5165\u529b\u30d1\u30e9\u30e1\u30fc\u30bf
    \ninput int ChannelPeriod = 20; \/\/ \u30c1\u30e3\u30cd\u30eb\u671f\u9593(\u9ad8\u5024\u30fb\u5b89\u5024\u306e\u53c2\u7167\u672c\u6570)
    \ninput int ATRPeriod = 14; \/\/ ATR\u671f\u9593
    \ninput double ATRMultiplier = 2.0; \/\/ SL\u306eATR\u500d\u7387
    \ninput double Lots = 0.01; \/\/ \u30ed\u30c3\u30c8\u30b5\u30a4\u30ba
    \ninput int MagicNumber = 20260918; \/\/ \u30de\u30b8\u30c3\u30af\u30ca\u30f3\u30d0\u30fc
    \ninput int Slippage = 3; \/\/ \u8a31\u5bb9\u30b9\u30ea\u30c3\u30da\u30fc\u30b8(\u30dd\u30a4\u30f3\u30c8)
    \ninput bool UseTrailingStop = true; \/\/ \u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7\u6709\u7121
    \ninput int TrailStartPips = 30; \/\/ \u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u958b\u59cb\u5229\u76ca(pips)
    \ninput int TrailStepPips = 10; \/\/ \u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u5e45(pips)<\/p>\n

    \/\/— \u30b0\u30ed\u30fc\u30d0\u30eb\u5909\u6570
    \ndouble gPipPoint;<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| \u521d\u671f\u5316\u95a2\u6570 |
    \n\/\/+——————————————————————+
    \nint OnInit()
    \n{
    \n if(Digits == 3 || Digits == 5)
    \n gPipPoint = Point * 10.0;
    \n else
    \n gPipPoint = Point;<\/p>\n

    Print("DonchianBreakout EA \u521d\u671f\u5316\u5b8c\u4e86\u3002\u30c1\u30e3\u30cd\u30eb\u671f\u9593=", ChannelPeriod,
    \n " ATR\u500d\u7387=", ATRMultiplier, " \u30ed\u30c3\u30c8=", Lots);
    \n return(INIT_SUCCEEDED);
    \n}<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| \u7d42\u4e86\u95a2\u6570 |
    \n\/\/+——————————————————————+
    \nvoid OnDeinit(const int reason)
    \n{
    \n Print("DonchianBreakout EA \u7d42\u4e86\u3002\u7406\u7531=", reason);
    \n}<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| OnTick – \u6bce\u30c6\u30a3\u30c3\u30af\u5b9f\u884c |
    \n\/\/+——————————————————————+
    \nvoid OnTick()
    \n{
    \n \/\/ — \u65e2\u5b58\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u7ba1\u7406 —
    \n ManagePositions();<\/p>\n

    \/\/ — \u65b0\u898f\u30a8\u30f3\u30c8\u30ea\u30fc\u5224\u5b9a(\u65b0\u3057\u3044\u8db3\u306e\u59cb\u5024\u306e\u307f) —
    \n if(!IsNewBar())
    \n return;<\/p>\n

    \/\/ \u30b7\u30b0\u30ca\u30eb\u5224\u5b9a
    \n int signal = CheckSignal();
    \n if(signal == 0)
    \n return;<\/p>\n

    \/\/ \u65e2\u5b58\u30dd\u30b8\u30b7\u30e7\u30f3\u304c\u3042\u308c\u3070\u30a8\u30f3\u30c8\u30ea\u30fc\u3057\u306a\u3044(1\u30dd\u30b8\u30b7\u30e7\u30f3\u65b9\u5f0f)
    \n if(HasOpenPosition())
    \n return;<\/p>\n

    \/\/ — \u30a8\u30f3\u30c8\u30ea\u30fc\u5b9f\u884c —
    \n double atr = GetATR();
    \n double slDistance = atr * ATRMultiplier;<\/p>\n

    if(signal == 1) \/\/ \u8cb7\u3044\u30b7\u30b0\u30ca\u30eb
    \n {
    \n double price = Ask;
    \n double sl = price – slDistance;
    \n int ticket = OrderSend(Symbol(), OP_BUY, Lots, price, Slippage,
    \n sl, 0, "DonchianBuy", MagicNumber, 0, clrBlue);
    \n if(ticket < 0)
    \n Print("\u8cb7\u3044\u6ce8\u6587\u5931\u6557: ", GetLastError());
    \n else
    \n Print("\u8cb7\u3044\u30a8\u30f3\u30c8\u30ea\u30fc: ticket=", ticket, " price=", price, " SL=", sl);
    \n }
    \n else if(signal == -1) \/\/ \u58f2\u308a\u30b7\u30b0\u30ca\u30eb
    \n {
    \n double price = Bid;
    \n double sl = price + slDistance;
    \n int ticket = OrderSend(Symbol(), OP_SELL, Lots, price, Slippage,
    \n sl, 0, "DonchianSell", MagicNumber, 0, clrRed);
    \n if(ticket < 0)
    \n Print("\u58f2\u308a\u6ce8\u6587\u5931\u6557: ", GetLastError());
    \n else
    \n Print("\u58f2\u308a\u30a8\u30f3\u30c8\u30ea\u30fc: ticket=", ticket, " price=", price, " SL=", sl);
    \n }
    \n}<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| \u65b0\u3057\u3044\u8db3\u304b\u3069\u3046\u304b\u306e\u5224\u5b9a |
    \n\/\/+——————————————————————+
    \nbool IsNewBar()
    \n{
    \n static datetime lastBarTime = 0;
    \n datetime currentBarTime = iTime(Symbol(), Period(), 0);
    \n if(currentBarTime != lastBarTime)
    \n {
    \n lastBarTime = currentBarTime;
    \n return true;
    \n }
    \n return false;
    \n}<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| \u30c9\u30f3\u30c1\u30e3\u30f3\u30d6\u30ec\u30a4\u30af\u30a2\u30a6\u30c8\u306e\u30b7\u30b0\u30ca\u30eb\u5224\u5b9a |
    \n\/\/| 1\u672c\u524d\u306e\u8db3\u306e\u7d42\u5024\u304c\u3001\u305d\u306e\u524dN\u672c\u306e\u9ad8\u5024(\u5b89\u5024)\u3092\u7a81\u7834\u3057\u305f\u304b\u3092\u5224\u5b9a |
    \n\/\/| \u623b\u308a\u5024: 1=\u8cb7\u3044, -1=\u58f2\u308a, 0=\u30b7\u30b0\u30ca\u30eb\u306a\u3057 |
    \n\/\/+——————————————————————+
    \nint CheckSignal()
    \n{
    \n \/\/ bar1\u306e\u7d42\u5024
    \n double prevClose = iClose(Symbol(), Period(), 1);<\/p>\n

    \/\/ bar2\u301cbar(N+1)\u306e\u6700\u9ad8\u5024\u30fb\u6700\u5b89\u5024(\u76f4\u524d\u306eN\u672c\u3001bar1\u306f\u9664\u5916)
    \n int highIdx = iHighest(Symbol(), Period(), MODE_HIGH, ChannelPeriod, 2);
    \n int lowIdx = iLowest(Symbol(), Period(), MODE_LOW, ChannelPeriod, 2);
    \n double highest = iHigh(Symbol(), Period(), highIdx);
    \n double lowest = iLow(Symbol(), Period(), lowIdx);<\/p>\n

    if(prevClose > highest)
    \n return 1;
    \n else if(prevClose < lowest)
    \n return -1;<\/p>\n

    return 0;
    \n}<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| ATR\u306e\u53d6\u5f97 |
    \n\/\/+——————————————————————+
    \ndouble GetATR()
    \n{
    \n return iATR(Symbol(), Period(), ATRPeriod, 1);
    \n}<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| \u30aa\u30fc\u30d7\u30f3\u30dd\u30b8\u30b7\u30e7\u30f3\u306e\u6709\u7121 |
    \n\/\/+——————————————————————+
    \nbool HasOpenPosition()
    \n{
    \n for(int i = OrdersTotal() – 1; i >= 0; i–)
    \n {
    \n if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
    \n {
    \n if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
    \n return true;
    \n }
    \n }
    \n return false;
    \n}<\/p>\n

    \/\/+——————————————————————+
    \n\/\/| \u30dd\u30b8\u30b7\u30e7\u30f3\u7ba1\u7406(\u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u30b9\u30c8\u30c3\u30d7) |
    \n\/\/+——————————————————————+
    \nvoid ManagePositions()
    \n{
    \n if(!UseTrailingStop)
    \n return;<\/p>\n

    for(int i = OrdersTotal() – 1; i >= 0; i–)
    \n {
    \n if(!OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
    \n continue;
    \n if(OrderSymbol() != Symbol() || OrderMagicNumber() != MagicNumber)
    \n continue;<\/p>\n

    double trailStart = TrailStartPips * gPipPoint;
    \n double trailStep = TrailStepPips * gPipPoint;<\/p>\n

    if(OrderType() == OP_BUY)
    \n {
    \n if(Bid – OrderOpenPrice() >= trailStart)
    \n {
    \n double newSL = Bid – trailStep;
    \n if(newSL > OrderStopLoss() || OrderStopLoss() == 0)
    \n {
    \n if(!OrderModify(OrderTicket(), OrderOpenPrice(), newSL, 0, 0, clrBlue))
    \n Print("\u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u5909\u66f4\u5931\u6557(Buy): ", GetLastError());
    \n }
    \n }
    \n }
    \n else if(OrderType() == OP_SELL)
    \n {
    \n if(OrderOpenPrice() – Ask >= trailStart)
    \n {
    \n double newSL = Ask + trailStep;
    \n if(newSL < OrderStopLoss() || OrderStopLoss() == 0)
    \n {
    \n if(!OrderModify(OrderTicket(), OrderOpenPrice(), newSL, 0, 0, clrRed))
    \n Print("\u30c8\u30ec\u30fc\u30ea\u30f3\u30b0\u5909\u66f4\u5931\u6557(Sell): ", GetLastError());
    \n }
    \n }
    \n }
    \n }
    \n}
    \n\/\/+——————————————————————+<\/p>\n

    \u30d0\u30c3\u30af\u30c6\u30b9\u30c8\u7d50\u679c(2\u3064\u306e\u5e02\u5834\u74b0\u5883\u3067\u6bd4\u8f03)<\/h2>\n

    \u5b9f\u30c6\u30a3\u30c3\u30af\u30c7\u30fc\u30bf\u304c\u5165\u624b\u3067\u304d\u306a\u3044\u305f\u3081\u3001Python\u3067\u5e7e\u4f55\u30d6\u30e9\u30a6\u30f3\u904b\u52d5(GBM)<\/b>\u306b\u3088\u308b\u6a21\u64ec\u7684\u306a\u65e5\u8db3\u30c7\u30fc\u30bf\u30922,520\u672c(\u7d0410\u5e74\u5206)\u751f\u6210\u3057\u3001EA\u3068\u540c\u3058\u30ed\u30b8\u30c3\u30af\u3067\u30c8\u30ec\u30fc\u30c9\u3092\u518d\u73fe\u3057\u307e\u3057\u305f\u3002\u3053\u308c\u306f\u5b9f\u53e3\u5ea7\u3067\u306e\u5229\u76ca\u3092\u4fdd\u8a3c\u3059\u308b\u3082\u306e\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/b>\u30ed\u30b8\u30c3\u30af\u306e\u59a5\u5f53\u6027\u3092\u7d71\u8a08\u7684\u306b\u78ba\u8a8d\u3059\u308b\u306e\u304c\u76ee\u7684\u3067\u3059\u3002<\/p>\n

    2\u3064\u306e\u30b7\u30ca\u30ea\u30aa\u3092\u6bd4\u8f03\u3057\u307e\u3057\u305f:<\/p>\n