CFD 的部位規模（多數 EA 跳過的那堂課）

//+------------------------------------------------------------------+
//| Lesson 13 - Risk-based position sizing for CFD                   |
//+------------------------------------------------------------------+
#property copyright "Strategist Academy"
#property version   "1.00"

//+------------------------------------------------------------------+
//| Round volume down onto the broker's step                         |
//+------------------------------------------------------------------+
double NormalizeVolumeDown(const string sym, double vol)
{
   double vMin  = SymbolInfoDouble(sym, SYMBOL_VOLUME_MIN);
   double vMax  = SymbolInfoDouble(sym, SYMBOL_VOLUME_MAX);
   double vStep = SymbolInfoDouble(sym, SYMBOL_VOLUME_STEP);

   vol = MathMax(vMin, MathMin(vMax, vol));
   if(vStep > 0)
      vol = vMin + MathFloor((vol - vMin) / vStep + 0.0000001) * vStep;

   return NormalizeDouble(vol, 2);
}

//+------------------------------------------------------------------+
//| Lots such that a stop of stopPoints costs at most riskMoney      |
//+------------------------------------------------------------------+
double CalcLotsForRisk(const string sym, const double riskMoney, const double stopPoints)
{
   double tickValue = SymbolInfoDouble(sym, SYMBOL_TRADE_TICK_VALUE);
   double tickSize  = SymbolInfoDouble(sym, SYMBOL_TRADE_TICK_SIZE);

   if(tickValue <= 0 || tickSize <= 0 || stopPoints <= 0)
      return 0.0;

   // stopPoints * _Point is a PRICE distance. tickValue is per TICK, so
   // convert price distance into ticks before multiplying.
   double stopTicks  = (stopPoints * _Point) / tickSize;
   double riskPerLot = stopTicks * tickValue;

   if(riskPerLot <= 0)
      return 0.0;

   return NormalizeVolumeDown(sym, riskMoney / riskPerLot);
}

void OnStart()
{
   string sym = _Symbol;

   double equity  = AccountInfoDouble(ACCOUNT_EQUITY);
   double riskPct = 1.0;                       // risk 1% of equity
   double riskMoney = equity * riskPct / 100.0;

   double tickValue = SymbolInfoDouble(sym, SYMBOL_TRADE_TICK_VALUE);
   double tickSize  = SymbolInfoDouble(sym, SYMBOL_TRADE_TICK_SIZE);
   double contract  = SymbolInfoDouble(sym, SYMBOL_TRADE_CONTRACT_SIZE);
   long   stopsLevel= SymbolInfoInteger(sym, SYMBOL_TRADE_STOPS_LEVEL);

   Print("=== Sizing on ", sym, " ===");
   Print("Equity:        ", DoubleToString(equity, 2));
   Print("Risk budget:   ", DoubleToString(riskMoney, 2), " (", riskPct, "%)");
   Print("Tick size:     ", DoubleToString(tickSize, _Digits));
   Print("Tick value:    ", DoubleToString(tickValue, 2), " per lot per tick");
   Print("Contract size: ", DoubleToString(contract, 2));
   Print("Point:         ", DoubleToString(_Point, _Digits),
         "   (point vs tick differ? ", (MathAbs(_Point - tickSize) > 0.0000000001 ? "YES" : "no"), ")");
   Print("Stops level:   ", stopsLevel, " points");
   Print("Swap long/short: ", DoubleToString(SymbolInfoDouble(sym, SYMBOL_SWAP_LONG), 2), " / ",
                              DoubleToString(SymbolInfoDouble(sym, SYMBOL_SWAP_SHORT), 2));

   // Try a few stop distances and see what 1% risk actually buys.
   double testStops[4] = {50, 100, 200, 400};
   for(int i = 0; i < 4; i++)
   {
      double sp   = testStops[i];
      double lots = CalcLotsForRisk(sym, riskMoney, sp);

      string note = "";
      if(sp < (double)stopsLevel)
         note = "  <-- inside broker stops level, would be REJECTED";
      else if(lots <= 0)
         note = "  <-- too small for this symbol";

      Print("Stop ", DoubleToString(sp, 0), " pts -> lots ", DoubleToString(lots, 2), note);
   }

   // Margin check on a candidate size
   double lots = CalcLotsForRisk(sym, riskMoney, 200);
   if(lots > 0)
   {
      double price  = SymbolInfoDouble(sym, SYMBOL_ASK);
      double margin = 0.0;
      if(OrderCalcMargin(ORDER_TYPE_BUY, sym, lots, price, margin))
      {
         double free = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
         Print("Required margin for ", DoubleToString(lots, 2), " lots: ",
               DoubleToString(margin, 2), "   free: ", DoubleToString(free, 2),
               "   -> ", (margin <= free ? "affordable" : "NOT affordable"));
      }
      else
         Print("OrderCalcMargin failed: ", GetLastError());
   }
}