【MQL4】スプレッドが通常より広がっているときだけエントリーを見送るフィルターEAの作り方

//+------------------------------------------------------------------+
//|                                        SpreadFilterEA.mq4         |
//|                     Copyright 2026, FX-EA System Project Creator |
//|                        https://creator.fx-ea-system-project.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, FX-EA System Project Creator"
#property link      "https://creator.fx-ea-system-project.com/"
#property version   "1.00"
#property strict

input int    InpFastMAPeriod     = 5;     //短期移動平均の期間
input int    InpSlowMAPeriod     = 20;    //長期移動平均の期間
input int    InpHistorySize      = 30;    //移動平均に使う直近サンプル数(分)
input double InpSpreadMultiplier = 1.5;   //平均スプレッドの何倍までエントリーを許可するか
input int    InpFallbackMaxSpread= 30;    //サンプルが揃うまでの固定上限(ポイント)
input double InpLots             = 0.01;
input int    InpStopLossPoints   = 300;
input int    InpMagicNumber      = 20261029;

double   g_spreadHistory[30];
int      g_historyCount  = 0;
int      g_historyIndex  = 0;
datetime g_lastRecordedMinute = 0;

void RecordSpread()
  {
   int currentSpread = (int)MarketInfo(_Symbol, MODE_SPREAD);
   g_spreadHistory[g_historyIndex] = currentSpread;
   g_historyIndex = (g_historyIndex + 1) % InpHistorySize;
   if(g_historyCount < InpHistorySize)
      g_historyCount++;
  }

bool IsSpreadOK()
  {
   int currentSpread = (int)MarketInfo(_Symbol, MODE_SPREAD);

   if(g_historyCount < InpHistorySize)
      return(currentSpread <= InpFallbackMaxSpread);

   double sum = 0;
   for(int i = 0; i < g_historyCount; i++)
      sum += g_spreadHistory[i];
   double avgSpread = sum / g_historyCount;

   return(currentSpread <= avgSpread * InpSpreadMultiplier);
  }

bool HasOpenPosition()
  {
   for(int i = 0; i < OrdersTotal(); i++)
     {
      if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
        {
         if(OrderSymbol() == _Symbol && OrderMagicNumber() == InpMagicNumber)
            return(true);
        }
     }
   return(false);
  }

int OnInit()
  {
   ArrayInitialize(g_spreadHistory, 0);
   return(INIT_SUCCEEDED);
  }

void OnTick()
  {
   datetime currentMinute = iTime(_Symbol, PERIOD_M1, 0);
   if(currentMinute != g_lastRecordedMinute)
     {
      g_lastRecordedMinute = currentMinute;
      RecordSpread();
     }

   if(HasOpenPosition())
      return;

   if(!IsSpreadOK())
     {
      Comment("スプレッドが広いためエントリーを見送り中: ",
              (int)MarketInfo(_Symbol, MODE_SPREAD), "pt");
      return;
     }

   double fastMA = iMA(_Symbol, PERIOD_CURRENT, InpFastMAPeriod, 0, MODE_SMA, PRICE_CLOSE, 0);
   double slowMA = iMA(_Symbol, PERIOD_CURRENT, InpSlowMAPeriod, 0, MODE_SMA, PRICE_CLOSE, 0);
   double fastMAPrev = iMA(_Symbol, PERIOD_CURRENT, InpFastMAPeriod, 0, MODE_SMA, PRICE_CLOSE, 1);
   double slowMAPrev = iMA(_Symbol, PERIOD_CURRENT, InpSlowMAPeriod, 0, MODE_SMA, PRICE_CLOSE, 1);

   if(fastMAPrev <= slowMAPrev && fastMA > slowMA)
     {
      double sl = Ask - InpStopLossPoints * Point;
      OrderSend(_Symbol, OP_BUY, InpLots, Ask, 3, sl, 0,
                "SpreadFilterEA", InpMagicNumber, 0, clrBlue);
     }
   else if(fastMAPrev >= slowMAPrev && fastMA < slowMA)
     {
      double sl = Bid + InpStopLossPoints * Point;
      OrderSend(_Symbol, OP_SELL, InpLots, Bid, 3, sl, 0,
                "SpreadFilterEA", InpMagicNumber, 0, clrRed);
     }
  }