【MQL4】マーチンゲールで連敗したら資金がどう減っていくかをEAで検証してみた(ロット倍増シミュレーション)

//+------------------------------------------------------------------+
//|                                MartingaleDrawdownSimulatorEA.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 double InitialLots          = 0.01;   //連敗0回のときのロット
input double LotMultiplier        = 2.0;    //1連敗ごとのロット倍率
input int    MaxConsecutiveLosses = 8;      //この連敗数で検証を強制停止
input int    StopLossPips         = 200;
input int    TakeProfitPips       = 100;
input int    MagicNumber          = 20261007;

int    consecutiveLosses = 0;
int    lastClosedTicket  = -1;
bool   simulationStopped = false;

int OnInit()
  {
   consecutiveLosses = 0;
   simulationStopped = false;
   return(INIT_SUCCEEDED);
  }

double CurrentLots()
  {
   double lots = InitialLots * MathPow(LotMultiplier, consecutiveLosses);
   double maxLot = MarketInfo(_Symbol, MODE_MAXLOT);
   if(lots > maxLot)
      lots = maxLot;
   return(NormalizeDouble(lots, 2));
  }

void CheckLastClosedTrade()
  {
   for(int i = OrdersHistoryTotal() - 1; i >= 0; i--)
     {
      if(!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
         continue;
      if(OrderMagicNumber() != MagicNumber || OrderSymbol() != _Symbol)
         continue;
      if(OrderTicket() == lastClosedTicket)
         break;

      lastClosedTicket = OrderTicket();
      double profit = OrderProfit() + OrderSwap() + OrderCommission();

      if(profit < 0)
         consecutiveLosses++;
      else
         consecutiveLosses = 0;

      break;
     }
  }

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

void LogState(double lots, double requiredMargin)
  {
   int handle = FileOpen("martingale_simulation_log.csv",
                          FILE_CSV|FILE_READ|FILE_WRITE|FILE_SHARE_READ, ',');
   if(handle == INVALID_HANDLE)
      return;

   FileSeek(handle, 0, SEEK_END);
   FileWrite(handle, TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS),
             consecutiveLosses, DoubleToString(lots, 2),
             DoubleToString(requiredMargin, 2),
             DoubleToString(AccountBalance(), 2),
             DoubleToString(AccountEquity(), 2));
   FileClose(handle);
  }

void OnTick()
  {
   CheckLastClosedTrade();

   if(simulationStopped)
     {
      Comment("検証停止中: 連敗数の上限またはフリーマージン不足に達しました");
      return;
     }

   if(consecutiveLosses >= MaxConsecutiveLosses)
     {
      simulationStopped = true;
      Alert("マーチンゲール検証: 連敗数が上限(", MaxConsecutiveLosses, ")に達したため停止しました");
      return;
     }

   if(HasOpenPosition())
      return;

   double lots = CurrentLots();
   double marginPerLot = MarketInfo(_Symbol, MODE_MARGINREQUIRED);
   double requiredMargin = marginPerLot * lots;

   if(requiredMargin > AccountFreeMargin())
     {
      simulationStopped = true;
      Comment("検証停止: 必要証拠金がフリーマージンを超えました");
      return;
     }

   LogState(lots, requiredMargin);

   double fastMA = iMA(_Symbol, PERIOD_CURRENT, 5, 0, MODE_SMA, PRICE_CLOSE, 0);
   double slowMA = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_SMA, PRICE_CLOSE, 0);

   double sl = 0, tp = 0;

   if(fastMA > slowMA)
     {
      sl = Ask - StopLossPips * Point;
      tp = Ask + TakeProfitPips * Point;
      OrderSend(_Symbol, OP_BUY, lots, Ask, 3, sl, tp, "MartingaleSim", MagicNumber, 0, clrBlue);
     }
   else
     {
      sl = Bid + StopLossPips * Point;
      tp = Bid - TakeProfitPips * Point;
      OrderSend(_Symbol, OP_SELL, lots, Bid, 3, sl, tp, "MartingaleSim", MagicNumber, 0, clrRed);
     }
  }