MQL5重複エントリー防止を実コードで解説｜Duplicate Gate・同一バー制御・in-flight lock

// 学習用に一般化したEntry Gate状態例です。
// 実運用EAの完成ソースではありません。

enum EntrySide
{
   ENTRY_SIDE_BUY = 0,
   ENTRY_SIDE_SELL = 1
};

struct EntryGateState
{
   datetime lastEntryBarTime;
   datetime lastAttemptTime;
   bool     inFlight;
   string   lastRoute;
   string   lastReason;
};

EntryGateState g_buyGate;
EntryGateState g_sellGate;

void ResetEntryGateState(EntryGateState &gate)
{
   gate.lastEntryBarTime = 0;
   gate.lastAttemptTime = 0;
   gate.inFlight = false;
   gate.lastRoute = "NONE";
   gate.lastReason = "INIT";
}

void InitEntryGates()
{
   ResetEntryGateState(g_buyGate);
   ResetEntryGateState(g_sellGate);

   Print("DIAG/DUPLICATE_GATE: event=INIT",
         " reason=GATE_STATE_RESET");
}

// 学習用に一般化した現在バー時刻取得例です。
// 実運用EAの完成ソースではありません。

datetime GetCurrentBarTime()
{
   datetime barTime = iTime(_Symbol, PERIOD_CURRENT, 0);

   if(barTime == 0)
   {
      Print("DIAG/DUPLICATE_GATE: event=BAR_TIME_FAIL",
            " reason=ITIME_ZERO");
   }

   return barTime;
}

bool IsSameBar(datetime a, datetime b)
{
   if(a == 0 || b == 0)
      return false;

   return (a == b);
}

// 学習用に一般化したDuplicate Gate例です。
// 実運用EAの完成ソースではありません。

EntryGateState* ResolveGateBySide(EntrySide side)
{
   if(side == ENTRY_SIDE_BUY)
      return &g_buyGate;

   return &g_sellGate;
}

string EntrySideToText(EntrySide side)
{
   return (side == ENTRY_SIDE_BUY ? "BUY" : "SELL");
}

bool CanPassDuplicateGate(EntrySide side,
                          datetime currentBarTime,
                          int cooldownSeconds,
                          string routeName)
{
   EntryGateState* gate = ResolveGateBySide(side);
   string sideText = EntrySideToText(side);
   datetime nowTime = TimeCurrent();

   if(currentBarTime == 0)
   {
      gate.lastReason = "BAR_TIME_NOT_READY";

      Print("DIAG/DUPLICATE_GATE: side=", sideText,
            " event=BLOCK",
            " reason=", gate.lastReason,
            " route=", routeName);

      return false;
   }

   if(gate.inFlight)
   {
      gate.lastReason = "IN_FLIGHT";

      Print("DIAG/DUPLICATE_GATE: side=", sideText,
            " event=BLOCK",
            " reason=", gate.lastReason,
            " route=", routeName);

      return false;
   }

   if(IsSameBar(gate.lastEntryBarTime, currentBarTime))
   {
      gate.lastReason = "SAME_BAR_ALREADY_ENTRY";

      Print("DIAG/DUPLICATE_GATE: side=", sideText,
            " event=BLOCK",
            " reason=", gate.lastReason,
            " bar=", TimeToString(currentBarTime, TIME_DATE | TIME_MINUTES),
            " route=", routeName);

      return false;
   }

   if(gate.lastAttemptTime > 0 &&
      (nowTime - gate.lastAttemptTime) < cooldownSeconds)
   {
      gate.lastReason = "COOLDOWN";

      Print("DIAG/DUPLICATE_GATE: side=", sideText,
            " event=BLOCK",
            " reason=", gate.lastReason,
            " elapsed=", (nowTime - gate.lastAttemptTime),
            " route=", routeName);

      return false;
   }

   gate.lastReason = "PASS";

   Print("DIAG/DUPLICATE_GATE: side=", sideText,
         " event=PASS",
         " route=", routeName);

   return true;
}

// 学習用に一般化した発注試行mark例です。
// 実運用EAの完成ソースではありません。

void MarkEntryAttemptStart(EntrySide side,
                           datetime currentBarTime,
                           string routeName)
{
   EntryGateState* gate = ResolveGateBySide(side);
   string sideText = EntrySideToText(side);

   gate.inFlight = true;
   gate.lastAttemptTime = TimeCurrent();
   gate.lastRoute = routeName;
   gate.lastReason = "ATTEMPT_START";

   Print("DIAG/DUPLICATE_GATE: side=", sideText,
         " event=ATTEMPT_START",
         " bar=", TimeToString(currentBarTime, TIME_DATE | TIME_MINUTES),
         " route=", routeName);
}

void MarkEntryAttemptSuccess(EntrySide side,
                             datetime currentBarTime,
                             string routeName)
{
   EntryGateState* gate = ResolveGateBySide(side);
   string sideText = EntrySideToText(side);

   gate.inFlight = false;
   gate.lastEntryBarTime = currentBarTime;
   gate.lastAttemptTime = TimeCurrent();
   gate.lastRoute = routeName;
   gate.lastReason = "ENTRY_SUCCESS";

   Print("DIAG/DUPLICATE_GATE: side=", sideText,
         " event=ENTRY_SUCCESS",
         " bar=", TimeToString(currentBarTime, TIME_DATE | TIME_MINUTES),
         " route=", routeName);
}

void MarkEntryAttemptFail(EntrySide side,
                          string routeName,
                          string failReason)
{
   EntryGateState* gate = ResolveGateBySide(side);
   string sideText = EntrySideToText(side);

   gate.inFlight = false;
   gate.lastAttemptTime = TimeCurrent();
   gate.lastRoute = routeName;
   gate.lastReason = failReason;

   Print("DIAG/DUPLICATE_GATE: side=", sideText,
         " event=ENTRY_FAIL",
         " reason=", failReason,
         " route=", routeName);
}

// 学習用に一般化したOnTick接続例です。
// 実運用EAの完成ソースではありません。

struct EntryCandidate
{
   bool ready;
   EntrySide side;
   string routeName;
   string reason;
};

EntryCandidate BuildEntryCandidate()
{
   EntryCandidate candidate;
   candidate.ready = false;
   candidate.side = ENTRY_SIDE_BUY;
   candidate.routeName = "SIGNAL_ROUTE_SAMPLE";
   candidate.reason = "NO_SIGNAL";

   // 実際のEAでは、ここでsignal評価を行います。
   // 中核エントリー条件はこの記事では扱いません。

   return candidate;
}

void RouteToExecutionCheck(const EntryCandidate &candidate,
                           datetime currentBarTime)
{
   Print("DIAG/ENTRY_ROUTE: side=", EntrySideToText(candidate.side),
         " event=ROUTE_TO_EXECUTION_CHECK",
         " route=", candidate.routeName);

   // 実際のEAでは、ここでOrderSend前precheckやexecution層へ渡します。
   // この記事では実発注処理は扱いません。
}

void OnTick()
{
   EntryCandidate candidate = BuildEntryCandidate();

   if(!candidate.ready)
   {
      Print("DIAG/ENTRY: event=SKIP",
            " reason=", candidate.reason);
      return;
   }

   datetime currentBarTime = GetCurrentBarTime();

   if(!CanPassDuplicateGate(candidate.side,
                            currentBarTime,
                            10,
                            candidate.routeName))
   {
      return;
   }

   MarkEntryAttemptStart(candidate.side,
                         currentBarTime,
                         candidate.routeName);

   RouteToExecutionCheck(candidate,
                         currentBarTime);

   // 実際のEAではOrderSend結果に応じて
   // MarkEntryAttemptSuccess または MarkEntryAttemptFail を呼びます。
}

// 学習用に一般化したUI request重複防止例です。
// 実運用EAの完成ソースではありません。

datetime g_lastUiRequestTime = 0;
int g_uiRequestCooldownSeconds = 2;

bool CanAcceptUiRequest(string objectName)
{
   datetime nowTime = TimeCurrent();

   if(g_lastUiRequestTime > 0 &&
      (nowTime - g_lastUiRequestTime) < g_uiRequestCooldownSeconds)
   {
      Print("DIAG/UI_REQUEST: event=BLOCK",
            " reason=UI_COOLDOWN",
            " object=", objectName);

      return false;
   }

   g_lastUiRequestTime = nowTime;

   Print("DIAG/UI_REQUEST: event=ACCEPT",
         " object=", objectName);

   return true;
}