【FX検証】仕掛けの優位性を評価するMQL4検証について

input int slippage = 10;
input int day_count = 40;
input int ma_period=50;
input ENUM_TIMEFRAMES timeframe = PERIOD_M30; // 時間足のパラメータを追加
extern int magicnumber = 123;


int time =300*60;//単位は秒 300分なら300×60 30分足10本分

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
 
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   // バックテストかどうかチェック
   if(!IsTesting()){
      return;
   }
  
    double highest = iHigh(NULL, timeframe, iHighest(NULL, timeframe, MODE_HIGH, day_count, 1));
    double lowest = iLow(NULL, timeframe, iLowest(NULL, timeframe, MODE_LOW, day_count, 1));
    double close = iClose(NULL, timeframe, 0);
    double now_ma=iMA(NULL,timeframe,ma_period,0,MODE_SMA,PRICE_CLOSE,0);
    double before_ma=iMA(NULL,timeframe,ma_period,0,MODE_SMA,PRICE_CLOSE,1);
    
    int order = OrdersTotal();


    if (order>0)
    {
        DoExit();
        
    }
    
    if (order<1 && (close > highest) && (now_ma>before_ma)) // ロングの条件
    {
        printf("ロング");  
        
        OrderSend(Symbol(), OP_BUY, 1, Ask, slippage, 0, 0, NULL, magicnumber, 0, clrRed);
      
    }
    else if (order<1 && (close < lowest) && (now_ma<before_ma)) // ショートの条件
    {
        printf("ショート");
       
        OrderSend(Symbol(), OP_SELL, 1, Bid, slippage, 0, 0, NULL, magicnumber, 0, clrBlue);
        
    }
    

    Comment(day_count + 1, "期間の最高値は", highest, "|",
            day_count + 1, "期間の最安値は", lowest);
}
//+------------------------------------------------------------------+


//+------------------------------------------------------------------+
//|関数 イグジット処理                                                 |
//+------------------------------------------------------------------+
void DoExit(){
   
   for(int i=0; i < OrdersTotal(); i++){
      OrderSelect(i, SELECT_BY_POS, MODE_TRADES);
      if(OrderMagicNumber() != magicnumber || OrderSymbol() != Symbol()){
         continue;
      }
      if(TimeCurrent()>OrderOpenTime()+time)
      {
      
      
         if(OrderType() == OP_BUY){
            OrderClose(OrderTicket(), OrderLots(), Bid, 3, clrWhite);
            break;
         }
         if(OrderType() == OP_SELL){
            OrderClose(OrderTicket(), OrderLots(), Ask, 3, clrWhite);
            break;
         }
      }
   }
}