结构高低点 + 趋势线（MT5）（二创）

//+------------------------------------------------------------------+

//|                                            SwingPointTrendLine.mq5 |

//|                                       量化交易摆动点趋势线指标      |

//| 基于 XAUOF 社区作品 #5《结构高低点 + 趋势线（MT4）》（作者 XAUOF 官方）二次创作 |

//| 改动：从 MQL4 转换为 MQL5 语法                                      |

//+------------------------------------------------------------------+

#property copyright "Swing Point Trend Line Indicator - MT5"
#property link      ""
#property version   "2.00"
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots   2

//---- 可调参数

input int    SwingBars = 5;              // 左右比较的K线数量（推荐3-10）

input bool   ShowTrendLines = true;      // 是否显示趋势线

input color  UpTrendColor = clrLime;     // 上升趋势线颜色

input color  DownTrendColor = clrRed;    // 下降趋势线颜色

input int    LineWidth = 2;              // 趋势线粗细（1-5）


//---- 指标缓冲区

double HighDots[];    // 摆动高点标记

double LowDots[];     // 摆动低点标记


//---- 全局变量

datetime lastHighTime1 = 0, lastHighTime2 = 0;  // 最近两个高点时间

double   lastHighPrice1 = 0, lastHighPrice2 = 0; // 最近两个高点价格

datetime lastLowTime1 = 0, lastLowTime2 = 0;    // 最近两个低点时间

double   lastLowPrice1 = 0, lastLowPrice2 = 0;   // 最近两个低点价格


string upTrendLineName = "UpTrendLine_MT5";
string downTrendLineName = "DownTrendLine_MT5";

//+------------------------------------------------------------------+

//| 指标初始化函数                                                      |

//+------------------------------------------------------------------+

int OnInit()
{
   // 设置指标缓冲区 0：摆动高点

   SetIndexBuffer(0, HighDots, INDICATOR_DATA);
   PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_ARROW);
   PlotIndexSetInteger(0, PLOT_ARROW, 159);  // 小圆点符号

   PlotIndexSetString(0, PLOT_LABEL, "摆动高点");
   PlotIndexSetInteger(0, PLOT_ARROW_SHIFT, 0);
   PlotIndexSetInteger(0, PLOT_LINE_COLOR, clrRed);
   
   // 设置指标缓冲区 1：摆动低点

   SetIndexBuffer(1, LowDots, INDICATOR_DATA);
   PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_ARROW);
   PlotIndexSetInteger(1, PLOT_ARROW, 159);
   PlotIndexSetString(1, PLOT_LABEL, "摆动低点");
   PlotIndexSetInteger(1, PLOT_ARROW_SHIFT, 0);
   PlotIndexSetInteger(1, PLOT_LINE_COLOR, clrLime);
   
   // 设置空值

   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   
   // 清空之前的趋势线

   ObjectDelete(0, upTrendLineName);
   ObjectDelete(0, downTrendLineName);
   
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+

//| 指标清理函数                                                        |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)
{
   // 删除趋势线对象

   ObjectDelete(0, upTrendLineName);
   ObjectDelete(0, downTrendLineName);
   Comment("");  // 清空提示文字

}

//+------------------------------------------------------------------+

//| 主计算函数                                                          |

//+------------------------------------------------------------------+

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
   // 数据不足时返回

   if(rates_total < SwingBars * 2 + 1)
      return(0);
   
   // 将数组设置为时间序列（索引 0 = 最新 K 线）

   ArraySetAsSeries(time, true);
   ArraySetAsSeries(high, true);
   ArraySetAsSeries(low, true);
   ArraySetAsSeries(close, true);
   ArraySetAsSeries(HighDots, true);
   ArraySetAsSeries(LowDots, true);
   
   // 确定计算起点

   int start = SwingBars;
   if(prev_calculated > SwingBars)
      start = 1;  // 只计算最新的几根

   else
      start = rates_total - SwingBars - 1;  // 首次全量计算

   
   // 初始化缓冲区

   ArrayInitialize(HighDots, EMPTY_VALUE);
   ArrayInitialize(LowDots, EMPTY_VALUE);
   
   // 遍历K线识别摆动点（从旧到新）

   for(int i = start; i < rates_total - SwingBars; i++)
   {
      // 检查是否为摆动高点

      bool isSwingHigh = true;
      for(int j = 1; j <= SwingBars; j++)
      {
         // 检查索引范围

         if(i - j < 0 || i + j >= rates_total)
         {
            isSwingHigh = false;
            break;
         }
         // 左右都不能有更高的高点（注意时间序列方向）

         if(high[i - j] >= high[i] || high[i + j] >= high[i])
         {
            isSwingHigh = false;
            break;
         }
      }
      
      // 如果是摆动高点，标记并记录

      if(isSwingHigh)
      {
         HighDots[i] = high[i] + 10 * _Point;  // 在高点上方显示

         
         // 更新最近两个高点

         if(time[i] > lastHighTime1)
         {
            lastHighTime2 = lastHighTime1;
            lastHighPrice2 = lastHighPrice1;
            lastHighTime1 = time[i];
            lastHighPrice1 = high[i];
         }
         else if(time[i] > lastHighTime2)
         {
            lastHighTime2 = time[i];
            lastHighPrice2 = high[i];
         }
      }
      
      // 检查是否为摆动低点

      bool isSwingLow = true;
      for(int j = 1; j <= SwingBars; j++)
      {
         // 检查索引范围

         if(i - j < 0 || i + j >= rates_total)
         {
            isSwingLow = false;
            break;
         }
         // 左右都不能有更低的低点

         if(low[i - j] <= low[i] || low[i + j] <= low[i])
         {
            isSwingLow = false;
            break;
         }
      }
      
      // 如果是摆动低点，标记并记录

      if(isSwingLow)
      {
         LowDots[i] = low[i] - 10 * _Point;  // 在低点下方显示

         
         // 更新最近两个低点

         if(time[i] > lastLowTime1)
         {
            lastLowTime2 = lastLowTime1;
            lastLowPrice2 = lastLowPrice1;
            lastLowTime1 = time[i];
            lastLowPrice1 = low[i];
         }
         else if(time[i] > lastLowTime2)
         {
            lastLowTime2 = time[i];
            lastLowPrice2 = low[i];
         }
      }
   }
   
   // 绘制趋势线

   if(ShowTrendLines)
   {
      DrawTrendLines();
   }
   
   // 检查价格突破

   CheckBreakout(close[0]);
   
   return(rates_total);
}

//+------------------------------------------------------------------+

//| 绘制趋势线                                                          |

//+------------------------------------------------------------------+

void DrawTrendLines()
{
   // 删除旧的趋势线

   ObjectDelete(0, upTrendLineName);
   ObjectDelete(0, downTrendLineName);
   
   // 绘制下降趋势线（连接两个高点）

   if(lastHighTime1 > 0 && lastHighTime2 > 0 && lastHighTime1 != lastHighTime2)
   {
      ObjectCreate(0, downTrendLineName, OBJ_TREND, 0, lastHighTime2, lastHighPrice2, lastHighTime1, lastHighPrice1);
      ObjectSetInteger(0, downTrendLineName, OBJPROP_COLOR, DownTrendColor);
      ObjectSetInteger(0, downTrendLineName, OBJPROP_WIDTH, LineWidth);
      ObjectSetInteger(0, downTrendLineName, OBJPROP_RAY_RIGHT, true);  // 延长到右边

      ObjectSetInteger(0, downTrendLineName, OBJPROP_SELECTABLE, true);
      ObjectSetInteger(0, downTrendLineName, OBJPROP_BACK, false);  // 前景显示

   }
   
   // 绘制上升趋势线（连接两个低点）

   if(lastLowTime1 > 0 && lastLowTime2 > 0 && lastLowTime1 != lastLowTime2)
   {
      ObjectCreate(0, upTrendLineName, OBJ_TREND, 0, lastLowTime2, lastLowPrice2, lastLowTime1, lastLowPrice1);
      ObjectSetInteger(0, upTrendLineName, OBJPROP_COLOR, UpTrendColor);
      ObjectSetInteger(0, upTrendLineName, OBJPROP_WIDTH, LineWidth);
      ObjectSetInteger(0, upTrendLineName, OBJPROP_RAY_RIGHT, true);
      ObjectSetInteger(0, upTrendLineName, OBJPROP_SELECTABLE, true);
      ObjectSetInteger(0, upTrendLineName, OBJPROP_BACK, false);
   }
}

//+------------------------------------------------------------------+

//| 检查价格突破                                                        |

//+------------------------------------------------------------------+

void CheckBreakout(double currentPrice)
{
   bool breakoutDetected = false;
   string breakoutMsg = "";
   
   // 计算当前时间对应的趋势线价格

   datetime currentTime = TimeCurrent();
   
   // 检查上升趋势线突破（价格跌破）

   if(lastLowTime1 > 0 && lastLowTime2 > 0 && lastLowTime1 != lastLowTime2)
   {
      // 计算趋势线斜率

      double timeDiff = (double)(lastLowTime1 - lastLowTime2);
      if(timeDiff > 0)
      {
         double priceDiff = lastLowPrice1 - lastLowPrice2;
         double slope = priceDiff / timeDiff;
         
         // 计算当前时间点的趋势线价格

         double trendLinePrice = lastLowPrice1 + slope * (currentTime - lastLowTime1);
         
         // 价格跌破上升趋势线

         if(currentPrice < trendLinePrice)
         {
            breakoutDetected = true;
            breakoutMsg = "结构已破：跌破上升趋势线";
         }
      }
   }
   
   // 检查下降趋势线突破（价格突破向上）

   if(lastHighTime1 > 0 && lastHighTime2 > 0 && lastHighTime1 != lastHighTime2)
   {
      // 计算趋势线斜率

      double timeDiff = (double)(lastHighTime1 - lastHighTime2);
      if(timeDiff > 0)
      {
         double priceDiff = lastHighPrice1 - lastHighPrice2;
         double slope = priceDiff / timeDiff;
         
         // 计算当前时间点的趋势线价格

         double trendLinePrice = lastHighPrice1 + slope * (currentTime - lastHighTime1);
         
         // 价格突破下降趋势线

         if(currentPrice > trendLinePrice)
         {
            breakoutDetected = true;
            breakoutMsg = "结构已破：突破下降趋势线";
         }
      }
   }
   
   // 显示提示信息

   if(breakoutDetected)
   {
      Comment("\n", breakoutMsg, "\n当前价格: ", DoubleToString(currentPrice, _Digits));
   }
   else
   {
      Comment("");  // 清空提示

   }
}