EMA 金叉死叉 ATR 追踪止损 EA

//+------------------------------------------------------------------+
//| 基于 XAUOF 社区作品 #8《EMA 金叉 + ATR 追踪止损策略》           |
//| （作者 XAUOF 官方）二次创作                                      |
//| 改动：从 Pine Script 翻译成 MQL5 EA，保留所有核心逻辑            |
//+------------------------------------------------------------------+
#property copyright "XAUOF 指标工坊"
#property version   "1.00"
#property strict

#include <Trade\Trade.mqh>

//--- 输入参数
input int    EmaFastPeriod = 9;          // 快速 EMA 周期（推荐 9）
input int    EmaSlowPeriod = 21;         // 慢速 EMA 周期（推荐 21）
input int    AtrPeriod = 14;             // ATR 周期（推荐 14）
input double AtrMultiplier = 2.0;        // ATR 止损倍数（推荐 1.5-3.0）
input double RiskRewardRatio = 2.0;      // 风险回报比（止盈是止损的倍数，推荐 2.0-3.0）
input bool   LongOnly = false;           // 仅做多（true=只做多单，false=多空都做）
input double RiskPercent = 1.0;          // 每单风险百分比（推荐 1-2%）
input int    MagicNumber = 20241201;     // EA 魔术编号（用于识别自己的订单）
input string TradeComment = "EMA_ATR";   // 订单备注

//--- 全局变量
CTrade trade;
int handleEmaFast, handleEmaSlow, handleAtr;
double emaFast[], emaSlow[], atrBuffer[];

//--- 持仓跟踪
double entryPrice = 0;         // 入场价
double stopLoss = 0;           // 当前止损价
double takeProfit = 0;         // 止盈价
int positionType = 0;          // 1=多头, -1=空头, 0=无持仓

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
   trade.SetExpertMagicNumber(MagicNumber);
   
   // 创建指标句柄
   handleEmaFast = iMA(_Symbol, PERIOD_CURRENT, EmaFastPeriod, 0, MODE_EMA, PRICE_CLOSE);
   handleEmaSlow = iMA(_Symbol, PERIOD_CURRENT, EmaSlowPeriod, 0, MODE_EMA, PRICE_CLOSE);
   handleAtr = iATR(_Symbol, PERIOD_CURRENT, AtrPeriod);
   
   if(handleEmaFast == INVALID_HANDLE || handleEmaSlow == INVALID_HANDLE || handleAtr == INVALID_HANDLE)
   {
      Print("指标句柄创建失败");
      return INIT_FAILED;
   }
   
   // 设置数组为时间序列（索引 0 = 当前 K 线）
   ArraySetAsSeries(emaFast, true);
   ArraySetAsSeries(emaSlow, true);
   ArraySetAsSeries(atrBuffer, true);
   
   Print("EMA 金叉死叉 ATR 追踪止损 EA 初始化成功");
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   IndicatorRelease(handleEmaFast);
   IndicatorRelease(handleEmaSlow);
   IndicatorRelease(handleAtr);
}

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   // 检查是否有新 K 线
   static datetime lastBar = 0;
   datetime currentBar = iTime(_Symbol, PERIOD_CURRENT, 0);
   bool isNewBar = (currentBar != lastBar);
   if(isNewBar) lastBar = currentBar;
   
   // 复制指标数据
   if(CopyBuffer(handleEmaFast, 0, 0, 3, emaFast) < 3) return;
   if(CopyBuffer(handleEmaSlow, 0, 0, 3, emaSlow) < 3) return;
   if(CopyBuffer(handleAtr, 0, 0, 2, atrBuffer) < 2) return;
   
   // 当前持仓状态
   bool inLong = false, inShort = false;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == MagicNumber)
      {
         if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) inLong = true;
         if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) inShort = true;
      }
   }
   bool inPosition = inLong || inShort;
   
   // 金叉信号（快线上穿慢线）
   bool longSignal = (emaFast[0] > emaSlow[0] && emaFast[1] <= emaSlow[1]);
   
   // 死叉信号（快线下穿慢线）
   bool shortSignal = (emaFast[0] < emaSlow[0] && emaFast[1] >= emaSlow[1]);
   
   //========== 开仓逻辑 ==========
   if(isNewBar && !inPosition)
   {
      double currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      double atr = atrBuffer[0];
      
      // 多头开仓
      if(longSignal)
      {
         entryPrice = currentPrice;
         stopLoss = entryPrice - atr * AtrMultiplier;
         takeProfit = entryPrice + (entryPrice - stopLoss) * RiskRewardRatio;
         
         // 计算手数
         double lots = CalculateLots(entryPrice - stopLoss);
         if(lots > 0)
         {
            if(trade.Buy(lots, _Symbol, 0, stopLoss, takeProfit, TradeComment))
            {
               positionType = 1;
               Print("多单开仓成功：入场价=", entryPrice, " 止损=", stopLoss, " 止盈=", takeProfit);
            }
         }
      }
      
      // 空头开仓
      if(shortSignal && !LongOnly)
      {
         entryPrice = currentPrice;
         stopLoss = entryPrice + atr * AtrMultiplier;
         takeProfit = entryPrice - (stopLoss - entryPrice) * RiskRewardRatio;
         
         // 计算手数
         double lots = CalculateLots(stopLoss - entryPrice);
         if(lots > 0)
         {
            if(trade.Sell(lots, _Symbol, 0, stopLoss, takeProfit, TradeComment))
            {
               positionType = -1;
               Print("空单开仓成功：入场价=", entryPrice, " 止损=", stopLoss, " 止盈=", takeProfit);
            }
         }
      }
   }
   
   //========== 追踪止损逻辑 ==========
   if(inPosition)
   {
      double currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      double atr = atrBuffer[0];
      
      for(int i = PositionsTotal() - 1; i >= 0; i--)
      {
         if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == MagicNumber)
         {
            ulong ticket = PositionGetInteger(POSITION_TICKET);
            double currentSL = PositionGetDouble(POSITION_SL);
            double currentTP = PositionGetDouble(POSITION_TP);
            
            // 多头追踪止损（止损只能上移）
            if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
            {
               double newStopLoss = currentPrice - atr * AtrMultiplier;
               if(newStopLoss > currentSL && newStopLoss < currentPrice)
               {
                  if(trade.PositionModify(ticket, newStopLoss, currentTP))
                  {
                     Print("多单止损上移至：", newStopLoss);
                  }
               }
            }
            
            // 空头追踪止损（止损只能下移）
            if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
            {
               double newStopLoss = currentPrice + atr * AtrMultiplier;
               if(newStopLoss < currentSL && newStopLoss > currentPrice)
               {
                  if(trade.PositionModify(ticket, newStopLoss, currentTP))
                  {
                     Print("空单止损下移至：", newStopLoss);
                  }
               }
            }
         }
      }
   }
   
   // 平仓后重置状态
   if(!inPosition && positionType != 0)
   {
      positionType = 0;
      entryPrice = 0;
      stopLoss = 0;
      takeProfit = 0;
   }
}

//+------------------------------------------------------------------+
//| 计算手数（基于固定风险百分比）                                    |
//+------------------------------------------------------------------+
double CalculateLots(double riskDistance)
{
   if(riskDistance <= 0) return 0;
   
   double balance = AccountInfoDouble(ACCOUNT_BALANCE);
   double riskAmount = balance * RiskPercent / 100.0;
   
   // 每点价值
   double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
   double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
   
   // 风险距离对应的点数
   double points = riskDistance / _Point;
   
   // 计算手数
   double lots = riskAmount / (points * tickValue / tickSize);
   
   // 规范化手数
   double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
   double stepLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
   
   lots = MathFloor(lots / stepLot) * stepLot;
   lots = MathMax(lots, minLot);
   lots = MathMin(lots, maxLot);
   
   return lots;
}
//+------------------------------------------------------------------+