黄金亚欧盘突破策略EA

#property copyright "XAUOF指标工坊"
#property version   "1.00"
#property strict

#include <Trade\Trade.mqh>

//+------------------------------------------------------------------+
//| 可调参数                                                          |
//+------------------------------------------------------------------+
input int      InpMagicNumber = 888888;           // 魔术号（用于区分不同策略）
input double   InpLotSize = 0.1;                  // 固定手数
input int      InpAsianStartHour = 8;             // 亚盘开始时间（小时，北京时间）
input int      InpAsianEndHour = 14;              // 亚盘结束时间（小时，北京时间）
input int      InpTimezoneOffset = 8;             // 时区偏移（北京时间=8，UTC=0）
input double   InpRiskRewardRatio = 2.0;          // 止盈止损比例（倍数，默认2倍）
input bool     InpUseCloseBreakout = true;        // 使用收盘价确认突破（true=更保守，false=触及即突破）
input int      InpSlippage = 30;                  // 允许滑点（点）
input string   InpTradeComment = "亚欧盘突破";    // 订单备注

//+------------------------------------------------------------------+
//| 全局变量                                                          |
//+------------------------------------------------------------------+
CTrade trade;                    // 交易对象
datetime currentDate = 0;        // 当前日期（用于每日重置区间）
double asianHigh = 0;            // 亚盘最高价
double asianLow = 0;             // 亚盘最低价
bool rangeValid = false;         // 区间是否有效
bool tradedToday = false;        // 今天是否已交易（防止重复开仓）

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
   // 设置交易参数
   trade.SetExpertMagicNumber(InpMagicNumber);
   trade.SetDeviationInPoints(InpSlippage);
   trade.SetTypeFilling(ORDER_FILLING_FOK);
   trade.SetAsyncMode(false);
   
   // 参数有效性检查
   if(InpLotSize <= 0)
   {
      Print("错误：手数必须大于0");
      return INIT_PARAMETERS_INCORRECT;
   }
   
   if(InpAsianStartHour < 0 || InpAsianStartHour > 23 || InpAsianEndHour < 0 || InpAsianEndHour > 23)
   {
      Print("错误：时间必须在0-23之间");
      return INIT_PARAMETERS_INCORRECT;
   }
   
   if(InpRiskRewardRatio <= 0)
   {
      Print("错误：止盈止损比例必须大于0");
      return INIT_PARAMETERS_INCORRECT;
   }
   
   Print("亚欧盘突破EA初始化成功");
   Print("亚盘时段: ", InpAsianStartHour, ":00 - ", InpAsianEndHour, ":00（北京时间）");
   Print("固定手数: ", InpLotSize, " 止盈止损比例: 1:", InpRiskRewardRatio);
   
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   Comment("");
}

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   // 获取当前时间（转换为北京时间）
   datetime serverTime = TimeCurrent();
   MqlDateTime dt;
   TimeToStruct(serverTime, dt);
   
   // 转换为本地时区
   int localHour = (dt.hour + InpTimezoneOffset) % 24;
   
   // 检查是否是新的一天，重置数据
   datetime todayDate = serverTime - (serverTime % 86400); // 获取今天0点的时间戳
   if(todayDate != currentDate)
   {
      currentDate = todayDate;
      asianHigh = 0;
      asianLow = 0;
      rangeValid = false;
      tradedToday = false;
      Print("新的交易日开始，重置亚盘区间");
   }
   
   // 亚盘时段：记录最高最低价
   bool isAsianSession = IsAsianSession(localHour);
   if(isAsianSession)
   {
      double high = iHigh(_Symbol, PERIOD_CURRENT, 0);
      double low = iLow(_Symbol, PERIOD_CURRENT, 0);
      
      if(asianHigh == 0 || asianLow == 0)
      {
         // 第一次记录
         asianHigh = high;
         asianLow = low;
      }
      else
      {
         // 更新区间
         if(high > asianHigh) asianHigh = high;
         if(low < asianLow) asianLow = low;
      }
      
      rangeValid = true;
   }
   
   // 欧盘时段：检查突破信号
   if(!isAsianSession && rangeValid && !tradedToday)
   {
      // 检查当前是否已有持仓
      if(PositionSelect(_Symbol))
      {
         // 已有持仓，不再开新仓
         return;
      }
      
      double currentPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      double currentAsk = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      
      // 计算止损距离
      double stopDistance = asianHigh - asianLow;
      if(stopDistance <= 0) return;
      
      // 做多信号：突破区间上沿
      bool longSignal = false;
      if(InpUseCloseBreakout)
      {
         // 使用收盘价突破
         double prevClose = iClose(_Symbol, PERIOD_CURRENT, 1);
         double currClose = iClose(_Symbol, PERIOD_CURRENT, 0);
         longSignal = (currClose > asianHigh && prevClose <= asianHigh);
      }
      else
      {
         // 触及即突破
         double currHigh = iHigh(_Symbol, PERIOD_CURRENT, 0);
         longSignal = (currHigh > asianHigh);
      }
      
      // 做空信号：突破区间下沿
      bool shortSignal = false;
      if(InpUseCloseBreakout)
      {
         double prevClose = iClose(_Symbol, PERIOD_CURRENT, 1);
         double currClose = iClose(_Symbol, PERIOD_CURRENT, 0);
         shortSignal = (currClose < asianLow && prevClose >= asianLow);
      }
      else
      {
         double currLow = iLow(_Symbol, PERIOD_CURRENT, 0);
         shortSignal = (currLow < asianLow);
      }
      
      // 执行做多
      if(longSignal)
      {
         double sl = asianLow;
         double tp = currentAsk + (stopDistance * InpRiskRewardRatio);
         
         if(trade.Buy(InpLotSize, _Symbol, currentAsk, sl, tp, InpTradeComment))
         {
            Print("做多开仓成功 | 价格:", currentAsk, " 止损:", sl, " 止盈:", tp);
            tradedToday = true;
         }
         else
         {
            Print("做多开仓失败，错误代码:", GetLastError());
         }
      }
      
      // 执行做空
      if(shortSignal)
      {
         double sl = asianHigh;
         double tp = currentPrice - (stopDistance * InpRiskRewardRatio);
         
         if(trade.Sell(InpLotSize, _Symbol, currentPrice, sl, tp, InpTradeComment))
         {
            Print("做空开仓成功 | 价格:", currentPrice, " 止损:", sl, " 止盈:", tp);
            tradedToday = true;
         }
         else
         {
            Print("做空开仓失败，错误代码:", GetLastError());
         }
      }
   }
   
   // 显示当前状态
   string status = "";
   status += "========== 亚欧盘突破EA ==========\n";
   status += "魔术号: " + IntegerToString(InpMagicNumber) + "\n";
   status += "亚盘时段: " + IntegerToString(InpAsianStartHour) + ":00 - " + IntegerToString(InpAsianEndHour) + ":00\n";
   status += "当前时间: " + IntegerToString(localHour) + ":00（本地）\n";
   status += "------------------------------------\n";
   
   if(rangeValid)
   {
      status += "亚盘高点: " + DoubleToString(asianHigh, _Digits) + "\n";
      status += "亚盘低点: " + DoubleToString(asianLow, _Digits) + "\n";
      status += "区间点数: " + DoubleToString(asianHigh - asianLow, _Digits) + "\n";
   }
   else
   {
      status += "区间状态: 未建立\n";
   }
   
   status += "------------------------------------\n";
   status += "今日已交易: " + (tradedToday ? "是" : "否") + "\n";
   
   // 显示当前持仓
   if(PositionSelect(_Symbol))
   {
      long posType = PositionGetInteger(POSITION_TYPE);
      double posProfit = PositionGetDouble(POSITION_PROFIT);
      status += "持仓方向: " + (posType == POSITION_TYPE_BUY ? "做多" : "做空") + "\n";
      status += "当前盈亏: " + DoubleToString(posProfit, 2) + "\n";
   }
   else
   {
      status += "当前持仓: 无\n";
   }
   
   Comment(status);
}

//+------------------------------------------------------------------+
//| 判断是否在亚盘时段                                                |
//+------------------------------------------------------------------+
bool IsAsianSession(int hour)
{
   if(InpAsianStartHour < InpAsianEndHour)
   {
      // 不跨日，例如 8:00 - 14:00
      return (hour >= InpAsianStartHour && hour < InpAsianEndHour);
   }
   else
   {
      // 跨日，例如 22:00 - 02:00
      return (hour >= InpAsianStartHour || hour < InpAsianEndHour);
   }
}
//+------------------------------------------------------------------+