智能货币订单块与结构突破信号

#property copyright "XAUOF指标工坊"
#property version   "1.00"
#property strict
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots   2

// 买入箭头
#property indicator_type1   DRAW_ARROW
#property indicator_color1  clrDodgerBlue
#property indicator_width1  3
#property indicator_label1  "买入信号"

// 卖出箭头
#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrRed
#property indicator_width2  3
#property indicator_label2  "卖出信号"

//--- 输入参数
input int    SwingPeriod = 5;              // 摆动周期：识别高低点的K线数量，推荐5-10
input int    ArrowOffset = 50;             // 箭头偏移：距离K线的点数，推荐30-100
input bool   ShowBullishOB = true;         // 显示看涨订单块（蓝色）
input bool   ShowBearishOB = true;         // 显示看跌订单块（橙色）
input color  BullishOBColor = clrDodgerBlue;    // 看涨订单块颜色
input color  BearishOBColor = clrOrange;        // 看跌订单块颜色
input int    OBTransparency = 80;          // 订单块透明度：0=不透明，90=很透明
input int    MaxOBToShow = 10;             // 最多显示订单块数量：避免图表过于混乱

//--- 指标缓冲区
double BuyArrowBuffer[];
double SellArrowBuffer[];

//--- 全局变量
struct OrderBlockInfo {
   datetime time_start;
   datetime time_end;
   double   price_high;
   double   price_low;
   bool     is_bullish;  // true=看涨OB，false=看跌OB
};

OrderBlockInfo OBList[];
int OBCount = 0;

//+------------------------------------------------------------------+
//| 初始化函数                                                        |
//+------------------------------------------------------------------+
int OnInit()
{
   // 绑定指标缓冲区
   SetIndexBuffer(0, BuyArrowBuffer, INDICATOR_DATA);
   SetIndexBuffer(1, SellArrowBuffer, INDICATOR_DATA);
   
   // 设置箭头符号：233=上箭头，234=下箭头
   PlotIndexSetInteger(0, PLOT_ARROW, 233);
   PlotIndexSetInteger(1, PLOT_ARROW, 234);
   
   // 设置空值
   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   
   // 初始化数组
   ArrayResize(OBList, MaxOBToShow);
   OBCount = 0;
   
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| 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，返回
   if(rates_total < SwingPeriod * 2 + 1)
      return 0;
   
   // 确定起始位置
   int start = (prev_calculated > SwingPeriod) ? prev_calculated - 1 : SwingPeriod;
   
   // 首次运行，初始化缓冲区
   if(prev_calculated == 0)
   {
      ArrayInitialize(BuyArrowBuffer, EMPTY_VALUE);
      ArrayInitialize(SellArrowBuffer, EMPTY_VALUE);
      
      // 清除旧的图形对象
      ObjectsDeleteAll(0, "OB_");
   }
   
   // 逐根K线扫描
   for(int i = start; i < rates_total && !IsStopped(); i++)
   {
      // 重置当前K线的箭头
      BuyArrowBuffer[i] = EMPTY_VALUE;
      SellArrowBuffer[i] = EMPTY_VALUE;
      
      // 需要足够的历史数据
      if(i < SwingPeriod * 2)
         continue;
      
      // 检查是否形成摆动高点（Swing High）
      if(IsSwingHigh(high, i, SwingPeriod))
      {
         // 找到摆动高点前的最后一根看涨K线作为看跌订单块
         int obIndex = FindLastBullishCandle(open, close, i, SwingPeriod);
         if(obIndex > 0 && ShowBearishOB)
         {
            // 创建看跌订单块
            CreateOrderBlock(time[obIndex], time[i], high[obIndex], low[obIndex], false, i);
         }
         
         // 检查是否突破了之前的高点（结构突破）
         if(IsBOS_High(high, i, SwingPeriod * 2))
         {
            // 显示卖出箭头
            SellArrowBuffer[i] = high[i] + ArrowOffset * _Point;
         }
      }
      
      // 检查是否形成摆动低点（Swing Low）
      if(IsSwingLow(low, i, SwingPeriod))
      {
         // 找到摆动低点前的最后一根看跌K线作为看涨订单块
         int obIndex = FindLastBearishCandle(open, close, i, SwingPeriod);
         if(obIndex > 0 && ShowBullishOB)
         {
            // 创建看涨订单块
            CreateOrderBlock(time[obIndex], time[i], high[obIndex], low[obIndex], true, i);
         }
         
         // 检查是否突破了之前的低点（结构突破）
         if(IsBOS_Low(low, i, SwingPeriod * 2))
         {
            // 显示买入箭头
            BuyArrowBuffer[i] = low[i] - ArrowOffset * _Point;
         }
      }
   }
   
   return rates_total;
}

//+------------------------------------------------------------------+
//| 判断是否为摆动高点                                                |
//+------------------------------------------------------------------+
bool IsSwingHigh(const double &high[], int index, int period)
{
   if(index < period || index >= ArraySize(high) - 1)
      return false;
   
   double centerHigh = high[index];
   
   // 检查左侧period根K线
   for(int i = 1; i <= period; i++)
   {
      if(high[index - i] >= centerHigh)
         return false;
   }
   
   // 检查右侧period根K线（实时K线不检查右侧）
   for(int i = 1; i <= period && index + i < ArraySize(high); i++)
   {
      if(high[index + i] > centerHigh)
         return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| 判断是否为摆动低点                                                |
//+------------------------------------------------------------------+
bool IsSwingLow(const double &low[], int index, int period)
{
   if(index < period || index >= ArraySize(low) - 1)
      return false;
   
   double centerLow = low[index];
   
   // 检查左侧period根K线
   for(int i = 1; i <= period; i++)
   {
      if(low[index - i] <= centerLow)
         return false;
   }
   
   // 检查右侧period根K线（实时K线不检查右侧）
   for(int i = 1; i <= period && index + i < ArraySize(low); i++)
   {
      if(low[index + i] < centerLow)
         return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| 找到摆动点之前最后一根看涨K线                                      |
//+------------------------------------------------------------------+
int FindLastBullishCandle(const double &open[], const double &close[], int swingIndex, int lookback)
{
   for(int i = swingIndex - 1; i >= swingIndex - lookback && i >= 0; i--)
   {
      if(close[i] > open[i])  // 阳线
         return i;
   }
   return -1;
}

//+------------------------------------------------------------------+
//| 找到摆动点之前最后一根看跌K线                                      |
//+------------------------------------------------------------------+
int FindLastBearishCandle(const double &open[], const double &close[], int swingIndex, int lookback)
{
   for(int i = swingIndex - 1; i >= swingIndex - lookback && i >= 0; i--)
   {
      if(close[i] < open[i])  // 阴线
         return i;
   }
   return -1;
}

//+------------------------------------------------------------------+
//| 检查是否突破了之前的高点（向上BOS）                                |
//+------------------------------------------------------------------+
bool IsBOS_High(const double &high[], int index, int lookback)
{
   if(index < lookback + 1)
      return false;
   
   double currentHigh = high[index];
   
   // 检查是否突破了lookback范围内的最高点
   double maxHigh = high[index - 1];
   for(int i = index - lookback; i < index; i++)
   {
      if(high[i] > maxHigh)
         maxHigh = high[i];
   }
   
   return (currentHigh > maxHigh);
}

//+------------------------------------------------------------------+
//| 检查是否突破了之前的低点（向下BOS）                                |
//+------------------------------------------------------------------+
bool IsBOS_Low(const double &low[], int index, int lookback)
{
   if(index < lookback + 1)
      return false;
   
   double currentLow = low[index];
   
   // 检查是否突破了lookback范围内的最低点
   double minLow = low[index - 1];
   for(int i = index - lookback; i < index; i++)
   {
      if(low[i] < minLow)
         minLow = low[i];
   }
   
   return (currentLow < minLow);
}

//+------------------------------------------------------------------+
//| 创建订单块矩形                                                    |
//+------------------------------------------------------------------+
void CreateOrderBlock(datetime timeStart, datetime timeEnd, double priceHigh, double priceLow, bool isBullish, int barIndex)
{
   // 限制订单块数量
   if(OBCount >= MaxOBToShow)
      return;
   
   // 生成唯一的对象名称
   string objName = "OB_" + IntegerToString(barIndex) + "_" + (isBullish ? "Bull" : "Bear");
   
   // 如果对象已存在，先删除
   if(ObjectFind(0, objName) >= 0)
      ObjectDelete(0, objName);
   
   // 创建矩形对象
   if(!ObjectCreate(0, objName, OBJ_RECTANGLE, 0, timeStart, priceHigh, timeEnd + PeriodSeconds(PERIOD_CURRENT) * 50, priceLow))
   {
      Print("创建订单块失败: ", GetLastError());
      return;
   }
   
   // 设置矩形属性
   color obColor = isBullish ? BullishOBColor : BearishOBColor;
   ObjectSetInteger(0, objName, OBJPROP_COLOR, obColor);
   ObjectSetInteger(0, objName, OBJPROP_FILL, true);
   ObjectSetInteger(0, objName, OBJPROP_BACK, true);  // 放在背景层
   ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false);
   ObjectSetInteger(0, objName, OBJPROP_SELECTED, false);
   ObjectSetInteger(0, objName, OBJPROP_HIDDEN, true);
   ObjectSetInteger(0, objName, OBJPROP_WIDTH, 1);
   
   // 设置透明度（0-255，值越大越不透明，这里转换一下）
   int alpha = (int)((100 - OBTransparency) * 255 / 100);
   if(alpha < 0) alpha = 0;
   if(alpha > 255) alpha = 255;
   
   // 修改颜色的Alpha通道（注意：MQL5的颜色格式是0xAABBGGRR）
   color transparentColor = (color)((alpha << 24) | (obColor & 0x00FFFFFF));
   ObjectSetInteger(0, objName, OBJPROP_BGCOLOR, transparentColor);
   
   // 添加到列表
   OBList[OBCount].time_start = timeStart;
   OBList[OBCount].time_end = timeEnd;
   OBList[OBCount].price_high = priceHigh;
   OBList[OBCount].price_low = priceLow;
   OBList[OBCount].is_bullish = isBullish;
   OBCount++;
}

//+------------------------------------------------------------------+
//| 清理函数                                                          |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // 删除所有订单块对象
   ObjectsDeleteAll(0, "OB_");
}