黄金布林带马丁EA·回本优先版

#property copyright "XAUOF 指标工坊"
#property version   "2.00"
#property strict

#include <Trade\Trade.mqh>

// ==================== 输入参数 ====================
input double InpBaseLot          = 0.01;    // 初始开仓手数（推荐0.01）
input double InpLotStep          = 0.01;    // 每次亏损后增加的手数（推荐0.01）
input int    InpBandsPeriod      = 20;      // 布林带计算周期（推荐20）
input double InpBandsDeviation   = 2.0;     // 布林带标准差倍数（推荐2.0）
input int    InpTrailingStopPts  = 100;     // 移动止损点数，黄金1点=0.01美元（推荐100）
input ulong  InpMagicNumber      = 20261002;// EA魔术编号，用于区分不同EA的订单

// ==================== 全局变量 ====================
CTrade         trade;            // MT5交易对象
int            bandsHandle;      // 布林带指标句柄
double         g_totalLoss;      // 记录连续亏损的总金额（正数），用于判断是否回本
int            g_lossCount;      // 连续亏损次数，用于计算当前手数

//+------------------------------------------------------------------+
//| EA初始化                                                          |
//+------------------------------------------------------------------+
int OnInit()
{
   // 创建布林带指标句柄
   bandsHandle = iBands(_Symbol, PERIOD_M5, InpBandsPeriod, 0, InpBandsDeviation, PRICE_CLOSE);
   if(bandsHandle == INVALID_HANDLE)
   {
      Print("错误：无法创建布林带指标句柄，请检查参数！");
      return INIT_FAILED;
   }

   // 配置交易对象
   trade.SetExpertMagicNumber(InpMagicNumber);
   trade.SetDeviationInPoints(30);
   trade.SetTypeFilling(ORDER_FILLING_IOC);

   // 初始化马丁格尔状态
   g_totalLoss = 0.0;
   g_lossCount = 0;

   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| EA卸载                                                            |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   if(bandsHandle != INVALID_HANDLE)
      IndicatorRelease(bandsHandle);
}

//+------------------------------------------------------------------+
//| 每个Tick触发                                                      |
//+------------------------------------------------------------------+
void OnTick()
{
   // 获取当前持仓数量
   int posCount = CountMyPositions();

   // 如果有持仓，先管理：检查回本平仓、移动止损
   if(posCount > 0)
   {
      ManageOpenPositions();
      return; // 每次只持1单
   }

   // 没有持仓时，检查是否需要开新仓
   if(Bars(_Symbol, PERIOD_M5) < InpBandsPeriod + 5) return;

   // 拷贝布林带数据：上轨、中轨、下轨
   double upper[], middle[], lower[];
   if(CopyBuffer(bandsHandle, 0, 0, 3, middle) < 3) return; // 中轨
   if(CopyBuffer(bandsHandle, 1, 0, 3, upper)  < 3) return; // 上轨
   if(CopyBuffer(bandsHandle, 2, 0, 3, lower)  < 3) return; // 下轨

   // 拷贝收盘价
   double close[];
   if(CopyClose(_Symbol, PERIOD_M5, 0, 3, close) < 3) return;

   // 前一根完成的K线索引是1，再前一根是0
   int prev = 1;
   int prev2 = 0;

   // 判断K线是否上穿或下穿布林带中轨
   bool crossUp = (close[prev] > middle[prev]) && (close[prev2] <= middle[prev2]);
   bool crossDn = (close[prev] < middle[prev]) && (close[prev2] >= middle[prev2]);

   // 计算当前应该开仓的手数
   double currentLot = InpBaseLot + g_lossCount * InpLotStep;
   currentLot = NormalizeLot(currentLot);

   // 获取当前价格
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);

   // 上穿中轨 -> 开多单
   if(crossUp)
   {
      // 止盈 = 上轨与中轨的差值
      double tpDistance = upper[prev] - middle[prev];
      if(tpDistance <= 0) tpDistance = point * 100; // 防止差值为0
      double tp = ask + tpDistance;

      // 初始不设固定止损，靠移动止损管理
      double sl = 0;

      if(trade.Buy(currentLot, _Symbol, ask, sl, tp, "Boll_Up"))
      {
         Print("开多单成功，手数:", currentLot, " 止盈距离:", tpDistance, " 累计亏损:", g_totalLoss);
      }
   }
   // 下穿中轨 -> 开空单
   else if(crossDn)
   {
      // 止盈 = 中轨与下轨的差值
      double tpDistance = middle[prev] - lower[prev];
      if(tpDistance <= 0) tpDistance = point * 100;
      double tp = bid - tpDistance;

      double sl = 0;

      if(trade.Sell(currentLot, _Symbol, bid, sl, tp, "Boll_Dn"))
      {
         Print("开空单成功，手数:", currentLot, " 止盈距离:", tpDistance, " 累计亏损:", g_totalLoss);
      }
   }
}

//+------------------------------------------------------------------+
//| 管理当前持仓：回本平仓 + 移动止损                                  |
//+------------------------------------------------------------------+
void ManageOpenPositions()
{
   double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   double trailDist = InpTrailingStopPts * point; // 移动止损距离

   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      ulong ticket = PositionGetTicket(i);
      if(ticket == 0) continue;
      if(PositionGetString(POSITION_SYMBOL) != _Symbol) continue;
      if(PositionGetInteger(POSITION_MAGIC) != (long)InpMagicNumber) continue;

      long type = PositionGetInteger(POSITION_TYPE);
      double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
      double currentSL = PositionGetDouble(POSITION_SL);
      double currentTP = PositionGetDouble(POSITION_TP);
      double volume = PositionGetDouble(POSITION_VOLUME);
      double profit = PositionGetDouble(POSITION_PROFIT);
      double swap = PositionGetDouble(POSITION_SWAP);
      double commission = PositionGetDouble(POSITION_COMMISSION);

      // 当前净盈亏 = 浮动盈亏 + 隔夜利息 + 手续费
      double netProfit = profit + swap + commission;

      // 【核心逻辑1】若有累计亏损，且当前浮盈能够覆盖，立即平仓
      if(g_totalLoss > 0 && netProfit >= g_totalLoss)
      {
         Print("浮盈(", netProfit, ")已覆盖累计亏损(", g_totalLoss, ")，立即平仓重置！");
         if(trade.PositionClose(ticket))
         {
            // 重置马丁格尔状态
            g_totalLoss = 0.0;
            g_lossCount = 0;
         }
         continue;
      }

      // 【核心逻辑2】如果还没达到回本条件，执行移动止损
      double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);

      if(type == POSITION_TYPE_BUY)
      {
         // 多单移动止损：当价格涨过开仓价 + 移动止损距离时，开始跟踪
         double newSL = bid - trailDist;
         // 新止损必须大于原止损，且大于开仓价
         if(newSL > currentSL + point && newSL > openPrice)
         {
            trade.PositionModify(ticket, newSL, currentTP);
            Print("多单移动止损更新至:", newSL);
         }
      }
      else if(type == POSITION_TYPE_SELL)
      {
         // 空单移动止损：当价格跌破开仓价 - 移动止损距离时，开始跟踪
         double newSL = ask + trailDist;
         if((currentSL == 0 || newSL < currentSL - point) && newSL < openPrice)
         {
            trade.PositionModify(ticket, newSL, currentTP);
            Print("空单移动止损更新至:", newSL);
         }
      }
   }
}

//+------------------------------------------------------------------+
//| 统计本EA当前的持仓数量                                             |
//+------------------------------------------------------------------+
int CountMyPositions()
{
   int count = 0;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      ulong ticket = PositionGetTicket(i);
      if(ticket == 0) continue;
      if(PositionGetString(POSITION_SYMBOL) == _Symbol &&
         PositionGetInteger(POSITION_MAGIC) == (long)InpMagicNumber)
      {
         count++;
      }
   }
   return count;
}

//+------------------------------------------------------------------+
//| 监听交易事件，处理订单平仓后的马丁格尔状态更新                      |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction& trans,
                        const MqlTradeRequest& request,
                        const MqlTradeResult& result)
{
   // 只关注历史订单新增（平仓）
   if(trans.type != TRADE_TRANSACTION_DEAL_ADD) return;

   ulong dealTicket = trans.deal;
   if(dealTicket == 0) return;

   // 选中历史订单才能读取属性
   if(!HistoryDealSelect(dealTicket)) return;

   // 过滤出本EA的平仓单
   if(HistoryDealGetInteger(dealTicket, DEAL_MAGIC) != (long)InpMagicNumber) return;

   long entry = HistoryDealGetInteger(dealTicket, DEAL_ENTRY);
   // 只处理出场单
   if(entry != DEAL_ENTRY_OUT) return;

   double profit = HistoryDealGetDouble(dealTicket, DEAL_PROFIT);
   double swap = HistoryDealGetDouble(dealTicket, DEAL_SWAP);
   double commission = HistoryDealGetDouble(dealTicket, DEAL_COMMISSION);
   double netProfit = profit + swap + commission;

   if(netProfit < 0)
   {
      // 亏损：累加亏损金额，增加亏损次数，下次开仓手数变大
      g_totalLoss += MathAbs(netProfit);
      g_lossCount++;
      Print("本单亏损:", netProfit, " 累计亏损:", g_totalLoss, " 下次手数:", 
            InpBaseLot + g_lossCount * InpLotStep);
   }
   else if(netProfit > 0)
   {
      // 盈利（包括回本平仓和正常止盈）：重置马丁格尔状态
      g_totalLoss = 0.0;
      g_lossCount = 0;
      Print("本单盈利:", netProfit, " 马丁格尔状态已重置，下次从0.01手开始。");
   }
   else
   {
      // 盈亏为0（极少见），也视为重置
      g_totalLoss = 0.0;
      g_lossCount = 0;
      Print("本单盈亏为0，马丁格尔状态已重置。");
   }
}

//+------------------------------------------------------------------+
//| 规范化手数                                                         |
//+------------------------------------------------------------------+
double NormalizeLot(double lot)
{
   double minLot  = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   double maxLot  = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
   double stepLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);

   if(stepLot <= 0) stepLot = 0.01;

   lot = MathRound(lot / stepLot) * stepLot;

   if(lot < minLot) lot = minLot;
   if(lot > maxLot) lot = maxLot;

   return NormalizeDouble(lot, 2);
}
//+------------------------------------------------------------------+