随机指标多空动能信号系统

#property copyright "XAUOF Indicator Studio"
#property version   "1.00"
#property strict
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots   6

// --- 绘图样式声明 ---
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrDodgerBlue
#property indicator_width1  2
#property indicator_label1  "%K线"

#property indicator_type2   DRAW_LINE
#property indicator_color2  clrOrangeRed
#property indicator_width2  2
#property indicator_label2  "%D线"

#property indicator_type3   DRAW_ARROW
#property indicator_color3  clrRed
#property indicator_width3  3
#property indicator_label3  "做空信号"

#property indicator_type4   DRAW_ARROW
#property indicator_color4  clrLime
#property indicator_width4  3
#property indicator_label4  "做多信号"

#property indicator_type5   DRAW_ARROW
#property indicator_color5  clrYellow
#property indicator_width5  2
#property indicator_label5  "平空信号"

#property indicator_type6   DRAW_ARROW
#property indicator_color6  clrAqua
#property indicator_width6  2
#property indicator_label6  "平多信号"

// --- 输入参数 ---
input int    InpKPeriod     = 14;    // K线周期（推荐14）
input int    InpDPeriod     = 3;     // D线平滑周期（推荐3）
input int    InpSlowing     = 3;     // 减速因子（推荐3）
input double InpOverbought  = 70.0;  // 超买阈值（默认70）
input double InpOversold    = 30.0;  // 超卖阈值（默认30）
input int    InpMomBars     = 3;     // 动能减弱回看K线数（推荐3，用于判断多头/空头动能是否衰竭）

// --- 缓冲区数组 ---
double BufferK[];
double BufferD[];
double BufferSellOpen[];
double BufferBuyOpen[];
double BufferSellClose[];
double BufferBuyClose[];

// --- 指标句柄 ---
int stochHandle = INVALID_HANDLE;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
{
    // 第一步：创建随机指标句柄（MQL5中iStochastic返回的是句柄而非数值）
    stochHandle = iStochastic(_Symbol, _Period, InpKPeriod, InpDPeriod, InpSlowing, MODE_SMA, STO_LOWHIGH);
    if(stochHandle == INVALID_HANDLE)
    {
        Print("创建随机指标句柄失败！");
        return INIT_FAILED;
    }

    // 绑定缓冲区，序号必须与 #property indicator_typeN 一一对应
    SetIndexBuffer(0, BufferK, INDICATOR_DATA);
    SetIndexBuffer(1, BufferD, INDICATOR_DATA);
    SetIndexBuffer(2, BufferSellOpen, INDICATOR_DATA);
    SetIndexBuffer(3, BufferBuyOpen, INDICATOR_DATA);
    SetIndexBuffer(4, BufferSellClose, INDICATOR_DATA);
    SetIndexBuffer(5, BufferBuyClose, INDICATOR_DATA);

    // 设置箭头形状和空值
    PlotIndexSetInteger(2, PLOT_ARROW, 234); // 向下箭头代表做空
    PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
    
    PlotIndexSetInteger(3, PLOT_ARROW, 233); // 向上箭头代表做多
    PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, EMPTY_VALUE);
    
    PlotIndexSetInteger(4, PLOT_ARROW, 159); // 圆点代表平空
    PlotIndexSetDouble(4, PLOT_EMPTY_VALUE, EMPTY_VALUE);
    
    PlotIndexSetInteger(5, PLOT_ARROW, 159); // 圆点代表平多
    PlotIndexSetDouble(5, PLOT_EMPTY_VALUE, EMPTY_VALUE);

    // 副图固定范围（必须用 IndicatorSetDouble，不能用 Integer）
    IndicatorSetDouble(INDICATOR_MINIMUM, 0.0);
    IndicatorSetDouble(INDICATOR_MAXIMUM, 100.0);
    
    // 画出超买超卖水平线
    IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpOverbought);
    IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpOversold);
    IndicatorSetInteger(INDICATOR_LEVELCOLOR, 0, clrGray);
    IndicatorSetInteger(INDICATOR_LEVELCOLOR, 1, clrGray);
    IndicatorSetInteger(INDICATOR_LEVELSTYLE, 0, STYLE_DOT);
    IndicatorSetInteger(INDICATOR_LEVELSTYLE, 1, STYLE_DOT);

    return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
    if(stochHandle != INVALID_HANDLE)
        IndicatorRelease(stochHandle);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
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[])
{
    if(rates_total < InpKPeriod + InpMomBars + 2) return 0;

    // 第二步：检查指标数据是否计算完毕
    if(BarsCalculated(stochHandle) < rates_total) return 0;

    // 第三步：将KD线数据拷贝到绑定的绘图缓冲区中
    // 注意：CopyBuffer拷贝出来的数据方向与OnCalculate传入的数组一致（索引0是最老K线，rates_total-1是最新K线）
    if(CopyBuffer(stochHandle, 0, 0, rates_total, BufferK) < rates_total) return 0;
    if(CopyBuffer(stochHandle, 1, 0, rates_total, BufferD) < rates_total) return 0;

    // 确定循环起点
    int start = (prev_calculated > 0) ? prev_calculated - 1 : InpKPeriod + InpMomBars;
    
    // 首次加载时清空所有信号缓冲区
    if(prev_calculated == 0)
    {
        ArrayInitialize(BufferSellOpen, EMPTY_VALUE);
        ArrayInitialize(BufferBuyOpen, EMPTY_VALUE);
        ArrayInitialize(BufferSellClose, EMPTY_VALUE);
        ArrayInitialize(BufferBuyClose, EMPTY_VALUE);
    }

    // 核心逻辑循环：从最老的K线向最新的K线遍历
    // 注意：读取 [i-1] 需要 i >= 1，读取 [i-InpMomBars] 需要 i >= InpMomBars
    for(int i = start; i < rates_total && !IsStopped(); i++)
    {
        // 【极其重要】没有信号的K线必须赋值为 EMPTY_VALUE，绝不能留0或上次残留值
        BufferSellOpen[i]  = EMPTY_VALUE;
        BufferBuyOpen[i]   = EMPTY_VALUE;
        BufferSellClose[i] = EMPTY_VALUE;
        BufferBuyClose[i]  = EMPTY_VALUE;

        // 防止数组越界
        if(i < 1 || i < InpMomBars) continue;

        double k_curr = BufferK[i];
        double d_curr = BufferD[i];
        double k_prev = BufferK[i-1];
        double d_prev = BufferD[i-1];

        // 判断交叉状态
        bool deadCross = (k_curr < d_curr && k_prev >= d_prev); // 死叉：K线下穿D线
        bool goldCross = (k_curr > d_curr && k_prev <= d_prev); // 金叉：K线上穿D线

        // 计算多头动能减弱：当前K线与InpMomBars根K线前的差值小于等于0，说明上涨乏力
        bool bullWeak = (k_curr - BufferK[i - InpMomBars] <= 0.0);
        
        // 计算空头动能减弱：当前K线与InpMomBars根K线前的差值大于等于0，说明下跌乏力
        bool bearWeak = (k_curr - BufferK[i - InpMomBars] >= 0.0);

        // --- 开仓信号 ---
        // 条件1：超过70形成死叉，且多头动能减弱 -> 做空信号
        if(k_curr > InpOverbought && deadCross && bullWeak)
        {
            BufferSellOpen[i] = k_curr; // 在副图中，将箭头画在当前K值的位置
        }
        
        // 条件2：低于30形成金叉，且空头动能减弱 -> 做多信号
        if(k_curr < InpOversold && goldCross && bearWeak)
        {
            BufferBuyOpen[i] = k_curr;
        }

        // --- 平仓信号 ---
        // 形成金叉后平空仓
        if(goldCross)
        {
            BufferSellClose[i] = k_curr;
        }
        
        // 形成死叉后平多仓
        if(deadCross)
        {
            BufferBuyClose[i] = k_curr;
        }
    }

    return rates_total;
}
//+------------------------------------------------------------------+