多均线MACD黄金交易EA

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

#include <Trade\Trade.mqh>

// ===== 可调参数 =====
input group "均线参数"
input int    FastEMA      = 10;      // 快速均线周期（橙色）
input int    MidEMA       = 25;      // 中速均线周期（绿色）
input int    SlowEMA      = 100;     // 慢速均线周期（黑色）
input int    TrendEMA     = 200;     // 趋势均线周期（红色）

input group "MACD参数"
input int    MACD_Fast    = 12;      // MACD快线周期
input int    MACD_Slow    = 26;      // MACD慢线周期
input int    MACD_Signal  = 9;       // MACD信号线周期

input group "交易参数"
input double Lots         = 0.1;     // 每单手数
input int    StopLoss     = 500;     // 止损点数（0=不设止损）
input int    TakeProfit   = 1000;    // 止盈点数（0=不设止盈）
input int    MagicNumber  = 20240101;// EA魔术号
input string TradeComment = "MACD_MA";// 订单注释

input group "信号过滤"
input bool   UseTrendFilter = true;  // 启用趋势过滤（快线必须在趋势均线同侧）
input bool   UseMACDFilter  = true;  // 启用MACD过滤（金叉时MACD>0，死叉时MACD<0）

// ===== 全局变量 =====
CTrade trade;
int handleFastEMA, handleMidEMA, handleSlowEMA, handleTrendEMA;
int handleMACD;

double bufFast[], bufMid[], bufSlow[], bufTrend[];
double bufMACDMain[], bufMACDSignal[];

datetime lastBarTime = 0;  // 记录上一根K线时间，避免同一根K线重复下单

//+------------------------------------------------------------------+
//| EA初始化                                                           |
//+------------------------------------------------------------------+
int OnInit()
{
   // 创建均线句柄
   handleFastEMA = iMA(_Symbol, PERIOD_CURRENT, FastEMA, 0, MODE_EMA, PRICE_CLOSE);
   handleMidEMA  = iMA(_Symbol, PERIOD_CURRENT, MidEMA, 0, MODE_EMA, PRICE_CLOSE);
   handleSlowEMA = iMA(_Symbol, PERIOD_CURRENT, SlowEMA, 0, MODE_EMA, PRICE_CLOSE);
   handleTrendEMA= iMA(_Symbol, PERIOD_CURRENT, TrendEMA, 0, MODE_EMA, PRICE_CLOSE);
   
   if(handleFastEMA == INVALID_HANDLE || handleMidEMA == INVALID_HANDLE || 
      handleSlowEMA == INVALID_HANDLE || handleTrendEMA == INVALID_HANDLE)
   {
      Print("均线指标创建失败");
      return INIT_FAILED;
   }
   
   // 创建MACD句柄
   handleMACD = iMACD(_Symbol, PERIOD_CURRENT, MACD_Fast, MACD_Slow, MACD_Signal, PRICE_CLOSE);
   if(handleMACD == INVALID_HANDLE)
   {
      Print("MACD指标创建失败");
      return INIT_FAILED;
   }
   
   // 设置数组为时间序列（方便用0=当前K线）
   ArraySetAsSeries(bufFast, true);
   ArraySetAsSeries(bufMid, true);
   ArraySetAsSeries(bufSlow, true);
   ArraySetAsSeries(bufTrend, true);
   ArraySetAsSeries(bufMACDMain, true);
   ArraySetAsSeries(bufMACDSignal, true);
   
   trade.SetExpertMagicNumber(MagicNumber);
   trade.SetDeviationInPoints(50);
   
   Print("EA初始化成功");
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| EA反初始化                                                         |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   IndicatorRelease(handleFastEMA);
   IndicatorRelease(handleMidEMA);
   IndicatorRelease(handleSlowEMA);
   IndicatorRelease(handleTrendEMA);
   IndicatorRelease(handleMACD);
}

//+------------------------------------------------------------------+
//| 每个Tick执行                                                       |
//+------------------------------------------------------------------+
void OnTick()
{
   // 只在新K线开始时执行，避免同一根K线多次下单
   datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
   if(currentBarTime == lastBarTime)
      return;
   lastBarTime = currentBarTime;
   
   // 等待指标数据就绪
   if(BarsCalculated(handleFastEMA) < 2 || BarsCalculated(handleMACD) < 2)
      return;
   
   // 拷贝指标数据（取最近3根K线，索引0=当前，1=前一根，2=前两根）
   if(CopyBuffer(handleFastEMA, 0, 0, 3, bufFast) < 3) return;
   if(CopyBuffer(handleMidEMA, 0, 0, 3, bufMid) < 3) return;
   if(CopyBuffer(handleSlowEMA, 0, 0, 3, bufSlow) < 3) return;
   if(CopyBuffer(handleTrendEMA, 0, 0, 3, bufTrend) < 3) return;
   if(CopyBuffer(handleMACD, 0, 0, 3, bufMACDMain) < 3) return;    // MACD主线
   if(CopyBuffer(handleMACD, 1, 0, 3, bufMACDSignal) < 3) return;  // MACD信号线
   
   // 检查是否已有持仓
   bool hasPosition = false;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      ulong ticket = PositionGetTicket(i);
      if(PositionSelectByTicket(ticket))
      {
         if(PositionGetString(POSITION_SYMBOL) == _Symbol && PositionGetInteger(POSITION_MAGIC) == MagicNumber)
         {
            hasPosition = true;
            break;
         }
      }
   }
   
   // 如果已有持仓，不再开新单
   if(hasPosition)
      return;
   
   // ===== 买入信号：快线上穿中线，且满足过滤条件 =====
   bool buySignal = false;
   if(bufFast[1] > bufMid[1] && bufFast[2] <= bufMid[2])  // 金叉发生在前一根K线
   {
      buySignal = true;
      
      // 趋势过滤：快线必须在趋势均线上方
      if(UseTrendFilter && bufFast[1] < bufTrend[1])
         buySignal = false;
      
      // MACD过滤：金叉时MACD主线应该在零轴上方或刚突破零轴
      if(UseMACDFilter && bufMACDMain[1] < 0)
         buySignal = false;
   }
   
   // ===== 卖出信号：快线下穿中线，且满足过滤条件 =====
   bool sellSignal = false;
   if(bufFast[1] < bufMid[1] && bufFast[2] >= bufMid[2])  // 死叉发生在前一根K线
   {
      sellSignal = true;
      
      // 趋势过滤：快线必须在趋势均线下方
      if(UseTrendFilter && bufFast[1] > bufTrend[1])
         sellSignal = false;
      
      // MACD过滤：死叉时MACD主线应该在零轴下方或刚跌破零轴
      if(UseMACDFilter && bufMACDMain[1] > 0)
         sellSignal = false;
   }
   
   // 执行交易
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   
   if(buySignal)
   {
      double sl = (StopLoss > 0) ? (ask - StopLoss * point) : 0;
      double tp = (TakeProfit > 0) ? (ask + TakeProfit * point) : 0;
      
      if(trade.Buy(Lots, _Symbol, ask, sl, tp, TradeComment))
         Print("买入订单已发送，价格=", ask);
      else
         Print("买入订单失败，错误码=", GetLastError());
   }
   
   if(sellSignal)
   {
      double sl = (StopLoss > 0) ? (bid + StopLoss * point) : 0;
      double tp = (TakeProfit > 0) ? (bid - TakeProfit * point) : 0;
      
      if(trade.Sell(Lots, _Symbol, bid, sl, tp, TradeComment))
         Print("卖出订单已发送，价格=", bid);
      else
         Print("卖出订单失败，错误码=", GetLastError());
   }
}
//+------------------------------------------------------------------+