订单块自动识别指标

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

//--- 输入参数
input int      MaxBlocks = 10;           // 最多显示订单块数量（1-50）
input int      MinBodyPips = 100;        // 最小实体点数（识别敏感度，越大越严格）
input int      ConfirmBars = 5;          // 确认K线数量（反转后几根确认）
input int      LookbackBars = 500;       // 回溯K线数量（扫描范围）
input color    BullColor = clrDodgerBlue; // 看涨订单块颜色
input color    BearColor = clrCrimson;    // 看跌订单块颜色
input int      Transparency = 85;        // 透明度（0-255，数值越大越不透明）
input bool     EnableAlert = true;       // 开启价格回测提醒
input bool     ExtendRight = true;       // 矩形向右延伸

//--- 订单块结构
struct OrderBlock
{
   datetime time;        // 订单块K线时间
   double   high;        // 上边界
   double   low;         // 下边界
   int      type;        // 1=看涨，-1=看跌
   bool     alerted;     // 是否已提醒
   string   objName;     // 对象名称
};

//--- 全局变量
OrderBlock g_blocks[];
int        g_blockCount = 0;
datetime   g_lastBarTime = 0;

//+------------------------------------------------------------------+
//| 初始化函数                                                          |
//+------------------------------------------------------------------+
int OnInit()
{
   // 参数校验
   if(MaxBlocks < 1 || MaxBlocks > 50)
   {
      Print("MaxBlocks 参数必须在 1-50 之间");
      return INIT_PARAMETERS_INCORRECT;
   }
   
   // 初始化数组
   ArrayResize(g_blocks, MaxBlocks);
   g_blockCount = 0;
   g_lastBarTime = 0;
   
   Print("订单块指标初始化成功");
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| 清理函数                                                           |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // 删除所有订单块对象
   for(int i = 0; i < g_blockCount; i++)
   {
      if(g_blocks[i].objName != "")
         ObjectDelete(0, g_blocks[i].objName);
   }
   
   Print("订单块指标已卸载");
}

//+------------------------------------------------------------------+
//| 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[])
{
   if(rates_total < ConfirmBars + 10)
      return 0;
   
   // 检查是否有新K线
   if(time[rates_total - 1] != g_lastBarTime)
   {
      g_lastBarTime = time[rates_total - 1];
      
      // 扫描并识别新订单块
      ScanForOrderBlocks(rates_total, time, open, high, low, close);
   }
   
   // 检查价格回测
   if(EnableAlert && g_blockCount > 0)
   {
      CheckPriceRetest(close[rates_total - 1]);
   }
   
   return rates_total;
}

//+------------------------------------------------------------------+
//| 扫描并识别订单块                                                     |
//+------------------------------------------------------------------+
void ScanForOrderBlocks(const int rates_total,
                        const datetime &time[],
                        const double &open[],
                        const double &high[],
                        const double &low[],
                        const double &close[])
{
   int startBar = MathMax(rates_total - LookbackBars, ConfirmBars + 1);
   int endBar = rates_total - ConfirmBars - 1;  // 留出确认空间
   
   // 从较早的K线向当前扫描
   for(int i = startBar; i < endBar; i++)
   {
      // 跳过已识别区域（避免重复）
      if(IsOverlapping(time[i], high[i], low[i]))
         continue;
      
      // 计算实体大小
      double body = MathAbs(close[i] - open[i]);
      if(body < MinBodyPips * _Point)
         continue;
      
      // 看涨订单块：大阴线 + 后续突破高点
      if(close[i] < open[i])
      {
         bool bullishBreak = false;
         for(int j = i + 1; j <= i + ConfirmBars && j < rates_total; j++)
         {
            if(close[j] > high[i])
            {
               bullishBreak = true;
               break;
            }
         }
         
         if(bullishBreak)
         {
            AddOrderBlock(time[i], high[i], low[i], 1);
            continue;  // 避免同一根K线既是看涨又是看跌
         }
      }
      
      // 看跌订单块：大阳线 + 后续跌破低点
      if(close[i] > open[i])
      {
         bool bearishBreak = false;
         for(int j = i + 1; j <= i + ConfirmBars && j < rates_total; j++)
         {
            if(close[j] < low[i])
            {
               bearishBreak = true;
               break;
            }
         }
         
         if(bearishBreak)
         {
            AddOrderBlock(time[i], high[i], low[i], -1);
         }
      }
   }
}

//+------------------------------------------------------------------+
//| 检查是否与已有订单块重叠                                              |
//+------------------------------------------------------------------+
bool IsOverlapping(datetime checkTime, double checkHigh, double checkLow)
{
   for(int i = 0; i < g_blockCount; i++)
   {
      // 时间相同或价格区域重叠
      if(g_blocks[i].time == checkTime)
         return true;
      
      if(!(checkHigh < g_blocks[i].low || checkLow > g_blocks[i].high))
         return true;
   }
   return false;
}

//+------------------------------------------------------------------+
//| 添加订单块                                                          |
//+------------------------------------------------------------------+
void AddOrderBlock(datetime blockTime, double blockHigh, double blockLow, int blockType)
{
   // 如果已满，删除最老的
   if(g_blockCount >= MaxBlocks)
   {
      ObjectDelete(0, g_blocks[0].objName);
      
      // 前移数组
      for(int i = 0; i < g_blockCount - 1; i++)
      {
         g_blocks[i] = g_blocks[i + 1];
      }
      g_blockCount--;
   }
   
   // 创建新订单块
   OrderBlock newBlock;
   newBlock.time = blockTime;
   newBlock.high = blockHigh;
   newBlock.low = blockLow;
   newBlock.type = blockType;
   newBlock.alerted = false;
   newBlock.objName = "OB_" + (blockType == 1 ? "Bull_" : "Bear_") + TimeToString(blockTime, TIME_DATE | TIME_SECONDS);
   
   // 画矩形
   DrawOrderBlock(newBlock);
   
   // 添加到数组
   g_blocks[g_blockCount] = newBlock;
   g_blockCount++;
}

//+------------------------------------------------------------------+
//| 画订单块矩形                                                        |
//+------------------------------------------------------------------+
void DrawOrderBlock(OrderBlock &block)
{
   datetime timeEnd = ExtendRight ? TimeCurrent() + PeriodSeconds() * 100 : TimeCurrent();
   
   // 创建矩形对象
   if(!ObjectCreate(0, block.objName, OBJ_RECTANGLE, 0, block.time, block.high, timeEnd, block.low))
   {
      Print("创建矩形失败: ", GetLastError());
      return;
   }
   
   // 设置颜色和样式
   color blockColor = (block.type == 1) ? BullColor : BearColor;
   
   // 组合透明度：格式为 0xAARRGGBB (AA=透明度, RR=红, GG=绿, BB=蓝)
   uint alpha = (uint)Transparency << 24;
   uint rgb = (uint)blockColor & 0x00FFFFFF;
   color finalColor = (color)(alpha | rgb);
   
   ObjectSetInteger(0, block.objName, OBJPROP_COLOR, blockColor);          // 边框颜色
   ObjectSetInteger(0, block.objName, OBJPROP_BGCOLOR, finalColor);        // 填充颜色（带透明度）
   ObjectSetInteger(0, block.objName, OBJPROP_FILL, true);                 // 开启填充
   ObjectSetInteger(0, block.objName, OBJPROP_BACK, true);                 // 背景显示
   ObjectSetInteger(0, block.objName, OBJPROP_SELECTABLE, false);          // 不可选中
   ObjectSetInteger(0, block.objName, OBJPROP_HIDDEN, true);               // 对象列表隐藏
   ObjectSetInteger(0, block.objName, OBJPROP_WIDTH, 1);                   // 边框宽度
   
   if(ExtendRight)
   {
      ObjectSetInteger(0, block.objName, OBJPROP_RAY_RIGHT, true);         // 向右延伸
   }
   
   // 添加文字标签
   string label = (block.type == 1) ? "看涨OB" : "看跌OB";
   ObjectSetString(0, block.objName, OBJPROP_TEXT, label);
}

//+------------------------------------------------------------------+
//| 检查价格回测                                                        |
//+------------------------------------------------------------------+
void CheckPriceRetest(double currentPrice)
{
   for(int i = 0; i < g_blockCount; i++)
   {
      // 判断当前价格是否在订单块区域内
      bool inZone = (currentPrice >= g_blocks[i].low && currentPrice <= g_blocks[i].high);
      
      if(inZone && !g_blocks[i].alerted)
      {
         // 第一次回测，弹窗提醒
         string msg = StringFormat("价格回测到%s订单块！\n区域：%.5f - %.5f",
                                   g_blocks[i].type == 1 ? "看涨" : "看跌",
                                   g_blocks[i].low,
                                   g_blocks[i].high);
         Alert(msg);
         g_blocks[i].alerted = true;
      }
      else if(!inZone && g_blocks[i].alerted)
      {
         // 离开区域后重置，以便下次回测再提醒
         g_blocks[i].alerted = false;
      }
      
      // 更新矩形右端（如果开启延伸）
      if(ExtendRight)
      {
         datetime timeEnd = TimeCurrent() + PeriodSeconds() * 100;
         ObjectSetInteger(0, g_blocks[i].objName, OBJPROP_TIME, 1, timeEnd);
      }
   }
}
//+------------------------------------------------------------------+