多周期布林带突破马丁策略EA

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

#include <Trade\Trade.mqh>

//+------------------------------------------------------------------+
//| 可调参数                                                            |
//+------------------------------------------------------------------+
input int      BB_Period       = 20;         // 布林带周期
input double   BB_Deviation    = 2.0;        // 布林带标准差倍数
input int      MagicNumber     = 888888;     // 魔术号（用于识别本EA的订单）
input double   InitialLot      = 0.01;       // 初始手数
input double   MartinStep      = 0.01;       // 每次止损后增加的手数
input int      TakeProfitPoints= 7000;       // 固定止盈点数（对黄金 7000点 = 70美元）
input string   CommentText     = "MultiBB";  // 订单备注

//+------------------------------------------------------------------+
//| 全局变量                                                            |
//+------------------------------------------------------------------+
CTrade trade;

// 各周期布林带句柄
int handle_BB_H4;
int handle_BB_H1;
int handle_BB_M30;
int handle_BB_M15;
int handle_BB_M5;

// 马丁计数器（记录连续止损次数）
int MartinCount = 0;

// 缓冲区数组
double bb_middle_h4[], bb_middle_h1[], bb_middle_m30[], bb_middle_m15[];
double bb_middle_m5[], bb_upper_m5[], bb_lower_m5[];
double close_h4[], close_h1[], close_m30[], close_m15[], close_m5[];

// 上一次检查的K线时间，避免同一根K线重复开仓
datetime LastBarTime = 0;

//+------------------------------------------------------------------+
//| 初始化函数                                                          |
//+------------------------------------------------------------------+
int OnInit()
{
   // 创建各周期布林带指标句柄
   handle_BB_H4  = iBands(_Symbol, PERIOD_H4,  BB_Period, 0, BB_Deviation, PRICE_CLOSE);
   handle_BB_H1  = iBands(_Symbol, PERIOD_H1,  BB_Period, 0, BB_Deviation, PRICE_CLOSE);
   handle_BB_M30 = iBands(_Symbol, PERIOD_M30, BB_Period, 0, BB_Deviation, PRICE_CLOSE);
   handle_BB_M15 = iBands(_Symbol, PERIOD_M15, BB_Period, 0, BB_Deviation, PRICE_CLOSE);
   handle_BB_M5  = iBands(_Symbol, PERIOD_M5,  BB_Period, 0, BB_Deviation, PRICE_CLOSE);
   
   // 检查句柄是否有效
   if(handle_BB_H4 == INVALID_HANDLE || handle_BB_H1 == INVALID_HANDLE || 
      handle_BB_M30 == INVALID_HANDLE || handle_BB_M15 == INVALID_HANDLE || 
      handle_BB_M5 == INVALID_HANDLE)
   {
      Print("布林带指标创建失败！");
      return INIT_FAILED;
   }
   
   // 设置魔术号和订单备注
   trade.SetExpertMagicNumber(MagicNumber);
   
   // 从全局变量加载马丁计数（重启EA后保持连续性）
   if(GlobalVariableCheck("MultiBB_MartinCount"))
      MartinCount = (int)GlobalVariableGet("MultiBB_MartinCount");
   else
      MartinCount = 0;
   
   Print("多周期布林带马丁EA初始化成功，当前马丁计数: ", MartinCount);
   
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| 清理函数                                                            |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // 释放指标句柄
   IndicatorRelease(handle_BB_H4);
   IndicatorRelease(handle_BB_H1);
   IndicatorRelease(handle_BB_M30);
   IndicatorRelease(handle_BB_M15);
   IndicatorRelease(handle_BB_M5);
   
   // 保存马丁计数到全局变量
   GlobalVariableSet("MultiBB_MartinCount", MartinCount);
   
   Print("EA已卸载，马丁计数已保存: ", MartinCount);
}

//+------------------------------------------------------------------+
//| 主循环函数                                                          |
//+------------------------------------------------------------------+
void OnTick()
{
   // 检查数据是否准备好
   if(BarsCalculated(handle_BB_H4) < 2 || BarsCalculated(handle_BB_H1) < 2 ||
      BarsCalculated(handle_BB_M30) < 2 || BarsCalculated(handle_BB_M15) < 2 ||
      BarsCalculated(handle_BB_M5) < 2)
      return;
   
   // 先检查已有持仓的止损止盈
   CheckOpenPositions();
   
   // 避免同一根M5 K线重复开仓
   datetime currentBarTime = iTime(_Symbol, PERIOD_M5, 0);
   if(currentBarTime == LastBarTime)
      return;
   
   // 如果已有持仓，不再开新单
   if(PositionSelect(_Symbol))
      return;
   
   // 复制布林带中轨数据（各周期）
   if(CopyBuffer(handle_BB_H4, 0, 0, 3, bb_middle_h4) < 3) return;
   if(CopyBuffer(handle_BB_H1, 0, 0, 3, bb_middle_h1) < 3) return;
   if(CopyBuffer(handle_BB_M30, 0, 0, 3, bb_middle_m30) < 3) return;
   if(CopyBuffer(handle_BB_M15, 0, 0, 3, bb_middle_m15) < 3) return;
   if(CopyBuffer(handle_BB_M5, 0, 0, 3, bb_middle_m5) < 3) return;
   if(CopyBuffer(handle_BB_M5, 1, 0, 3, bb_upper_m5) < 3) return;  // 上轨
   if(CopyBuffer(handle_BB_M5, 2, 0, 3, bb_lower_m5) < 3) return;  // 下轨
   
   // 复制收盘价数据
   if(CopyClose(_Symbol, PERIOD_H4, 0, 3, close_h4) < 3) return;
   if(CopyClose(_Symbol, PERIOD_H1, 0, 3, close_h1) < 3) return;
   if(CopyClose(_Symbol, PERIOD_M30, 0, 3, close_m30) < 3) return;
   if(CopyClose(_Symbol, PERIOD_M15, 0, 3, close_m15) < 3) return;
   if(CopyClose(_Symbol, PERIOD_M5, 0, 3, close_m5) < 3) return;
   
   // 当前值索引：数组默认索引0=最老，最新=2
   int curr = 2;  // 当前K线（最新完成的K线）
   int prev = 1;  // 前一根K线
   
   // 判断大周期是否都在中轨上方（做多）或下方（做空）
   bool bigTF_AboveMiddle = (close_h4[curr] > bb_middle_h4[curr]) &&
                             (close_h1[curr] > bb_middle_h1[curr]) &&
                             (close_m30[curr] > bb_middle_m30[curr]) &&
                             (close_m15[curr] > bb_middle_m15[curr]);
   
   bool bigTF_BelowMiddle = (close_h4[curr] < bb_middle_h4[curr]) &&
                             (close_h1[curr] < bb_middle_h1[curr]) &&
                             (close_m30[curr] < bb_middle_m30[curr]) &&
                             (close_m15[curr] < bb_middle_m15[curr]);
   
   // 判断 M5 是否突破中轨
   bool m5_BreakAbove = (close_m5[prev] <= bb_middle_m5[prev]) && (close_m5[curr] > bb_middle_m5[curr]);
   bool m5_BreakBelow = (close_m5[prev] >= bb_middle_m5[prev]) && (close_m5[curr] < bb_middle_m5[curr]);
   
   // 计算当前马丁手数
   double currentLot = InitialLot + MartinCount * MartinStep;
   currentLot = NormalizeDouble(currentLot, 2);
   
   // 做多信号
   if(bigTF_AboveMiddle && m5_BreakAbove)
   {
      double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      double tp = ask + TakeProfitPoints * _Point;
      
      if(trade.Buy(currentLot, _Symbol, ask, 0, tp, CommentText))
      {
         Print("做多开仓成功，手数: ", currentLot, " 马丁计数: ", MartinCount);
         LastBarTime = currentBarTime;
      }
   }
   
   // 做空信号
   if(bigTF_BelowMiddle && m5_BreakBelow)
   {
      double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      double tp = bid - TakeProfitPoints * _Point;
      
      if(trade.Sell(currentLot, _Symbol, bid, 0, tp, CommentText))
      {
         Print("做空开仓成功，手数: ", currentLot, " 马丁计数: ", MartinCount);
         LastBarTime = currentBarTime;
      }
   }
}

//+------------------------------------------------------------------+
//| 检查持仓并执行动态止损                                                |
//+------------------------------------------------------------------+
void CheckOpenPositions()
{
   if(!PositionSelect(_Symbol))
      return;
   
   // 检查是否是本EA的订单
   if(PositionGetInteger(POSITION_MAGIC) != MagicNumber)
      return;
   
   // 获取持仓信息
   ulong ticket = PositionGetInteger(POSITION_TICKET);
   long posType = PositionGetInteger(POSITION_TYPE);
   double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
   double currentProfit = PositionGetDouble(POSITION_PROFIT);
   
   // 复制 M5 布林带数据
   double bb_upper[], bb_lower[];
   ArraySetAsSeries(bb_upper, true);
   ArraySetAsSeries(bb_lower, true);
   if(CopyBuffer(handle_BB_M5, 1, 0, 3, bb_upper) < 3) return;
   if(CopyBuffer(handle_BB_M5, 2, 0, 3, bb_lower) < 3) return;
   
   double currentBid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double currentAsk = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   
   bool shouldClose = false;
   bool isStopLoss = false;
   
   // 多头持仓：检查是否触及下轨
   if(posType == POSITION_TYPE_BUY)
   {
      // 当前价格触及或跌破 M5 下轨，触发止损
      if(currentBid <= bb_lower[0])
      {
         shouldClose = true;
         isStopLoss = true;
         Print("多头触及布林下轨，执行止损");
      }
   }
   
   // 空头持仓：检查是否触及上轨
   if(posType == POSITION_TYPE_SELL)
   {
      // 当前价格触及或突破 M5 上轨，触发止损
      if(currentAsk >= bb_upper[0])
      {
         shouldClose = true;
         isStopLoss = true;
         Print("空头触及布林上轨，执行止损");
      }
   }
   
   // 执行平仓
   if(shouldClose)
   {
      if(trade.PositionClose(ticket))
      {
         if(isStopLoss)
         {
            MartinCount++;  // 止损后马丁计数+1
            Print("止损平仓成功，马丁计数增加至: ", MartinCount);
         }
         else
         {
            MartinCount = 0;  // 止盈后重置马丁计数
            Print("止盈平仓成功，马丁计数重置为: 0");
         }
         
         // 保存马丁计数
         GlobalVariableSet("MultiBB_MartinCount", MartinCount);
      }
   }
}

//+------------------------------------------------------------------+