1分钟双均线剥头皮EA

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

#include <Trade\Trade.mqh>

//--- 输入参数
input group "=== 均线参数 ==="
input int      FastPeriod    = 5;       // 快线周期
input int      SlowPeriod    = 20;      // 慢线周期

input group "=== 交易参数 ==="
input double   LotSize       = 0.01;    // 固定手数
input int      TakeProfitPips = 10;     // 止盈点数
input int      StopLossPips   = 10;     // 止损点数
input int      MagicNumber    = 20261010; // 魔术号
input int      Slippage       = 3;      // 允许滑点（点）
input int      MaxPositions   = 1;      // 最大同时持仓数

input group "=== 过滤参数 ==="
input bool     UseRSIFilter   = true;   // 是否启用RSI过滤
input int      RSIPeriod      = 14;     // RSI周期
input int      RSIOverbought  = 70;     // RSI超买线
input int      RSIOversold    = 30;     // RSI超卖线

//--- 全局变量
int fastHandle, slowHandle, rsiHandle;
double fastBuffer[], slowBuffer[], rsiBuffer[];
CTrade trade;
datetime lastBarTime = 0;  // 记录上一根K线时间，避免同一根K线重复开仓

//+------------------------------------------------------------------+
//| 初始化函数                                                          |
//+------------------------------------------------------------------+
int OnInit()
{
   // 创建快线句柄
   fastHandle = iMA(_Symbol, PERIOD_M1, FastPeriod, 0, MODE_EMA, PRICE_CLOSE);
   if(fastHandle == INVALID_HANDLE)
   {
      Print("快线创建失败");
      return INIT_FAILED;
   }
   
   // 创建慢线句柄
   slowHandle = iMA(_Symbol, PERIOD_M1, SlowPeriod, 0, MODE_EMA, PRICE_CLOSE);
   if(slowHandle == INVALID_HANDLE)
   {
      Print("慢线创建失败");
      return INIT_FAILED;
   }
   
   // 创建RSI句柄（如果启用）
   if(UseRSIFilter)
   {
      rsiHandle = iRSI(_Symbol, PERIOD_M1, RSIPeriod, PRICE_CLOSE);
      if(rsiHandle == INVALID_HANDLE)
      {
         Print("RSI创建失败");
         return INIT_FAILED;
      }
   }
   
   // 设置交易参数
   trade.SetExpertMagicNumber(MagicNumber);
   trade.SetDeviationInPoints(Slippage);
   trade.SetTypeFilling(ORDER_FILLING_FOK);
   
   // 设置数组为动态
   ArraySetAsSeries(fastBuffer, false);
   ArraySetAsSeries(slowBuffer, false);
   ArraySetAsSeries(rsiBuffer, false);
   
   Print("剥头皮EA初始化成功");
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| 清理函数                                                            |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   if(fastHandle != INVALID_HANDLE) IndicatorRelease(fastHandle);
   if(slowHandle != INVALID_HANDLE) IndicatorRelease(slowHandle);
   if(rsiHandle != INVALID_HANDLE) IndicatorRelease(rsiHandle);
}

//+------------------------------------------------------------------+
//| 每个tick执行                                                       |
//+------------------------------------------------------------------+
void OnTick()
{
   // 检查是否有新K线形成
   datetime currentBarTime = iTime(_Symbol, PERIOD_M1, 0);
   if(currentBarTime == lastBarTime)
      return;  // 同一根K线不重复判断
   
   lastBarTime = currentBarTime;
   
   // 检查当前持仓数量
   if(CountPositions() >= MaxPositions)
      return;
   
   // 等待指标数据准备好
   if(BarsCalculated(fastHandle) < SlowPeriod + 2)
      return;
   if(BarsCalculated(slowHandle) < SlowPeriod + 2)
      return;
   if(UseRSIFilter && BarsCalculated(rsiHandle) < RSIPeriod + 2)
      return;
   
   // 复制指标数据（最近3根K线：当前、前1、前2）
   if(CopyBuffer(fastHandle, 0, 0, 3, fastBuffer) < 3)
      return;
   if(CopyBuffer(slowHandle, 0, 0, 3, slowBuffer) < 3)
      return;
   if(UseRSIFilter && CopyBuffer(rsiHandle, 0, 0, 3, rsiBuffer) < 3)
      return;
   
   // 获取当前价格
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   
   // 计算止盈止损价格
   double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
   
   double tpDistanceBuy = TakeProfitPips * point * 10;
   double slDistanceBuy = StopLossPips * point * 10;
   double tpDistanceSell = TakeProfitPips * point * 10;
   double slDistanceSell = StopLossPips * point * 10;
   
   // 判断做多信号：快线上穿慢线
   // 当前K线（索引1）快线>慢线 且 前一根K线（索引0）快线<=慢线
   if(fastBuffer[1] > slowBuffer[1] && fastBuffer[0] <= slowBuffer[0])
   {
      // RSI过滤：如果启用，RSI必须低于超买线
      if(UseRSIFilter && rsiBuffer[1] >= RSIOverbought)
         return;
      
      double tp = NormalizeDouble(ask + tpDistanceBuy, digits);
      double sl = NormalizeDouble(ask - slDistanceBuy, digits);
      
      if(trade.Buy(LotSize, _Symbol, ask, sl, tp, "剥头皮做多"))
      {
         Print("做多开仓成功：", ask, " SL:", sl, " TP:", tp);
      }
      else
      {
         Print("做多开仓失败，错误代码：", GetLastError());
      }
      return;
   }
   
   // 判断做空信号：快线下穿慢线
   // 当前K线（索引1）快线<慢线 且 前一根K线（索引0）快线>=慢线
   if(fastBuffer[1] < slowBuffer[1] && fastBuffer[0] >= slowBuffer[0])
   {
      // RSI过滤：如果启用，RSI必须高于超卖线
      if(UseRSIFilter && rsiBuffer[1] <= RSIOversold)
         return;
      
      double tp = NormalizeDouble(bid - tpDistanceSell, digits);
      double sl = NormalizeDouble(bid + slDistanceSell, digits);
      
      if(trade.Sell(LotSize, _Symbol, bid, sl, tp, "剥头皮做空"))
      {
         Print("做空开仓成功：", bid, " SL:", sl, " TP:", tp);
      }
      else
      {
         Print("做空开仓失败，错误代码：", GetLastError());
      }
      return;
   }
}

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