黄金30分钟三均线交易系统

#property copyright "XAUOF指标工坊"
#property version   "1.00"
#property indicator_chart_window
#property indicator_buffers 5
#property indicator_plots   5

// 均线1 - 黄色快线
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrYellow
#property indicator_width1  2
#property indicator_label1  "MA5-EMA"

// 均线2 - 红色慢线1
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrRed
#property indicator_width2  2
#property indicator_label2  "MA75-LWMA"

// 均线3 - 红色慢线2
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrRed
#property indicator_width3  2
#property indicator_label3  "MA85-LWMA"

// 做多箭头
#property indicator_type4   DRAW_ARROW
#property indicator_color4  clrLime
#property indicator_width4  3
#property indicator_label4  "买入信号"

// 做空箭头
#property indicator_type5   DRAW_ARROW
#property indicator_color5  clrMagenta
#property indicator_width5  3
#property indicator_label5  "卖出信号"

//--- 输入参数
input int      MA1_Period    = 5;       // 快线周期(EMA)
input int      MA2_Period    = 75;      // 慢线1周期(LWMA)
input int      MA3_Period    = 85;      // 慢线2周期(LWMA)
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 int      CCI_Period    = 14;      // CCI周期
input int      CCI_BuyExit   = 100;     // CCI平多仓阈值
input int      CCI_SellExit  = -100;    // CCI平空仓阈值
input int      ArrowDistance = 20;      // 箭头距离K线点数

//--- 指标缓冲区
double MA1_Buffer[];
double MA2_Buffer[];
double MA3_Buffer[];
double BuyArrow[];
double SellArrow[];

//--- 指标句柄
int ma1_handle;
int ma2_handle;
int ma3_handle;
int macd_handle;
int cci_handle;

//--- MACD和CCI临时缓冲区
double macd_main[];
double cci_buffer[];

//+------------------------------------------------------------------+
//| 自定义指标初始化函数                                                |
//+------------------------------------------------------------------+
int OnInit()
{
   // 设置缓冲区为指标缓冲区
   SetIndexBuffer(0, MA1_Buffer, INDICATOR_DATA);
   SetIndexBuffer(1, MA2_Buffer, INDICATOR_DATA);
   SetIndexBuffer(2, MA3_Buffer, INDICATOR_DATA);
   SetIndexBuffer(3, BuyArrow, INDICATOR_DATA);
   SetIndexBuffer(4, SellArrow, INDICATOR_DATA);
   
   // 设置箭头符号
   PlotIndexSetInteger(3, PLOT_ARROW, 233);  // 上箭头
   PlotIndexSetInteger(4, PLOT_ARROW, 234);  // 下箭头
   
   // 设置空值
   PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   PlotIndexSetDouble(4, PLOT_EMPTY_VALUE, EMPTY_VALUE);
   
   // 创建均线句柄
   ma1_handle = iMA(_Symbol, PERIOD_CURRENT, MA1_Period, 0, MODE_EMA, PRICE_CLOSE);
   if(ma1_handle == INVALID_HANDLE)
   {
      Print("创建MA1句柄失败，错误代码: ", GetLastError());
      return INIT_FAILED;
   }
   
   ma2_handle = iMA(_Symbol, PERIOD_CURRENT, MA2_Period, 0, MODE_LWMA, PRICE_CLOSE);
   if(ma2_handle == INVALID_HANDLE)
   {
      Print("创建MA2句柄失败，错误代码: ", GetLastError());
      return INIT_FAILED;
   }
   
   ma3_handle = iMA(_Symbol, PERIOD_CURRENT, MA3_Period, 0, MODE_LWMA, PRICE_CLOSE);
   if(ma3_handle == INVALID_HANDLE)
   {
      Print("创建MA3句柄失败，错误代码: ", GetLastError());
      return INIT_FAILED;
   }
   
   // 创建MACD句柄
   macd_handle = iMACD(_Symbol, PERIOD_CURRENT, MACD_Fast, MACD_Slow, MACD_Signal, PRICE_CLOSE);
   if(macd_handle == INVALID_HANDLE)
   {
      Print("创建MACD句柄失败，错误代码: ", GetLastError());
      return INIT_FAILED;
   }
   
   // 创建CCI句柄
   cci_handle = iCCI(_Symbol, PERIOD_CURRENT, CCI_Period, PRICE_TYPICAL);
   if(cci_handle == INVALID_HANDLE)
   {
      Print("创建CCI句柄失败，错误代码: ", GetLastError());
      return INIT_FAILED;
   }
   
   // 设置指标名称
   IndicatorSetString(INDICATOR_SHORTNAME, "黄金30分钟三均线系统");
   IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
   
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| 自定义指标迭代函数                                                  |
//+------------------------------------------------------------------+
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[])
{
   // 检查数据是否足够
   if(rates_total < MA3_Period)
      return 0;
      
   // 检查指标句柄是否计算完成
   if(BarsCalculated(ma1_handle) < rates_total) return 0;
   if(BarsCalculated(ma2_handle) < rates_total) return 0;
   if(BarsCalculated(ma3_handle) < rates_total) return 0;
   if(BarsCalculated(macd_handle) < rates_total) return 0;
   if(BarsCalculated(cci_handle) < rates_total) return 0;
   
   // 复制均线数据
   if(CopyBuffer(ma1_handle, 0, 0, rates_total, MA1_Buffer) < rates_total) return 0;
   if(CopyBuffer(ma2_handle, 0, 0, rates_total, MA2_Buffer) < rates_total) return 0;
   if(CopyBuffer(ma3_handle, 0, 0, rates_total, MA3_Buffer) < rates_total) return 0;
   
   // 准备MACD和CCI临时数组
   ArrayResize(macd_main, rates_total);
   ArrayResize(cci_buffer, rates_total);
   
   // 复制MACD主线(柱体)数据
   if(CopyBuffer(macd_handle, 0, 0, rates_total, macd_main) < rates_total) return 0;
   
   // 复制CCI数据
   if(CopyBuffer(cci_handle, 0, 0, rates_total, cci_buffer) < rates_total) return 0;
   
   // 确定起始计算位置
   int start = (prev_calculated > 0) ? prev_calculated - 1 : MA3_Period;
   
   // 首次计算时初始化箭头缓冲区
   if(prev_calculated == 0)
   {
      ArrayInitialize(BuyArrow, EMPTY_VALUE);
      ArrayInitialize(SellArrow, EMPTY_VALUE);
   }
   
   // 计算信号
   for(int i = start; i < rates_total && !IsStopped(); i++)
   {
      // 默认无信号
      BuyArrow[i] = EMPTY_VALUE;
      SellArrow[i] = EMPTY_VALUE;
      
      // 需要前一根K线数据才能判断交叉
      if(i < 1)
         continue;
      
      // 做多信号：黄线上穿两条红线，MACD为红柱(主线>0)
      // 黄线上穿慢线1：当前黄>慢1，前一根黄<=慢1
      // 黄线上穿慢线2：当前黄>慢2，前一根黄<=慢2
      bool golden_cross_ma2 = (MA1_Buffer[i] > MA2_Buffer[i] && MA1_Buffer[i-1] <= MA2_Buffer[i-1]);
      bool golden_cross_ma3 = (MA1_Buffer[i] > MA3_Buffer[i] && MA1_Buffer[i-1] <= MA3_Buffer[i-1]);
      bool macd_bullish = (macd_main[i] > 0);  // MACD主线大于0表示红柱
      
      // 做空信号：黄线下穿两条红线，MACD为绿柱(主线<0)
      bool death_cross_ma2 = (MA1_Buffer[i] < MA2_Buffer[i] && MA1_Buffer[i-1] >= MA2_Buffer[i-1]);
      bool death_cross_ma3 = (MA1_Buffer[i] < MA3_Buffer[i] && MA1_Buffer[i-1] >= MA3_Buffer[i-1]);
      bool macd_bearish = (macd_main[i] < 0);  // MACD主线小于0表示绿柱
      
      // 黄线同时上穿两条红线且MACD红柱，做多
      if((golden_cross_ma2 || golden_cross_ma3) && macd_bullish)
      {
         BuyArrow[i] = low[i] - ArrowDistance * _Point;
      }
      
      // 黄线同时下穿两条红线且MACD绿柱，做空
      if((death_cross_ma2 || death_cross_ma3) && macd_bearish)
      {
         SellArrow[i] = high[i] + ArrowDistance * _Point;
      }
   }
   
   return rates_total;
}

//+------------------------------------------------------------------+
//| 清理函数                                                           |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // 释放指标句柄
   if(ma1_handle != INVALID_HANDLE)
      IndicatorRelease(ma1_handle);
   if(ma2_handle != INVALID_HANDLE)
      IndicatorRelease(ma2_handle);
   if(ma3_handle != INVALID_HANDLE)
      IndicatorRelease(ma3_handle);
   if(macd_handle != INVALID_HANDLE)
      IndicatorRelease(macd_handle);
   if(cci_handle != INVALID_HANDLE)
      IndicatorRelease(cci_handle);
}