385 lines
16 KiB
MQL5
385 lines
16 KiB
MQL5
//+------------------------------------------------------------------+
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//| EMA_Trend_Strategy.mq5 |
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//| Copyright 2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#include <Trade\Trade.mqh>
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CTrade trade;
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//+------------------------------------------------------------------+
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//| 输入参数 |
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//+------------------------------------------------------------------+
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input group "=====基本参数======"
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input int MagicNumber = 123459;
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input string OrderComment = "EMA_Trend_Strategy";
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input group "=====交易参数====="
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input double StartLots = 0.1; // 开仓手数
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input bool EnableDynamicLots = true; // 是否启用动态手数（按余额比例）
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input double BaseBalance = 10000.0; // 基准余额（用于动态手数计算）
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input group "=====EMA参数====="
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input int FastEMA = 12; // 快线EMA周期
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input int SlowEMA = 144; // 慢线EMA周期
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input group "=====交易控制====="
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input bool EnableBuy = true; // 是否允许做多
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input bool EnableSell = true; // 是否允许做空
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//+------------------------------------------------------------------+
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//| 全局变量 |
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//+------------------------------------------------------------------+
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// EMA指标句柄
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int fastEMAHandle = INVALID_HANDLE;
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int slowEMAHandle = INVALID_HANDLE;
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// 当前持仓信息
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ulong currentBuyTicket = 0;
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ulong currentSellTicket = 0;
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double currentLots = 0.0;
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// 状态控制
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bool isInitialized = false;
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datetime lastCrossTime = 0;
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int lastCrossDirection = 0; // 0=无交叉, 1=金叉(快线上穿慢线), -1=死叉(快线下穿慢线)
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//+------------------------------------------------------------------+
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//| 计算开仓手数：可选动态手数（按余额比例）或固定手数 |
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//+------------------------------------------------------------------+
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double GetDynamicLots() {
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double minLots = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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double maxLots = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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double stepLots = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
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if(!EnableDynamicLots) {
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double fixedLots = StartLots;
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fixedLots = MathMax(minLots, MathMin(maxLots, fixedLots));
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fixedLots = NormalizeDouble(fixedLots / stepLots, 0) * stepLots;
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return fixedLots;
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}
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double accountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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double baseLots = StartLots;
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double dynamicLots = (accountBalance / BaseBalance) * baseLots;
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dynamicLots = MathMax(minLots, MathMin(maxLots, dynamicLots));
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dynamicLots = NormalizeDouble(dynamicLots / stepLots, 0) * stepLots;
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return dynamicLots;
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}
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//+------------------------------------------------------------------+
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//| 获取EMA值 |
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//+------------------------------------------------------------------+
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double GetEMAValue(int handle, int shift) {
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if(handle == INVALID_HANDLE) return 0.0;
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double emaArray[1];
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if(CopyBuffer(handle, 0, shift, 1, emaArray) <= 0) return 0.0;
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return emaArray[0];
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}
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//+------------------------------------------------------------------+
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//| 检测EMA交叉 |
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//+------------------------------------------------------------------+
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int DetectEMACross() {
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// 获取当前K线和上一根K线的EMA值
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double fastEMA_Current = GetEMAValue(fastEMAHandle, 0);
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double slowEMA_Current = GetEMAValue(slowEMAHandle, 0);
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double fastEMA_Previous = GetEMAValue(fastEMAHandle, 1);
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double slowEMA_Previous = GetEMAValue(slowEMAHandle, 1);
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// 添加调试信息
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static datetime lastEMADebugTime = 0;
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if(TimeCurrent() - lastEMADebugTime >= 10) { // 每10秒打印一次EMA值
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Print("=== EMA交叉检测调试 ===");
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Print("当前K线 - EMA", FastEMA, ":", fastEMA_Current, " EMA", SlowEMA, ":", slowEMA_Current);
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Print("上一K线 - EMA", FastEMA, ":", fastEMA_Previous, " EMA", SlowEMA, ":", slowEMA_Previous);
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Print("快线变化:", fastEMA_Current - fastEMA_Previous);
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Print("慢线变化:", slowEMA_Current - slowEMA_Previous);
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lastEMADebugTime = TimeCurrent();
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}
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if(fastEMA_Current == 0.0 || slowEMA_Current == 0.0 ||
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fastEMA_Previous == 0.0 || slowEMA_Previous == 0.0) {
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Print("EMA数据不足，无法检测交叉");
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return 0; // 数据不足
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}
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// 检测金叉：快线上穿慢线
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if(fastEMA_Previous <= slowEMA_Previous && fastEMA_Current > slowEMA_Current) {
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Print("检测到金叉信号！快线上穿慢线");
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return 1; // 金叉
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}
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// 检测死叉：快线下穿慢线
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if(fastEMA_Previous >= slowEMA_Previous && fastEMA_Current < slowEMA_Current) {
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Print("检测到死叉信号！快线下穿慢线");
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return -1; // 死叉
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}
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return 0; // 无交叉
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}
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//+------------------------------------------------------------------+
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//| 开仓函数 |
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//+------------------------------------------------------------------+
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bool OpenPosition(int posType, double lots, double &price, double sl, double tp, string comment) {
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trade.SetExpertMagicNumber(MagicNumber);
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bool result = false;
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if(posType == POSITION_TYPE_BUY) {
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price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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result = trade.Buy(lots, _Symbol, price, sl, tp, comment);
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} else if(posType == POSITION_TYPE_SELL) {
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price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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result = trade.Sell(lots, _Symbol, price, sl, tp, comment);
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}
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if(result) {
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string direction = (posType == POSITION_TYPE_BUY) ? "多单" : "空单";
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Print("开仓成功：", direction, " 价格:", price, " 手数:", lots, " 订单号:", trade.ResultOrder());
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return true;
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} else {
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Print("开仓失败： 错误代码:", trade.ResultRetcode(), " 错误描述:", trade.ResultRetcodeDescription());
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return false;
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}
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}
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//+------------------------------------------------------------------+
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//| 平仓函数 |
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//+------------------------------------------------------------------+
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bool ClosePosition(ulong ticket, string reason) {
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if(!PositionSelectByTicket(ticket)) return false;
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if(trade.PositionClose(ticket)) {
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Print("平仓成功：订单号:", ticket, " 原因:", reason);
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return true;
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} else {
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Print("平仓失败：订单号:", ticket, " 错误:", trade.ResultRetcode());
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return false;
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}
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}
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//+------------------------------------------------------------------+
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//| 计算止损止盈价格 |
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//+------------------------------------------------------------------+
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// 移除止损计算函数，改为通过信号止损
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//+------------------------------------------------------------------+
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//| 处理EMA交叉信号 |
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//+------------------------------------------------------------------+
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void ProcessEMACross(int crossDirection) {
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if(crossDirection == 0) return;
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// 避免重复处理同一交叉信号
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if(crossDirection == lastCrossDirection) return;
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lastCrossDirection = crossDirection;
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lastCrossTime = TimeCurrent();
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if(crossDirection == 1) {
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// 金叉：快线上穿慢线，开多平空
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Print("=== EMA金叉信号 ===");
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// 平空单
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if(currentSellTicket > 0) {
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if(ClosePosition(currentSellTicket, "EMA金叉平空")) {
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currentSellTicket = 0;
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}
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}
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// 开多单
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if(EnableBuy && currentBuyTicket == 0) {
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double entryPrice = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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Print("尝试开多单 - 手数:", currentLots, " 开仓价:", entryPrice, " 止损方式:信号止损");
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string comment = OrderComment + "_EMA_GoldenCross";
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if(OpenPosition(POSITION_TYPE_BUY, currentLots, entryPrice, 0, 0, comment)) {
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currentBuyTicket = trade.ResultOrder();
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Print("EMA金叉开多成功，订单号:", currentBuyTicket);
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} else {
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Print("EMA金叉开多失败，请检查交易条件");
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}
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} else {
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if(!EnableBuy) {
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Print("做多功能已禁用");
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} else if(currentBuyTicket > 0) {
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Print("已有多单，订单号:", currentBuyTicket);
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}
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}
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} else if(crossDirection == -1) {
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// 死叉：快线下穿慢线，开空平多
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Print("=== EMA死叉信号 ===");
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// 平多单
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if(currentBuyTicket > 0) {
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if(ClosePosition(currentBuyTicket, "EMA死叉平多")) {
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currentBuyTicket = 0;
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}
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}
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// 开空单
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if(EnableSell && currentSellTicket == 0) {
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double entryPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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Print("尝试开空单 - 手数:", currentLots, " 开仓价:", entryPrice, " 止损方式:信号止损");
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string comment = OrderComment + "_EMA_DeathCross";
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if(OpenPosition(POSITION_TYPE_SELL, currentLots, entryPrice, 0, 0, comment)) {
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currentSellTicket = trade.ResultOrder();
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Print("EMA死叉开空成功，订单号:", currentSellTicket);
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} else {
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Print("EMA死叉开空失败，请检查交易条件");
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}
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} else {
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if(!EnableSell) {
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Print("做空功能已禁用");
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} else if(currentSellTicket > 0) {
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Print("已有空单，订单号:", currentSellTicket);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| 检查持仓状态 |
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//+------------------------------------------------------------------+
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void CheckPositions() {
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// 检查多单是否还存在
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if(currentBuyTicket > 0 && !PositionSelectByTicket(currentBuyTicket)) {
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Print("多单已不存在，重置状态");
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currentBuyTicket = 0;
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}
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// 检查空单是否还存在
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if(currentSellTicket > 0 && !PositionSelectByTicket(currentSellTicket)) {
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Print("空单已不存在，重置状态");
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currentSellTicket = 0;
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}
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}
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//+------------------------------------------------------------------+
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//| 打印状态信息 |
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//+------------------------------------------------------------------+
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void PrintStatus() {
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Print("=== EMA趋势策略状态 ===");
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Print("当前多单:", currentBuyTicket, " 空单:", currentSellTicket, " 手数:", currentLots);
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// 获取当前EMA值
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double fastEMA = GetEMAValue(fastEMAHandle, 0);
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double slowEMA = GetEMAValue(slowEMAHandle, 0);
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Print("EMA", FastEMA, ":", fastEMA, " EMA", SlowEMA, ":", slowEMA);
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if(fastEMA > slowEMA) {
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Print("当前趋势：多头趋势（快线在慢线上方）");
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} else if(fastEMA < slowEMA) {
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Print("当前趋势：空头趋势（快线在慢线下方）");
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} else {
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Print("当前趋势：无明确趋势（快线等于慢线）");
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}
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if(lastCrossDirection == 1) {
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Print("最后信号：金叉（快线上穿慢线）");
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} else if(lastCrossDirection == -1) {
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Print("最后信号：死叉（快线下穿慢线）");
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} else {
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Print("最后信号：无交叉");
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}
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick() {
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// 检查持仓状态
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CheckPositions();
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// 检测EMA交叉
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int crossDirection = DetectEMACross();
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// 添加调试信息
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static datetime lastDebugTime = 0;
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if(TimeCurrent() - lastDebugTime >= 5) { // 每5秒打印一次调试信息
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Print("=== 调试信息 ===");
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Print("交叉检测结果:", crossDirection, " (0=无交叉, 1=金叉, -1=死叉)");
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Print("最后交叉方向:", lastCrossDirection);
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Print("当前多单:", currentBuyTicket, " 空单:", currentSellTicket);
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Print("做多启用:", EnableBuy, " 做空启用:", EnableSell);
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Print("当前手数:", currentLots);
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// 获取当前EMA值
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double fastEMA = GetEMAValue(fastEMAHandle, 0);
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double slowEMA = GetEMAValue(slowEMAHandle, 0);
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Print("EMA", FastEMA, ":", fastEMA, " EMA", SlowEMA, ":", slowEMA);
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lastDebugTime = TimeCurrent();
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}
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// 处理交叉信号
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if(crossDirection != 0) {
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Print("检测到交叉信号:", crossDirection, " 开始处理...");
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ProcessEMACross(crossDirection);
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}
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// 每10秒打印一次状态
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static datetime lastPrintTime = 0;
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if(TimeCurrent() - lastPrintTime >= 10) {
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PrintStatus();
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lastPrintTime = TimeCurrent();
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}
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}
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit() {
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Print("=== EMA趋势策略EA初始化 ===");
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Print("EMA参数 - 快线:", FastEMA, " 慢线:", SlowEMA);
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Print("交易方向 - 多单:", (EnableBuy ? "启用" : "禁用"), " 空单:", (EnableSell ? "启用" : "禁用"));
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Print("止损方式：通过EMA交叉信号止损（金叉止损空单，死叉止损多单）");
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Print("止盈方式：通过反向信号止盈（金叉平空，死叉平多）");
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Print("手数模式:", (EnableDynamicLots ? "动态手数" : "固定手数"));
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if(EnableDynamicLots) {
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Print("基准余额:", BaseBalance, " 基准手数:", StartLots);
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} else {
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Print("固定手数:", StartLots);
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}
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Print("当前服务器时间: ", TimeToString(TimeCurrent(), TIME_DATE|TIME_MINUTES));
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// 初始化EMA指标句柄
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fastEMAHandle = iMA(_Symbol, _Period, FastEMA, 0, MODE_EMA, PRICE_CLOSE);
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slowEMAHandle = iMA(_Symbol, _Period, SlowEMA, 0, MODE_EMA, PRICE_CLOSE);
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if(fastEMAHandle == INVALID_HANDLE || slowEMAHandle == INVALID_HANDLE) {
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Print("EMA指标初始化失败");
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return(INIT_FAILED);
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}
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// 计算初始手数
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currentLots = GetDynamicLots();
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isInitialized = true;
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Print("EMA趋势策略EA初始化完成");
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason) {
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// 释放指标句柄
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if(fastEMAHandle != INVALID_HANDLE)
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IndicatorRelease(fastEMAHandle);
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if(slowEMAHandle != INVALID_HANDLE)
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IndicatorRelease(slowEMAHandle);
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Print("EMA趋势策略EA已停止，原因代码:", reason);
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Print("当前多单:", currentBuyTicket, " 空单:", currentSellTicket);
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}
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