416 lines
16 KiB
MQL5
416 lines
16 KiB
MQL5
//+------------------------------------------------------------------+
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//| Pinbar_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 = 123457;
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input string OrderComment = "Pinbar_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 "=====Pinbar识别参数====="
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input double PinbarBodyRatio = 0.3; // Pinbar实体比例（实体/总长度）
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input double PinbarShadowRatio = 0.6; // Pinbar影线比例（影线/总长度）
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input int MinPinbarLength = 10; // 最小Pinbar长度（点数）
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input group "=====交易方向开关====="
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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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input group "=====ATR控制====="
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input bool EnableATRFilter = true; // 是否启用ATR过滤
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input int ATRPeriod = 14; // ATR周期
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input double ATRThreshold = 0.0003; // ATR阈值，大于此值才允许开仓
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input group "=====交易量过滤====="
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input bool EnableVolumeFilter = true; // 是否启用交易量过滤
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input double VolumeIncreaseRatio = 0.2; // 交易量增加比例（20% = 0.2）
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//+------------------------------------------------------------------+
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//| 全局变量 |
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//+------------------------------------------------------------------+
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datetime lastPinbarTime = 0; // 上次识别到Pinbar的时间
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bool isPinbarProcessed = false; // 当前Pinbar是否已处理
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// ATR指标句柄
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int atrHandle = INVALID_HANDLE;
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//+------------------------------------------------------------------+
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//| Pinbar结构体 |
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//+------------------------------------------------------------------+
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struct PinbarInfo {
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bool isValid; // 是否为有效Pinbar
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bool isBullish; // 是否为看涨Pinbar
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double open; // 开盘价
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double high; // 最高价
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double low; // 最低价
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double close; // 收盘价
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double bodySize; // 实体大小
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double upperShadow; // 上影线
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double lowerShadow; // 下影线
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double totalLength; // 总长度
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datetime time; // K线时间
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};
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//+------------------------------------------------------------------+
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//| 获取K线数据 |
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//+------------------------------------------------------------------+
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bool GetCandleData(int shift, double &open, double &high, double &low, double &close, datetime &time) {
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double o[1], h[1], l[1], c[1];
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datetime t[1];
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if(CopyOpen(_Symbol, _Period, shift, 1, o) != 1) return false;
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if(CopyHigh(_Symbol, _Period, shift, 1, h) != 1) return false;
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if(CopyLow(_Symbol, _Period, shift, 1, l) != 1) return false;
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if(CopyClose(_Symbol, _Period, shift, 1, c) != 1) return false;
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if(CopyTime(_Symbol, _Period, shift, 1, t) != 1) return false;
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open = o[0];
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high = h[0];
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low = l[0];
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close = c[0];
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time = t[0];
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return true;
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}
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//+------------------------------------------------------------------+
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//| 识别Pinbar形态 |
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//+------------------------------------------------------------------+
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PinbarInfo IdentifyPinbar(int shift = 1) {
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PinbarInfo pinbar;
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pinbar.isValid = false;
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double open, high, low, close;
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datetime time;
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if(!GetCandleData(shift, open, high, low, close, time)) {
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return pinbar;
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}
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// 计算K线各部分
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pinbar.open = open;
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pinbar.high = high;
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pinbar.low = low;
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pinbar.close = close;
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pinbar.time = time;
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pinbar.bodySize = MathAbs(close - open);
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pinbar.totalLength = high - low;
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if(open > close) {
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// 阴线
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pinbar.upperShadow = high - open;
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pinbar.lowerShadow = close - low;
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} else {
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// 阳线
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pinbar.upperShadow = high - close;
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pinbar.lowerShadow = open - low;
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}
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// 检查是否为有效Pinbar
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if(pinbar.totalLength <= 0) return pinbar;
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// 检查最小长度
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double minLength = MinPinbarLength * SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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if(pinbar.totalLength < minLength) return pinbar;
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// 检查实体比例
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double bodyRatio = pinbar.bodySize / pinbar.totalLength;
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if(bodyRatio > PinbarBodyRatio) return pinbar;
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// 检查影线比例
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double shadowRatio = MathMax(pinbar.upperShadow, pinbar.lowerShadow) / pinbar.totalLength;
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if(shadowRatio < PinbarShadowRatio) return pinbar;
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// 判断Pinbar方向
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if(pinbar.lowerShadow > pinbar.upperShadow) {
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// 下影线长，看涨Pinbar
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pinbar.isBullish = true;
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} else if(pinbar.upperShadow > pinbar.lowerShadow) {
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// 上影线长，看空Pinbar
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pinbar.isBullish = false;
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} else {
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// 影线相等，不是有效Pinbar
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return pinbar;
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}
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pinbar.isValid = true;
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return pinbar;
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}
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//+------------------------------------------------------------------+
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//| 检查是否有指定方向的持仓 |
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//+------------------------------------------------------------------+
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bool HasPosition(int posType) {
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for(int i=0; i<PositionsTotal(); i++) {
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ulong ticket = PositionGetTicket(i);
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if(PositionSelectByTicket(ticket)) {
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if(PositionGetString(POSITION_SYMBOL) == _Symbol &&
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PositionGetInteger(POSITION_MAGIC) == MagicNumber &&
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PositionGetInteger(POSITION_TYPE) == posType) {
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return true;
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}
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}
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| 获取当前ATR值 |
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//+------------------------------------------------------------------+
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double GetATR() {
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if(atrHandle == INVALID_HANDLE)
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atrHandle = iATR(_Symbol, _Period, ATRPeriod);
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double atrArray[1];
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if(CopyBuffer(atrHandle, 0, 0, 1, atrArray) <= 0) return 0.0;
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return atrArray[0];
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}
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//+------------------------------------------------------------------+
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//| 检查ATR过滤条件 |
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//+------------------------------------------------------------------+
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bool CheckATRFilter() {
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if(!EnableATRFilter) return true;
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double currentATR = GetATR();
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if(currentATR < ATRThreshold) {
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Print("ATR过滤：当前ATR(", currentATR, ") < 阈值(", ATRThreshold, ")，禁止开仓");
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| 检查交易量过滤条件 |
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//+------------------------------------------------------------------+
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bool CheckVolumeFilter() {
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if(!EnableVolumeFilter) return true;
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// 获取当前K线和上一根K线的交易量
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long currentVolume[1], prevVolume[1];
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if(CopyTickVolume(_Symbol, _Period, 1, 1, currentVolume) != 1) {
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Print("无法获取当前K线交易量");
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return false;
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}
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if(CopyTickVolume(_Symbol, _Period, 2, 1, prevVolume) != 1) {
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Print("无法获取上一根K线交易量");
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return false;
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}
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// 计算交易量增加比例
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double volumeRatio = (double)(currentVolume[0] - prevVolume[0]) / prevVolume[0];
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if(volumeRatio < VolumeIncreaseRatio) {
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Print("交易量过滤：当前交易量增加比例(", volumeRatio * 100, "%) < 阈值(", VolumeIncreaseRatio * 100, "%)，禁止开仓");
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return false;
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}
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Print("交易量过滤通过：当前交易量增加比例(", volumeRatio * 100, "%) >= 阈值(", VolumeIncreaseRatio * 100, "%)");
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return true;
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}
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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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// 规范化工具
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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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// 固定手数模式：直接使用 StartLots，并按交易品种步进规范化
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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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// 动态手数模式：当前余额 / 基准余额 * 基准手数
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double accountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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double baseLots = StartLots; // 基准手数
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double dynamicLots = (accountBalance / BaseBalance) * baseLots;
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// 规范化手数
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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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//| 开仓函数 |
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//+------------------------------------------------------------------+
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void 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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result = trade.Buy(lots, _Symbol, price, sl, tp, comment);
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} else if(posType == POSITION_TYPE_SELL) {
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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：价格:", price, " 手数:", lots, " 止损:", sl, " 止盈:", tp);
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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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}
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}
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//+------------------------------------------------------------------+
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//| 计算止盈止损价格 |
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//+------------------------------------------------------------------+
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void CalculateStopLossAndTakeProfit(PinbarInfo &pinbar, double &sl, double &tp) {
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double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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if(pinbar.isBullish) {
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// 看涨Pinbar：止损在Pinbar最低点，止盈为开仓点向上Pinbar整体长度的距离
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sl = pinbar.low;
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tp = pinbar.close + pinbar.totalLength;
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} else {
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// 看空Pinbar：止损在Pinbar最高点，止盈为开仓点向下Pinbar整体长度的距离
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sl = pinbar.high;
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tp = pinbar.close - pinbar.totalLength;
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}
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// 规范化价格
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sl = NormalizeDouble(sl, _Digits);
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tp = NormalizeDouble(tp, _Digits);
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}
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//+------------------------------------------------------------------+
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//| 处理Pinbar信号 |
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//+------------------------------------------------------------------+
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void ProcessPinbarSignal(PinbarInfo &pinbar) {
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// 检查是否已处理过这个Pinbar
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if(pinbar.time == lastPinbarTime && isPinbarProcessed) {
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return;
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}
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// 检查ATR过滤条件
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if(!CheckATRFilter()) {
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return;
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}
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// 检查交易量过滤条件
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if(!CheckVolumeFilter()) {
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return;
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}
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// 移除持仓数量限制，允许同时持有多空仓位
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// 确定交易方向
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int posType = -1;
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if(pinbar.isBullish && EnableBuy) {
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posType = POSITION_TYPE_BUY;
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} else if(!pinbar.isBullish && EnableSell) {
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posType = POSITION_TYPE_SELL;
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}
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if(posType == -1) {
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Print("交易方向被禁用，跳过Pinbar信号");
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return;
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}
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// 计算开仓手数
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double lots = GetDynamicLots();
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// 计算止盈止损
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double sl, tp;
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CalculateStopLossAndTakeProfit(pinbar, sl, tp);
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// 获取开仓价格
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double price = (posType == POSITION_TYPE_BUY) ?
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SymbolInfoDouble(_Symbol, SYMBOL_ASK) :
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SymbolInfoDouble(_Symbol, SYMBOL_BID);
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// 开仓
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string direction = (posType == POSITION_TYPE_BUY) ? "看涨" : "看空";
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string comment = OrderComment + "_" + direction + "Pinbar";
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OpenPosition(posType, lots, price, sl, tp, comment);
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// 更新处理状态
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lastPinbarTime = pinbar.time;
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isPinbarProcessed = true;
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Print("处理", direction, "Pinbar信号完成 - 时间:", TimeToString(pinbar.time),
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" 开仓价:", price, " 止损:", sl, " 止盈:", tp);
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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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// 识别上根K线的Pinbar形态
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PinbarInfo pinbar = IdentifyPinbar(1);
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if(pinbar.isValid) {
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ProcessPinbarSignal(pinbar);
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}
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// 重置处理状态（当新K线开始时）
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static datetime lastBarTime = 0;
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datetime currentBarTime = iTime(_Symbol, _Period, 0);
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if(currentBarTime != lastBarTime) {
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isPinbarProcessed = false;
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lastBarTime = currentBarTime;
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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("=== Pinbar策略EA初始化 ===");
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Print("Pinbar识别参数 - 实体比例:", PinbarBodyRatio, " 影线比例:", PinbarShadowRatio, " 最小长度:", MinPinbarLength);
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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("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("ATR过滤:", (EnableATRFilter ? "启用" : "禁用"));
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if(EnableATRFilter) {
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Print("ATR周期:", ATRPeriod, " ATR阈值:", ATRThreshold);
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}
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Print("交易量过滤:", (EnableVolumeFilter ? "启用" : "禁用"));
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if(EnableVolumeFilter) {
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Print("交易量增加比例阈值:", VolumeIncreaseRatio * 100, "%");
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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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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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if(atrHandle != INVALID_HANDLE)
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IndicatorRelease(atrHandle);
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Print("Pinbar策略EA已停止，原因代码:", reason);
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}
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