//+------------------------------------------------------------------+ //| Trailing Stop SELL EA | //+------------------------------------------------------------------+ #property copyright "thRee03" #property link "None" #property version "8.88" #property strict // 输入参数 input bool EnableOpenOrder = true; // 开单总开关,false时不开单但仍可移动止盈 input int Seconds = 180; // 下单最小间隔秒数 input double Lots = 0.01; // 每次下单手数 input int Deviation = 10; // 最大允许滑点(点) input double TP_Points = 10; // 止盈点数(下单时设置TP) input bool EnableCloseAllBuyOnSell = true; // 开空单时全平多单,true=全平,false=不平 input int MaxOrders = 10; // 最大持仓单数 input int MagicNumber = 12346; // 魔术编号 input double ProfitTargetUSD = 2.0; // 单仓盈利目标(美元,满足即平仓) input bool CloseOtherMagics = true; // 盈利平仓时是否包含其他魔术编号持仓 input bool EnableSAR = true; // 是否启用SAR信号过滤(false=不开启任何SAR限制) input bool iSAR_Reverse = false; // iSAR反向开单:true=只要SAR在K线下方或由上转下就开空,false=只要SAR在K线上方或由下转上就开空 input double SAR_Acceleration = 0.02; // SAR加速度(建议0.01~0.03,趋势信号更灵敏) input double SAR_Start = 0.0; // SAR初始值(0为默认) input double SAR_Maximum = 0.2; // SAR最大值(建议0.1~0.2) input int SAR_SmoothBars = 1; // SAR平滑根数(取近N根均值) input double TrailingStopUSD = 2.0; // 单仓利润回撤止盈(美元,移动止盈) input bool EnableDrawdownOpen = true; // 启用当天最低价反弹加仓(true=启用,false=关闭) input double DrawdownOpenUSD = 10.0; // 距离当天最低价反弹N美元时开空单 input bool EnableAddOrderEveryUSD = true; // 启用每涨N美元加仓(true=启用,false=关闭) input double AddOrderEveryUSD = 5.0; // 下单后每上涨N美元再加一单(以上次加仓价为基准) input int DrawdownMaxOrders = 3; // 当天最低价反弹加仓最大单数(独立于MaxOrders) input bool TrailingStopOnlyThisMagic = true; // 只对本魔术号仓位移动止盈(true=只本EA,false=所有SELL仓位) input double MinBalance = 1000.0; // 最低账户余额(低于不下单) // 全局变量 double g_point = 0.0; int g_digits = 0; double g_min_lot = 0.0; double g_lot_step = 0.0; double g_max_lot = 0.0; int g_filling_mode = 0; int orderCount = 0; datetime lastOrderTime = 0; double g_lowest_price = 0.0; // 历史最低价 double g_last_add_price = 0.0; // 上次加仓价 // 统计当前EA持仓中注释为DD的单数(反弹加仓单) int GetDrawdownOrderCount(const string sym, const ulong magic) { int count = 0; int total = (int)PositionsTotal(); for(int i=0; i=0; --i) { ulong ticket = PositionGetTicket(i); if(!PositionSelectByTicket(ticket)) continue; if(PositionGetString(POSITION_SYMBOL) != _Symbol || PositionGetInteger(POSITION_TYPE) != POSITION_TYPE_SELL) continue; if(!CloseOtherMagics && PositionGetInteger(POSITION_MAGIC) != (long)MagicNumber) continue; double openPrice = PositionGetDouble(POSITION_PRICE_OPEN); double volume = PositionGetDouble(POSITION_VOLUME); MqlTick tick; if(!SymbolInfoTick(_Symbol, tick)) continue; double currentPrice = tick.ask; double profit = ((openPrice - currentPrice) / g_point) * volume * tickValue; if(profit >= ProfitTargetUSD) { // 平仓 MqlTradeRequest req; MqlTradeResult res; ZeroMemory(req); ZeroMemory(res); req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol; req.type = ORDER_TYPE_BUY; req.volume = volume; req.price = currentPrice; req.deviation = Deviation; req.type_filling = GetFillingMode(); req.magic = PositionGetInteger(POSITION_MAGIC); // 使用原魔术编号 req.position = ticket; if(OrderSend(req, res) && (res.retcode == TRADE_RETCODE_DONE || res.retcode == TRADE_RETCODE_PLACED)) { Print("Closed profitable position. Ticket: ", ticket, " Profit: ", profit, " USD, Magic: ", PositionGetInteger(POSITION_MAGIC)); } else { Print("Failed to close position: ", res.retcode); } } } } void CloseAllBuyPositions() { int total = (int)PositionsTotal(); for(int i=total-1; i>=0; --i) { ulong ticket = PositionGetTicket(i); if(!PositionSelectByTicket(ticket)) continue; if(PositionGetString(POSITION_SYMBOL) != _Symbol || PositionGetInteger(POSITION_TYPE) != POSITION_TYPE_BUY) continue; double volume = PositionGetDouble(POSITION_VOLUME); MqlTick tick; if(!SymbolInfoTick(_Symbol, tick)) continue; double currentPrice = tick.bid; // 平 BUY 用 bid // 平仓 MqlTradeRequest req; MqlTradeResult res; ZeroMemory(req); ZeroMemory(res); req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol; req.type = ORDER_TYPE_SELL; req.volume = volume; req.price = currentPrice; req.deviation = Deviation; req.type_filling = GetFillingMode(); req.magic = PositionGetInteger(POSITION_MAGIC); req.position = ticket; if(OrderSend(req, res) && (res.retcode == TRADE_RETCODE_DONE || res.retcode == TRADE_RETCODE_PLACED)) { Print("Closed BUY position. Ticket: ", ticket, " Magic: ", PositionGetInteger(POSITION_MAGIC)); } else { Print("Failed to close BUY position: ", res.retcode); } } } void TrailingStop() { if(TrailingStopUSD <= 0) return; double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE); if(tickValue <= 0) return; int total = (int)PositionsTotal(); for(int i=0; i TrailingStopUSD) { double priceRetracement = TrailingStopUSD / (volume * tickValue) * g_point; double newSL = currentPrice + priceRetracement; newSL = AlignToPoint(newSL); newSL = MathMin(newSL, openPrice); // 确保止损不高于开仓价 if(newSL < currentSL || currentSL == 0) { // 修改止损 MqlTradeRequest req; MqlTradeResult res; ZeroMemory(req); ZeroMemory(res); req.action = TRADE_ACTION_SLTP; req.symbol = _Symbol; req.position = ticket; req.sl = newSL; req.magic = PositionGetInteger(POSITION_MAGIC); if(OrderSend(req, res) && (res.retcode == TRADE_RETCODE_DONE || res.retcode == TRADE_RETCODE_PLACED)) { Print("Trailing stop updated for position ", ticket, " to ", newSL, " (Profit: ", profitUSD, " USD)"); } else { Print("Failed to update trailing stop: ", res.retcode); } } } } } bool LoadSymbolSpec() { g_point = SymbolInfoDouble(_Symbol, SYMBOL_POINT); g_digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS); g_min_lot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN); g_lot_step = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP); g_max_lot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX); g_filling_mode = (int)SymbolInfoInteger(_Symbol, SYMBOL_FILLING_MODE); if(g_point<=0 || g_min_lot<=0 || g_lot_step<=0 || g_max_lot<=0) { Print("Spec load failed"); return false; } return true; } ENUM_ORDER_TYPE_FILLING GetFillingMode() { return ORDER_FILLING_IOC; // 强制使用 IOC } // EA 初始化 int OnInit() { if(!LoadSymbolSpec()) { Print("Failed to load symbol spec"); return INIT_FAILED; } orderCount = 0; lastOrderTime = 0; Print("EA initialized. Max orders: ", MaxOrders, ", Interval: ", Seconds, " seconds, Magic: ", MagicNumber); return INIT_SUCCEEDED; } // EA 反初始化 void OnDeinit(const int reason) { // 无需操作 } // EA 主循环 void OnTick() { TrailingStop(); // 移动止盈 CheckAndCloseProfitablePositions(); // 检查并平仓盈利仓位 // 获取当前Bid价 MqlTick tick; if(!SymbolInfoTick(_Symbol, tick)) { Print("Failed to get tick"); return; } double bid = tick.bid; // 获取当天最低价 double dayLow = iLow(_Symbol, PERIOD_D1, 0); // 计算距离当天最低价的反弹 double drawdown = bid - dayLow; int currentPositions = GetCurrentPositions(_Symbol, MagicNumber); int remainingOrders = MaxOrders - currentPositions; if(remainingOrders <= 0) { Print("不开单:已达最大持仓 currentPositions=", currentPositions, " MaxOrders=", MaxOrders); return; } if(!EnableOpenOrder) { Print("不开单:开单总开关EnableOpenOrder=false"); return; } // 检查余额 double currentBalance = AccountInfoDouble(ACCOUNT_BALANCE); if(currentBalance < MinBalance) { Print("不开单:余额不足 currentBalance=", currentBalance, " MinBalance=", MinBalance); return; } // 历史低点反弹加仓(不受时间间隔限制,受DrawdownMaxOrders限制) bool canOpenDrawdown = false; int drawdownOrders = GetDrawdownOrderCount(_Symbol, MagicNumber); if(EnableOpenOrder && EnableDrawdownOpen && DrawdownOpenUSD > 0 && drawdown >= DrawdownOpenUSD && drawdownOrders < DrawdownMaxOrders) { canOpenDrawdown = true; } // 每涨N美元加仓(不受时间间隔限制,受MaxOrders限制) bool canAddOrder = false; if(EnableOpenOrder && EnableAddOrderEveryUSD && AddOrderEveryUSD > 0 && currentPositions > 0 && currentPositions < MaxOrders) { if(g_last_add_price == 0.0) g_last_add_price = bid; // 首次赋值 double priceRise = bid - g_last_add_price; if(priceRise >= AddOrderEveryUSD) canAddOrder = true; } // 只要满足任一条件就下单(不受时间间隔限制) // 反弹加仓受DrawdownMaxOrders限制,加仓受MaxOrders限制 if((canOpenDrawdown && drawdownOrders < DrawdownMaxOrders) || (canAddOrder && currentPositions < MaxOrders)) { // 对齐手数 double vol = Lots; vol = MathMax(g_min_lot, vol); vol = AlignToStep(vol, g_lot_step); vol = MathMin(vol, g_max_lot); if(vol < g_min_lot - 1e-8) { Print("Volume too small"); return; } // 对齐价格 double price = AlignToPoint(bid); // 计算TP double tp_price = bid - TP_Points; tp_price = AlignToPoint(tp_price); // 选择合约 if(!SymbolSelect(_Symbol, true)) { Print("Symbol not selectable"); return; } // 发送订单 MqlTradeRequest req; MqlTradeResult res; ZeroMemory(req); ZeroMemory(res); req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol; req.type = ORDER_TYPE_SELL; req.volume = vol; req.price = price; req.sl = 0.0; req.tp = tp_price; req.deviation = Deviation; req.type_filling = GetFillingMode(); req.magic = MagicNumber; // 注释区分:反弹加仓写DD,其余为空 if(canOpenDrawdown && drawdownOrders < DrawdownMaxOrders) req.comment = "DD"; else req.comment = ""; if(OrderSend(req, res)) { if(res.retcode == TRADE_RETCODE_DONE || res.retcode == TRADE_RETCODE_PLACED) { orderCount++; lastOrderTime = TimeCurrent(); g_last_add_price = bid; // 记录本次加仓价 Print("[DD/Add] SELL order ", orderCount, " placed. Drawdown=", drawdown, " AddOrderEveryUSD=", AddOrderEveryUSD, " Bid=", bid, " Lowest=", g_lowest_price, " currentPositions=", currentPositions+1, "/", MaxOrders, " comment=", req.comment); if(EnableCloseAllBuyOnSell) CloseAllBuyPositions(); } else { Print("Order failed: ", res.retcode, " Bid: ", bid); } } else { Print("OrderSend failed, error code: ", GetLastError()); } return; // 本tick只下一个单 } // 其余原有下单逻辑(受时间间隔、SAR等限制) // 取近SAR_SmoothBars根bar的自定义SAR均值,提升平滑度 double sarSum = 0.0; int sarCount = 0; for(int i=1; i<=SAR_SmoothBars; ++i) { double v = 0.0; int sarHandle = iSAR(_Symbol, PERIOD_CURRENT, SAR_Acceleration, SAR_Maximum); if(sarHandle != INVALID_HANDLE) { double sar[1]; if(CopyBuffer(sarHandle, 0, i-1, 1, sar) == 1) { v = sar[0]; } IndicatorRelease(sarHandle); } if(v > 0.0 && v < bid * 100 && v > bid / 100) { sarSum += v; sarCount++; } } double sarValue = (sarCount > 0) ? (sarSum / sarCount) : 0.0; // SAR值有效性保护 if(sarValue <= 0.0 || sarValue > bid * 100 || sarValue < bid / 100) { Print("[Warn] 平滑SAR均值异常,跳过本次开单。sarValue=", sarValue, " bid=", bid); return; } // 获取当前RSI值 int rsiHandle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE); if(rsiHandle == INVALID_HANDLE) { Print("Failed to create RSI handle"); return; } double rsi[1]; if(CopyBuffer(rsiHandle, 0, 0, 1, rsi) != 1) { Print("Failed to copy RSI buffer"); IndicatorRelease(rsiHandle); return; } IndicatorRelease(rsiHandle); if(lastOrderTime > 0 && TimeCurrent() - lastOrderTime < Seconds) return; // 未到间隔时间 // SAR信号过滤 bool sarSignal = true; if(EnableSAR) { sarSignal = false; double prevSar = 0.0, prevClose = 0.0; // 取上一根bar的SAR均值 double sarSum2 = 0.0; int sarCount2 = 0; for(int i=2; i<=SAR_SmoothBars+1; ++i) { double v = 0.0; int sarHandle2 = iSAR(_Symbol, PERIOD_CURRENT, SAR_Acceleration, SAR_Maximum); if(sarHandle2 != INVALID_HANDLE) { double sarBuf[1]; if(CopyBuffer(sarHandle2, 0, i-1, 1, sarBuf) == 1) { v = sarBuf[0]; } IndicatorRelease(sarHandle2); } if(v > 0.0 && v < bid * 100 && v > bid / 100) { sarSum2 += v; sarCount2++; } } prevSar = (sarCount2 > 0) ? (sarSum2 / sarCount2) : 0.0; double closeBuf[2]; if(CopyClose(_Symbol, PERIOD_CURRENT, 0, 2, closeBuf) == 2) { prevClose = closeBuf[1]; if(iSAR_Reverse) { // true:只要SAR在K线下方 或 由上转下就开空 if(sarValue < bid) sarSignal = true; // SAR在K线下方 else if(prevSar > prevClose && sarValue < bid) sarSignal = true; // 由上转下 } else { // false:只要SAR在K线上方 或 由下转上就开空 if(sarValue > bid) sarSignal = true; // SAR在K线上方 else if(prevSar < prevClose && sarValue > bid) sarSignal = true; // 由下转上 } } } if(!sarSignal) return; // 对齐手数 double vol = Lots; vol = MathMax(g_min_lot, vol); vol = AlignToStep(vol, g_lot_step); vol = MathMin(vol, g_max_lot); if(vol < g_min_lot - 1e-8) { Print("Volume too small"); return; } // 对齐价格 double price = AlignToPoint(bid); // 计算TP double tp_price = bid - TP_Points; tp_price = AlignToPoint(tp_price); // 选择合约 if(!SymbolSelect(_Symbol, true)) { Print("Symbol not selectable"); return; } // 发送订单 MqlTradeRequest req; MqlTradeResult res; ZeroMemory(req); ZeroMemory(res); req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol; req.type = ORDER_TYPE_SELL; req.volume = vol; req.price = price; req.sl = 0.0; req.tp = tp_price; req.deviation = Deviation; req.type_filling = GetFillingMode(); req.magic = MagicNumber; if(OrderSend(req, res)) { if(res.retcode == TRADE_RETCODE_DONE || res.retcode == TRADE_RETCODE_PLACED) { orderCount++; lastOrderTime = TimeCurrent(); Print("SELL order ", orderCount, " placed successfully. Volume: ", vol, " Price: ", price, " TP: ", tp_price, " TP Spread: ", TP_Points, " Bid: ", bid, " SAR: ", sarValue, " (Remaining: ", remainingOrders-1, ")"); if(EnableCloseAllBuyOnSell) CloseAllBuyPositions(); // 根据参数决定是否平多单 } else { Print("Order failed: ", res.retcode, " Bid: ", bid, " SAR: ", sarValue); } } else { Print("OrderSend failed, error code: ", GetLastError()); } } //+------------------------------------------------------------------+