不开仓不知道怎么回事

[廖志彬]

//+------------------------------------------------------------------+

//|                                                  123RulePro.mq5 |

//|                        ForexHelper.AI 增强版123法则策略           |

//|                                     Last Update: 2024-06-15      |

//+------------------------------------------------------------------+

#property copyright "ForexHelper.AI"

#property version   "3.3"

#property strict

//--- 输入参数

input double   RiskPerTrade     = 0.01;       // 单笔风险比例(0.01=1%)

input int      ATRPeriod        = 18;         // ATR周期(14-20)

input double   RewardRatio      = 3.5;        // 最小盈亏比(3:1-5:1)

input int      MaxDailyRisk     = 2;          // 最大单日风险(%)

input int      TradingStartHour = 2;          // 开始交易小时(GMT)

input int      TradingEndHour   = 20;         // 结束交易小时(GMT)

input bool     EnableTrendFilter= true;       // 启用趋势过滤

input ENUM_TIMEFRAMES TrendTF   = PERIOD_H4;  // 趋势时间框架

input double   ADXThreshold     = 18.0;       // ADX趋势强度阈值

input int      MaxSpread        = 30;         // 最大允许点差

//--- 全局变量

int handleATR, handleADX, handleMATrend;

double atrBuffer[], adxBuffer[], maTrendBuffer[];

datetime lastTradeTime;

//+------------------------------------------------------------------+

//| 初始化函数                                                      |

//+------------------------------------------------------------------+

int OnInit()

{

   handleATR = iATR(_Symbol, _Period, ATRPeriod);

   handleADX = iADX(_Symbol, TrendTF, 14);

   handleMATrend = iMA(_Symbol, TrendTF, 50, 0, MODE_SMA, PRICE_CLOSE);

   

   ArraySetAsSeries(atrBuffer, true);

   ArraySetAsSeries(adxBuffer, true);

   ArraySetAsSeries(maTrendBuffer, true);

   

   if(RiskPerTrade > 5) Alert("风险比例过高！建议不超过5%");

   return(INIT_SUCCEEDED);

}

//+------------------------------------------------------------------+

//| 主执行函数                                                     |

//+------------------------------------------------------------------+

void OnTick()

{

   if(!IsNewBar() || !IsTradingTime() || !VerifyMarketCondition()) return;

   if(CopyBuffer(handleATR, 0, 0, 3, atrBuffer) < 3) return;

   if(CopyBuffer(handleADX, 0, 0, 2, adxBuffer) < 2) return;

   if(CopyBuffer(handleMATrend, 0, 0, 2, maTrendBuffer) < 2) return;

   double atrValue = NormalizeDouble(atrBuffer[0], _Digits);

   double currentADX = adxBuffer[1];

   bool trendUp = maTrendBuffer[0] > maTrendBuffer[1];

   

   int signal = Check123Pattern(currentADX, trendUp, atrValue);

   if(signal == 0) return;

   if(GetDailyRisk() >= MaxDailyRisk) {

      Comment("达到单日最大风险限制!");

      return;

   }

   

   MqlTick last_tick;

   SymbolInfoTick(_Symbol, last_tick);

   

   double price = (signal == 1) ? last_tick.ask : last_tick.bid;

   double sl = CalculateSL(signal, price, atrValue);

   double tp = (signal == 1) ? price + (price - sl)*RewardRatio 

                            : price - (sl - price)*RewardRatio;

   

   double lotSize = CalculateLotSize(price, sl);

   if(lotSize <= 0) return;

   SmartOrderSend(signal, lotSize, sl, tp);

   lastTradeTime = TimeCurrent();

}

//+------------------------------------------------------------------+

//| 增强版123法则信号检测                                          |

//+------------------------------------------------------------------+

int Check123Pattern(double adxValue, bool trendUp, double atr)

{

   double high1 = iHigh(_Symbol, _Period, 1);

   double high2 = iHigh(_Symbol, _Period, 2);

   double low1 = iLow(_Symbol, _Period, 1);

   double low2 = iLow(_Symbol, _Period, 2);

   double close0 = iClose(_Symbol, _Period, 0);

   double close1 = iClose(_Symbol, _Period, 1);

   if(EnableTrendFilter && adxValue < ADXThreshold) 

      return 0;

   if(trendUp) 

   {

      if(low2 < low1 && high1 > high2)

         if(close1 > (high1 + low1)*0.6)

            if(close0 > high1 + atr*0.3)

               return 1;

   }

   else 

   {

      if(high2 > high1 && low1 < low2)

         if(close1 < (high1 + low1)*0.4)

            if(close0 < low1 - atr*0.3)

               return -1;

   }

   return 0;

}

//+------------------------------------------------------------------+

//| 智能订单发送函数                                                |

//+------------------------------------------------------------------+

void SmartOrderSend(int signal, double lots, double sl, double tp)

{

   MqlTradeRequest request;

   ZeroMemory(request);

   MqlTradeResult result;

   

   request.action = TRADE_ACTION_DEAL;

   request.symbol = _Symbol;

   request.volume = NormalizeLotSize(lots);

   request.type = (signal == 1) ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;

   request.deviation = 50;

   request.type_filling = ORDER_FILLING_FOK;

   for(int i=0; i<3; i++) 

   {

      MqlTick last_tick;

      if(!SymbolInfoTick(_Symbol, last_tick)) 

      {

         Print("获取报价失败！");

         return;

      }

      

      // 更新价格和订单参数

      request.price = (signal == 1) ? last_tick.ask : last_tick.bid;

      request.sl = sl;

      request.tp = tp;

      

      // 检查价格偏差（5点内）

      double currentPrice = (signal == 1) ? last_tick.ask : last_tick.bid;

      double priceDiff = MathAbs(request.price - currentPrice) / _Point;

      if(priceDiff > 5) 

      {

         Print("价格偏差过大：", priceDiff, "点，取消交易");

         return;

      }

      

      // 发送订单

      bool sent = OrderSend(request, result);

      if(sent) 

      {

         if(result.retcode == TRADE_RETCODE_DONE) 

         {

            Print("订单执行成功，成交价：", result.price);

            break;

         }

         else 

         {

            Print("订单发送失败，错误代码：", result.retcode);

            Sleep(500);

         }

      }

      else 

      {

         Print("OrderSend()失败，错误代码：", GetLastError());

         Sleep(500);

      }

   }

}

//+------------------------------------------------------------------+

//| 动态止损计算                                                   |

//+------------------------------------------------------------------+

double CalculateSL(int signal, double entryPrice, double atr)

{

   double baseSL = (signal == 1) ? iLow(_Symbol, _Period, 2) 

                                : iHigh(_Symbol, _Period, 2);

   double atrSL = (signal == 1) ? entryPrice - 1.5*atr 

                               : entryPrice + 1.5*atr;

   return (signal == 1) ? MathMin(baseSL, atrSL) : MathMax(baseSL, atrSL);

}

//+------------------------------------------------------------------+

//| 精确手数计算                                                   |

//+------------------------------------------------------------------+

double CalculateLotSize(double entry, double sl)

{

   double riskAmount = AccountInfoDouble(ACCOUNT_EQUITY) * RiskPerTrade/100;

   double riskPoints = MathAbs(entry - sl)/_Point;

   double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);

   

   if(riskPoints == 0 || tickValue == 0) return 0;

   

   return NormalizeLotSize(riskAmount / (riskPoints * tickValue));

}

//+------------------------------------------------------------------+

//|                       辅助函数实现区                            |

//+------------------------------------------------------------------+

bool IsNewBar()

{

   static datetime lastBar=0;

   datetime currentBar=(datetime)SeriesInfoInteger(_Symbol,_Period,SERIES_LASTBAR_DATE);

   if(lastBar != currentBar) {

      lastBar = currentBar;

      return true;

   }

   return false;

}

bool IsTradingTime()

{

   MqlDateTime currentTime;

   TimeCurrent(currentTime);

   return (currentTime.hour >= TradingStartHour) && (currentTime.hour < TradingEndHour);

}

bool VerifyMarketCondition()

{

   int currentSpread=(int)SymbolInfoInteger(_Symbol,SYMBOL_SPREAD);

   if(currentSpread > MaxSpread) return false;

   return SeriesInfoInteger(_Symbol,_Period,SERIES_SERVER_FIRSTDATE) != 0;

}

double GetDailyRisk()

{

   MqlDateTime todayStart;

   TimeCurrent(todayStart);          // 获取当前时间

   todayStart.hour = 0;

   todayStart.min = 0;

   todayStart.sec = 0;

   datetime startTime = StructToTime(todayStart);

   

   double dailyProfit=0;

   HistorySelect(startTime, TimeCurrent());

   

   int totalDeals=(int)HistoryDealsTotal();

   for(int i=0;i<totalDeals;i++) 

   {

      ulong ticket=HistoryDealGetTicket(i);

      if(HistoryDealGetString(ticket,DEAL_SYMBOL)==_Symbol)

        dailyProfit+=HistoryDealGetDouble(ticket,DEAL_PROFIT);

   }

   return (MathAbs(dailyProfit)/AccountInfoDouble(ACCOUNT_EQUITY))*100;

}

double NormalizeLotSize(double lots)

{

   double min=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);

   double max=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);

   double step=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);

   

   lots = MathRound(lots / step) * step;

   lots = MathMax(min, MathMin(max, lots));

   return NormalizeDouble(lots, 2);

}

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