多單進場方式 ~ (RVI_HDiv_01() && Close[1] > 流動性池底部價格 && Close[1] > a_KC_UPPER_B[1]) ;
// RVI高點背離+突破流動性池底部+突破Keltner上軌B
空單進場方式 ~ (BBUP_VTrend() && Close[1] < Close[2] && Close[1] < (High[1]+Low[1])/2) ;
// 布林帶V型收縮+價格下降+弱勢收盤
#include <MagicMT5_函數庫V1.mqh>
ENUM_TIMEFRAMES 時間週期 = PERIOD_M12 ;
ENUM_TIMEFRAMES 時間框架 = PERIOD_H1; //相對大週期
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
int OnInit()
{
LoadEA = TimeCurrent();
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
void OnTick()
{
if(AccountInfoDouble(ACCOUNT_BALANCE) < 資金風控)
{
Alert("********** 資金不足 *************");
return;
}
BarNumber = iBarShift(Symbol(),時間週期,LoadEA);
BarSinceExit = BarNumber-CloseOrderNo ;
if((BarNumber == 1 && BarNumber != JudgeNo))
{
多單進場單號 = Buy_at_MARKET(Symbol(),Lots,0,0,"1st_K",MagicNumber) ;
LX_CloseByTicket(多單進場單號,Lots) ;
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA);
FastSma = MathMin(LenA1, LenB1);
SlowSma = MathMax(LenA1, LenB1);
}
if(BarNumber != JudgeNo)
{
換K棒();
交易時段賦值();
}
Ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
Bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
AccountBalance=AccountInfoDouble(ACCOUNT_BALANCE);
Tickvalue=SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_VALUE);
SP = NormalizeDouble(MathAbs(Ask-Bid),Digits()) ;
//+------------------------------------------------------------------+
//|計算交易手數
//+------------------------------------------------------------------+
if(動態計算手數 == true)
{
Lots = get_dynamic_lot_size(是否偶數單,Symbol(),風險百分比,AccountBalance,SL) ;
Lots = MathMin(0.3,MathMax(0.01,Lots)) ;
}
if(隔日沖 == true)
{
接近收盤 = (getTM_hour(TimeCurrent()) >= 22 || getTM_hour(TimeCurrent()) <= 1) ;
允許交易時段 = (允許交易時段 && !接近收盤) ;
}
if(允許交易時段 == true)
{
//+------------------------------------------------------------------+
//|多單進場
//+------------------------------------------------------------------+
set_BuyCondition();
if(LE_Cond == true)
{
if(多單部位() == 0 && 空單部位() == 0 && BarNumber != OrderBarNo)
{
買入價格 = Get_BuyPrice() ;
if(BarSinceExit > 1 && EntriesToday(MagicNumber,Symbol()) < 1)
{
if(多單下單方式 == 1) // 空手+市價單買入
{
// 空手+市價單買入
多單進場單號 = Buy_at_MARKET(Symbol(),Lots,TP,SL,"BUY MARKET",MagicNumber) ;
OrderBarNo = iBarShift(Symbol(),時間週期,LoadEA);
}
} // end of BarSinceExit > 1
} // end of 空手且不同根K棒() == true
} // end of LE_Cond == true
//+------------------------------------------------------------------+
//|空單進場
//+------------------------------------------------------------------+
set_ShortCondition() ;
if(SE_Cond == true)
{
if(多單部位() == 0 && 空單部位() == 0 && BarNumber != OrderBarNo)
{
賣出價格 = Get_ShortPrice();
if(BarSinceExit > 1 && EntriesToday(MagicNumber,Symbol()) < 1)
{
if(空單下單方式 == 1) // 空手+市價賣出
{
// 空手+市價賣出
空單進場單號 = Short_at_MARKET(Symbol(),Lots,TP,SL,"Short Market",MagicNumber) ;
OrderBarNo = iBarShift(Symbol(),時間週期,LoadEA);
}
} //end of BarSinceExit > 1
} // end of 空手且不同根K棒() == true
} // end of SE_Cond == true
} //end of 允許交易時段 == true
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
if(隔日沖 == true && getTM_hour(TimeCurrent()) == 隔日沖出場時間)
{
if(多單部位() > 0 || 空單部位() > 0)
{
隔日沖平倉();
}
}
交易時段外也可停損停利();
JudgeNo = iBarShift(Symbol(),時間週期,LoadEA);
} //end of onTick
//+------------------------------------------------------------------+
//| 自訂函數庫 |
//+------------------------------------------------------------------+
int 多單部位()
{
int count;
count = get_TradeCounts(Symbol(), MagicNumber,POSITION_TYPE_BUY) ;
return count ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int 空單部位()
{
int count;
count = get_TradeCounts(Symbol(), MagicNumber,POSITION_TYPE_SELL) ;
return count ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void 換K棒()
{
// 新K棒刪除所有掛單
if(total_pending_order_count(Symbol(), MagicNumber,-1) != 0)
{
delete_pending_orders_all(Symbol(), MagicNumber, -1, 0x0000ff);
}
Set_OHLC_Bar_Series(); //保留
Set_OHLC_Day_Series(); //保留
Get_OHLC_Bar(30) ; //保留
Get_OHLC_BigBar(15) ; //保留
Get_OHLC_Day(15) ; //保留
set_BarInfo(); //保留
set_ATR(); //保留
set_BBAND();
set_RVI();
// ***************
set_KELTNER_CHANNEL() ;
Day5Range = ((HighD[1] - LowD[1])+(HighD[2] - LowD[2])+(HighD[3] - LowD[3])+(HighD[4] - LowD[4])+(HighD[5] - LowD[5]))/5;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void 交易時段賦值()
{
if(交易時段編號 == 36)
允許交易時段 = (getTM_hour(TimeCurrent()) >= 6 && getTM_hour(TimeCurrent()) < 10) || (getTM_hour(TimeCurrent()) >= 14 && getTM_hour(TimeCurrent()) < 18);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void 隔日沖平倉()
{
if(getTM_hour(TimeCurrent()) == 隔日沖出場時間)
{
if(多單部位() > 0 && BarNumber != CloseOrderNo)
LX_CloseByTicket(多單進場單號,Lots) ;
if(空單部位() > 0 && BarNumber != CloseOrderNo)
SX_CloseByTicket(空單進場單號,Lots) ;
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA) ;
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void 交易時段外也可停損停利()
{
// 交易時段外也可停損停利
if(多單部位() > 0)
{
// 多單進場價格 = get_position_info_double((ulong)多單進場單號, POSITION_PRICE_OPEN);
//+------------------------------------------------------------------+
//| Buy Exit Method RSI 高檔背離+固定停損
//+------------------------------------------------------------------+
double 多單最小停利 = 0.0;
bool LX_MinPF = false ;
多單進場價格 = LE_EntryPrice(MagicNumber,多單進場單號);
多單最小停利 = NormalizeDouble(多單進場價格 + SP*3,Digits()) ;
LX_MinPF = Bid > 多單最小停利 ;
// LX_MinPF = true ;
多單停利價格 = NormalizeDouble(多單進場價格 + TP * Point(),Digits()) ;
多單停損價格 = NormalizeDouble(多單進場價格 - SL * Point(),Digits()) ;
if(多單出場方式 == 21)
{
LX_Cond = ((LX_MinPF == true && (RSI_HDiv_02() == true)) || (Close[1] >= 多單停損價格 && Bid < 多單停損價格)) ;
}
//---------------------------------------------------------多單出場
if(LX_Cond == true && BarNumber != CloseOrderNo && LE_BarsSinceEntry(MagicNumber,多單進場單號,時間週期) > 0)
{
LX_CloseByTicket(多單進場單號,Lots) ;
if(多單部位() == 0)
{
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA) ;
}
}
} // end of 多單部位() > 0
if(空單部位() > 0)
{
//+------------------------------------------------------------------+
//| Short Exit Method 移動停利+固定停損
//+------------------------------------------------------------------+
double 空單最小停利 = 0.0;
bool SX_MinPF = false ;
空單進場價格 = SE_EntryPrice(MagicNumber,空單進場單號);
空單最小停利 = NormalizeDouble(空單進場價格 - SP*3,Digits()) ;
SX_MinPF = Ask < 空單最小停利 ;
// SX_MinPF = true ;
空單停利價格 = NormalizeDouble(空單進場價格 - TP * Point(),Digits()) ;
空單停損價格 = NormalizeDouble(空單進場價格 + SL * Point(),Digits()) ;
if(空單出場方式 == 13)
{
空單停利價格 = NormalizeDouble(空單進場價格 - (TP+Day5Range) * Point(),Digits()) ;
SX_Cond = ((Close[1] >= 空單停利價格 && Ask < 空單停利價格) || (Close[1] <= 空單停損價格 && Ask > 空單停損價格)) ;
}
//---------------------------------------------------------空單出場
if(SX_Cond == true && BarNumber != CloseOrderNo && SE_BarsSinceEntry(MagicNumber,空單進場單號,時間週期) > 0)
{
SX_CloseByTicket(空單進場單號,Lots) ;
if(空單部位() == 0)
{
CloseOrderNo = iBarShift(Symbol(),時間週期,LoadEA) ;
}
}
} // end of 空單部位() > 0
} // end of 交易時段外也可停損停利()
//+------------------------------------------------------------------+
//| 依編號Get_BuyPrice
//+------------------------------------------------------------------+
double Get_BuyPrice()
{
double BuyPrice=0.0 ;
BuyPrice = OpenD[1] + Range[2]*2 ;
return NormalizeDouble(BuyPrice,Digits()) ;
} // end of get BuyPrice
//+------------------------------------------------------------------+
//| 依編號Get_ShortPrice
//+------------------------------------------------------------------+
double Get_ShortPrice()
{
double ShortPrice=0.0 ;
ShortPrice = Lowest_OHLC(Symbol(),時間框架,MODE_LOW,LenB1,2) - a_ATR[2]*FracB;
return NormalizeDouble(ShortPrice,Digits()) ;
} // end of get ShortPrice
//+------------------------------------------------------------------+
//|多單模組編號
//+------------------------------------------------------------------+
void set_BuyCondition()
{
LE_Cond = (RVI_HDiv_01() && Close[1] > 流動性池底部價格 && Close[1] > a_KC_UPPER_B[1]) ; // RVI高點背離+突破流動性池底部+突破Keltner上軌B
}
//+------------------------------------------------------------------+
//| 空單模組編號
//+------------------------------------------------------------------+
void set_ShortCondition()
{
SE_Cond = (BBUP_VTrend() && Close[1] < Close[2] && Close[1] < (High[1]+Low[1])/2) ; // 布林帶V型收縮+價格下降+弱勢收盤
}
//+--------------------------------------------------------+
//| 設定 開高低收 陣列序列
//+--------------------------------------------------------+
//********BarPrice Array variables
double Open[], High[], Low[], Close[],Range[],Body[],UPshadow[],DNshadow[] ;
double BigOpen[], BigHigh[], BigLow[], BigClose[] ;
double OpenD[], HighD[], LowD[], CloseD[] ;
long Volume[],BigVolume[] ;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Set_OHLC_Bar_Series()
{
ArraySetAsSeries(Open,true);
ArraySetAsSeries(High,true);
ArraySetAsSeries(Low,true);
ArraySetAsSeries(Close,true);
ArraySetAsSeries(Volume,true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Get_OHLC_Bar(int argCount)
{
get_OpenData(Symbol(),時間週期,argCount,Open) ;
get_HighData(Symbol(),時間週期,argCount,High) ;
get_LowData(Symbol(),時間週期,argCount,Low) ;
get_CloseData(Symbol(),時間週期,argCount,Close) ;
get_VolumeData(Symbol(),時間週期,argCount,Volume) ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Set_OHLC_BigBar_Series()
{
ArraySetAsSeries(BigOpen,true);
ArraySetAsSeries(BigHigh,true);
ArraySetAsSeries(BigLow,true);
ArraySetAsSeries(BigClose,true);
ArraySetAsSeries(BigVolume,true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Get_OHLC_BigBar(int argCount)
{
get_OpenData(Symbol(),時間框架,argCount,BigOpen) ;
get_HighData(Symbol(),時間框架,argCount,BigHigh) ;
get_LowData(Symbol(),時間框架,argCount,BigLow) ;
get_CloseData(Symbol(),時間框架,argCount,BigClose) ;
get_VolumeData(Symbol(),時間框架,argCount,BigVolume) ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Set_OHLC_Day_Series()
{
ArraySetAsSeries(OpenD,true);
ArraySetAsSeries(HighD,true);
ArraySetAsSeries(LowD,true);
ArraySetAsSeries(CloseD,true);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void Get_OHLC_Day(int argCount)
{
get_OpenData(Symbol(),PERIOD_D1,argCount,OpenD) ;
get_HighData(Symbol(),PERIOD_D1,argCount,HighD) ;
get_LowData(Symbol(),PERIOD_D1,argCount,LowD) ;
get_CloseData(Symbol(),PERIOD_D1,argCount,CloseD) ;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void set_BarInfo()
{
ArrayResize(Range,ArraySize(Open)) ;
ArraySetAsSeries(Range,true) ;
ArrayResize(Body,ArraySize(Open)) ;
ArraySetAsSeries(Body,true) ;
ArrayResize(UPshadow,ArraySize(Open)) ;
ArraySetAsSeries(UPshadow,true) ;
ArrayResize(DNshadow,ArraySize(Open)) ;
ArraySetAsSeries(DNshadow,true) ;
for(int i = 0; i < ArraySize(Open)-1; i=i+1)
{
Range[i] = High[i]-Low[i];
Body[i] = MathAbs(Close[i]-Open[i]);
UPshadow[i] = High[i]-MathMax(Close[i],Open[i]);
DNshadow[i] = MathMin(Close[i],Open[i])-Low[i];
}
}
//+------------------------------------------------------------------+
//| ATR 指標 取值
//+------------------------------------------------------------------+
double a_ATR[] ;
void set_ATR()
{
int h_ATR ;
h_ATR = iATR(Symbol(),時間週期,LenB2);
ArraySetAsSeries(a_ATR, true);
get_IndexData(h_ATR,0,0,5,a_ATR) ;
}
//+------------------------------------------------------------------+
//| BBand 指標 取值
//+------------------------------------------------------------------+
bool UpBreak,DnBreak,Shrink ;
double a_BBUP[],a_BBDN[] ;
void set_BBAND()
{
int BBLen,h_BBUP,h_BBDN ;
BBLen = MathMax(LenA2,LenB2) ;
h_BBUP = iBands(Symbol(),時間週期,BBLen,0,2,PRICE_CLOSE);
ArraySetAsSeries(a_BBUP, true);
h_BBDN = iBands(Symbol(),時間週期,BBLen,0,2,PRICE_CLOSE);
ArraySetAsSeries(a_BBDN, true);
get_IndexData(h_BBUP,1,0,10,a_BBUP) ;
get_IndexData(h_BBDN,2,0,10,a_BBDN) ;
}
//+------------------------------------------------------------------+
//| RVI 指標 |
//+------------------------------------------------------------------+
double a_RVI_1[], a_RVI_2[] ;
void set_RVI()
{
int h_RVI_1,h_RVI_2 ;
h_RVI_1 = iRVI(Symbol(),時間週期,LenB1);
ArraySetAsSeries(a_RVI_1, true);
h_RVI_2 = iRVI(Symbol(),時間週期,LenB1);
ArraySetAsSeries(a_RVI_2, true);
get_IndexData(h_RVI_1,0,0,5,a_RVI_1) ;
get_IndexData(h_RVI_2,1,0,5,a_RVI_2) ;
}
//+------------------------------------------------------------------+
//| RSI 高檔背離 |
//+------------------------------------------------------------------+
bool RSI_HDiv_02()
{
int h_rsi1,h_rsi2 ;
double a_rsi1[],a_rsi2[] ;
int high1,high2 ;
h_rsi1 = iRSI(Symbol(),PERIOD_CURRENT,LenA1,PRICE_CLOSE) ;
ArrayResize(a_rsi1, LenA1);
ArraySetAsSeries(a_rsi1,true) ;
h_rsi2 = iRSI(Symbol(),PERIOD_CURRENT,LenA1*2,PRICE_CLOSE) ;
ArrayResize(a_rsi2, LenA1*2);
ArraySetAsSeries(a_rsi2,true) ;
high1 = iHighest(Symbol(), 時間週期,MODE_HIGH,LenA1,1);
high2 = iHighest(Symbol(), 時間週期,MODE_HIGH,LenA1*2,1);
get_IndexData(h_rsi1,0,0,ArraySize(a_rsi1),a_rsi1) ;
get_IndexData(h_rsi2,0,0,ArraySize(a_rsi2),a_rsi2) ;
if((a_rsi1[high1] < a_rsi2[high2] && high1 == high2))
{
return true;
}
return false;
}
//+------------------------------------------------------------------+
//| 布林軌道線 V轉 |
//+------------------------------------------------------------------+
bool BBUP_VTrend()
{
if(a_BBUP[1] > a_BBUP[2] && a_BBUP[2] > a_BBUP[3] && a_BBUP[5] > a_BBUP[4] && a_BBUP[4] > a_BBUP[3])
{
return true;
}
return false;
}
//+------------------------------------------------------------------+
//| Keltner Channel 指標自訂函數
//+------------------------------------------------------------------+
double a_KC_UPPER_B[], a_KC_LOWER_B[], a_KC_MIDDLE_B[], a_KC_ATR_B[] ; // Keltner Channel B組：上軌、下軌、中線陣列
void set_KELTNER_CHANNEL()
{
int h_EMA_B ; // EMA句柄（中線）
int h_ATR_B ; // ATR句柄（用於計算通道寬度）
// 建立 Keltner Channel B組指標句柄（使用 LenB1 週期）
h_EMA_B = iMA(Symbol(), 時間週期, LenB1, 0, MODE_EMA, PRICE_CLOSE);
h_ATR_B = iATR(Symbol(), 時間週期, LenB1);
ArraySetAsSeries(a_KC_UPPER_B, true); // 設定B組上軌陣列為時間序列
ArraySetAsSeries(a_KC_LOWER_B, true); // 設定B組下軌陣列為時間序列
ArraySetAsSeries(a_KC_MIDDLE_B, true); // 設定B組中線陣列為時間序列
ArraySetAsSeries(a_KC_ATR_B, true); // 設定B組ATR陣列為時間序列
// 調整陣列大小
ArrayResize(a_KC_UPPER_B, 20);
ArrayResize(a_KC_LOWER_B, 20);
ArrayResize(a_KC_MIDDLE_B, 20);
ArrayResize(a_KC_ATR_B, 20);
// 獲取EMA和ATR數據
get_IndexData(h_EMA_B, 0, 0, 20, a_KC_MIDDLE_B); // 獲取B組EMA數據作為中線
get_IndexData(h_ATR_B, 0, 0, 20, a_KC_ATR_B); // 獲取B組ATR數據
for(int i = 0; i < ArraySize(a_KC_MIDDLE_B)-1; i++)
{
// Keltner Channel 計算：
// 上軌 = EMA + (ATR × 倍數)
// 下軌 = EMA - (ATR × 倍數)
a_KC_UPPER_B[i] = a_KC_MIDDLE_B[i] + (a_KC_ATR_B[i] * 1.5);
a_KC_LOWER_B[i] = a_KC_MIDDLE_B[i] - (a_KC_ATR_B[i] * 1.5);
}
}
//+------------------------------------------------------------------+
//| RVI 高檔背離
//+------------------------------------------------------------------+
bool RVI_HDiv_01()
{
if((ArrayMaximum(High) !=0 && ArrayMaximum(High) <= 2) && (ArrayMaximum(a_RVI_1) > 2) && a_RVI_1[1] < 0.5)
{
return true;
}
return false;
}
// 流動性池價格計算 (ICT 概念)
double 流動性池頂部價格 = Highest_OHLC(Symbol(), 時間週期, MODE_HIGH, 20, 5);
double 流動性池底部價格 = Lowest_OHLC(Symbol(), 時間週期, MODE_LOW, 20, 5);
交易商品 XAUUSD 樣本內區間 2019/1/1 ~2023/6/30 交易手數 固定 0.1手
隔日沖
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