//+------------------------------------------------------------------+
//|                        TrendFollowingEA.mq5                      |
//|                        趋势跟踪EA - 完整示例                     |
//+------------------------------------------------------------------+
#property copyright "XiaoHui Programming"
#property link      "https://www.eafxtech.com"
#property version   "1.00"
#property strict
#property indicator_chart_window

// --- 输入参数 ---
input int    EMA_Period      = 200;   // EMA周期（趋势判断）
input int    MACD_Fast       = 12;    // MACD快线周期
input int    MACD_Slow       = 26;    // MACD慢线周期
input int    MACD_Signal     = 9;     // MACD信号线周期
input double Risk_Percent    = 1.0;   // 单笔风险比例（%）
input double ATR_Multiplier  = 1.5;   // ATR止损倍数
input int    ATR_Period      = 14;    // ATR周期
input int    Magic_Number    = 202601;// 魔术号
input bool   Use_Trailing    = true;  // 是否启用移动止损
input double Trailing_Start  = 1.0;   // 移动止损启动条件（盈利倍数）
input double Trailing_Step   = 0.5;   // 移动止损步进（ATR倍数）

// --- 全局变量 ---
int   ema_handle;       // EMA指标句柄
int   macd_handle;      // MACD指标句柄
int   atr_handle;       // ATR指标句柄
double ema_buffer[];    // EMA数据缓冲区
double macd_buffer[];   // MACD主线数据
double signal_buffer[]; // MACD信号线数据
double atr_buffer[];    // ATR数据缓冲区

//+------------------------------------------------------------------+
//| 初始化函数                                                       |
//+------------------------------------------------------------------+
int OnInit()
{
   // 创建EMA指标句柄
   ema_handle = iMA(_Symbol, _Period, EMA_Period, 0, MODE_EMA, PRICE_CLOSE);
   if(ema_handle == INVALID_HANDLE) {
      Print("创建EMA指标失败，错误码：", GetLastError());
      return(INIT_FAILED);
   }
   
   // 创建MACD指标句柄
   macd_handle = iMACD(_Symbol, _Period, MACD_Fast, MACD_Slow, MACD_Signal, PRICE_CLOSE);
   if(macd_handle == INVALID_HANDLE) {
      Print("创建MACD指标失败，错误码：", GetLastError());
      return(INIT_FAILED);
   }
   
   // 创建ATR指标句柄
   atr_handle = iATR(_Symbol, _Period, ATR_Period);
   if(atr_handle == INVALID_HANDLE) {
      Print("创建ATR指标失败，错误码：", GetLastError());
      return(INIT_FAILED);
   }
   
   // 设置数组为序列数组（索引0为最新K线）
   ArraySetAsSeries(ema_buffer, true);
   ArraySetAsSeries(macd_buffer, true);
   ArraySetAsSeries(signal_buffer, true);
   ArraySetAsSeries(atr_buffer, true);
   
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| 主循环函数                                                       |
//+------------------------------------------------------------------+
void OnTick()
{
   // 只在新K线形成时执行（避免重复信号）
   static datetime last_bar_time = 0;
   datetime current_bar_time = iTime(_Symbol, _Period, 0);
   if(current_bar_time == last_bar_time) return;
   last_bar_time = current_bar_time;
   
   // 更新指标数据
   UpdateIndicators();
   
   // 获取当前持仓信息
   long buy_pos = PositionGetMagicNumber() == Magic_Number && 
                  PositionGetString(POSITION_TYPE) == POSITION_TYPE_BUY ? 1 : 0;
   long sell_pos = PositionGetMagicNumber() == Magic_Number && 
                   PositionGetString(POSITION_TYPE) == POSITION_TYPE_SELL ? 1 : 0;
   
   // 趋势判断：价格在EMA200上方为多头趋势，下方为空头趋势
   bool uptrend = Close[1] > ema_buffer[1];
   bool downtrend = Close[1] < ema_buffer[1];
   
   // 信号判断：MACD金叉/死叉（使用已收盘K线，索引1）
   bool golden_cross = macd_buffer[1] > signal_buffer[1] && 
                       macd_buffer[2] <= signal_buffer[2];
   bool death_cross = macd_buffer[1] < signal_buffer[1] && 
                      macd_buffer[2] >= signal_buffer[2];
   
   // 多头信号：上升趋势 + MACD金叉 + 无持仓
   if(uptrend && golden_cross && buy_pos == 0) {
      CloseOppositePosition(ORDER_TYPE_SELL);
      OpenPosition(ORDER_TYPE_BUY);
   }
   
   // 空头信号：下降趋势 + MACD死叉 + 无持仓
   if(downtrend && death_cross && sell_pos == 0) {
      CloseOppositePosition(ORDER_TYPE_BUY);
      OpenPosition(ORDER_TYPE_SELL);
   }
   
   // 移动止损管理
   if(Use_Trailing) {
      ManageTrailingStop();
   }
}

//+------------------------------------------------------------------+
//| 更新指标数据                                                     |
//+------------------------------------------------------------------+
void UpdateIndicators()
{
   // 复制EMA数据
   CopyBuffer(ema_handle, 0, 0, 3, ema_buffer);
   
   // 复制MACD数据（0为主线，1为信号线）
   CopyBuffer(macd_handle, 0, 0, 3, macd_buffer);
   CopyBuffer(macd_handle, 1, 0, 3, signal_buffer);
   
   // 复制ATR数据
   CopyBuffer(atr_handle, 0, 0, 3, atr_buffer);
}

//+------------------------------------------------------------------+
//| 计算下单手数（基于风险比例）                                     |
//+------------------------------------------------------------------+
double CalculateLotSize(double stop_loss_pips)
{
   double balance = AccountInfoDouble(ACCOUNT_BALANCE);
   double risk_amount = balance * Risk_Percent / 100.0;
   double tick_value = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
   double tick_size = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
   
   double lot_size = risk_amount / (stop_loss_pips * tick_value / tick_size * 10);
   
   // 约束手数范围
   double min_lot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   double max_lot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
   lot_size = MathMax(min_lot, MathMin(max_lot, lot_size));
   
   // 取整到最小交易步长
   double lot_step = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
   lot_size = MathFloor(lot_size / lot_step) * lot_step;
   
   return lot_size;
}

//+------------------------------------------------------------------+
//| 开仓函数                                                         |
//+------------------------------------------------------------------+
bool OpenPosition(ENUM_ORDER_TYPE order_type)
{
   double price = (order_type == ORDER_TYPE_BUY) ? 
                   SymbolInfoDouble(_Symbol, SYMBOL_ASK) : 
                   SymbolInfoDouble(_Symbol, SYMBOL_BID);
   
   // 计算ATR止损
   double atr_value = atr_buffer[1];
   double stop_loss_pips = atr_value * ATR_Multiplier / 
                            SymbolInfoDouble(_Symbol, SYMBOL_POINT) / 10;
   
   double sl = 0, tp = 0;
   if(order_type == ORDER_TYPE_BUY) {
      sl = price - atr_value * ATR_Multiplier;
      tp = price + atr_value * ATR_Multiplier * 2; // 盈亏比2:1
   } else {
      sl = price + atr_value * ATR_Multiplier;
      tp = price - atr_value * ATR_Multiplier * 2;
   }
   
   double lot = CalculateLotSize(stop_loss_pips);
   
   // 发送订单
   MqlTradeRequest request = {0};
   MqlTradeResult result = {0};
   
   request.action   = TRADE_ACTION_DEAL;
   request.symbol   = _Symbol;
   request.volume   = lot;
   request.type     = order_type;
   request.price    = price;
   request.sl       = sl;
   request.tp       = tp;
   request.deviation= 5; // 滑点容忍度（点）
   request.magic    = Magic_Number;
   request.comment  = "TrendFollowingEA";
   request.type_filling = ORDER_FILLING_FOK;
   
   if(!OrderSend(request, result)) {
      Print("开仓失败，错误码：", result.retcode);
      return false;
   }
   
   Print("开仓成功，订单号：", result.order);
   return true;
}