TRIPLEMOMENTUM
高频交易系统

//+------------------------------------------------------------------+
//| TripleMomentum_EA.mq4                                            |
//| 三倍动量高频交易系统 - MT4版                                       |
//| 策略：闪电突破 + 弹性回归 + 量价共振                                |
//+------------------------------------------------------------------+
#property copyright "TripleMomentum Quant Lab"
#property version   "3.00"
#property strict

//=== 全局参数 ===
extern string  Sep1            = "===== 通用参数 =====";
extern double  RiskPercent     = 2.0;     // 单笔风险%
extern int     MaxDailyTrades  = 80;      // 日最大交易次数
extern double  MaxDailyDD      = 10.0;    // 日最大回撤%
extern double  MaxWeeklyDD     = 25.0;    // 周最大回撤%
extern int     MaxSameDir      = 70;      // 同向仓位上限%
extern int     MaxSpreadPts    = 30;      // 最大允许点差
extern int     MagicBase       = 300000;  // Magic基数

extern string  Sep2            = "===== 策略A 闪电突破 =====";
extern bool    EnableStratA    = true;
extern int     A_BBPeriod      = 20;
extern double  A_BBDeviation   = 2.0;
extern int     A_ATRPeriod     = 14;
extern double  A_VolMulti      = 1.5;
extern double  A_SL_ATR        = 1.5;     // 止损ATR倍数
extern double  A_TP_ATR        = 3.0;     // 止盈ATR倍数
extern double  A_TrailATR      = 1.0;     // 追踪止损ATR倍数
extern int     A_MaxBars       = 15;      // 最大持仓K线数
extern int     A_MaxPositions  = 3;

extern string  Sep3            = "===== 策略B 弹性回归 =====";
extern bool    EnableStratB    = true;
extern int     B_RSIPeriod     = 7;
extern double  B_RSILow        = 15.0;
extern double  B_RSIHigh       = 85.0;
extern int     B_StochK        = 5;
extern int     B_StochD        = 3;
extern int     B_StochSlow     = 3;
extern double  B_SL_ATR        = 2.0;
extern int     B_MaxBars       = 25;
extern int     B_MaxPositions  = 3;

extern string  Sep4            = "===== 策略C 量价共振 =====";
extern bool    EnableStratC    = true;
extern int     C_EMAFast       = 5;
extern int     C_EMAMid        = 13;
extern int     C_EMASlow       = 34;
extern int     C_MACDFast      = 6;
extern int     C_MACDSlow      = 13;
extern int     C_MACDSignal    = 4;
extern double  C_SL_ATR        = 0.5;
extern int     C_MaxBars       = 50;
extern int     C_MaxPositions  = 3;

//=== 全局变量 ===
int    g_todayTrades   = 0;
double g_dayStartEquity = 0;
double g_weekStartEquity = 0;
int    g_consecutiveWins = 0;
int    g_consecutiveLoss = 0;
int    g_lastTradeDay = 0;
bool   g_dayHalted = false;
bool   g_weekHalted = false;

//+------------------------------------------------------------------+
//| 初始化                                                            |
//+------------------------------------------------------------------+
int OnInit()
{
   g_dayStartEquity = AccountEquity();
   g_weekStartEquity = AccountEquity();
   g_lastTradeDay = DayOfYear();
   Print("[TripleMomentum] 系统初始化完成 | 净值: ", AccountEquity());
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| 每Tick核心逻辑                                                    |
//+------------------------------------------------------------------+
void OnTick()
{
   // 日期重置
   if(DayOfYear() != g_lastTradeDay)
   {
      g_todayTrades = 0;
      g_dayStartEquity = AccountEquity();
      g_dayHalted = false;
      g_lastTradeDay = DayOfYear();
      if(DayOfWeek() == 1)
      {
         g_weekStartEquity = AccountEquity();
         g_weekHalted = false;
      }
   }

   // 系统级风控检查
   if(g_dayHalted || g_weekHalted) return;
   if(!CheckRiskLimits()) return;
   if(MarketInfo(Symbol(), MODE_SPREAD) > MaxSpreadPts) return;

   // 管理已有持仓（追踪止损 + 时间止损）
   ManageOpenPositions();

   // 只在新K线开始时检测信号
   static datetime lastBar = 0;
   if(Time[0] == lastBar) return;
   lastBar = Time[0];

   // 三策略并行扫描
   if(EnableStratA) CheckStrategyA();
   if(EnableStratB) CheckStrategyB();
   if(EnableStratC) CheckStrategyC();
}

//+------------------------------------------------------------------+
//| 风控检查                                                          |
//+------------------------------------------------------------------+
bool CheckRiskLimits()
{
   // 日度回撤检查
   double dayDD = (g_dayStartEquity - AccountEquity()) / g_dayStartEquity * 100;
   if(dayDD >= MaxDailyDD)
   {
      g_dayHalted = true;
      Print("[风控] 日回撤达限 ", DoubleToStr(dayDD,2), "% — 当日停止交易");
      return false;
   }
   // 周度回撤检查
   double weekDD = (g_weekStartEquity - AccountEquity()) / g_weekStartEquity * 100;
   if(weekDD >= MaxWeeklyDD)
   {
      g_weekHalted = true;
      Print("[风控] 周回撤达限 ", DoubleToStr(weekDD,2), "% — 本周停止交易");
      return false;
   }
   // 日交易次数
   if(g_todayTrades >= MaxDailyTrades) return false;
   return true;
}

//+------------------------------------------------------------------+
//| 仓位计算（基于风险百分比 + 反马丁格尔）                             |
//+------------------------------------------------------------------+
double CalcLots(double slPoints)
{
   if(slPoints <= 0) return MarketInfo(Symbol(), MODE_MINLOT);

   double tickVal  = MarketInfo(Symbol(), MODE_TICKVALUE);
   double tickSize = MarketInfo(Symbol(), MODE_TICKSIZE);
   double equity   = AccountEquity();
   double riskAmt  = equity * RiskPercent / 100.0;

   // 反马丁格尔系数
   double multi = 1.0;
   if(g_consecutiveWins >= 4)       multi = 1.6;
   else if(g_consecutiveWins >= 2) multi = 1.3;
   else if(g_consecutiveLoss >= 2) multi = 0.7;

   multi = MathMin(multi, 2.0);

   double lots = (riskAmt * multi) / (slPoints / tickSize * tickVal);
   lots = NormalizeDouble(lots, 2);
   lots = MathMax(lots, MarketInfo(Symbol(), MODE_MINLOT));
   lots = MathMin(lots, MarketInfo(Symbol(), MODE_MAXLOT));
      //仅展示部分