聪脉冲EA - 低风险比特币MQL4源码（加密货币专用）

Summary: 聪脉冲EA是一款专为比特币（BTCUSD）设计的低风险MQL4智能交易系统。使用ATR波动收缩突破策略、动态移动止损和严格资金管理，适合H4周期。




聪脉冲EA专门为比特币（BTCUSD）交易设计，采用低风险、稳定运营的思路。基于ATR波动率收缩突破逻辑，结合动态移动止损和严格资金管理来应对比特币的极端波动和跳空风险。EA仅在波动率从平静期扩张时交易，使用ATR确认真实突破。每笔交易带有基于ATR的移动止损和固定盈亏比，同时具备每日净值保护及周五平仓机制。

推荐加载周期： H4
策略核心逻辑：
1. 波动率收缩：等待ATR(14)跌破其20周期均线（市场进入平静期）。
2. 波动率扩张：ATR重新上升且价格突破20周期SMA时入场。
3. 入场信号：价格收盘于SMA20上方（做多）或下方（做空），且前期波动收缩。
4. 风险控制：2倍ATR移动止损，同时持仓最多1单，每日亏损上限5%，比特币最大点差150点。

```mql4
//+------------------------------------------------------------------+
//| SatoshiPulseEA.mq4 |
//| |
//+------------------------------------------------------------------+
#property copyright ""
#property link ""
#property version "1.00"
#property strict

//--- 输入参数及注释
input double LotSize = 0.01; // 固定手数（BTCUSD 0.01手）
input int ATRPeriod = 14; // ATR波动率指标周期
input int SMAPeriod = 20; // SMA突破过滤周期
input double TrailATRFactor = 2.0; // 移动止损ATR倍数（2倍ATR）
input int MagicNumber = 202413; // EA魔术号（区分不同EA）
input int MaxSpread = 150; // 比特币最大允许点差（单位：点）
input double DailyLossLimit = 5.0; // 每日亏损限额（账户余额百分比）
input bool UseCloseOnFriday = true; // 周五21点前平仓（规避周末跳空）

//--- 全局变量
double dailyStartBalance = 0;
datetime lastBarTime = 0;
bool isFridayCloseExecuted = false;
double lastATR = 0;
double atrMA = 0;
int barCount = 0;

//+------------------------------------------------------------------+
//| EA初始化函数 |
//+------------------------------------------------------------------+
int OnInit()
{
dailyStartBalance = AccountBalance();
lastBarTime = 0;
isFridayCloseExecuted = false;
lastATR = iATR(Symbol(), PERIOD_H4, ATRPeriod, 1);
atrMA = lastATR;
return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| EA退出函数 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
Comment("");
}

//+------------------------------------------------------------------+
//| EA主循环函数（每Tick执行） |
//+------------------------------------------------------------------+
void OnTick()
{
// 每日净值保护：亏损超限则停止交易
double currentEquity = AccountEquity();
double lossPercent = (dailyStartBalance - currentEquity) / dailyStartBalance * 100;
if(lossPercent >= DailyLossLimit)
{
Comment("已达每日亏损上限，停止开新仓");
return;
}

// 周五收盘前平仓（加密货币周末仍交易但常有跳空）
if(UseCloseOnFriday && !isFridayCloseExecuted)
{
datetime currentTime = TimeCurrent();
if(TimeDayOfWeek(currentTime) == 5 && TimeHour(currentTime) >= 21)
{
CloseAllOrders();
isFridayCloseExecuted = true;
return;
}
if(TimeDayOfWeek(currentTime) != 5)
isFridayCloseExecuted = false;
}

// 点差过滤：比特币点差通常较大
if(MarketInfo(Symbol(), MODE_SPREAD) > MaxSpread)
{
Comment("比特币当前点差过大，暂停交易");
return;
}

// 移动止损管理已有持仓
TrailAllPositions();

// 仅在新K线开始时检测入场（H4周期）
if(Time[0] == lastBarTime)
return;
lastBarTime = Time[0];
barCount++;

// 检查是否已有持仓
if(CountPositions() > 0)
return;

// 计算当前ATR及其均线
double currentATR = iATR(Symbol(), PERIOD_H4, ATRPeriod, 1);
if(currentATR <= 0) currentATR = lastATR;

double sma20 = iMA(Symbol(), PERIOD_H4, SMAPeriod, 0, MODE_SMA, PRICE_CLOSE, 1);
double close1 = iClose(Symbol(), PERIOD_H4, 1);

// 计算ATR的20周期均线（波动率收缩判断）
double atrSum = 0;
for(int i = 1; i <= SMAPeriod; i++)
atrSum += iATR(Symbol(), PERIOD_H4, ATRPeriod, i);
double atrSMA = atrSum / SMAPeriod;

bool volatilityContracted = (currentATR < atrSMA);
bool volatilityExpanding = (currentATR > lastATR);

// 入场逻辑：波动收缩后价格突破SMA20
int cmd = -1;
double sl = 0, tp = 0;
double entryPrice = 0;

if(volatilityContracted && volatilityExpanding)
{
// 向上突破：收盘价高于SMA20且收阳
if(close1 > sma20 && close1 > iOpen(Symbol(), PERIOD_H4, 1))
{
cmd = OP_BUY;
entryPrice = Ask;
sl = entryPrice - (TrailATRFactor * currentATR);
tp = entryPrice + (TrailATRFactor * currentATR * 1.5);
}
// 向下突破：收盘价低于SMA20且收阴
else if(close1 < sma20 && close1 < iOpen(Symbol(), PERIOD_H4, 1))
{
cmd = OP_SELL;
entryPrice = Bid;
sl = entryPrice + (TrailATRFactor * currentATR);
tp = entryPrice - (TrailATRFactor * currentATR * 1.5);
}
}

lastATR = currentATR;

if(cmd != -1)
{
int ticket = OrderSend(Symbol(), cmd, LotSize, entryPrice, 5, sl, tp, "Satoshi Pulse EA", MagicNumber, 0, clrNONE);
if(ticket < 0)
Print("开仓失败，错误码：", GetLastError());
}
}

//+------------------------------------------------------------------+
//| 移动止损：对所有持仓调整止损 |
//+------------------------------------------------------------------+
void TrailAllPositions()
{
for(int i = OrdersTotal()-1; i >= 0; i--)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
{
double atr = iATR(Symbol(), PERIOD_H4, ATRPeriod, 0);
if(atr <= 0) atr = lastATR;
double trailDistance = TrailATRFactor * atr;
double newSL = 0;

if(OrderType() == OP_BUY)
{
newSL = Bid - trailDistance;
if(newSL > OrderStopLoss() && OrderStopLoss() != 0)
OrderModify(OrderTicket(), OrderOpenPrice(), newSL, OrderTakeProfit(), 0, clrNONE);
else if(OrderStopLoss() == 0)
OrderModify(OrderTicket(), OrderOpenPrice(), newSL, OrderTakeProfit(), 0, clrNONE);
}
else if(OrderType() == OP_SELL)
{
newSL = Ask + trailDistance;
if(newSL < OrderStopLoss() && OrderStopLoss() != 0)
OrderModify(OrderTicket(), OrderOpenPrice(), newSL, OrderTakeProfit(), 0, clrNONE);
else if(OrderStopLoss() == 0)
OrderModify(OrderTicket(), OrderOpenPrice(), newSL, OrderTakeProfit(), 0, clrNONE);
}
}
}
}
}

//+------------------------------------------------------------------+
//| 统计当前魔术号的持仓数量 |
//+------------------------------------------------------------------+
int CountPositions()
{
int count = 0;
for(int i = OrdersTotal()-1; i >= 0; i--)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
count++;
}
}
return count;
}

//+------------------------------------------------------------------+
//| 平仓当前品种下所有属于该EA的订单 |
//+------------------------------------------------------------------+
void CloseAllOrders()
{
for(int i = OrdersTotal()-1; i >= 0; i--)
{
if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
{
if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
{
if(OrderType() == OP_BUY)
OrderClose(OrderTicket(), OrderLots(), Bid, 5, clrNONE);
else if(OrderType() == OP_SELL)
OrderClose(OrderTicket(), OrderLots(), Ask, 5, clrNONE);
}
}
}
}
//+------------------------------------------------------------------+
```
参考来源： 原创MQL4代码，仅供学习参考。
免责声明： 比特币及加密货币交易具有极高风险。本EA按“原样”提供，不保证盈利。实盘交易前请在模拟账户充分测试。历史表现不代表未来结果。
```