比特币区间守护者EA - MQL4源码（布林带均值回归稳定策略）

Summary: 比特币区间守护者EA是一款专为BTCUSD设计的MQL4智能交易系统。使用布林带均值回归结合RSI背离确认和自适应手数，实现比特币稳定运营，适合H4周期。




比特币区间守护者EA专为比特币的独特特性设计：高波动性、频繁的均值回归以及周末跳空。策略使用布林带（20,2）识别价格过度延伸，并通过RSI背离确认动能衰竭。它不逆势交易，而是等待价格回归布林带内部后再入场。基于ATR波动的动态手数确保在高波动时期缩小仓位。EA包含每日最大交易次数限制、基于权益的回撤保护以及周末持仓平仓功能，以规避周一跳空风险。

推荐加载周期： H4
策略核心逻辑：
1. 均值回归准备：价格连续3根K线收盘于布林带（20,2）之外。
2. 背离确认：RSI(14)与价格形成隐藏或常规背离（做多时价格新低但RSI抬高）。
3. 回归入场：等待价格收盘回到布林带内部。
4. 风险管理：基于ATR的动态止损（2.5倍ATR），止盈设为对侧轨道附近。最多持仓1单，每日亏损上限6%，最大点差200点。

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

//--- 输入参数及注释
input double BaseLotSize = 0.01; // 基础手数（0.01 BTC）
input int BBPPeriod = 20; // 布林带周期
input double BBDeviation = 2.0; // 布林带标准差倍数
input int RSIPeriod = 14; // RSI周期（用于背离检测）
input int ConsecutiveBars = 3; // 连续收盘于布林带外的最少K线数
input double ATRStopMultiplier = 2.5; // 止损倍数（ATR的倍数）
input double ATRTakeMultiplier = 1.5; // 止盈倍数（ATR的倍数）
input int MaxDailyTrades = 2; // 每日最大交易次数
input double MaxDailyLoss = 6.0; // 每日最大亏损百分比
input int MagicNumber = 202417; // EA魔术号
input int MaxSpread = 200; // 最大允许点差（比特币点差较大）
input bool CloseOnSunday = true; // 周日22:00 GMT前平仓（规避周一跳空）

//--- 全局变量
double dailyStartBalance = 0;
int dailyTradeCount = 0;
datetime lastTradeDate = 0;
datetime lastBarTime = 0;
bool sundayCloseExecuted = false;

//+------------------------------------------------------------------+
//| EA初始化函数 |
//+------------------------------------------------------------------+
int OnInit()
{
dailyStartBalance = AccountBalance();
dailyTradeCount = 0;
lastTradeDate = 0;
lastBarTime = 0;
sundayCloseExecuted = false;
return(INIT_SUCCEEDED);
}

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

//+------------------------------------------------------------------+
//| 检测看涨RSI背离（常规或隐藏） |
//+------------------------------------------------------------------+
bool BullishDivergence()
{
double priceNow = iClose(Symbol(), PERIOD_H4, 1);
double pricePrev = iClose(Symbol(), PERIOD_H4, 2);
double rsiNow = iRSI(Symbol(), PERIOD_H4, RSIPeriod, PRICE_CLOSE, 1);
double rsiPrev = iRSI(Symbol(), PERIOD_H4, RSIPeriod, PRICE_CLOSE, 2);

// 常规看涨背离：价格创新低，RSI未创新低
if(priceNow < pricePrev && rsiNow > rsiPrev)
return true;

// 隐藏看涨背离：价格抬高，RSI降低（趋势延续信号）
if(priceNow > pricePrev && rsiNow < rsiPrev && rsiNow < 50)
return true;

return false;
}

//+------------------------------------------------------------------+
//| 检测看跌RSI背离（常规或隐藏） |
//+------------------------------------------------------------------+
bool BearishDivergence()
{
double priceNow = iClose(Symbol(), PERIOD_H4, 1);
double pricePrev = iClose(Symbol(), PERIOD_H4, 2);
double rsiNow = iRSI(Symbol(), PERIOD_H4, RSIPeriod, PRICE_CLOSE, 1);
double rsiPrev = iRSI(Symbol(), PERIOD_H4, RSIPeriod, PRICE_CLOSE, 2);

// 常规看跌背离：价格创新高，RSI未创新高
if(priceNow > pricePrev && rsiNow < rsiPrev)
return true;

// 隐藏看跌背离：价格降低，RSI抬高（趋势延续信号）
if(priceNow < pricePrev && rsiNow > rsiPrev && rsiNow > 50)
return true;

return false;
}

//+------------------------------------------------------------------+
//| 检查价格是否连续多根K线收盘于布林带之外 |
//+------------------------------------------------------------------+
bool ConsecutiveOutsideBB(bool above)
{
int count = 0;
for(int i = 1; i <= ConsecutiveBars; i++)
{
double close = iClose(Symbol(), PERIOD_H4, i);
double upper = iBands(Symbol(), PERIOD_H4, BBPPeriod, BBDeviation, 0, PRICE_CLOSE, MODE_UPPER, i);
double lower = iBands(Symbol(), PERIOD_H4, BBPPeriod, BBDeviation, 0, PRICE_CLOSE, MODE_LOWER, i);

if(above && close > upper)
count++;
else if(!above && close < lower)
count++;
else
break;
}
return (count >= ConsecutiveBars);
}

//+------------------------------------------------------------------+
//| 检查价格是否已回归布林带内部 |
//+------------------------------------------------------------------+
bool PriceInsideBB()
{
double close = iClose(Symbol(), PERIOD_H4, 1);
double upper = iBands(Symbol(), PERIOD_H4, BBPPeriod, BBDeviation, 0, PRICE_CLOSE, MODE_UPPER, 1);
double lower = iBands(Symbol(), PERIOD_H4, BBPPeriod, BBDeviation, 0, PRICE_CLOSE, MODE_LOWER, 1);
return (close <= upper && close >= lower);
}

//+------------------------------------------------------------------+
//| EA主循环函数（每Tick执行） |
//+------------------------------------------------------------------+
void OnTick()
{
// 每日净值保护及交易次数重置
datetime currentTime = TimeCurrent();
if(TimeDayOfYear(currentTime) != TimeDayOfYear(lastTradeDate))
{
dailyStartBalance = AccountBalance();
dailyTradeCount = 0;
lastTradeDate = currentTime;
}

double currentEquity = AccountEquity();
double lossPercent = (dailyStartBalance - currentEquity) / dailyStartBalance * 100;
if(lossPercent >= MaxDailyLoss)
{
Comment("已达每日亏损上限，停止开新仓");
return;
}

// 周日平仓（规避周一缺口风险）
if(CloseOnSunday && !sundayCloseExecuted)
{
if(TimeDayOfWeek(currentTime) == 0 && TimeHour(currentTime) >= 22)
{
CloseAllOrders();
sundayCloseExecuted = true;
return;
}
if(TimeDayOfWeek(currentTime) != 0)
sundayCloseExecuted = false;
}

// 点差过滤
if(MarketInfo(Symbol(), MODE_SPREAD) > MaxSpread)
{
Comment("比特币点差过大：", MarketInfo(Symbol(), MODE_SPREAD));
return;
}

// 每日交易次数限制
if(dailyTradeCount >= MaxDailyTrades)
{
Comment("已达每日交易次数上限");
return;
}

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

// 检查现有持仓
if(CountPositions() > 0)
return;

// 获取ATR用于动态手数和止损
double atr = iATR(Symbol(), PERIOD_H4, 14, 1);
if(atr <= 0) atr = 300 * Point;

// 动态手数：波动率高时减小手数
double avgATR = iATR(Symbol(), PERIOD_H4, 50, 1);
if(avgATR <= 0) avgATR = atr;
double lotSize = BaseLotSize;
if(atr > avgATR)
lotSize = BaseLotSize * (avgATR / atr);
if(lotSize < 0.01) lotSize = 0.01;
if(lotSize > 0.5) lotSize = 0.5;

int cmd = -1;
double sl = 0, tp = 0;
double ask = Ask;
double bid = Bid;

// 获取布林带数值
double upperBand = iBands(Symbol(), PERIOD_H4, BBPPeriod, BBDeviation, 0, PRICE_CLOSE, MODE_UPPER, 1);
double lowerBand = iBands(Symbol(), PERIOD_H4, BBPPeriod, BBDeviation, 0, PRICE_CLOSE, MODE_LOWER, 1);
double close1 = iClose(Symbol(), PERIOD_H4, 1);

// 做多设置：价格曾在布林带上轨外连续运行，出现看涨背离，现已回归带内
if(ConsecutiveOutsideBB(true) && PriceInsideBB() && BullishDivergence())
{
cmd = OP_BUY;
sl = bid - (atr * ATRStopMultiplier);
tp = bid + (atr * ATRTakeMultiplier);
}
// 做空设置：价格曾在布林带下轨外连续运行，出现看跌背离，现已回归带内
else if(ConsecutiveOutsideBB(false) && PriceInsideBB() && BearishDivergence())
{
cmd = OP_SELL;
sl = ask + (atr * ATRStopMultiplier);
tp = ask - (atr * ATRTakeMultiplier);
}

if(cmd != -1)
{
int ticket = OrderSend(Symbol(), cmd, lotSize, (cmd==OP_BUY?ask:bid), 5, sl, tp, "BTC Range Guardian", MagicNumber, 0, clrNONE);
if(ticket > 0)
{
dailyTradeCount++;
Print("开仓成功。今日交易次数：", dailyTradeCount);
}
else
Print("开仓失败，错误码：", GetLastError());
}
}

//+------------------------------------------------------------------+
//| 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： 比特币交易因极高波动性和交易所风险而具有极端风险。本EA按“原样”提供，不保证盈利或稳定。实盘部署前请至少在模拟账户测试3个月。历史表现不代表未来结果。
```