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：
  • 均值回归准备：价格连续3根K线收盘于布林带（20,2）之外。

  • 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）。

  • 回归入场：等待价格收盘回到布林带内部。

  • 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。
    ``