Summary: 黄金趋势网格EA是一款融合趋势过滤与受控网格系统的MQL4智能交易系统。仅沿趋势方向布置网格，基于ATR动态调整间距和手数，适合H1周期稳定运行。




黄金趋势网格EA独特地将趋势跟踪与纪律化的网格方法相结合。与传统的双向网格EA不同，本EA首先使用EMA(50)和ADX(14)确定主趋势。趋势确立后，开立基础仓位并仅在趋势方向布置挂单网格。网格间距和手数递增根据ATR波动率动态调整。EA包含最大网格层数、基于净值的回撤保护以及随网格规模放大的止盈目标。

推荐加载周期： H1
策略核心逻辑：
  • 趋势检测：EMA(50)斜率+价格位置，ADX>25确认趋势市场存在。

  • 基础入场：趋势确认后，以0.01手市价入场。

  • 趋势网格布置：在ATR计算的间距上，沿趋势方向布置挂单（上涨趋势布置buy limit，下跌趋势布置sell limit）。

  • 网格递进：每层手数乘以GridLotMultiplier（例如1.5倍），最多5层。

  • 网格出场：总浮动盈利达到目标点数时全网格平仓，或达到回撤限制时紧急平仓。


    • ``mql4
    //+------------------------------------------------------------------+
    //| GoldTrendGridEA.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（首层）
    input int TrendEMAPeriod = 50; // EMA趋势判断周期
    input int ADXPeriod = 14; // ADX趋势强度周期
    input int ADXThreshold = 25; // ADX阈值（高于此值才认为有趋势）
    input double GridSpacingATR = 1.5; // 网格间距（ATR倍数）
    input double GridLotMultiplier = 1.5; // 网格手数倍数（每层递增1.5倍）
    input int MaxGridLevels = 5; // 最大网格层数
    input int TargetProfitPoints = 800; // 网格止盈目标点数
    input double EquityDrawdownLimit = 12.0; // 最大净值回撤百分比（停止并平仓）
    input int MagicNumber = 202418; // EA魔术号
    input int MaxSpread = 35; // 最大允许点差（单位：点）
    input bool UseFridayClose = true; // 周五20:00 GMT前平仓

    //--- 全局变量
    datetime lastBarTime = 0;
    bool fridayCloseExecuted = false;
    double currentTrend = 0; // 1=多头, -1=空头, 0=无趋势
    double lastATR = 0;
    double gridStartPrice = 0;
    int currentGridLevel = 0;
    double equityStart = 0;

    //+------------------------------------------------------------------+
    //| EA初始化函数 |
    //+------------------------------------------------------------------+
    int OnInit()
    {
    lastBarTime = 0;
    fridayCloseExecuted = false;
    equityStart = AccountEquity();
    currentTrend = 0;
    currentGridLevel = 0;
    return(INIT_SUCCEEDED);
    }

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

    //+------------------------------------------------------------------+
    //| 判断趋势方向 |
    //+------------------------------------------------------------------+
    int GetTrend()
    {
    double ema = iMA(Symbol(), PERIOD_H1, TrendEMAPeriod, 0, MODE_EMA, PRICE_CLOSE, 1);
    double close1 = iClose(Symbol(), PERIOD_H1, 1);
    double adx = iADX(Symbol(), PERIOD_H1, ADXPeriod, PRICE_CLOSE, MODE_MAIN, 1);
    double diPlus = iADX(Symbol(), PERIOD_H1, ADXPeriod, PRICE_CLOSE, MODE_PLUSDI, 1);
    double diMinus = iADX(Symbol(), PERIOD_H1, ADXPeriod, PRICE_CLOSE, MODE_MINUSDI, 1);

    if(adx < ADXThreshold) return 0;

    // 多头：价格高于EMA 且 DI+ > DI-
    if(close1 > ema && diPlus > diMinus)
    return 1;
    // 空头：价格低于EMA 且 DI- > DI+
    else if(close1 < ema && diMinus > diPlus)
    return -1;

    return 0;
    }

    //+------------------------------------------------------------------+
    //| 基于ATR计算动态网格间距 |
    //+------------------------------------------------------------------+
    double GetGridSpacing()
    {
    double atr = iATR(Symbol(), PERIOD_H1, 14, 1);
    if(atr <= 0) atr = 200 Point;
    lastATR = atr;
    return atr     GridSpacingATR;
    }

    //+------------------------------------------------------------------+
    //| 统计当前网格订单数量（市价+挂单） |
    //+------------------------------------------------------------------+
    int CountGridOrders()
    {
    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++;
    }
    }
    for(int i = OrdersTotal()-1; i >= 0; i--)
    {
    if(OrderSelect(i, SELECT_BY_POS, MODE_PENDING))
    {
    if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
    count++;
    }
    }
    return count;
    }

    //+------------------------------------------------------------------+
    //| 平仓所有网格订单（市价单和挂单） |
    //+------------------------------------------------------------------+
    void CloseAllGridOrders()
    {
    // 平仓市价单
    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, 3, clrNONE);
    else if(OrderType() == OP_SELL)
    OrderClose(OrderTicket(), OrderLots(), Ask, 3, clrNONE);
    }
    }
    }
    // 删除挂单
    for(int i = OrdersTotal()-1; i >= 0; i--)
    {
    if(OrderSelect(i, SELECT_BY_POS, MODE_PENDING))
    {
    if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
    OrderDelete(OrderTicket());
    }
    }
    }

    //+------------------------------------------------------------------+
    //| 计算网格总浮动盈亏 |
    //+------------------------------------------------------------------+
    double GetGridFloatingProfit()
    {
    double profit = 0;
    for(int i = OrdersTotal()-1; i >= 0; i--)
    {
    if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
    {
    if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
    profit += OrderProfit() + OrderSwap() + OrderCommission();
    }
    }
    return profit;
    }

    //+------------------------------------------------------------------+
    //| 创建趋势方向的挂单网格 |
    //+------------------------------------------------------------------+
    void CreateGridOrders()
    {
    if(currentTrend == 0) return;

    double spacing = GetGridSpacing();
    double currentPrice = (currentTrend == 1) ? Ask : Bid;

    for(int level = 1; level <= MaxGridLevels; level++)
    {
    double orderPrice;
    if(currentTrend == 1) // 多头：buy limit挂在上方
    orderPrice = currentPrice + (spacing level);
    else // 空头：sell limit挂在下方
    orderPrice = currentPrice - (spacing     level);

    double lotSize = BaseLotSize MathPow(GridLotMultiplier, level - 1);
    if(lotSize > 1.0) lotSize = 1.0;

    int cmd = (currentTrend == 1) ? OP_BUYLIMIT : OP_SELLLIMIT;

    int ticket = OrderSend(Symbol(), cmd, lotSize, orderPrice, 3, 0, 0, "Trend Grid", MagicNumber, 0, clrNONE);
    if(ticket < 0)
    Print("创建网格第", level, "层失败，错误码：", GetLastError());
    else
    Print("网格第", level, "层已创建，价格：", orderPrice);
    }
    }

    //+------------------------------------------------------------------+
    //| 检查网格是否应平仓（止盈或回撤保护） |
    //+------------------------------------------------------------------+
    bool ShouldCloseGrid()
    {
    double profit = GetGridFloatingProfit();
    // 粗略估算目标盈利：点数     手数估算
    double targetProfit = TargetProfitPoints Point (CountGridOrders() BaseLotSize 10);
    if(profit >= targetProfit)
    return true;

    // 回撤保护
    double equityDrawdown = (equityStart - AccountEquity()) / equityStart * 100;
    if(equityDrawdown >= EquityDrawdownLimit)
    return true;

    return false;
    }

    //+------------------------------------------------------------------+
    //| EA主循环函数（每Tick执行） |
    //+------------------------------------------------------------------+
    void OnTick()
    {
    // 周五收盘保护
    if(UseFridayClose && !fridayCloseExecuted)
    {
    datetime currentTime = TimeCurrent();
    if(TimeDayOfWeek(currentTime) == 5 && TimeHour(currentTime) >= 20)
    {
    CloseAllGridOrders();
    fridayCloseExecuted = true;
    return;
    }
    if(TimeDayOfWeek(currentTime) != 5)
    fridayCloseExecuted = false;
    }

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

    // 仅在新K线开始时检测（H1）
    if(Time[0] == lastBarTime)
    return;
    lastBarTime = Time[0];

    // 每日更新起始净值
    if(TimeDayOfYear(TimeCurrent()) != TimeDayOfYear(TimeCurrent() - 86400))
    equityStart = AccountEquity();

    // 检查网格是否应平仓
    if(CountGridOrders() > 0 && ShouldCloseGrid())
    {
    CloseAllGridOrders();
    currentGridLevel = 0;
    Comment("网格已平仓（止盈或回撤保护）");
    return;
    }

    // 判断趋势
    int newTrend = GetTrend();
    currentTrend = newTrend;

    // 无现有网格且趋势有效，启动新网格
    if(CountGridOrders() == 0 && currentTrend != 0)
    {
    // 开立基础市价单
    double lot = BaseLotSize;
    double sl = 0, tp = 0;
    int cmd = (currentTrend == 1) ? OP_BUY : OP_SELL;
    double price = (cmd == OP_BUY) ? Ask : Bid;

    int ticket = OrderSend(Symbol(), cmd, lot, price, 3, sl, tp, "Base Grid", MagicNumber, 0, clrNONE);
    if(ticket > 0)
    {
    Print("趋势方向基础仓位已开仓");
    CreateGridOrders();
    }
    }
    else if(CountGridOrders() > 0 && currentTrend == 0)
    {
    // 趋势减弱，平仓网格
    CloseAllGridOrders();
    Comment("趋势减弱，网格已平仓");
    }

    // 状态显示
    double profit = GetGridFloatingProfit();
    Comment("趋势方向：", currentTrend==1?"多头":(currentTrend==-1?"空头":"无趋势"),
    " | 网格订单数：", CountGridOrders(),
    " | 浮动盈亏：", DoubleToStr(profit, 2),
    " | ATR：", DoubleToStr(lastATR/Point, 1));
    }
    //+------------------------------------------------------------------+
    `
    参考来源： 原创MQL4代码，仅供学习参考。
    免责声明： 网格交易在强趋势或震荡市场中可能带来较大回撤风险。本EA按“原样”提供，不保证盈利。实盘部署前请在模拟账户测试至少3个月。历史表现不代表未来结果。
    ``