Summary: 黄金动量卫士EA是一款专为XAUUSD设计的MQL4智能交易系统，使用动量强度检测、RSI趋势对齐和基于ATR的风险管理，适合M15周期稳定运行。




黄金动量卫士EA专为黄金（XAUUSD）设计，以稳定性为核心优先。基于对机构级黄金EA的研究，该策略专注于高概率入场过滤，而非激进的网格或马丁系统。EA结合高流动性时段（伦敦/纽约重叠）的动量检测、RSI趋势对齐和ATR波动率确认。

推荐加载周期： M15
策略核心逻辑：
  • 时段过滤：仅在伦敦时段（08:00-16:00 GMT）和纽约时段（13:00-21:00 GMT）交易。

  • 动量检测：比较当前K线的动量强度（实体/最大影线）与近期平均值。

  • 趋势对齐：做多要求RSI(14)>50，做空要求RSI(14)<50。

  • 波动率保护：ATR(20)必须在正常范围内（50周期平均ATR的0.8倍至1.5倍）。

  • 风险管理：固定止损250点，止盈450点，同时持仓最多1单，每日亏损上限5%。


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

    //--- 输入参数及注释
    input double LotSize = 0.01; // 固定交易手数（黄金0.01手）
    input int StopLossPoints = 250; // 止损点数（250点≈2.5美元/0.01手）
    input int TakeProfitPoints = 450; // 止盈点数（盈亏比约1:1.8）
    input int RSIPeriod = 14; // RSI周期（趋势对齐）
    input int ATRPeriod = 20; // ATR周期（波动率检测）
    input double MinATRMultiplier = 0.8; // 最小ATR倍数（低波动跳过）
    input double MaxATRMultiplier = 1.5; // 最大ATR倍数（高波动跳过）
    input int MomentumLookback = 10; // 动量基准回溯K线数
    input double MomentumMinRatio = 1.5; // 最小动量比率（实体/影线触发阈值）
    input int MagicNumber = 202419; // EA魔术号
    input int MaxSpread = 35; // 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 UseSessionFilter = true; // 过滤非伦敦/纽约交易时段
    input bool UseFridayClose = true; // 周五21:00 GMT前平仓

    //--- 全局变量
    double dailyStartBalance = 0;
    datetime lastBarTime = 0;
    bool fridayCloseExecuted = false;
    double avgATR50 = 0;
    double momentumBaseline = 0;

    //+------------------------------------------------------------------+
    //| EA初始化函数 |
    //+------------------------------------------------------------------+
    int OnInit()
    {
    dailyStartBalance = AccountBalance();
    lastBarTime = 0;
    fridayCloseExecuted = false;

    // 初始化ATR基准
    avgATR50 = iATR(Symbol(), PERIOD_M15, 50, 1);
    if(avgATR50 <= 0) avgATR50 = 200 Point;

    // 初始化动量基准
    double totalMomentum = 0;
    for(int i = 1; i <= MomentumLookback; i++)
    totalMomentum += GetMomentumRatio(i);
    momentumBaseline = totalMomentum / MomentumLookback;
    if(momentumBaseline <= 0) momentumBaseline = 1.0;

    return(INIT_SUCCEEDED);
    }

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

    //+------------------------------------------------------------------+
    //| 计算K线的动量比率（实体 / 最大影线） |
    //+------------------------------------------------------------------+
    double GetMomentumRatio(int shift)
    {
    double open = iOpen(Symbol(), PERIOD_M15, shift);
    double close = iClose(Symbol(), PERIOD_M15, shift);
    double high = iHigh(Symbol(), PERIOD_M15, shift);
    double low = iLow(Symbol(), PERIOD_M15, shift);

    double body = MathAbs(close - open);
    double upperWick = high - MathMax(open, close);
    double lowerWick = MathMin(open, close) - low;
    double maxWick = MathMax(upperWick, lowerWick);

    if(maxWick <= 0) return 1.0;
    return body / maxWick;
    }

    //+------------------------------------------------------------------+
    //| 检查当前时间是否在允许的交易时段内 |
    //+------------------------------------------------------------------+
    bool IsValidTradingSession()
    {
    datetime currentTime = TimeCurrent();
    int hour = TimeHour(currentTime);
    int minute = TimeMinute(currentTime);
    int currentTimeMinutes = hour     60 + minute;

    // 伦敦时段：08:00 - 16:00 GMT（480 - 960分钟）
    // 纽约时段：13:00 - 21:00 GMT（780 - 1260分钟）
    bool isLondon = (currentTimeMinutes >= 480 && currentTimeMinutes < 960);
    bool isNewYork = (currentTimeMinutes >= 780 && currentTimeMinutes < 1260);

    return (isLondon || isNewYork);
    }

    //+------------------------------------------------------------------+
    //| 检查当前波动率是否在可接受范围内 |
    //+------------------------------------------------------------------+
    bool IsValidVolatility()
    {
    double currentATR = iATR(Symbol(), PERIOD_M15, ATRPeriod, 1);
    if(currentATR <= 0) return false;

    // 更新滚动平均值
    avgATR50 = (avgATR50 0.98) + (currentATR 0.02);

    double minATR = avgATR50 MinATRMultiplier;
    double maxATR = avgATR50     MaxATRMultiplier;

    return (currentATR >= minATR && currentATR <= maxATR);
    }

    //+------------------------------------------------------------------+
    //| 检查动量爆发条件 |
    //+------------------------------------------------------------------+
    bool IsMomentumSurge(int direction)
    {
    double currentMomentum = GetMomentumRatio(1);
    if(currentMomentum <= 0) return false;

    // 更新基准
    momentumBaseline = (momentumBaseline 0.9) + (currentMomentum 0.1);

    bool isStrongMomentum = (currentMomentum >= momentumBaseline MomentumMinRatio);
    if(!isStrongMomentum) return false;

    double close1 = iClose(Symbol(), PERIOD_M15, 1);
    double open1 = iOpen(Symbol(), PERIOD_M15, 1);
    double high1 = iHigh(Symbol(), PERIOD_M15, 1);
    double low1 = iLow(Symbol(), PERIOD_M15, 1);

    if(direction == 1) // 看涨动量
    return (close1 > open1 && (high1 - close1) < (close1 - open1)     0.5);
    else if(direction == -1) // 看跌动量
    return (close1 < open1 && (low1 - close1) > (close1 - open1) 0.5);

    return false;
    }

    //+------------------------------------------------------------------+
    //| EA主循环函数（每Tick执行） |
    //+------------------------------------------------------------------+
    void OnTick()
    {
    // 每日净值保护
    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（规避周末跳空）
    if(UseFridayClose && !fridayCloseExecuted)
    {
    datetime currentTime = TimeCurrent();
    if(TimeDayOfWeek(currentTime) == 5 && TimeHour(currentTime) >= 21)
    {
    CloseAllOrders();
    fridayCloseExecuted = true;
    return;
    }
    if(TimeDayOfWeek(currentTime) != 5)
    fridayCloseExecuted = false;
    }

    // 时段过滤
    if(UseSessionFilter && !IsValidTradingSession())
    {
    Comment("非交易时段");
    return;
    }

    // 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线开始时检测入场（M15）
    if(Time[0] == lastBarTime)
    return;
    lastBarTime = Time[0];

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

    // 波动率过滤
    if(!IsValidVolatility())
    {
    Comment("波动率超出范围");
    return;
    }

    // RSI趋势对齐
    double rsi = iRSI(Symbol(), PERIOD_M15, RSIPeriod, PRICE_CLOSE, 1);
    double close1 = iClose(Symbol(), PERIOD_M15, 1);
    double ema50 = iMA(Symbol(), PERIOD_M15, 50, 0, MODE_EMA, PRICE_CLOSE, 1);

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

    // 做多条件：RSI > 50（上涨趋势）且看涨动量爆发
    if(rsi > 50 && close1 > ema50 && IsMomentumSurge(1))
    {
    cmd = OP_BUY;
    sl = bid - StopLossPoints Point;
    tp = bid + TakeProfitPoints     Point;
    }
    // 做空条件：RSI < 50（下跌趋势）且看跌动量爆发
    else if(rsi < 50 && close1 < ema50 && IsMomentumSurge(-1))
    {
    cmd = OP_SELL;
    sl = ask + StopLossPoints Point;
    tp = ask - TakeProfitPoints     Point;
    }

    if(cmd != -1)
    {
    int ticket = OrderSend(Symbol(), cmd, LotSize, (cmd==OP_BUY?ask:bid), 5, sl, tp, "Gold Momentum Guard", MagicNumber, 0, clrNONE);
    if(ticket < 0)
    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： 参考机构级EA设计理念，包括动量过滤、时段交易和波动率感知风险管理。
    免责声明： 黄金交易具有重大风险。本EA按“原样”提供，仅供学习参考。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。
    ``