多週期與多商品

//+------------------------------------------------------------------+
//| Lesson 15 - Multi-timeframe regime filter                        |
//+------------------------------------------------------------------+
#property copyright "Strategist Academy"
#property version   "1.00"

void OnStart()
{
   string sym = _Symbol;

   int maD1 = iMA(sym, PERIOD_D1, 200, 0, MODE_EMA, PRICE_CLOSE);
   int maH1 = iMA(sym, PERIOD_H1, 50,  0, MODE_EMA, PRICE_CLOSE);
   int maH4 = iMA(sym, PERIOD_H4, 50,  0, MODE_EMA, PRICE_CLOSE);

   if(maD1 == INVALID_HANDLE || maH1 == INVALID_HANDLE || maH4 == INVALID_HANDLE)
   {
      Print("Handle creation failed. Error: ", GetLastError());
      return;
   }

   double d1[], h1[], h4[];
   ArraySetAsSeries(d1, true);
   ArraySetAsSeries(h1, true);
   ArraySetAsSeries(h4, true);

   // Ask for 3 bars so index 1 (last CLOSED bar) is always available.
   bool okD1 = (CopyBuffer(maD1, 0, 0, 3, d1) >= 3);
   bool okH1 = (CopyBuffer(maH1, 0, 0, 3, h1) >= 3);
   bool okH4 = (CopyBuffer(maH4, 0, 0, 3, h4) >= 3);

   if(!okD1 || !okH1 || !okH4)
   {
      Print("Not enough higher-timeframe data yet. Error: ", GetLastError());
      IndicatorRelease(maD1); IndicatorRelease(maH1); IndicatorRelease(maH4);
      return;
   }

   double price = SymbolInfoDouble(sym, SYMBOL_BID);

   Print("=== Multi-timeframe view of ", sym, " ===");
   Print("Current chart timeframe: ", EnumToString((ENUM_TIMEFRAMES)_Period));
   Print("Bid:       ", DoubleToString(price, _Digits));
   Print("D1 EMA200: ", DoubleToString(d1[1], _Digits));
   Print("H4 EMA50:  ", DoubleToString(h4[1], _Digits));
   Print("H1 EMA50:  ", DoubleToString(h1[1], _Digits));
   Print("");
   Print("Daily regime:  ", (price > d1[1]) ? "ABOVE the daily trend - longs only"
                                            : "BELOW the daily trend - shorts only");
   Print("H4 alignment:  ", (price > h4[1]) ? "above" : "below");
   Print("H1 alignment:  ", (price > h1[1]) ? "above" : "below");
   Print("");
   Print("Note: all values use shift 1 (last CLOSED bar). Shift 0 is still");
   Print("forming and would make this repaint - the backtest would look better");
   Print("than the live result, every time.");

   // Raw bars from another timeframe, for reference.
   MqlRates dailyBars[];
   ArraySetAsSeries(dailyBars, true);
   if(CopyRates(sym, PERIOD_D1, 0, 5, dailyBars) == 5)
   {
      Print("");
      Print("Last 5 completed daily bars:");
      for(int i = 1; i < 5; i++)
         Print("  ", TimeToString(dailyBars[i].time, TIME_DATE),
               "  O=", DoubleToString(dailyBars[i].open,  _Digits),
               "  H=", DoubleToString(dailyBars[i].high,  _Digits),
               "  L=", DoubleToString(dailyBars[i].low,   _Digits),
               "  C=", DoubleToString(dailyBars[i].close, _Digits));
   }

   IndicatorRelease(maD1);
   IndicatorRelease(maH1);
   IndicatorRelease(maH4);
}