fix: ORB range = opening price only, Strict filter structurally impossible for ORB breakouts

NANDR_ORB_OB_EA.mq5

@@ -84,8 +84,10 @@ input double   InpOBProximityPips   = 50.0;            // OB Proximity (pips)
 
 // --- Entry Settings ---
 input group "═══ Entry Settings ═══"
-input ENUM_ENTRY_MODE InpEntryMode  = ENTRY_MARKET;    // Entry Mode
+input ENUM_ENTRY_MODE InpEntryMode      = ENTRY_MARKET;  // Entry Mode
-input bool     InpUseStrictFilter   = true;            // Use Strict Breakout Filter
+input bool     InpUseStrictFilter       = false;         // Use Strict Breakout Filter (false=simple close-cross)
+input bool     InpWaitForRetest         = false;         // Wait for ORB Retest Before Entry
+input int      InpBreakoutExpireBars    = 8;             // Bars Before Breakout Expires (0=never)
 
 // --- Lot Size & Risk ---
 input group "═══ Lot Size & Risk ═══"
@@ -438,28 +440,26 @@ bool IsWithinOrbWindow(const SSession &sess, datetime barTime)
 
 //+------------------------------------------------------------------+
 //| Update ORB for all sessions on new bar                           |
+//| IMPORTANT: always reads bar[1] (the just-CLOSED candle) so the  |
+//| true high/low is captured. bar[0] at new-bar time = open only.  |
 //+------------------------------------------------------------------+
 void UpdateORBSessions()
 {
-   datetime barTime = iTime(g_Symbol, PERIOD_CURRENT, 0);
+   datetime bar1Time = iTime(g_Symbol, PERIOD_CURRENT, 1);
-   double   barHigh = iHigh(g_Symbol, PERIOD_CURRENT, 0);
+   double   bar1High = iHigh(g_Symbol, PERIOD_CURRENT, 1);
-   double   barLow  = iLow(g_Symbol, PERIOD_CURRENT, 0);
+   double   bar1Low  = iLow(g_Symbol,  PERIOD_CURRENT, 1);
-
-   MqlDateTime dt;
-   TimeToStruct(barTime, dt);
 
    for(int s = 0; s < g_SessionCount; s++)
    {
       if(!g_Sessions[s].enabled) continue;
 
-      // Session open bar starts accumulation
+      // Session open bar just closed: bar[1] time matches session start
-      if(IsSessionOpenBar(g_Sessions[s], barTime))
+      if(IsSessionOpenBar(g_Sessions[s], bar1Time))
       {
-         // Reset session state for new day's ORB
+         g_Sessions[s].orbHigh          = bar1High;
-         g_Sessions[s].orbHigh          = barHigh;
+         g_Sessions[s].orbLow           = bar1Low;
-         g_Sessions[s].orbLow           = barLow;
          g_Sessions[s].orbBarCount      = 1;
-         g_Sessions[s].orbStartTime     = barTime;
+         g_Sessions[s].orbStartTime     = bar1Time;
          g_Sessions[s].orbComplete      = (g_OrbBarsNeeded == 1);
          g_Sessions[s].breakoutDir      = 0;
          g_Sessions[s].inBreakout       = false;
@@ -467,17 +467,20 @@ void UpdateORBSessions()
          g_Sessions[s].breakoutBarsAgo  = 0;
          g_Sessions[s].tradesThisSession= 0;
 
+         if(g_Sessions[s].orbComplete)
+            PrintFormat("NANDR EA: [%s] ORB complete. High=%.2f Low=%.2f",
+                        g_Sessions[s].name, bar1High, bar1Low);
          if(InpShowORBLines)
             DrawORBLines(s);
          continue;
       }
 
-      // Still accumulating (M5 or M1)
+      // Still accumulating (M5 or M1): append bar[1] closed data to range
       if(!g_Sessions[s].orbComplete && g_Sessions[s].orbBarCount > 0
-         && IsWithinOrbWindow(g_Sessions[s], barTime))
+         && IsWithinOrbWindow(g_Sessions[s], bar1Time))
       {
-         g_Sessions[s].orbHigh = MathMax(g_Sessions[s].orbHigh, barHigh);
+         g_Sessions[s].orbHigh = MathMax(g_Sessions[s].orbHigh, bar1High);
-         g_Sessions[s].orbLow  = MathMin(g_Sessions[s].orbLow,  barLow);
+         g_Sessions[s].orbLow  = MathMin(g_Sessions[s].orbLow,  bar1Low);
          g_Sessions[s].orbBarCount++;
          if(g_Sessions[s].orbBarCount >= g_OrbBarsNeeded)
          {
@@ -489,7 +492,11 @@ void UpdateORBSessions()
             DrawORBLines(s);
       }
 
-      // Track breakout bar age
+      // Track breakout bar age (only while breakout is active)
+      // NOTE: incremented here before DetectBreakouts, so newly-detected
+      // breakouts start at 0 here but will be seen as 0 in CheckEntrySignals
+      // because DetectBreakouts resets it to 0 AFTER this runs.
+      // The entry guard uses <=1 to handle both cases safely.
       if(g_Sessions[s].inBreakout)
          g_Sessions[s].breakoutBarsAgo++;
    }
@@ -924,20 +931,59 @@ void CheckEntrySignals()
    {
       if(!g_Sessions[s].enabled || !g_Sessions[s].orbComplete) continue;
       if(g_Sessions[s].tradesThisSession >= InpMaxPosPerSession) continue;
+      if(!g_Sessions[s].inBreakout) continue;
 
-      int dir = 0;
+      // --- Breakout expiry ---
-      if(!DetectRetest(s, dir)) continue;
+      if(InpBreakoutExpireBars > 0
-
+         && g_Sessions[s].breakoutBarsAgo >= InpBreakoutExpireBars)
-      double obTop = 0, obBottom = 0;
+      {
-      bool   obFound = IsOBNearLevel(
+         PrintFormat("NANDR EA: [%s] Breakout expired after %d bars. Resetting.",
-                           (dir > 0) ? g_Sessions[s].orbHigh : g_Sessions[s].orbLow,
+                     g_Sessions[s].name, g_Sessions[s].breakoutBarsAgo);
-                           dir, obTop, obBottom);
+         g_Sessions[s].inBreakout  = false;
-
+         g_Sessions[s].breakoutDir = 0;
-      // If OB required and not found, skip
+         g_Sessions[s].inRetest    = false;
-      if(InpOBRequireConf && !obFound) continue;
+         continue;
+      }
 
+      int    dir      = g_Sessions[s].breakoutDir;
       double orbLevel = (dir > 0) ? g_Sessions[s].orbHigh : g_Sessions[s].orbLow;
-      OpenTrade(dir, s, orbLevel, obTop, obBottom);
+
+      // --- LIMIT mode: place order immediately on breakout bar ---
+      if(InpEntryMode == ENTRY_LIMIT)
+      {
+         // Place once — on the bar breakout is first detected (age 0 or 1 due to update order)
+         if(g_Sessions[s].breakoutBarsAgo <= 1)
+         {
+            double obTop = 0, obBottom = 0;
+            IsOBNearLevel(orbLevel, dir, obTop, obBottom);
+            if(InpOBRequireConf && obTop == 0) continue;
+            OpenTrade(dir, s, orbLevel, obTop, obBottom);
+         }
+         continue;
+      }
+
+      // --- MARKET mode ---
+      if(!InpWaitForRetest)
+      {
+         // Direct entry on the bar the breakout is confirmed (age 0 or 1)
+         if(g_Sessions[s].breakoutBarsAgo <= 1)
+         {
+            double obTop = 0, obBottom = 0;
+            IsOBNearLevel(orbLevel, dir, obTop, obBottom);
+            if(InpOBRequireConf && obTop == 0) continue;
+            OpenTrade(dir, s, orbLevel, obTop, obBottom);
+         }
+      }
+      else
+      {
+         // Retest-based entry: wait for price to pull back to ORB level
+         int retestDir = 0;
+         if(!DetectRetest(s, retestDir)) continue;
+         double obTop = 0, obBottom = 0;
+         IsOBNearLevel(orbLevel, retestDir, obTop, obBottom);
+         if(InpOBRequireConf && obTop == 0) continue;
+         OpenTrade(retestDir, s, orbLevel, obTop, obBottom);
+      }
    }
 }