feat: ORB-native SL modes added (boundary stays default), All session start times are now configurable, Optional breakout volume filter (default OFF)

NANDR_ORB_OB_EA.mq5

@@ -5,7 +5,7 @@
 //|  Based on: ORB-All-Sessions.pine + LuxAlgo Order Block Detector  |
 //+------------------------------------------------------------------+
 #property copyright "NANDR"
-#property version   "1.395"
+#property version   "1.396"
 #property strict
 
 #include <Trade\Trade.mqh>
@@ -26,7 +26,9 @@ enum ENUM_SL_MODE
 {
    SL_OB_BOUNDARY,   // OB Boundary
    SL_FIXED_PIPS,    // Fixed Pips
-   SL_ATR_BASED      // ATR-Based
+   SL_ATR_BASED,     // ATR-Based
+   SL_ORB_OPPOSITE,  // ORB Opposite Boundary (buy=ORL, sell=ORH)
+   SL_ORB_MID        // ORB Range Midpoint
 };
 
 enum ENUM_TP_MODE
@@ -76,9 +78,20 @@ input int      InpBreakoutConfBars  = 0;               // Breakout Confirm Bars
 input group "═══ Session Settings ═══"
 input bool     InpUseDailyOpen      = true;           // Daily Open Session (22:00 UTC, 01:00 Kuwait)
 input bool     InpUseTokyoSession   = true;           // Tokyo Session (00:00 UTC)
-input bool     InpUseLondonSession  = true;           // London Session (07:00 UTC)
+input bool     InpUseLondonSession  = true;           // London Session (08:00 UTC = 8AM GMT)
 input bool     InpUseNYSession      = true;           // NY Session (12:00 UTC)
-input bool     InpUseNYOrbSession   = true;           // NY ORB Session (13:30 UTC)
+input bool     InpUseNYOrbSession   = true;           // NY ORB Session (13:30 UTC = 9:30 EDT)
+// Session start times are UTC-based (converted to broker server time internally).
+input int      InpDailyOpenHour     = 22;             // Daily Open Start Hour (UTC)
+input int      InpDailyOpenMin      = 0;              // Daily Open Start Minute
+input int      InpTokyoHour         = 0;              // Tokyo Start Hour (UTC)
+input int      InpTokyoMin          = 0;              // Tokyo Start Minute
+input int      InpLondonHour        = 8;              // London Start Hour (UTC, 8=8AM GMT)
+input int      InpLondonMin         = 0;              // London Start Minute
+input int      InpNYHour            = 12;             // NY Start Hour (UTC)
+input int      InpNYMin             = 0;              // NY Start Minute
+input int      InpNYOrbHour         = 13;             // NY ORB Start Hour (UTC)
+input int      InpNYOrbMin          = 30;             // NY ORB Start Minute
 
 // --- Order Block Settings ---
 input group "═══ Order Block Settings ═══"
@@ -97,6 +110,9 @@ input int      InpBreakoutExpireBars    = 20;            // Bars Before Breakout
 input bool     InpUseOBRetestEntry      = true;          // OB Retest Entry (enter on OB boundary retest)
 input int      InpMaxRetestsPerSession  = 3;             // Max Retest Entries Per Session (per breakout)
 input bool     InpUseSessionBiasFilter  = true;          // Session Bias Filter: block signals against day bias
+input bool     InpUseBreakoutVolFilter  = false;         // Require Volume Spike on Breakout Bar (fakeout filter)
+input double   InpBreakoutVolMult       = 1.5;           // Breakout Volume >= X * Average Volume
+input int      InpBreakoutVolAvgBars     = 20;           // Bars to Average Volume Over
 
 // --- Session Level Ladder ---
 input group "═══ Session Level Ladder ═══"
@@ -389,13 +405,15 @@ double CalcLotSize(double slPips)
 //+------------------------------------------------------------------+
 //| Calculate SL price                                               |
 //+------------------------------------------------------------------+
-double CalcSL(int dir, double entry, double obBottom, double obTop)
+double CalcSL(int dir, double entry, double obBottom, double obTop, double orbHigh, double orbLow)
 {
    double sl = 0;
+   double fixedFallback = (dir > 0) ? entry - PipsToPrice(InpSLPips)
+                                    : entry + PipsToPrice(InpSLPips);
+
    if(InpSLMode == SL_FIXED_PIPS)
    {
-      sl = (dir > 0) ? entry - PipsToPrice(InpSLPips)
+      sl = fixedFallback;
-                     : entry + PipsToPrice(InpSLPips);
    }
    else if(InpSLMode == SL_OB_BOUNDARY)
    {
@@ -404,18 +422,31 @@ double CalcSL(int dir, double entry, double obBottom, double obTop)
       else if(dir < 0 && obTop > 0)
          sl = obTop + PipsToPrice(2.0);    // 2 pip buffer above OB top
       else
-         sl = (dir > 0) ? entry - PipsToPrice(InpSLPips)
+         sl = fixedFallback;
-                        : entry + PipsToPrice(InpSLPips);
    }
-   else // ATR
+   else if(InpSLMode == SL_ORB_OPPOSITE)
+   {
+      // Buy → SL at ORB Low; Sell → SL at ORB High (2 pip buffer beyond).
+      double raw  = (dir > 0) ? orbLow - PipsToPrice(2.0)
+                              : orbHigh + PipsToPrice(2.0);
+      bool   valid = (dir > 0) ? (raw < entry) : (raw > entry);
+      sl = valid ? raw : fixedFallback;
+   }
+   else if(InpSLMode == SL_ORB_MID)
+   {
+      // SL at the midpoint of the opening range.
+      double mid   = (orbHigh + orbLow) / 2.0;
+      bool   valid = (dir > 0) ? (mid < entry) : (mid > entry);
+      sl = valid ? mid : fixedFallback;
+   }
+   else // SL_ATR_BASED
    {
       double atr[1];
       if(CopyBuffer(g_ATRHandle, 0, 0, 1, atr) > 0)
          sl = (dir > 0) ? entry - atr[0] * InpATRMultiplier
                         : entry + atr[0] * InpATRMultiplier;
       else
-         sl = (dir > 0) ? entry - PipsToPrice(InpSLPips)
+         sl = fixedFallback;
-                        : entry + PipsToPrice(InpSLPips);
    }
    return NormalizeDouble(sl, (int)SymbolInfoInteger(g_Symbol, SYMBOL_DIGITS));
 }
@@ -451,8 +482,8 @@ void InitSessions()
    if(InpUseDailyOpen)
    {
       g_Sessions[g_SessionCount].name      = "DailyOpen";
-      g_Sessions[g_SessionCount].startHour = 22;
+      g_Sessions[g_SessionCount].startHour = InpDailyOpenHour;
-      g_Sessions[g_SessionCount].startMin  = 0;
+      g_Sessions[g_SessionCount].startMin  = InpDailyOpenMin;
       g_Sessions[g_SessionCount].enabled   = true;
       g_Sessions[g_SessionCount].Reset();
       g_SessionCount++;
@@ -461,8 +492,8 @@ void InitSessions()
    if(InpUseTokyoSession)
    {
       g_Sessions[g_SessionCount].name      = "Tokyo";
-      g_Sessions[g_SessionCount].startHour = 0;
+      g_Sessions[g_SessionCount].startHour = InpTokyoHour;
-      g_Sessions[g_SessionCount].startMin  = 0;
+      g_Sessions[g_SessionCount].startMin  = InpTokyoMin;
       g_Sessions[g_SessionCount].enabled   = true;
       g_Sessions[g_SessionCount].Reset();
       g_SessionCount++;
@@ -471,8 +502,8 @@ void InitSessions()
    if(InpUseLondonSession)
    {
       g_Sessions[g_SessionCount].name      = "London";
-      g_Sessions[g_SessionCount].startHour = 7;
+      g_Sessions[g_SessionCount].startHour = InpLondonHour;
-      g_Sessions[g_SessionCount].startMin  = 0;
+      g_Sessions[g_SessionCount].startMin  = InpLondonMin;
       g_Sessions[g_SessionCount].enabled   = true;
       g_Sessions[g_SessionCount].Reset();
       g_SessionCount++;
@@ -481,8 +512,8 @@ void InitSessions()
    if(InpUseNYSession)
    {
       g_Sessions[g_SessionCount].name      = "NY";
-      g_Sessions[g_SessionCount].startHour = 12;
+      g_Sessions[g_SessionCount].startHour = InpNYHour;
-      g_Sessions[g_SessionCount].startMin  = 0;
+      g_Sessions[g_SessionCount].startMin  = InpNYMin;
       g_Sessions[g_SessionCount].enabled   = true;
       g_Sessions[g_SessionCount].Reset();
       g_SessionCount++;
@@ -491,8 +522,8 @@ void InitSessions()
    if(InpUseNYOrbSession)
    {
       g_Sessions[g_SessionCount].name      = "NYORB";
-      g_Sessions[g_SessionCount].startHour = 13;
+      g_Sessions[g_SessionCount].startHour = InpNYOrbHour;
-      g_Sessions[g_SessionCount].startMin  = 30;
+      g_Sessions[g_SessionCount].startMin  = InpNYOrbMin;
       g_Sessions[g_SessionCount].enabled   = true;
       g_Sessions[g_SessionCount].Reset();
       g_SessionCount++;
@@ -640,6 +671,33 @@ bool CheckSimpleBreakout(int dir, double orbLevel)
    else        return (c1 >= orbLevel && c0 < orbLevel);
 }
 
+//+------------------------------------------------------------------+
+//| Volume-spike confirmation for the breakout bar (bar[1])          |
+//| Optional fakeout filter: requires the just-closed breakout bar's |
+//| tick volume to exceed a multiple of the recent average volume.   |
+//| Returns true (pass) when the filter is disabled or data is thin. |
+//+------------------------------------------------------------------+
+bool IsBreakoutVolumeConfirmed()
+{
+   if(!InpUseBreakoutVolFilter) return true;
+
+   int n = InpBreakoutVolAvgBars;
+   if(n < 1) n = 1;
+
+   int bars = Bars(g_Symbol, PERIOD_CURRENT);
+   if(bars < n + 2) return true; // not enough history — don't block
+
+   double sum = 0;
+   for(int i = 2; i <= n + 1; i++)
+      sum += (double)iVolume(g_Symbol, PERIOD_CURRENT, i);
+
+   double avg = sum / n;
+   if(avg <= 0) return true;
+
+   double breakoutVol = (double)iVolume(g_Symbol, PERIOD_CURRENT, 1);
+   return (breakoutVol >= avg * InpBreakoutVolMult);
+}
+
 //+------------------------------------------------------------------+
 //| Detect breakout for all sessions                                 |
 //+------------------------------------------------------------------+
@@ -680,6 +738,16 @@ void DetectBreakouts()
          }
       }
 
+      // Optional volume-spike confirmation (fakeout filter). Applies to whichever
+      // direction is breaking out; a weak-volume breakout bar is rejected.
+      if((bullBO || bearBO) && !IsBreakoutVolumeConfirmed())
+      {
+         PrintFormat("NANDR EA: [%s] Breakout rejected — volume on breakout bar below %.2fx average.",
+                     g_Sessions[s].name, InpBreakoutVolMult);
+         bullBO = false;
+         bearBO = false;
+      }
+
       if(bullBO)
       {
          // Bias filter note: do not suppress ORB breakout detection.
@@ -1328,7 +1396,8 @@ void OpenTrade(int dir, int sessIdx, double orbLevel, double obTop, double obBot
    if(InpEntryMode == ENTRY_LIMIT)
       entry = orbLevel;
 
-   double sl   = CalcSL(dir, entry, obBottom, obTop);
+   double sl   = CalcSL(dir, entry, obBottom, obTop,
+                        g_Sessions[sessIdx].orbHigh, g_Sessions[sessIdx].orbLow);
    double tp   = CalcTP(dir, entry, sl);
    double slPips = PriceToPips(MathAbs(entry - sl));
    double lots  = CalcLotSize(slPips);

README.md

@@ -58,9 +58,13 @@ All sessions are **disabled by default** — enable the ones you want to trade:
 |---------|-----------|-----------------|
 | Daily Open | 22:00 | Asian range setup |
 | Tokyo | 00:00 | Low volume, range-bound |
-| London | 07:00 | High volatility ✓ |
+| London | 08:00 | High volatility ✓ (8AM GMT) |
 | NY | 12:00 | High volatility ✓ |
-| NY ORB (Stock open) | 13:30 | Strong momentum ✓ |
+| NY ORB (Stock open) | 13:30 | Strong momentum ✓ (9:30 EDT) |
+
+All session start times are **UTC-based** and individually configurable via the
+`Inp<Session>Hour` / `Inp<Session>Min` inputs. The EA converts them to broker
+server time internally.
 
 ---
 
@@ -85,6 +89,11 @@ All sessions are **disabled by default** — enable the ones you want to trade:
 | `InpUseLondonSession` | `false` | Enable London session |
 | `InpUseNYSession` | `false` | Enable NY session |
 | `InpUseNYOrbSession` | `false` | Enable NY ORB session (13:30 UTC) |
+| `InpDailyOpenHour` / `InpDailyOpenMin` | `22` / `0` | Daily Open start (UTC) |
+| `InpTokyoHour` / `InpTokyoMin` | `0` / `0` | Tokyo start (UTC) |
+| `InpLondonHour` / `InpLondonMin` | `8` / `0` | London start (UTC = 8AM GMT) |
+| `InpNYHour` / `InpNYMin` | `12` / `0` | NY start (UTC) |
+| `InpNYOrbHour` / `InpNYOrbMin` | `13` / `30` | NY ORB start (UTC = 9:30 EDT) |
 
 ### Order Block Settings
 | Parameter | Default | Description |
@@ -100,6 +109,9 @@ All sessions are **disabled by default** — enable the ones you want to trade:
 |-----------|---------|-------------|
 | `InpEntryMode` | `Market` | Market order on retest close, or Limit at ORB level |
 | `InpUseStrictFilter` | `true` | Strict N-bar breakout filter (recommended) |
+| `InpUseBreakoutVolFilter` | `false` | Require a volume spike on the breakout bar (fakeout filter) |
+| `InpBreakoutVolMult` | `1.5` | Breakout bar volume must be ≥ this × average volume |
+| `InpBreakoutVolAvgBars` | `20` | Number of bars used for the volume average |
 
 ### Session Level Ladder Settings
 | Parameter | Default | Description |
@@ -132,7 +144,7 @@ All sessions are **disabled by default** — enable the ones you want to trade:
 ### Stop Loss
 | Parameter | Default | Description |
 |-----------|---------|-------------|
-| `InpSLMode` | `OB Boundary` | SL placement: OB Boundary / Fixed Pips / ATR-based |
+| `InpSLMode` | `OB Boundary` | SL placement: OB Boundary / Fixed Pips / ATR-based / ORB Opposite Boundary (buy=ORL, sell=ORH) / ORB Range Midpoint |
 | `InpSLPips` | `20.0` | SL in pips (Fixed mode) |
 | `InpATRMultiplier` | `1.5` | ATR multiplier for SL (ATR mode) |
 | `InpATRPeriod` | `14` | ATR period |