feat: Implement level ladder strategy, Replaced strict previous-close gate with continuation wick-retest detection, Removed intrabar reversal flipping from this retest path

NANDR_ORB_OB_EA.mq5

@@ -5,7 +5,7 @@
 //|  Based on: ORB-All-Sessions.pine + LuxAlgo Order Block Detector  |
 //+------------------------------------------------------------------+
 #property copyright "NANDR"
-#property version   "1.38"
+#property version   "1.39"
 #property strict
 
 #include <Trade\Trade.mqh>
@@ -53,6 +53,12 @@ enum ENUM_OB_MITIGATION
    MITIG_CLOSE       // Close (close penetrates zone)
 };
 
+enum ENUM_LADDER_SL_MODE
+{
+   LADDER_SL_FIXED_PIPS,   // Use InpSLPips
+   LADDER_SL_LEVEL_BUFFER  // Buffer beyond source level
+};
+
 //+------------------------------------------------------------------+
 //| Input Parameters                                                 |
 //+------------------------------------------------------------------+
@@ -92,6 +98,18 @@ input bool     InpUseOBRetestEntry      = true;          // OB Retest Entry (ent
 input int      InpMaxRetestsPerSession  = 3;             // Max Retest Entries Per Session (per breakout)
 input bool     InpUseSessionBiasFilter  = true;          // Session Bias Filter: block signals against day bias
 
+// --- Session Level Ladder ---
+input group "═══ Session Level Ladder ═══"
+input bool     InpUseSessionLevelLadder = false;          // Enable Session Level Ladder Entries
+input bool     InpLadderOnDailyOpen   = true;             // Ladder on Daily Open session
+input bool     InpLadderOnTokyo       = true;             // Ladder on Tokyo session
+input bool     InpLadderOnLondon      = true;             // Ladder on London session
+input bool     InpLadderOnNY          = true;             // Ladder on NY session
+input bool     InpLadderOnNYORB       = true;             // Ladder on NY ORB session
+input ENUM_LADDER_SL_MODE InpLadderSLMode = LADDER_SL_FIXED_PIPS; // Ladder SL Mode
+input double   InpLadderSLBufferPips   = 5.0;            // Ladder SL Buffer Pips (when level-buffer mode)
+input int      InpLadderMaxTradesPerSession = 2;         // Max Ladder Trades Per Session (0=unlimited)
+
 // --- Lot Size & Risk ---
 input group "═══ Lot Size & Risk ═══"
 input ENUM_LOT_MODE InpLotMode      = LOT_RISK_PERCENT; // Lot Mode
@@ -157,6 +175,13 @@ struct SSession
    int      breakoutBarsAgo;
    bool     breakoutEntryTaken; // one entry max per breakout confirmation leg
 
+   bool     ladderBullLowDone;  // Bull ladder: low -> mid done
+   bool     ladderBullMidDone;  // Bull ladder: mid -> high done
+   bool     ladderBearHighDone; // Bear ladder: high -> mid done
+   bool     ladderBearMidDone;  // Bear ladder: mid -> low done
+
+   int      ladderTradesThisSession;
+
    int      tradesThisSession;
    bool     retestFiredThisBar; // blocks duplicate entries on consecutive ticks within same bar
 
@@ -172,6 +197,13 @@ struct SSession
       inRetest           = false;
       breakoutBarsAgo    = 0;
       breakoutEntryTaken = false;
+
+      ladderBullLowDone  = false;
+      ladderBullMidDone  = false;
+      ladderBearHighDone = false;
+      ladderBearMidDone  = false;
+      ladderTradesThisSession = 0;
+
       tradesThisSession  = 0;
       retestFiredThisBar = false;
    }
@@ -522,6 +554,7 @@ void UpdateORBSessions()
          g_Sessions[s].inRetest         = false;
          g_Sessions[s].breakoutBarsAgo  = 0;
          g_Sessions[s].tradesThisSession= 0;
+         ResetLadderProgress(s);
 
          if(g_Sessions[s].orbComplete)
             PrintFormat("NANDR EA: [%s] ORB complete. High=%.2f Low=%.2f",
@@ -640,6 +673,7 @@ void DetectBreakouts()
          g_Sessions[s].inBreakout     = true;
          g_Sessions[s].breakoutBarsAgo= 0;
          g_Sessions[s].breakoutEntryTaken = false;
+         ResetLadderDirection(s, 1);
          if(g_GlobalBiasDir == 0) g_GlobalBiasDir = 1; // first breakout of the day sets bias
          PrintFormat("NANDR EA: [%s] Bullish ORB breakout at %.2f  [DayBias=%d]",
                      g_Sessions[s].name, g_Sessions[s].orbHigh, g_GlobalBiasDir);
@@ -657,6 +691,7 @@ void DetectBreakouts()
          g_Sessions[s].inBreakout     = true;
          g_Sessions[s].breakoutBarsAgo= 0;
          g_Sessions[s].breakoutEntryTaken = false;
+         ResetLadderDirection(s, -1);
          if(g_GlobalBiasDir == 0) g_GlobalBiasDir = -1; // first breakout of the day sets bias
          PrintFormat("NANDR EA: [%s] Bearish ORB breakout at %.2f  [DayBias=%d]",
                      g_Sessions[s].name, g_Sessions[s].orbLow, g_GlobalBiasDir);
@@ -690,6 +725,7 @@ void UpdateRetestState(int sessIdx)
       {
          g_Sessions[sessIdx].breakoutDir = -1;
          g_Sessions[sessIdx].breakoutEntryTaken = false;
+         ResetLadderDirection(sessIdx, -1);
          g_GlobalBiasDir = -1; // price swept the level and closed below — day bias now bearish
          PrintFormat("NANDR EA: [%s] Bullish sweep reversal at orbHigh %.2f — flipping to BEARISH [DayBias=%d]",
                      g_Sessions[sessIdx].name, orbHigh, g_GlobalBiasDir);
@@ -702,6 +738,7 @@ void UpdateRetestState(int sessIdx)
          g_Sessions[sessIdx].inBreakout  = false;
          g_Sessions[sessIdx].breakoutDir = 0;
          g_Sessions[sessIdx].breakoutEntryTaken = false;
+         ResetLadderProgress(sessIdx);
       }
    }
    else if(g_Sessions[sessIdx].breakoutDir == -1)
@@ -712,6 +749,7 @@ void UpdateRetestState(int sessIdx)
       {
          g_Sessions[sessIdx].breakoutDir = 1;
          g_Sessions[sessIdx].breakoutEntryTaken = false;
+         ResetLadderDirection(sessIdx, 1);
          g_GlobalBiasDir = 1; // price swept the level and closed above — day bias now bullish
          PrintFormat("NANDR EA: [%s] Bearish sweep reversal at orbLow %.2f — flipping to BULLISH [DayBias=%d]",
                      g_Sessions[sessIdx].name, orbLow, g_GlobalBiasDir);
@@ -724,6 +762,7 @@ void UpdateRetestState(int sessIdx)
          g_Sessions[sessIdx].inBreakout  = false;
          g_Sessions[sessIdx].breakoutDir = 0;
          g_Sessions[sessIdx].breakoutEntryTaken = false;
+         ResetLadderProgress(sessIdx);
       }
    }
 }
@@ -949,6 +988,34 @@ bool HasActiveExposure()
    return (CountOpenPositions() + CountPendingOrders()) > 0;
 }
 
+double SessionMid(const SSession &sess)
+{
+   return (sess.orbHigh + sess.orbLow) / 2.0;
+}
+
+void ResetLadderProgress(int sessIdx)
+{
+   g_Sessions[sessIdx].ladderBullLowDone  = false;
+   g_Sessions[sessIdx].ladderBullMidDone  = false;
+   g_Sessions[sessIdx].ladderBearHighDone = false;
+   g_Sessions[sessIdx].ladderBearMidDone  = false;
+   g_Sessions[sessIdx].ladderTradesThisSession = 0;
+}
+
+void ResetLadderDirection(int sessIdx, int dir)
+{
+   if(dir > 0)
+   {
+      g_Sessions[sessIdx].ladderBullLowDone = false;
+      g_Sessions[sessIdx].ladderBullMidDone = false;
+   }
+   else
+   {
+      g_Sessions[sessIdx].ladderBearHighDone = false;
+      g_Sessions[sessIdx].ladderBearMidDone  = false;
+   }
+}
+
 void RefreshBreakoutEntryLocks()
 {
    // Allow a new entry from the same breakout leg only after all managed
@@ -962,6 +1029,157 @@ void RefreshBreakoutEntryLocks()
    }
 }
 
+bool OpenLadderTrade(int sessIdx, int dir, double srcLevel, double dstLevel, const string stepTag)
+{
+   if(g_TradingHalted) return false;
+   if(g_TodayTrades >= InpMaxTradesPerDay) return false;
+   if(HasActiveExposure()) return false;
+   if(InpLadderMaxTradesPerSession > 0
+      && g_Sessions[sessIdx].ladderTradesThisSession >= InpLadderMaxTradesPerSession)
+      return false;
+
+   double ask   = SymbolInfoDouble(g_Symbol, SYMBOL_ASK);
+   double bid   = SymbolInfoDouble(g_Symbol, SYMBOL_BID);
+   double entry = (dir > 0) ? ask : bid;
+   double tp    = NormalizeDouble(dstLevel, (int)SymbolInfoInteger(g_Symbol, SYMBOL_DIGITS));
+   double sl    = 0.0;
+
+   if(InpLadderSLMode == LADDER_SL_LEVEL_BUFFER)
+   {
+      sl = (dir > 0) ? srcLevel - PipsToPrice(InpLadderSLBufferPips)
+                     : srcLevel + PipsToPrice(InpLadderSLBufferPips);
+   }
+   else
+   {
+      sl = (dir > 0) ? entry - PipsToPrice(InpSLPips)
+                     : entry + PipsToPrice(InpSLPips);
+   }
+   sl = NormalizeDouble(sl, (int)SymbolInfoInteger(g_Symbol, SYMBOL_DIGITS));
+
+   if((dir > 0 && (tp <= entry || sl >= entry))
+      || (dir < 0 && (tp >= entry || sl <= entry)))
+      return false;
+
+   double slPips = PriceToPips(MathAbs(entry - sl));
+   if(slPips <= 0) return false;
+   double lots   = CalcLotSize(slPips);
+
+   string comment = StringFormat("NANDR|Ladder|%s|%s|%s",
+                                 g_Sessions[sessIdx].name,
+                                 (dir > 0 ? "BUY" : "SELL"),
+                                 stepTag);
+
+   bool result = (dir > 0)
+               ? g_Trade.Buy(lots, g_Symbol, 0, sl, tp, comment)
+               : g_Trade.Sell(lots, g_Symbol, 0, sl, tp, comment);
+
+   if(!result)
+   {
+      PrintFormat("NANDR EA: Ladder trade failed. Step=%s Session=%s Error=%d",
+                  stepTag, g_Sessions[sessIdx].name, GetLastError());
+      return false;
+   }
+
+   g_TodayTrades++;
+   g_Sessions[sessIdx].tradesThisSession++;
+   g_Sessions[sessIdx].ladderTradesThisSession++;
+   g_Sessions[sessIdx].breakoutEntryTaken = true;
+
+   PrintFormat("NANDR EA: Ladder trade opened. Step=%s Dir=%s Lots=%.2f Entry=%.2f SL=%.2f TP=%.2f Session=%s",
+               stepTag, (dir > 0 ? "BUY" : "SELL"), lots, entry, sl, tp, g_Sessions[sessIdx].name);
+   if(InpShowTradeLabels)
+      DrawTradeLabel(dir, entry, sl, tp);
+
+   return true;
+}
+
+bool IsLadderEnabledForSession(int sessIdx)
+{
+   string name = g_Sessions[sessIdx].name;
+   if(name == "DailyOpen") return InpLadderOnDailyOpen;
+   if(name == "Tokyo")     return InpLadderOnTokyo;
+   if(name == "London")    return InpLadderOnLondon;
+   if(name == "NY")        return InpLadderOnNY;
+   if(name == "NYORB")     return InpLadderOnNYORB;
+   return true;
+}
+
+bool TrySessionLadderEntry(int sessIdx,
+                           double c1,
+                           double h_cur,
+                           double l_cur,
+                           double ask,
+                           double bid,
+                           double tol)
+{
+   if(!InpUseSessionLevelLadder) return false;
+   if(!IsLadderEnabledForSession(sessIdx)) return false;
+   if(!g_Sessions[sessIdx].enabled || !g_Sessions[sessIdx].orbComplete) return false;
+   if(!g_Sessions[sessIdx].inBreakout) return false;
+   if(HasActiveExposure()) return false;
+   if(g_Sessions[sessIdx].retestFiredThisBar) return false;
+   if(InpBreakoutExpireBars > 0 && g_Sessions[sessIdx].breakoutBarsAgo >= InpBreakoutExpireBars) return false;
+   if(InpLadderMaxTradesPerSession > 0
+      && g_Sessions[sessIdx].ladderTradesThisSession >= InpLadderMaxTradesPerSession) return false;
+
+   double orbHigh = g_Sessions[sessIdx].orbHigh;
+   double orbLow  = g_Sessions[sessIdx].orbLow;
+   double orbMid  = SessionMid(g_Sessions[sessIdx]);
+
+   if(g_Sessions[sessIdx].breakoutDir > 0)
+   {
+      if(!g_Sessions[sessIdx].ladderBullLowDone
+         && c1 > orbLow && l_cur <= orbLow && ask >= orbLow - tol)
+      {
+         if(OpenLadderTrade(sessIdx, 1, orbLow, orbMid, "LOW_TO_MID"))
+         {
+            g_Sessions[sessIdx].ladderBullLowDone = true;
+            g_Sessions[sessIdx].retestFiredThisBar = true;
+            return true;
+         }
+      }
+
+      if(g_Sessions[sessIdx].ladderBullLowDone
+         && !g_Sessions[sessIdx].ladderBullMidDone
+         && c1 > orbMid && l_cur <= orbMid && ask >= orbMid - tol)
+      {
+         if(OpenLadderTrade(sessIdx, 1, orbMid, orbHigh, "MID_TO_HIGH"))
+         {
+            g_Sessions[sessIdx].ladderBullMidDone = true;
+            g_Sessions[sessIdx].retestFiredThisBar = true;
+            return true;
+         }
+      }
+   }
+   else if(g_Sessions[sessIdx].breakoutDir < 0)
+   {
+      if(!g_Sessions[sessIdx].ladderBearHighDone
+         && c1 < orbHigh && h_cur >= orbHigh && bid <= orbHigh + tol)
+      {
+         if(OpenLadderTrade(sessIdx, -1, orbHigh, orbMid, "HIGH_TO_MID"))
+         {
+            g_Sessions[sessIdx].ladderBearHighDone = true;
+            g_Sessions[sessIdx].retestFiredThisBar = true;
+            return true;
+         }
+      }
+
+      if(g_Sessions[sessIdx].ladderBearHighDone
+         && !g_Sessions[sessIdx].ladderBearMidDone
+         && c1 < orbMid && h_cur >= orbMid && bid <= orbMid + tol)
+      {
+         if(OpenLadderTrade(sessIdx, -1, orbMid, orbLow, "MID_TO_LOW"))
+         {
+            g_Sessions[sessIdx].ladderBearMidDone = true;
+            g_Sessions[sessIdx].retestFiredThisBar = true;
+            return true;
+         }
+      }
+   }
+
+   return false;
+}
+
 //+------------------------------------------------------------------+
 //| Cancel all pending orders                                        |
 //+------------------------------------------------------------------+
@@ -1080,70 +1298,34 @@ void CheckRetestEntriesTick()
 
          if(g_Sessions[s].breakoutDir == 1) // Bullish
          {
-            // Standard: prev close above orbHigh, wick dipped to orbHigh
+            // Continuation retest: bullish breakout remains active and wick retests level.
-            if(c1 > orbHigh && l_cur <= orbHigh)
+            // Use live ask filter for confirmation instead of flipping direction intrabar.
+            if(l_cur <= orbHigh && ask >= orbHigh - tol)
             {
                orbLevel = orbHigh;
-               // ask still above orbHigh → support held → BUY
+               dir = 1;
-               // ask dropped below orbHigh → sweep failed → SELL, flip to bearish
-               if(ask >= orbHigh - tol)
-                  dir = 1;
-               else
-               {
-                  dir = -1;
-                  g_Sessions[s].breakoutDir = -1;
-                  g_Sessions[s].breakoutEntryTaken = false;
-                  g_GlobalBiasDir = -1; // tick sweep below orbHigh — day bias flips bearish
-                  PrintFormat("NANDR EA: [%s] Tick sweep reversal below orbHigh %.2f → SELL [DayBias=%d]",
-                              g_Sessions[s].name, orbHigh, g_GlobalBiasDir);
-               }
             }
-            // Mid retest: prev close above mid, wick dipped to mid
+            // Mid retest continuation.
-            else if(c1 > orbMid && l_cur <= orbMid)
+            else if(l_cur <= orbMid && ask >= orbMid - tol)
             {
                orbLevel = orbMid;
-               if(ask >= orbMid - tol)
+               dir = 1;
-                  dir = 1;
-               else
-               {
-                  dir = -1;
-                  g_Sessions[s].breakoutDir = -1;
-                  g_Sessions[s].breakoutEntryTaken = false;
-               }
             }
          }
          else if(g_Sessions[s].breakoutDir == -1) // Bearish
          {
-            // Standard: prev close below orbLow, wick came back up to orbLow
+            // Continuation retest: bearish breakout remains active and wick retests level.
-            if(c1 < orbLow && h_cur >= orbLow)
+            // Use live bid filter for confirmation instead of flipping direction intrabar.
+            if(h_cur >= orbLow && bid <= orbLow + tol)
             {
                orbLevel = orbLow;
-               // bid still below orbLow → resistance held → SELL (continuation)
+               dir = -1;
-               // bid moved above orbLow → sweep reversal → BUY, flip to bullish
-               if(bid <= orbLow + tol)
-                  dir = -1;
-               else
-               {
-                  dir = 1;
-                  g_Sessions[s].breakoutDir = 1;
-                  g_Sessions[s].breakoutEntryTaken = false;
-                  g_GlobalBiasDir = 1; // tick sweep above orbLow — day bias flips bullish
-                  PrintFormat("NANDR EA: [%s] Tick sweep reversal above orbLow %.2f → BUY [DayBias=%d]",
-                              g_Sessions[s].name, orbLow, g_GlobalBiasDir);
-               }
             }
-            // Mid retest: prev close below mid, wick came back up to mid
+            // Mid retest continuation.
-            else if(c1 < orbMid && h_cur >= orbMid)
+            else if(h_cur >= orbMid && bid <= orbMid + tol)
             {
                orbLevel = orbMid;
-               if(bid <= orbMid + tol)
+               dir = -1;
-                  dir = -1;
-               else
-               {
-                  dir = 1;
-                  g_Sessions[s].breakoutDir = 1;
-                  g_Sessions[s].breakoutEntryTaken = false;
-               }
             }
          }
 
@@ -1160,6 +1342,17 @@ void CheckRetestEntriesTick()
       }
    }
 
+   // ORB retest has priority. Ladder logic runs as fallback only when no active
+   // exposure exists after ORB checks in this tick.
+   if(InpUseSessionLevelLadder && !HasActiveExposure())
+   {
+      for(int s = 0; s < g_SessionCount; s++)
+      {
+         if(TrySessionLadderEntry(s, c1, h_cur, l_cur, ask, bid, tol))
+            break;
+      }
+   }
+
    if(!InpUseOBRetestEntry) return;
 
    // ── Bearish OB Retest → SELL at wick touch ───────────────────────
@@ -1264,6 +1457,7 @@ void CheckEntrySignals()
          g_Sessions[s].breakoutDir = 0;
          g_Sessions[s].inRetest    = false;
          g_Sessions[s].breakoutEntryTaken = false;
+         ResetLadderProgress(s);
          continue;
       }
 

README.md

@@ -24,6 +24,14 @@ A MetaTrader 5 Expert Advisor for scalping **XAUUSD (Gold/USD)** on **M15** (als
 
 Entry is taken when the ORB retest aligns with a nearby Order Block (optional — configurable).
 
+### Session Level Ladder (New)
+- After a confirmed session breakout direction, the EA can trade between that session's ORB levels:
+- Bullish ladder: `Low -> Mid`, then `Mid -> High`
+- Bearish ladder: `High -> Mid`, then `Mid -> Low`
+- Confirmation for ladder entries uses wick retest plus bar-close context.
+- Priority is ORB retest first, with ladder as fallback.
+- Ladder TP is always the next session level. SL is user-selectable (fixed pips or source-level buffer).
+
 ---
 
 ## Timeframe Scaling
@@ -91,6 +99,14 @@ 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) |
 
+### Session Level Ladder Settings
+| Parameter | Default | Description |
+|-----------|---------|-------------|
+| `InpUseSessionLevelLadder` | `true` | Enable level-to-level ladder entries after breakout direction confirmation |
+| `InpLadderSLMode` | `Fixed Pips` | Ladder SL mode: fixed pips or buffer beyond source level |
+| `InpLadderSLBufferPips` | `5.0` | Buffer size when ladder SL mode is level-buffer |
+| `InpLadderMaxTradesPerSession` | `2` | Max ladder trades per session (`0` = unlimited) |
+
 ### Lot Size & Risk
 | Parameter | Default | Description |
 |-----------|---------|-------------|