NANDR_BOT/README.md

# NANDR ORB + Order Block EA

A MetaTrader 5 Expert Advisor for scalping **XAUUSD (Gold/USD)** on **M15** (also supports M5 and M1), combining two strategies:

- **Opening Range Breakout (ORB)** — tracks the high/low of the first 15 real minutes of each trading session and trades confirmed breakouts + retests
- **Order Block Detection** — identifies institutional order blocks using volume pivot analysis (LuxAlgo methodology) and uses them as trade confirmation and SL anchors

---

## Strategy Logic

### Opening Range Breakout
1. At the start of each enabled session, accumulate the **ORB High** and **ORB Low** over the first 15 real-time minutes
2. Detect a **confirmed breakout** (candle closing beyond the range; optional strict N-bar filter to avoid false breaks)
3. Wait for price to **retest** the broken ORB level
4. Enter on the retest, sized and stopped by the selected **ORB Risk Method**

### ORB Risk Methods (coupled SL + Reward:Risk)
The `InpOrbRiskMethod` input selects a risk profile that fixes **both** the stop-loss
placement and the reward:risk target together, per the ORB strategy specification:

| Method | Stop Loss | Reward:Risk |
|--------|-----------|-------------|
| `Boundary 1:2` (default) | Broken range boundary (long=ORH, short=ORL) | 1:2 |
| `Mid 1:1.5` | Range midpoint (50%) | 1:1.5 |
| `Opposite 1:1` | Opposite range boundary (long=ORL, short=ORH) | 1:1 |
| `Legacy` | Uses `InpSLMode` / `InpTPMode` / `InpRRRatio` manually | — |

If the chosen method produces an invalid stop (wrong side of entry), the EA falls
back to the legacy `InpSLMode` / `InpTPMode` settings.

### Daily Bias
The `InpDailyBiasMode` input controls which trade directions are permitted each day:

| Mode | Behaviour |
|------|-----------|
| `Auto` (default) | The first confirmed ORB breakout of the day sets the tradeable direction; later trades must align with it |
| `Off` | No trades taken today (use on news / high-uncertainty days) |
| `Long only` | Only long entries processed |
| `Short only` | Only short entries processed |

Breakout **detection** is never suppressed — only trade **execution** is gated, so
levels and structure keep updating regardless of bias.

### Order Block Confirmation
- A **volume pivot** is identified where the bar at index `[length]` has the highest volume in a symmetric window
- Market structure determines direction: bullish OB if the pivot was a swing low, bearish OB if a swing high
- **Bullish OB zone**: `[low, hl2]` of the pivot bar
- **Bearish OB zone**: `[hl2, high]` of the pivot bar
- OBs are removed (mitigated) when price penetrates the zone

Entry is taken when the ORB retest aligns with a nearby Order Block (optional add-on, **disabled by default** via `InpUseOBRetestEntry`).

Active exposure is session-scoped: one open trade is allowed per session, and different sessions may each hold one trade on the same day.

### Session Level Ladder (optional, disabled by default)
- 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

The ORB window is always **15 real minutes** regardless of chart timeframe:

| Timeframe | ORB Bars | Breakout Confirm | OB Pivot Length |
|-----------|----------|-----------------|-----------------|
| **M15** (default) | 1 | 2 bars | 5 |
| M5 | 3 | 3 bars | 5 |
| M1 | 15 | 5 bars | 10 |

All values auto-configured by timeframe and individually overrideable via inputs.

---

## Sessions

All sessions are **disabled by default** — enable the ones you want to trade:

| Session | UTC Start | Best for XAUUSD |
|---------|-----------|-----------------|
| Daily Open | 22:00 | Asian range setup |
| Tokyo | 00:00 | Low volume, range-bound |
| London | 08:00 | High volatility ✓ (8AM GMT) |
| NY | 12:00 | High volatility ✓ |
| 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.

---

## Input Parameters

### Symbol Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpSymbolName` | `XAUUSD` | Symbol base name — auto-detected from broker (supports XAUUSD, XAUUSD.s, XAUUSD_, etc.) |

### Timeframe Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpOrbTimeframe` | `M15` | Chart timeframe for ORB (M1 / M5 / M15) |
| `InpBreakoutConfBars` | `0` | Breakout confirmation bars — `0` = auto by TF |

### Session Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpUseDailyOpen` | `false` | Enable Daily Open session |
| `InpUseTokyoSession` | `false` | Enable Tokyo session |
| `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 |
|-----------|---------|-------------|
| `InpOBPivotLength` | `0` | Pivot window length — `0` = auto by TF |
| `InpOBMaxCount` | `5` | Max active OBs stored per direction |
| `InpOBMitig` | `Wick` | Mitigation method: Wick or Close |
| `InpOBRequireConf` | `false` | Require OB near entry to take trade |
| `InpOBProximityPips` | `50` | Distance in pips to consider OB "nearby" |

### Entry Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpEntryMode` | `Market` | Market order on retest close, or Limit at ORB level |
| `InpUseStrictFilter` | `false` | Strict N-bar breakout filter (`false` = simple close-cross) |
| `InpWaitForRetest` | `true` | Wait for an ORB retest before entering |
| `InpBreakoutExpireBars` | `20` | Bars before an armed breakout expires (`0` = never) |
| `InpUseOBRetestEntry` | `false` | Order Block retest entry add-on (optional, default OFF) |
| `InpMaxRetestsPerSession` | `3` | Max retest entries per session (per breakout) |
| `InpDailyBiasMode` | `Auto` | Daily bias: Auto / Off (no trades) / Long-only / Short-only |
| `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 |
|-----------|---------|-------------|
| `InpUseSessionLevelLadder` | `false` | Enable level-to-level ladder entries after breakout direction confirmation (optional, default OFF) |
| `InpLadderOnDailyOpen` | `true` | Enable ladder entries on Daily Open session |
| `InpLadderOnTokyo` | `true` | Enable ladder entries on Tokyo session |
| `InpLadderOnLondon` | `true` | Enable ladder entries on London session |
| `InpLadderOnNY` | `true` | Enable ladder entries on NY session |
| `InpLadderOnNYORB` | `true` | Enable ladder entries on NY ORB session |
| `InpUseLadderATRVolCeiling` | `false` | Enable ATR volatility ceiling filter for ladder entries |
| `InpLadderATRMaxPips` | `200.0` | Skip ladder entries when ATR exceeds this pips threshold |
| `InpUseLadderSessionCaps` | `false` | Enable per-session ladder trade caps |
| `InpLadderCapDailyOpen` | `2` | Daily Open ladder cap (`0` = unlimited) |
| `InpLadderCapTokyo` | `2` | Tokyo ladder cap (`0` = unlimited) |
| `InpLadderCapLondon` | `2` | London ladder cap (`0` = unlimited) |
| `InpLadderCapNY` | `2` | NY ladder cap (`0` = unlimited) |
| `InpLadderCapNYORB` | `2` | NY ORB ladder cap (`0` = unlimited) |
| `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` | Global ladder cap per session (`0` = unlimited); combined with per-session cap using the stricter limit |

### Lot Size & Risk
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpLotMode` | `Risk %` | Fixed lot or auto-calculated from risk % |
| `InpFixedLotSize` | `0.05` | Fixed lot (used when LotMode = Fixed) |
| `InpRiskPercent` | `0.05` | % of balance to risk per trade |

### Stop Loss
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpOrbRiskMethod` | `Boundary 1:2` | Coupled risk method (sets SL + RR together); `Legacy` uses the manual settings below |
| `InpSLMode` | `OB Boundary` | SL placement (Legacy only): OB Boundary / Fixed Pips / ATR-based / ORB Opposite Boundary / ORB Range Midpoint |
| `InpSLPips` | `100.0` | SL in pips (Fixed mode) |
| `InpATRMultiplier` | `1.5` | ATR multiplier for SL (ATR mode) |
| `InpATRPeriod` | `14` | ATR period |

### Take Profit
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpTPMode` | `RR Ratio` | TP by fixed pips or Risk:Reward ratio (Legacy only) |
| `InpTPPips` | `100.0` | TP in pips (Fixed mode) |
| `InpRRRatio` | `2.0` | Risk:Reward ratio (Legacy RR mode) — 2.0 = 1:2 |

### Trade Management
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpBreakevenTrigPips` | `15.0` | Move SL to breakeven when profit reaches this |
| `InpBreakevenOffPips` | `2.0` | Breakeven SL offset above/below entry |
| `InpTrailingStopPips` | `0.0` | Trailing stop distance — `0` = disabled |
| `InpMaxTradesPerDay` | `8` | Max trades opened per calendar day |
| `InpMaxPosPerSession` | `1` | Max simultaneous positions per session |

### Risk Management
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpMaxDailyLossUSD` | `0.0` | Halt trading if daily loss exceeds this USD amount — `0` = off |
| `InpMaxDailyLossPct` | `0.0` | Halt trading if daily loss exceeds this % of equity — `0` = off |

### Display Settings
| Parameter | Default | Description |
|-----------|---------|-------------|
| `InpShowDashboard` | `true` | Corner stats panel |
| `InpShowORBLines` | `true` | ORB High/Low/Mid lines on chart |
| `InpShowOBZones` | `true` | Order block rectangles on chart |
| `InpShowTradeLabels` | `true` | Entry arrows and SL/TP lines on chart |

---

## Dashboard

A real-time HUD is drawn in the top-left corner showing:

```
▌ NANDR ORB+OB EA
─────────────────────────
Symbol : XAUUSD  TF: M15
OrbTF  : M15  BarsNeeded: 1
─────────────────────────
London    H:2685.50 L:2672.30 [BULL↑]
NY        H:2690.10 L:2681.00 [ARMED]
─────────────────────────
BullOBs: 2   BearOBs: 1
─────────────────────────
Trades : 1 / 3
W/L    : 1 / 0  WR: 100%
Today PnL: +48.20 USD
Equity : 10048.20
```

---

## Chart Visuals

| Object | Color | Description |
|--------|-------|-------------|
| ORB High/Low lines | Session color | Solid horizontal lines at ORB levels |
| ORB Mid line | Session color (dotted) | Midpoint of ORB range |
| Bullish OB zone | Green rectangle | Active bull order block |
| Bearish OB zone | Red rectangle | Active bear order block |
| Entry arrow | Green (buy) / Red (sell) | Trade entry marker |
| SL line | Red dashed | Stop loss level |
| TP line | Green dashed | Take profit level |

Session line colors: **Tokyo** = Blue · **London** = Red · **NY / NY ORB** = Gold · **Daily** = Silver

---

## Installation

1. Copy `NANDR_ORB_OB_EA.mq5` to your MetaTrader 5 `MQL5/Experts/` folder
2. Open **MetaEditor** (F4 in MT5) and compile the file (F7) — should produce zero errors
3. In MT5, open a **XAUUSD M15** chart
4. Drag the EA onto the chart, enable **"Allow Algo Trading"**
5. In the inputs dialog, enable at least one session (e.g. `InpUseLondonSession = true`)
6. Click OK — the EA will auto-detect the broker's XAUUSD symbol variant

---

## Requirements

- MetaTrader 5 (build 2755+)
- XAUUSD (or broker equivalent: XAUUSD.s, XAUUSD_, GOLD, etc.)
- Recommended chart timeframe: **M15**
- Account type: any (ECN recommended for tighter spreads on Gold)

---

## Files

| File | Description |
|------|-------------|
| `NANDR_ORB_OB_EA.mq5` | Expert Advisor source code |
| `orb.pine` | Reference Pine Script — ORB indicator (TradingView) |
| `order_block_detector.pine` | Reference Pine Script — LuxAlgo Order Block Detector |

---

## Disclaimer

This EA is provided for educational purposes. Past performance does not guarantee future results. Always test thoroughly on a **demo account** before using on live funds. Trading Gold (XAUUSD) carries significant risk.