val_fvg_mt5_ea/valFvgMt5.mq5

//+------------------------------------------------------------------+
//|                                                    valFvgMt5.mq5 |
//|                                  Copyright 2025, MQL Development |
//|                                  https://www.mqldevelopment.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, MQL Development"
#property link      "https://www.mqldevelopment.com/"
#property version   "1.00"
#include <Trade\Trade.mqh>
CTrade  trade;
#resource "\\Indicators\\SequentialVolumeProfileWithFVG.ex5"
#define previousBullish "previousBullish"
#define previousBearish "previousBearish"
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+

enum lotcalculator
  {
   fix, //Fixed Lot Size
   rsk, //Risk Percentage
  };
enum tp_options
  {
   zone_based,          // Zone Based Tp
   risk_reward_based,   // Risk to Reward
  };
enum sl_options
  {
   zone_based_sl,       // Zone Based Sl
   fvg_third,           // FVG third candle high and low + buffer
  };

sinput       string                  string_0                   = "<><><><><><> General SETTINGS <><><><><><>";   //__
input        int                     magic_no                   = 333;             // Magic no
input        tp_options              select_tp                  = zone_based;      // Select Tp
input        sl_options              select_sl                  = zone_based_sl;   // Select Sl
input        double                  stoploss                   = 4;               // FVG Third High/Low Stop Loss in Buffer
input        double                  tpMultiplier               = 2;               // Take Profit Multiplier Risk to Reward

input        string                  string_0_3                 = "<><><><><><> Lot Management<><><><><><>";   //__
input        double                  lot_size                   = 0.1;             // Lot Size
input        lotcalculator           lot_calculator             = fix;             // Lot Size Calculator
input        double                  risk                       = 0.1;             // Risk in Percentage %

input       string                time_setting               = "<><><><><> Time Filter Settings <><><><><>";             //_
input       bool                  EnableTimeFilter           = false;         // Enable Time Filter
input       string                startTime                  = "03:00";       // Start Time Session
input       string                endTime                    = "09:00";       // End Time Session

sinput       string                  string_1                   = "<><><><><><> Sequential Volume Indicator SETTINGS <><><><><><>";   //__
input        int                     BinsCount                  = 100;              // Number of price bins
input        double                  ValueAreaPercent           = 70;               // Value Area percentage (70% default)
input        color                   VALColor                   = clrDarkBlue;      // Value Area Low color
input        color                   VAHColor                   = clrDarkBlue;      // Value Area High color
input        color                   AbsLowColor                = clrBlack;         // Absolute Low color
input        color                   AbsHighColor               = clrBlack;         // Absolute High color
input        color                   TimeLineColor              = clrRed;           // Time marker line color
input        int                     LineWidth                  = 2;                // Line width for all value lines
input        int                     TimeLineWidth              = 2;                // Line width for time marker lines
input        int                     MaxDaysBack                = 30;               // Maximum number of trading days to look back
input        ENUM_LINE_STYLE         VALStyle                   = STYLE_SOLID;      // Value Area Low line style
input        ENUM_LINE_STYLE         VAHStyle                   = STYLE_SOLID;      // Value Area High line style
input        ENUM_LINE_STYLE         AbsLowStyle                = STYLE_SOLID;      // Absolute Low line style
input        ENUM_LINE_STYLE         AbsHighStyle               = STYLE_SOLID;      // Absolute High line style
input        bool                    ShowLabels                 = true;             // Show price labels
input        bool                    ShowComment                = true;             // Show comment with most recent levels
input        bool                    ShowFVG                    = true;             // Enable Fair Value Gap detection
input        color                   BullishFVGColor            = clrLime;          // Bullish FVG color
input        color                   BearishFVGColor            = clrDeepPink;      // Bearish FVG color
input        double                  MinFVGSize                 = 0.0;              // Minimum FVG size in points (0 = any size)
input        int                     MaxBarsBack                = 300;              // How many bars to look back for FVG

input       string                fvg_setting                = "<><><><><> FVG Color Setting <><><><><>";             //_
input       color                 bullish_color              = clrAqua;     // Bullish FVG Color
input       color                 bearish_color              = clrYellow;   // Bearish FVG Color


// Global Variables
int sequential_handler;
datetime  startTradingTime = 0, endTradingTime = 0;
string sep  =  ":";                // A separator as a character
ushort u_sep;                      // The code of the separator character
string result1[];
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   trade.SetExpertMagicNumber(magic_no);
   trade.SetDeviationInPoints(10);
   trade.SetTypeFilling(ORDER_FILLING_IOC);
   trade.LogLevel(LOG_LEVEL_ALL);
   trade.SetAsyncMode(false);

   sequential_handler = iCustom(Symbol(), PERIOD_CURRENT, "::Indicators\\SequentialVolumeProfileWithFVG.ex5",
                                BinsCount,
                                ValueAreaPercent,
                                VALColor,
                                VAHColor,
                                AbsLowColor,
                                AbsHighColor,
                                TimeLineColor,
                                LineWidth,
                                TimeLineWidth,
                                MaxDaysBack,
                                VALStyle,
                                VAHStyle,
                                AbsLowStyle,
                                AbsHighStyle,
                                ShowLabels,
                                ShowComment,
                                ShowFVG,
                                BullishFVGColor,
                                BearishFVGColor,
                                MinFVGSize,
                                MaxBarsBack);


//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   double values[];
   CopyBuffer(sequential_handler,0,0,3,values);
   double val = lines("VAL");
   double vah = lines("VAH");
   double absHigh = lines("AbsHigh");
   double absLow = lines("AbsLow");

// Print("Val: ", val, "  Vah: ", vah, "  AbsHigh: ", absHigh, "  AbsLow: ", absLow);
   double Ask = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
   double Bid = SymbolInfoDouble(Symbol(),SYMBOL_BID);
   timeConversion();

   if((EnableTimeFilter && TimeCurrent() >= startTradingTime && TimeCurrent() < endTradingTime) ||  !EnableTimeFilter)
     {
      if(newBar())
        {
         string gapCreated = fvg_gap();
         if(todayTradesCount(DEAL_TYPE_BUY) == 0)
           {
            if(gapCreated == previousBullish)
              {
               double open_2 = iOpen(Symbol(), PERIOD_CURRENT, 2);
               double close_2 = iClose(Symbol(), PERIOD_CURRENT, 2);
               double upper_price = MathMax(open_2, close_2);
               double lower_price = MathMin(open_2, close_2);
               if(((upper_price > val) && (lower_price < val)) || ((upper_price < val) && (lower_price < val)))
                 {
                  placeBuyTrade();
                 }
              }
           }
         if(todayTradesCount(DEAL_TYPE_SELL) == 0)
           {
            if(gapCreated == previousBearish)
              {
               double open_2 = iOpen(Symbol(), PERIOD_CURRENT, 2);
               double close_2 = iClose(Symbol(), PERIOD_CURRENT, 2);
               double upper_price = MathMax(open_2, close_2);
               double lower_price = MathMin(open_2, close_2);  
               if(((upper_price > vah) && (lower_price < vah)) || ((upper_price > vah) && (lower_price > vah)))
                 {
                  placeSellTrade();
                 }
              }
           }
        }
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void timeConversion()
  {
   MqlDateTime date, date1;

   TimeToStruct(iTime(Symbol(),PERIOD_CURRENT,0),date);
   u_sep=StringGetCharacter(sep,0);
   StringSplit(startTime,u_sep,result1);
   date.hour = (int)StringToInteger(result1[0]);
   date.min = (int)StringToInteger(result1[1]);
   startTradingTime = StructToTime(date);

   TimeToStruct(iTime(Symbol(),PERIOD_CURRENT,0),date1);
   StringSplit(endTime,u_sep,result1);
   date.hour = (int)StringToInteger(result1[0]);
   date.min = (int)StringToInteger(result1[1]);
   endTradingTime = StructToTime(date);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double lines(string name)
  {
   datetime todayStart = iTime(Symbol(), PERIOD_D1, 0);
   datetime nextDayStart = todayStart + 86400;
   datetime latestObjectTime = 0;
   for(int i = 0; i < ObjectsTotal(0, 0, OBJ_TREND); i++)
     {
      string object_name = ObjectName(0, i, 0, OBJ_TREND);
      datetime object_time = (datetime)ObjectGetInteger(0, object_name, OBJPROP_TIME, 1);

      if(object_time > todayStart && object_time < nextDayStart)
        {
         // Print(" Object Name: ", object_name, " Day Start Time: ", todayStart, " Next Day Time: ", nextDayStart);
         if((StringFind(object_name, name) != -1))
           {
            double objectPrice = ObjectGetDouble(0, object_name, OBJPROP_PRICE, 0);
            return objectPrice;
           }
        }
     }
   return 0;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool fvgOverLap(string name, double price_overlap)
  {
   datetime todayStart = iTime(Symbol(), PERIOD_D1, 0);
   datetime nextDayStart = todayStart + 86400;
   for(int i = 0; i < ObjectsTotal(0, 0, OBJ_RECTANGLE); i++)
     {
      string object_name = ObjectName(0, i, 0, OBJ_RECTANGLE);
      datetime object_time1 = (datetime)ObjectGetInteger(0, object_name, OBJPROP_TIME, 1);
      datetime object_time0 = (datetime)ObjectGetInteger(0, object_name, OBJPROP_TIME, 0);
      double object_price0  = ObjectGetDouble(0, object_name, OBJPROP_PRICE, 0);
      double object_price1  = ObjectGetDouble(0, object_name, OBJPROP_PRICE, 1);

      if(object_time1 > todayStart && object_time1 < nextDayStart)
        {
         if((StringFind(object_name, name) != -1))
           {
            double fvg_top = MathMax(object_price0, object_price1);
            double fvg_bottom = MathMin(object_price0, object_price1);
            if(fvg_top > price_overlap && fvg_bottom < price_overlap)
              {
               Print(" Called By: (", name, ") Object Name: ", object_name,
                     " | Time 0: ", TimeToString(object_time0), " | Price 0: ", object_price0,
                     " | Time 1: ", TimeToString(object_time1), " | Price 0: ", object_price0, " | Price 1: ", object_price1, " | \n FVG Top: ", fvg_top, " | FVG Bottom: ", fvg_bottom);
               return true;
              }
           }
        }
     }
   return false;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int todayTradesCount(ENUM_DEAL_TYPE dealType)
  {

   int count = 0;
   ulong ticket_deal_Out=0, ticket_deal_In = 0;
   if(HistorySelect(iTime(Symbol(),PERIOD_D1,0), TimeCurrent()))
     {
      int total = HistoryDealsTotal();
      for(int i = total-1; i >= 0 ; i--)
        {
         ticket_deal_In = HistoryDealGetTicket(i);
         if((HistoryDealGetInteger(ticket_deal_In,DEAL_MAGIC) == magic_no) && HistoryDealGetInteger(ticket_deal_In,DEAL_ENTRY) == DEAL_ENTRY_IN
            && HistoryDealGetString(ticket_deal_In,DEAL_SYMBOL) == Symbol()) // here is the problem solved after break
           {
            if(HistoryDealGetInteger(ticket_deal_In, DEAL_TYPE) == dealType)
              {
               count++;
              }
           }
        }
     }

   return count;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void placeBuyTrade()
  {

   double buySL = 0, buyTp=0;
//openPrice = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
   double Ask = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
   double Bid = SymbolInfoDouble(Symbol(),SYMBOL_BID);

//if(stoploss != 0)
//  {
//   buySL = Ask - (stoploss * 10 * Point());
//  }
   if(select_sl == zone_based_sl)
     {
      buySL = lines("AbsLow");
     }
   if(select_sl == fvg_third)
     {
      //if(stoploss != 0)
        {
         buySL = iLow(Symbol(), PERIOD_CURRENT, 3) - (stoploss * 10 * Point());
        }
     }
   if(select_tp == zone_based)
     {
      buyTp = lines("VAH");
     }
   if(select_tp == risk_reward_based)
     {
      double distance = MathAbs((Ask - buySL) / Point());
      distance  = (distance * tpMultiplier);
      buyTp    = Ask + (distance * Point());
     }
//if(takeprofit != 0)
//  {
//   buyTp = Ask + (takeprofit * 10 * Point());
//  }

   double distance_sl = MathAbs((Ask - buySL) / Point());
   if(trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,getlot(distance_sl),Ask,buySL,buyTp,"Buy Trade Placed"))
     {
      Print("Buy Trade Placed: ",trade.ResultOrder());
     }
   else
     {
      Print("Error in placing Buy: "+Symbol()+"  ",GetLastError());
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void placeSellTrade()
  {

   double sellSL = 0, sellTp = 0;
//openPrice = SymbolInfoDouble(Symbol(),SYMBOL_BID);
   double Ask = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
   double Bid = SymbolInfoDouble(Symbol(),SYMBOL_BID);

//if(stoploss != 0)
//  {
//   sellSL = Bid + (stoploss * 10 * Point());
//  }
   if(select_sl == zone_based_sl)
     {
      sellSL = lines("AbsHigh");
     }

   if(select_sl == fvg_third)
     {
      //if(stoploss != 0)
        {
         sellSL = iHigh(Symbol(), PERIOD_CURRENT, 3) + (stoploss * 10 * Point());
        }
     }
//if(takeprofit != 0)
//  {
//   sellTp = Bid - (takeprofit * 10 * Point());
//  }

   if(select_tp == zone_based)
     {
      sellTp = lines("VAL");
     }
   if(select_tp == risk_reward_based)
     {
      double distance = MathAbs((Bid - sellSL) / Point());
      distance  = (distance * tpMultiplier);
      sellTp    = Bid - (distance * Point());
     }

   double distance_sl = MathAbs((Bid - sellSL) / Point());
   if(trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,getlot(distance_sl),Bid,sellSL,sellTp,"Sell Trade Placed"))
     {
      Print("Sell Trade PLaced: ",trade.ResultOrder());
     }
   else
     {
      Print("Error in placing Sell: "+Symbol()+"  ",GetLastError());
     }

  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double getlot(double stop_loss)
  {
   Print("Tick Value: ",SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_VALUE));
   Print("Tick Size: ",SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_SIZE));
   double modeTickV=SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_VALUE)
                    ,modeTickS=SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_SIZE);
// Print("Pip value: ", NormalizeDouble(((SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_VALUE)/(SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_SIZE)/Point))*10),2));
   double pipvalue = NormalizeDouble(((SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_VALUE)/(SymbolInfoDouble(Symbol(),SYMBOL_TRADE_TICK_SIZE)/Point()))*10),2);
// pipvalue=NormalizeDouble((modeTickV/modeTickS/Point()),)
// pipvalue=
   pipvalue = pipvalue / 10;
   double lotSize = lot_size;
   if(lot_calculator==rsk) //calculating risk
     {
      double riskamount=(risk/100)*AccountInfoDouble(ACCOUNT_BALANCE);
      double pipvalue_required=riskamount/stop_loss;
      lotSize = pipvalue_required/pipvalue;
      //sl=riskamount/pipValuelot
      int roundDigit=0;
      double step=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_STEP);

      while(step<1)
        {
         roundDigit++;
         step=step*10;
        }
      Print("Round Digits:",roundDigit);
      lotSize = NormalizeDouble(lotSize,roundDigit);
      //
     }
   Print("Lot Size: ",lotSize);

   if(lotSize > SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX))
     {
      lotSize=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
     }
   else
      if(lotSize<SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN))
        {
         lotSize=SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);
        }

//---
   return lotSize;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string check_bearish_bullish()
  {

   int bullishCount = 0;
   int bearishCount = 0;

   for(int i = 1; i <= 3; i++)
     {
      double open = iOpen(Symbol(), PERIOD_CURRENT, i);
      double close = iClose(Symbol(), PERIOD_CURRENT, i);

      if(close > open)
        {
         bullishCount++;
        }
      else
         if(close < open)
           {
            bearishCount++;
           }
     }

// Output the result
   if(bullishCount > bearishCount)
     {
      return previousBullish;
     }
   else
      if(bearishCount > bullishCount)
        {
         return previousBearish;
        }
      else
        {
         return NULL;
        }

  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string fvg_gap()
  {
//Print("Imbalance: ");
   if(check_bearish_bullish() == previousBullish)
     {
      if(iLow(Symbol(), PERIOD_CURRENT, 1) > iHigh(Symbol(), PERIOD_CURRENT, 3))
        {
         //double fvg_body = imbalance_gap * 10; // FVG Body
         double fvg_size = MathAbs((iLow(Symbol(), PERIOD_CURRENT, 1) - iHigh(Symbol(), PERIOD_CURRENT, 3))/Point());
         //fvg_size = fvg_size * 10 * Point();

         //if(fvg_size > fvg_body)
           {
            if(!ObjectCreate(0, "Buy" + (string) TimeCurrent(), OBJ_RECTANGLE, 0, iTime(Symbol(), PERIOD_CURRENT, 3), iHigh(Symbol(), PERIOD_CURRENT, 3), iTime(Symbol(), PERIOD_CURRENT, 1), iLow(Symbol(), PERIOD_CURRENT, 1)))
              {
               Print(" Error in Drawing Buy Rectangle : "," rectangle "+(string)iTime(Symbol(),PERIOD_CURRENT,1)," ",GetLastError());
              }
            else
              {
               ObjectSetInteger(0, "Buy"+ (string) TimeCurrent(), OBJPROP_COLOR, bullish_color);
               ObjectSetInteger(0,"Buy"+ (string) TimeCurrent(), OBJPROP_FILL, true);
               //ObjectSetInteger(0,"Range",OBJPROP_BACK,false);
               Print("Bullish Fvg Body Size: ", fvg_size, " Name: ", "Buy" + (string) TimeCurrent());
               return previousBullish;
              }
           }
        }
     }
   if(check_bearish_bullish() == previousBearish)
     {
      if(iLow(Symbol(), PERIOD_CURRENT, 3) > iHigh(Symbol(), PERIOD_CURRENT, 1))
        {
         //double fvg_body = imbalance_gap * 10; // FVG Body
         double fvg_size = MathAbs((iLow(Symbol(), PERIOD_CURRENT, 3) - iHigh(Symbol(), PERIOD_CURRENT, 1))/Point());
         //fvg_size = fvg_size * 10 * Point();

         //if(fvg_size > fvg_body)
           {

            if(!ObjectCreate(0, "Sell" + (string) TimeCurrent(), OBJ_RECTANGLE, 0, iTime(Symbol(), PERIOD_CURRENT, 3), iLow(Symbol(), PERIOD_CURRENT, 3), iTime(Symbol(), PERIOD_CURRENT, 1), iHigh(Symbol(), PERIOD_CURRENT, 1)))
              {
               Print(" Error in Drawing Sell Rectangle : "," rectangle "+(string)iTime(Symbol(),PERIOD_CURRENT,1)," ",GetLastError());
              }
            else
              {
               ObjectSetInteger(0, "Sell"+ (string) TimeCurrent(), OBJPROP_COLOR, bearish_color);
               ObjectSetInteger(0,"Sell"+ (string) TimeCurrent(), OBJPROP_FILL, true);
               //ObjectSetInteger(0,"Range",OBJPROP_BACK,false);
               Print("Bearish Fvg Body Size: ", fvg_size, " Name: ", "Buy" + (string) TimeCurrent());
               return previousBearish;
              }
           }
        }
     }
   return NULL;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool newBar()
  {
   static datetime lastbar;
   datetime curbar = iTime(Symbol(), PERIOD_CURRENT, 0);
   if(lastbar != curbar)
     {
      lastbar = curbar;
      Print("<<<<<<<<>>>>>>>>>>>>New Bar Time V1.1. ", curbar, "<<<<<<<<>>>>>>>>>>>>");
      return (true);
     }
   else
     {
      return (false);
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+