EURUSD Scalping EA MT5: MQL5 Code, Backtest & Optimization Guide

//+------------------------------------------------------------------+
//| EURUSD Scalping EA - London Session M5                          |
//| Pineify.app                                                      |
//+------------------------------------------------------------------+
#property copyright "Pineify.app"
#property version   "1.00"

input int    MagicNumber   = 567890;
input double Lots          = 0.01;
input int    EMA_Fast      = 9;
input int    EMA_Slow      = 21;
input int    MaxSpread     = 15;    // Max spread in points
input double TP_Points     = 150;
input double SL_Points     = 100;
input int    SessionStart  = 7;
input int    SessionEnd    = 12;

int emaFastH, emaSlowH, atrH;
double emaFast[], emaSlow[], atr[];

int OnInit() {
   emaFastH = iMA(_Symbol, PERIOD_M5, EMA_Fast, 0, MODE_EMA, PRICE_CLOSE);
   emaSlowH = iMA(_Symbol, PERIOD_M5, EMA_Slow, 0, MODE_EMA, PRICE_CLOSE);
   atrH     = iATR(_Symbol, PERIOD_M5, 14);
   ArraySetAsSeries(emaFast, true); ArraySetAsSeries(emaSlow, true);
   ArraySetAsSeries(atr, true);
   return INIT_SUCCEEDED;
}

void OnDeinit(const int reason) {
   IndicatorRelease(emaFastH); IndicatorRelease(emaSlowH); IndicatorRelease(atrH);
}

void OnTick() {
   MqlTick tick;
   if (!SymbolInfoTick(_Symbol, tick)) return;

   MqlDateTime dt; TimeToStruct(tick.time, dt);
   if (dt.hour < SessionStart || dt.hour >= SessionEnd) {
      CloseAllPositions(MagicNumber); return;
   }

   double spread = (tick.ask - tick.bid) / _Point;
   if (spread > MaxSpread) return;

   if (CopyBuffer(emaFastH, 0, 0, 3, emaFast) < 3) return;
   if (CopyBuffer(emaSlowH, 0, 0, 3, emaSlow) < 3) return;

   if (CountPositions(MagicNumber) > 0) return;

   bool bullCross = emaFast[2] < emaSlow[2] && emaFast[1] > emaSlow[1];
   bool bearCross = emaFast[2] > emaSlow[2] && emaFast[1] < emaSlow[1];

   if (bullCross) OpenTrade(ORDER_TYPE_BUY,  Lots, SL_Points * _Point, TP_Points * _Point, MagicNumber);
   if (bearCross) OpenTrade(ORDER_TYPE_SELL, Lots, SL_Points * _Point, TP_Points * _Point, MagicNumber);
}

void CloseAllPositions(int magic) {
   for (int i = PositionsTotal()-1; i >= 0; i--) {
      ulong t = PositionGetTicket(i);
      if (!PositionSelectByTicket(t)) continue;
      if ((int)PositionGetInteger(POSITION_MAGIC) != magic) continue;
      MqlTradeRequest req={}; MqlTradeResult res={};
      req.action=TRADE_ACTION_DEAL; req.position=t; req.symbol=_Symbol;
      req.volume=PositionGetDouble(POSITION_VOLUME);
      req.type=(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)?ORDER_TYPE_SELL:ORDER_TYPE_BUY;
      req.price=(req.type==ORDER_TYPE_SELL)?SymbolInfoDouble(_Symbol,SYMBOL_BID):SymbolInfoDouble(_Symbol,SYMBOL_ASK);
      req.type_filling=ORDER_FILLING_IOC; OrderSend(req,res);
   }
}

int CountPositions(int magic) {
   int n=0;
   for (int i=PositionsTotal()-1;i>=0;i--) {
      ulong t=PositionGetTicket(i);
      if (PositionSelectByTicket(t)&&PositionGetString(POSITION_SYMBOL)==_Symbol&&
          (int)PositionGetInteger(POSITION_MAGIC)==magic) n++;
   } return n;
}

void OpenTrade(ENUM_ORDER_TYPE type,double lots,double sl,double tp,int magic) {
   MqlTradeRequest req={}; MqlTradeResult res={};
   req.action=TRADE_ACTION_DEAL; req.symbol=_Symbol; req.volume=lots; req.type=type;
   req.price=(type==ORDER_TYPE_BUY)?SymbolInfoDouble(_Symbol,SYMBOL_ASK):SymbolInfoDouble(_Symbol,SYMBOL_BID);
   req.sl=(type==ORDER_TYPE_BUY)?req.price-sl:req.price+sl;
   req.tp=(type==ORDER_TYPE_BUY)?req.price+tp:req.price-tp;
   req.magic=magic; req.comment="Pineify EURUSD"; req.type_filling=ORDER_FILLING_IOC;
   OrderSend(req,res);
}