NAS100 EA MT5: Nasdaq Expert Advisor with MQL5 Code & Backtest

//+------------------------------------------------------------------+
//| NAS100 Opening Range Breakout EA                                |
//| Pineify.app                                                      |
//+------------------------------------------------------------------+
#property copyright "Pineify.app"
#property version   "1.00"

input int    MagicNumber  = 789012;
input double Lots         = 0.01;
input int    RangeMinutes = 5;       // Range duration in minutes
input double MinATR       = 200;     // Min ATR in points
input double MaxGapPct    = 0.5;     // Max overnight gap %
input int    CloseHour    = 12;      // NY time close hour

double rHigh=0, rLow=0, prevClose=0;
bool rangeSet=false, traded=false;
datetime lastDay=0;
int atrH; double atrBuf[];

int OnInit() {
   atrH = iATR(_Symbol, PERIOD_M5, 14);
   ArraySetAsSeries(atrBuf, true);
   return INIT_SUCCEEDED;
}

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

void OnTick() {
   MqlTick tick;
   if (!SymbolInfoTick(_Symbol, tick)) return;
   MqlDateTime dt; TimeToStruct(tick.time, dt);

   datetime today = StringToTime(TimeToString(tick.time, TIME_DATE));
   if (today != lastDay) {
      prevClose = iClose(_Symbol, PERIOD_D1, 1);
      rHigh=0; rLow=0; rangeSet=false; traded=false; lastDay=today;
   }

   if (dt.hour >= CloseHour) { CloseAll(); return; }

   // Build 5-minute opening range from 9:30
   if (dt.hour == 9 && dt.min >= 30 && dt.min < 30 + RangeMinutes) {
      if (rHigh == 0 || tick.ask > rHigh) rHigh = tick.ask;
      if (rLow  == 0 || tick.bid < rLow)  rLow  = tick.bid;
      return;
   }

   if (!rangeSet && dt.hour == 9 && dt.min >= 30 + RangeMinutes) rangeSet = true;
   if (!rangeSet || traded) return;

   // Gap filter
   if (prevClose > 0) {
      double gapPct = MathAbs(rHigh - prevClose) / prevClose * 100.0;
      if (gapPct > MaxGapPct) return;
   }

   CopyBuffer(atrH, 0, 0, 2, atrBuf);
   if (atrBuf[1] < MinATR * _Point) return;

   double range = rHigh - rLow;
   if (tick.ask > rHigh) {
      OpenTrade(ORDER_TYPE_BUY,  Lots, range * 0.75, range * 1.5, MagicNumber);
      traded = true;
   } else if (tick.bid < rLow) {
      OpenTrade(ORDER_TYPE_SELL, Lots, range * 0.75, range * 1.5, MagicNumber);
      traded = true;
   }
}

void CloseAll() {
   for (int i=PositionsTotal()-1;i>=0;i--) {
      ulong t=PositionGetTicket(i);
      if (!PositionSelectByTicket(t)||(int)PositionGetInteger(POSITION_MAGIC)!=MagicNumber) 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);
   }
}

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 NAS100"; req.type_filling=ORDER_FILLING_IOC;
   OrderSend(req,res);
}