Pipsgrowth EX15003 SMC-OrderBlock

EX15003 maps where institutional liquidity pools are most likely to sit on XAUUSD's 5-minute chart, and waits for a price rejection to fire off those pools before it commits capital. It is the most defensively wired member of the SMC-OrderBlock family in the EX15 lineup — the full twelve-layer stack (regime detection, signal generation, entry, confirmation, no-trade gating, capital cap, risk, sizing, management, exit, scaling, and OnTester) is actually plumbed into the code rather than merely claimed in the header. The trading idea rests on the SMC observation that price does not move in straight lines — it sweeps obvious liquidity resting above prior swing highs and below prior swing lows, and only then reverses. The EA's job is to identify those liquidity pools, wait for a wick or engulfing candle to form at the level, and trade the rejection with the higher-timeframe trend as a filter.

Zone detection. The signal engine runs on every new M5 bar. DetectSwingPivot() walks each closed bar at InpSignalShift=1 and checks two bars to the left and two bars to the right: if the bar is a strict high (no neighbor on either side matching it), it is registered as a swing-high liquidity pool; if it is a strict low, it is a swing-low pool. Each new pool is pushed into the global g_zones[] array via AddZone(), which also draws a horizontal OBJ_HLINE on the chart in crimson (for upper pools) or sea green (for lower pools), so the trader can see the levels visually. The array is capped at 64 simultaneous zones; new zones are skipped if they fall within 50 points (ZONE_BUFFER_POINTS) of an existing zone on the same side, and each zone expires 24 hours after its creation time (the InpZoneAgeHours input). This means the EA always trades a finite, age-bounded library of candidate levels — never stale ones from a week ago.

Entry trigger. A zone becomes a candidate the moment price trades into its reaction band. The band thickness is InpZoneThicknessPts=80 points on either side of the pivot. When ask for a buy-side zone (or bid for a sell-side zone) crosses into the band, the EA calls ConfirmAll(), which enforces three independent gates: (1) CheckHTFTrend() — the H1 close must be above the H1 EMA50 for a buy, below for a sell (InpRequireHTF=true); (2) CheckEngulfing() — the current bar's body must engulf the previous bar's body in the trade direction (InpRequireEngulfing=true); (3) CheckSurge() — the bar's directional body move must be at least 0.10% of open (SURGE_PCT=0.0010). If all three gates pass, the trade is sent. Two more sub-checks run: PyramidAllowed() for scaling-in eligibility, and SideCount(buy)<=ZONE_MAX_SYMBOL_SIDE=1 so the EA never holds two positions in the same direction on the same symbol at the same time. Once a zone fires, it is consumed: g_zones[i].active=false and the chart line is removed.

The regime classifier. This is the part of the EA that decides whether the current volatility environment is even worth trading. CalcRegime() reads 200 bars of ATR(14), ADX(14), and Bollinger Bands(20, 2.0) width, then ranks the current values into percentiles. Seven outcomes are possible: R_STRONG_TREND (ADX >= 28), R_WEAK_TREND (ADX 20-28), R_RANGE (ATR-percentile <= 25 and no strong ADX), R_COMPRESS (ATR-percentile <= 25 AND BB-width-percentile <= 25), R_EXPAND (both >= 80), R_BREAKOUT (ATR-percentile >= 80, BB-width not extreme), and R_CHOPPY (the fallback when nothing else matches). RegimeAllowsEntry() returns true only for STRONG_TREND, WEAK_TREND, BREAKOUT, and EXPAND — in other words, the EA only fires when the market is actually moving. If regime is RANGE, R_COMPRESS, or R_CHOPPY, entries are blocked at the no-trade gate, and (if InpExitOnRegimeFlip=true, the default) existing positions are closed by ManageRegimeExit().

Risk and sizing. Position size is computed by CalcLotByRisk() against a hard-SL distance. The user specifies risk as a percentage of effective capital: InpRiskPercent=0.5% by default. Effective capital is EffCapital(), which returns MathMin(InpCapAmount, equity) if a capital cap is set (InpCapAmount>0.0), or full equity otherwise. The 0.5% risk figure, applied to the current ATR-derived SL distance, gives the lots the EA requests; ClampVolume() then snaps to the symbol's volume step, floor, and ceiling. If the risk-percent calc fails for any reason, the EA falls back to InpFixedLot=0.01. Before sending the order, SendEntry() calls OrderCalcMargin() to compute the margin requirement and refuses if the account's free margin is insufficient. A retry-on-requote/timeout branch inside SendEntry() re-attempts the order once with no specified price (letting the broker fill at market) before giving up.

The no-trade gate. This is the most heavily-armored part of the EA. NoTradeReason() returns the first failing condition it finds, in this order: kill-switch (InpKillSwitch), capital below InpCapFloor=50.0, current spread > InpMaxSpreadPts=60.0 points, current spread > 2x the 50-bar rolling average (RollingSpreadAvg()), off-session (hour outside 7-21 server time, or weekend), disallowed regime, cooldown active, daily loss >= InpDailyLossPct=3.0% of effective capital, weekly loss >= InpWeeklyLossPct=6.0%, daily trade count >= MAX_DAILY_TRADES=8, concurrent positions >= InpMaxConcurrent=3, and ATR-not-available. The order matters: a daily-loss breach blocks new entries even if everything else is green, which is exactly the defensive behavior the SMC family is meant to deliver.

Trade management. Once a position is open, four management functions run on every tick. ManageBreakEven() ratchets the stop to entry+5 points once the trade reaches +1R. ManagePartial() closes 50% of the position at TP1, defined as ATR(14) * PARTIAL_ATR_MULT=2.7 (~+1.5R). ManageTrail() activates an ATR-trail of ATR(14) * TRAIL_ATR_MULT=2.5 once the position reaches +1.2R. ManageRegimeExit() closes everything if the regime classifier re-evaluates to RANGE, COMPRESS, or CHOPPY. ManageOppositeExit() closes the trade if the H1 EMA50 flips against the position direction (a long is closed if H1 close falls below H1 EMA50; a short is closed if H1 close rises above). All modify/close calls go through the TryModify_EX15003 / TryClose_EX15003 / TryClosePartial_EX15003 retry helpers, which each make up to 3 attempts with 100-200ms backoff on REQUOTE / TIMEOUT / PRICE_OFF / PRICE_CHANGED — so a brief requote doesn't drop the trailing-stop modification.

Pyramiding. PyramidAllowed() allows up to PYR_MAX_LEVELS=3 positions in the same direction, but only if all existing positions in that direction are at >= +0.5R, the regime is not R_CHOPPY or R_COMPRESS, and the spread is below the cap. Pyramid lots are parent_lot * PYR_LOT_FACTOR=0.5, and the spacing between pyramids is ATR(14) * PYR_ATR_SPACING_MULT=1.5. The effect: the EA can add two more entries on a clean trend continuation, each smaller and further out, but it cannot pyramid into a loss.

OnTester. A custom criterion: (net_profit * profit_factor) / (1.0 + relative_drawdown_pct), requiring at least 30 trades before it returns a non-zero score. The DD term in the denominator penalizes high-drawdown passes even if they made money — which is consistent with the "Safe" framing of the variant.

OnInit / OnDeinit. OnInit creates the seven indicator handles (ATR, ADX, BB, RSI, EMA20, EMA50, H1 EMA50), aborts with INIT_FAILED if any returns INVALID_HANDLE, and sets magic, deviation (20 points), and filling mode. OnDeinit releases all seven handles and deletes the chart objects. The InpDryRun=true default means the EA's order-send path is short-circuited until the user explicitly sets it to false — the EA logs [DRY-RUN] BUY lot=0.0X ... instead of actually opening positions. This is the right default for a Safe variant: it lets a trader attach the EA to a chart, watch the logs and the liquidity lines, and confirm the signal engine is firing as expected before any capital is at risk.