MyLibs for MetaTrader 5

https://github.com/xmattc/mt5-quant-lib
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A modular MQL5 codebase providing reusable classes and utilities for accelerating Expert Advisor...
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### EA setup/teardown with ResourceManager (trend_following_ea.mq5)

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/ResourceManager.md

Example of EA setup and teardown using ResourceManager, as in trend_following_ea.mq5. Registers generic indicator handles in OnInit and releases them in OnDeinit.

```mql5
ResourceManager resource_manager;
int tl_handle[], trig_handle[];

int OnInit() {
    ArrayResize(tl_handle, ArraySize(SymbolsArray));
    for (int i = 0; i < ArraySize(SymbolsArray); i++) {
        tl_handle[i]   = iMA(SymbolsArray[i], PERIOD_CURRENT, 100, 0, MODE_SMA, PRICE_CLOSE);
        trig_handle[i] = iRSI(SymbolsArray[i], PERIOD_CURRENT, 14, PRICE_CLOSE);
        resource_manager.register_handle(tl_handle[i]);
        resource_manager.register_handle(trig_handle[i]);
    }
    return INIT_SUCCEEDED;
}

void OnDeinit(const int reason) {
    resource_manager.release_all_handles();
}
```

--------------------------------

### Using price-side constants example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/MarketDataUtils.md

Example using price-side constants to get ask and bid prices. Checks for 0.0 to detect invalid price_side or symbol.

```mql5
double ask = utils.get_bid_ask_price("EURUSD", 1);  // == SymbolInfoDouble(SYMBOL_ASK)
double bid = utils.get_bid_ask_price("EURUSD", 2);  // == SymbolInfoDouble(SYMBOL_BID)
if (ask == 0.0 || bid == 0.0) { /* price_side out of range or symbol invalid */ }
```

--------------------------------

### Bar-gated logic example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/MarketDataUtils.md

Example of bar-gated logic using is_new_bar with PERIOD_CURRENT and a daily start time of "00:05". Runs strategy once per closed bar.

```mql5
MarketDataUtils utils;
if (utils.is_new_bar("EURUSD", PERIOD_CURRENT, "00:05")) {
    // run strategy once per closed bar
}
```

--------------------------------

### Daily-bar sync example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/MarketDataUtils.md

Example of daily-bar sync after broker restart using PERIOD_D1 and daily start time "00:15". Calls ResetDailyBaseline() on new daily bar.

```mql5
if (utils.is_new_bar(symbol, PERIOD_D1, "00:15")) {
    ResetDailyBaseline();
}
```

--------------------------------

### Window logic with known failures example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TimeZones.md

Window logic example converting Frankfurt open and close times to broker time and checking if the current time is within that window. The heading notes known failures.

```mql5
datetime broker_open = tz.timezone_conversions("Ffm", StringToTime("08:00"), "Broker");
datetime broker_close = tz.timezone_conversions("Ffm", StringToTime("16:30"), "Broker");
bool in_window = (TimeCurrent() >= broker_open && TimeCurrent() <= broker_close);
```

--------------------------------

### release_handles shutdown example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrHandleManager.md

Example of calling release_handles in OnDeinit to clean up ATR handles.

```mql5
void OnDeinit(const int reason) {
    mgr.release_handles();
}
```

--------------------------------

### Full lifecycle example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/MultiSymbolSignalTracker.md

Shows explicit cleanup in OnDeinit, noting that the destructor would also perform cleanup.

```mql5
MultiSymbolSignalTracker signals;   // container
void OnDeinit(const int reason) {
    signals.clear();                // explicit cleanup (destructor would do it too)
}
```

--------------------------------

### Basic timezone conversion example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TimeZones.md

Basic example converting 09:00 NY time to broker time and checking if the NY session is open. Uses the timezone_conversions method.

```mql5
TimeZones tz;
datetime ny_9am = tz.timezone_conversions("NY", StringToTime("09:00"), "Broker");
if (TimeCurrent() >= ny_9am) { /* NY session open */ }
```

--------------------------------

### Combined usage with entry sizing

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/StopLogic.md

Combined example showing how to use both switch functions together with entry sizing.

```mql5
StopLogic logic;
double sl_price = logic.sl_specified_value_switch(sl_mode, inp_sl_var, my_bespoke_sl);
double tp_price = logic.tp_specified_value_switch(tp_mode, inp_tp_var, my_bespoke_tp);
```

--------------------------------

### Dynamic lot factor usage example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/DrawdownControl.md

Example usage of the dynamic lot factor method. Passes a trailing buffer percent of 20.0 with interpolation bounds 0.5 and 1.0, then applies the returned factor to base lots.

```mql5
DrawdownControl dd;
double factor = dd.lot_correction_dynamic(20.0, 0.5, 1.0);
double lots = base_lots * factor;
```

--------------------------------

### Lazy creation and lifetime example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/MultiSymbolSignalTracker.md

Demonstrates lazy creation of a tracker on first access and explicit cleanup in OnDeinit to prevent leaks.

```mql5
MultiSymbolSignalTracker track;
SignalStateTracker* t = track.get_tracker("AUDNZD");  // created on first access
t.update_signal_tracker(false, true);

void OnDeinit(const int reason) {
    track.clear();  // frees all trackers; prevents leaks
}
```

--------------------------------

### Example — full TP pricing including risk multiple

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/CalculatePositionData.md

Shows how to use calculate_take_profit with TP_SL_MULTIPLE to set a take-profit at 2× the SL distance above entry.

```mql5
double tp = calc.calculate_take_profit("EURUSD", price, sl, 1, "TP_SL_MULTIPLE", 2.0, PERIOD_CURRENT);
// tp is 2× the SL distance above entry
```

--------------------------------

### Live-price trailing example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AdjustPosition.md

Example call to trailing_stop_atr with live price (use_bar_close=false). Uses live bid/ask for trailing.

```mql5
adjust_pos.trailing_stop_atr("EURUSD", runner_magic, PERIOD_CURRENT, 1.0, 1.0, 14, false);
```

--------------------------------

### Debugging overlay example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrBands.md

Example usage of plot_bands to create a debugging overlay on the chart.

```mql5
atr_bands.plot_bands("EURUSD", ma_handle, 14, PERIOD_CURRENT, 1.0, 50, clrOrange, 2);
```

--------------------------------

### Print all city times example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TimeZones.md

Example calling get_timezone_time with print_time=true to print all six city times. The returned value is stored in t.

```mql5
TimeZones tz;
datetime t = tz.get_timezone_time("Lon", true);   // prints all six city times
```

--------------------------------

### Multiple windows via multiple instances example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TradeWindow.md

Creates two TradeSessionUtils instances to check morning and evening windows separately, then trades if either is open.

```mql5
TradeSessionUtils morning, evening;
bool in_morning = morning.trade_window("07:00", "11:00");
bool in_evening = evening.trade_window("18:00", "22:00");
if (in_morning || in_evening) { /* trade */ }
```

--------------------------------

### Per-symbol signal updates example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/MultiSymbolSignalTracker.md

Shows how to use get_tracker to update and read signal state for a specific symbol.

```mql5
MultiSymbolSignalTracker tracker;
bool long_sig = ..., short_sig = ...;
tracker.get_tracker("EURUSD").update_signal_tracker(long_sig, short_sig);
int bars_ago = tracker.get_tracker("EURUSD").get_long_signal();
```

--------------------------------

### EA exit calls example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/ExitOrders.md

Example EA exit calls using ExitOrders. Shows condition-based closes with close_bars=0 and a bar-count-based close after 3 daily bars.

```mql5
ExitOrders exit_orders;
exit_orders.close_buy_orders(symbol, exit_long, 0, PERIOD_CURRENT, magic_number);   // condition-based
exit_orders.close_sell_orders(symbol, exit_short, 0, PERIOD_CURRENT, runner_magic);
exit_orders.close_buy_orders(symbol, false, 3, PERIOD_D1, 1000);                     // close after 3 daily bars
```

--------------------------------

### Include library modules

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/trend_following_ea.mq5.md

Lists the public library modules included by the example EA. These includes expose the full API surface used throughout the rest of the file.

```mql5
#include <MyLibs/BacktestUtils/CustomMax.mqh>
#include <MyLibs/BacktestUtils/TestDataSplit.mqh>
#include <MyLibs/Indicators/AtrBands.mqh>
#include <MyLibs/Indicators/TrendlineAnalyser.mqh>
#include <MyLibs/Orders/AdjustPosition.mqh>
#include <MyLibs/Orders/EntryOrders.mqh>
#include <MyLibs/Orders/ExitOrders.mqh>
#include <MyLibs/Utils/Enums.mqh>
#include <MyLibs/Utils/MarketDataUtils.mqh>
#include <MyLibs/Utils/MultiSymbolSignalTracker.mqh>
#include <MyLibs/Utils/ResourceManager.mqh>
```

--------------------------------

### Example — combined optimizer logic

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/CustomMax.md

Combines win/loss ratio and win percent metrics, preferring the ratio when the sample is large enough, otherwise falling back to percentage.

```mql5
CustomMax c_max;

// prefer win ratio when the sample is large enough, else win percent
double ratio = c_max.calculate_custom_criteria(CM_WIN_LOSS_RATIO, 20);
double win   = c_max.calculate_custom_criteria(CM_WIN_PERCENT, 20);

double fitness;
if (TesterStatistics(STAT_TRADES) >= 20 && ratio > 0.0)
    fitness = ratio;                 // win/loss ratio is the primary sort key
else
    fitness = win;                   // fall back to percentage

return fitness;
```

--------------------------------

### Example — fixed daily exit

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/ExitOrders.md

Example call to daily_timed_exit that closes EURUSD positions after 1 day and at 21:00 broker time, filtering by magic number 1000.

```mql5
bool closed = exit_orders.daily_timed_exit("EURUSD", StringToTime("21:00"), 1, 1000);
```

--------------------------------

### Example — EA OnTester (as shipped)

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/CustomMax.md

Shows how to use CustomMax in an EA's OnTester function, returning the custom criteria based on input parameters.

```mql5
CustomMax c_max;

double OnTester() {
    return c_max.calculate_custom_criteria(inp_custom_criteria, inp_opt_min_trades);
}
```

--------------------------------

### Basic SignalStateTracker usage

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/SignalStateTracker.md

Basic usage example. Creates a tracker, updates it with a short signal, checks if it's recent within 3 bars, and prints the bar index (1).

```mql5
SignalStateTracker tracker;
tracker.update_signal_tracker(false, true);   // short trigger now
bool recent = tracker.short_signal_recent(3); // true: happened 1 bar ago
Print(tracker.get_short_signal());            // 1
```

--------------------------------

### Example — profitable timed exit

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/ExitOrders.md

Example call to daily_timed_profit_exit that closes EURGBP positions after 1 day, using the H1 bar close, exit time 16:00 in NY timezone, and magic number 1000.

```mql5
exit_orders.daily_timed_profit_exit("EURGBP", PERIOD_H1, "16:00", "NY", 1, 1000);
```

--------------------------------

### Example — band levels

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrBands.md

Example usage of the band-level methods. Creates an AtrBands instance and computes upper, lower, and middle band values for EURUSD using a moving average value and ATR period 14.

```mql5
AtrBands bands;
double upper = bands.upper_band("EURUSD", ma_value, 14, PERIOD_CURRENT, 1.0, 1);
double lower = bands.lower_band("EURUSD", ma_value, 14, PERIOD_CURRENT, 1.0, 1);
double mid   = bands.middle_band("EURUSD", ma_value, PERIOD_CURRENT, 1);
```

--------------------------------

### Example - basic weekly range line

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/ChartUtils.md

Draws a horizontal line at 1.0850, then moves it to 1.0840 using the same object name.

```mql5
ChartUtils chart;
chart.draw_line(1.0850, "SupportLevel", clrRed);   // draw
chart.draw_line(1.0840, "SupportLevel", clrRed);   // move to new level, same object
```

--------------------------------

### Basic usage of sl_specified_value_switch

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/StopLogic.md

Basic example: when the mode is SL_SPECIFIED_VALUE, the computed value is returned.

```mql5
StopLogic logic;
double sl = logic.sl_specified_value_switch(EnumToString(SL_SPECIFIED_VALUE), 0.0, 1.05230);
// sl == 1.05230 because mode is SL_SPECIFIED_VALUE
```

--------------------------------

### Example — one-position-per-magic guard (EA pattern)

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/OrderTracker.md

Checks if there are no open BUY positions for EURUSD with magic 1000 before opening another. Uses count_open_positions with order_side=1.

```mql5
OrderTracker tracker;
if (tracker.count_open_positions("EURUSD", 1, 1000) == 0) {
    // safe to open another BUY in magic group 1000
}
```

--------------------------------

### Basic daily filter example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TradeWindow.md

Creates a TradeSessionUtils instance and checks if the current time is within the overnight session from 22:00 to 01:00. If true, executes strategy logic.

```mql5
TradeSessionUtils session;
if (session.trade_window("22:00", "01:00")) {
    // overnight session — execute strategy logic
}
```

--------------------------------

### Guarding empty buffers with detect_cross

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TrendlineAnalyser.md

Example of guarding against empty buffers. It initializes the output booleans to false and only acts when a cross is detected, ensuring outputs are only true on valid reads.

```mql5
bool cl = false, cs = false;
tl_tools.detect_cross(symbol, handle, cl, cs, 1);
if (cl || cs) {
    // cross detected on the last closed bar — outputs are only true on valid reads
}
```

--------------------------------

### Example — force a minimum sample size

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/CustomMax.md

Forces a minimum sample size by returning 0 when fewer than 25 trades, causing the optimizer run to be rejected.

```mql5
CustomMax c_max;
double fitness = c_max.calculate_custom_criteria(CM_WIN_LOSS_RATIO, 25);
if (fitness == 0.0) {
    // fewer than 25 trades — optimizer run rejected (return 0)
}
```

--------------------------------

### get_atr_handle creation failure handling

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrHandleManager.md

Example of handling creation failure when the symbol is unknown. Prints a fallback message if handle is INVALID_HANDLE.

```mql5
AtrHandleManager mgr;
int h = mgr.get_atr_handle("UNKNOWN_SYMBOL", PERIOD_CURRENT, 14);
if (h == INVALID_HANDLE) {
    Print("ATR handle not available — falling back to fixed stop distance");
}
```

--------------------------------

### Train/test split on even years

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TestDataSplit.md

Example train/test split on even years. Calls in_test_period with EVEN_YEARS and runs the test configuration when true.

```mql5
TestDataSplit split;
bool in_test = split.in_test_period(EVEN_YEARS);
if (in_test) {
    // run the "test" configuration
}
```

--------------------------------

### EA gate for opening positions

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TestDataSplit.md

Example EA gate for opening positions. Uses in_test_period with the input parameter inp_data_split_method to skip new positions outside the test set.

```mql5
TestDataSplit data_split;

// inside manage_orders():
if (!data_split.in_test_period(inp_data_split_method)) return;  // no new positions outside the test set
```

--------------------------------

### Example — basic sizing

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/CalculatePositionData.md

Shows how to use calculate_stoploss and calculate_lots to compute a lot size based on a percentage risk. Uses LOT_MODE_PCT_RISK with a 2% risk. Prints a message if the lot size is invalid.

```mql5
CalculatePositionData calc;
double price = SymbolInfoDouble("EURUSD", SYMBOL_ASK);
double sl = calc.calculate_stoploss("EURUSD", price, 1, "SL_ATR_MULTIPLE", 1.5, PERIOD_CURRENT);
double lots = calc.calculate_lots("EURUSD", price - sl, price, "LOT_MODE_PCT_RISK", 2.0);
if (lots <= 0.0) {
    Print("No valid lot size — SL too close or account constraints");
}
```

--------------------------------

### Example: daily close rollover guard

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TimeZones.md

Shows how to call ny_daily_close to get the most recent NY daily close and use it as a reference level. The function returns 0.0 on failure, so check the return value before using it.

```mql5
TimeZones tz;
double ny_close = tz.ny_daily_close("EURUSD", 1);
if (ny_close > 0.0) {
    // use as daily reference level
}
```

--------------------------------

### EA trendline signals per bar

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TrendlineAnalyser.md

Example usage in an EA to get trendline signals per bar. It calls detect_cross for the last closed bar and the previous bar, and trend_direction for the last closed bar, then checks the outputs.

```mql5
TrendlineAnalyser tl_tools;
bool cross_long, cross_short, dir_long, dir_short;

tl_tools.detect_cross("EURUSD", tl_handle, cross_long, cross_short, 1);
tl_tools.detect_cross("EURUSD", tl_handle, cross_long_prev, cross_short_prev, 2); // previous bar
tl_tools.trend_direction("EURUSD", tl_handle, dir_long, dir_short, 1);

if (cross_long) { /* price broke above the trendline */ }
if (dir_long)   { /* price is above the trendline */ }
```

--------------------------------

### EA pullback signals example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrBands.md

Example usage of AtrBands to identify pullback signals in an Expert Advisor.

```mql5
AtrBands atr_bands;
bool in_upper = atr_bands.inside_upper_band(symbol, tl_hand, 14, PERIOD_CURRENT, 1.0, 1);
bool pullback  = atr_bands.crossed_below_upper_band(symbol, tl_hand, 14, PERIOD_CURRENT, 1.0, 1);
```

--------------------------------

### Import modules into Expert Advisor

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/README.md

Shows how to include and instantiate the EntryOrders and AdjustPosition classes in an Expert Advisor.

```cpp
#include <MyLibs/Orders/EntryOrders.mqh>
#include <MyLibs/Orders/AdjustPosition.mqh>

EntryOrders entry_orders;
AdjustPosition adjust_pos;
```

--------------------------------

### get_range_start

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/RangeCalculator.md

Returns the start time of the current range.

```APIDOC
## get_range_start

### Description
Returns the start time of the current range.

### Method
datetime

### Signature
datetime get_range_start()

### Parameters
None

### Returns
- **datetime** - Range start time.
```

--------------------------------

### Expected directory structure

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/README.md

Shows the expected folder structure after copying the library into the Include directory.

```text
MQL5/

└── Include/
    └── MyLibs/
        ├── Indicators/
        ├── Orders/
        ├── Utils/
        ├── BacktestUtils/
        └── ...
```

--------------------------------

### Resistant reset example

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/SignalStateTracker.md

Resets the tracker and verifies that no long signal is recorded, returning false for has_long_signal().

```mql5
tracker.reset();
bool safe = tracker.has_long_signal();   // false — fresh state
```

--------------------------------

### Fallback behavior of sl_specified_value_switch

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/StopLogic.md

Fallback example: when another mode is selected, the user input value is returned.

```mql5
StopLogic logic;
string mode = "SL_ATR_MULTIPLE";
double sl = logic.sl_specified_value_switch(mode, 1.5, 1.05230);
// sl == 1.5 — user input wins; the EA-computed absolute value is ignored
```

--------------------------------

### Instantiate library classes

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/trend_following_ea.mq5.md

Instantiates one object for each library class used by the EA. These instances are the working objects referenced throughout the trading logic.

```mql5
AdjustPosition adjust_pos;
AtrBands atr_bands;
CustomMax c_max;
EntryOrders entry_orders;
ExitOrders exit_orders;
MarketDataUtils m_utils;
MultiSymbolSignalTracker track_trigger_signal;
ResourceManager resource_manager;
TestDataSplit data_split;
TrendlineAnalyser tl_tools;
```

--------------------------------

### Example — session range with entry gating

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/RangeCalculator.md

Initializes a RangeCalculator for a session range (Mon–Fri, 07:00–09:00) and checks for high breakouts in OnTick. Requires prior entry in the range for breakout detection.

```mql5
RangeCalculator range;

int OnInit() {
    range.range_days(false, true, true, true, true, true, false);  // Mon–Fri only
    // start="07:00", end="09:00", order expiry="09:30", close="10:00", 8 positional args
    range.initilise_range(_Symbol, PERIOD_H1, "07:00", "09:00", "09:30", "10:00", "Broker", false);
    return INIT_SUCCEEDED;
}

void OnTick() {
    range.calculate_range();

    if (range.get_range_high_breakout()) {
        // price broke above the range high (requires prior entry in range)
        // e.g. place a buy stop at range.get_range_high()
    }
    Print("Range high/low/mid: ", range.get_range_high(), " / ", range.get_range_low(), " / ", range.get_range_mid());
}
```

--------------------------------

### determine_daily_dd_limit

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/DrawdownControl.md

Determines whether the daily drawdown limit has been reached based on current equity and the daily start equity.

```APIDOC
## determine_daily_dd_limit

### Description
Determines whether the daily drawdown limit has been reached based on current equity and the daily start equity.

### Method
bool

### Signature
bool determine_daily_dd_limit()

### Parameters
None

### Returns
- **bool** - True if the daily drawdown limit is reached, false otherwise.
```

--------------------------------

### get_atr_value basic usage

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrHandleManager.md

Example of calling get_atr_value with EURUSD, PERIOD_H1, and period 14. Checks for EMPTY_VALUE before using the value.

```mql5
double atr = mgr.get_atr_value("EURUSD", PERIOD_H1, 14);
if (atr != EMPTY_VALUE)
    double trail_distance = atr * 1.5;
```

--------------------------------

### Include TradeWindow.mqh

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TradeWindow.md

Includes the TradeWindow.mqh header file, which transitively includes MyLibs/Utils/TimeZones.mqh.

```mql5
#include <MyLibs/Utils/TradeWindow.mqh>
```

--------------------------------

### get_atr_handle basic usage

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrHandleManager.md

Example of calling get_atr_handle with EURUSD, PERIOD_H1, and period 14. Checks for INVALID_HANDLE before using the handle.

```mql5
AtrHandleManager mgr;
int h = mgr.get_atr_handle("EURUSD", PERIOD_H1, 14);
if (h != INVALID_HANDLE) {
    // use h ...
}
```

--------------------------------

### open_buy_orders / open_sell_orders

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/EntryOrders.md

Documentation for the open_buy_orders and open_sell_orders functions, including parameters, return value, and behavior.

```APIDOC
## open_buy_orders / open_sell_orders

### Description
Opens a buy or sell position with ATR-based stop-loss and take-profit, configurable lot sizing, and a magic number for trade grouping. Returns `true` only if the platform reported a successful `PositionOpen`.

### Method
Function call (MQL5)

### Endpoint
`open_buy_orders` / `open_sell_orders`

### Parameters
- **symbol** (string) - Required - Symbol to trade
- **condition** (bool) - Required - Gate — if `false`, returns `false` without trading
- **atr_period** (ENUM_TIMEFRAMES) - Required - Timeframe for ATR-based SL/TP
- **_sl_mode** (string) - Required - SL mode string (see `SL_MODE`)
- **sl_var** (double) - Required - SL parameter
- **_tp_mode** (string) - Required - TP mode string (see `TP_MODE`)
- **tp_var** (double) - Required - TP parameter
- **_lot_mode** (string) - Required - Lot mode string (see `LOT_MODE`)
- **lot_var** (double) - Required - Lot/risk value
- **_magic_number** (long) - Required - Magic number for the trade group

### Returns
`true` only if the platform reported a successful `PositionOpen`; `false` if `condition` is false, a matching position already exists for (side, magic), lot calculation yields ≤ 0, or the platform rejected the order (reason printed).

### Behavior
- **Buy path:** `price = SYMBOL_ASK` (buy at ask). Guard: `count_open_positions(symbol, 1, magic) > 0` → skip. Computes `stop_loss = calculate_stoploss(price, side=1)`, `take_profit = calculate_take_profit(...)`, `sl_distance = price - stop_loss`, `lots = calculate_lots(...)`. Sets `trade.SetExpertMagicNumber(_magic_number)`, comment `"Magic Number: <n>"`, then `trade.PositionOpen(symbol, ORDER_TYPE_BUY, lots, current_price, stop_loss, take_profit, comment)`.
- **Sell path:** identical with `price = SYMBOL_BID`, `side = 2`, `ORDER_TYPE_SELL`, `sl_distance = stop_loss - price`.
```

--------------------------------

### TestDataSplit::in_test_period

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/TestDataSplit.md

Documentation for the TestDataSplit class method in_test_period, including parameters, return value, rule table, and usage examples.

```APIDOC
## [MQL5] TestDataSplit::in_test_period

### Description
Determines whether the current time falls within the "test" group based on the specified split rule (odd/even year, month, or week). This method is used to gate backtest execution or trading decisions on train/test data splits.

### Method
`bool in_test_period(MODE_SPLIT_DATA data_split_method)`

### Parameters
- **data_split_method** (MODE_SPLIT_DATA) - Required - The split rule to apply. Possible values: `NO_SPLIT`, `ODD_YEARS`, `EVEN_YEARS`, `ODD_MONTHS`, `EVEN_MONTHS`, `ODD_WEEKS`, `EVEN_WEEKS`.

### Returns
`true` when the current moment belongs to the "test" group per the rule; `false` otherwise.

### Rule Table
| method | matching condition |
|--------|--------------------|
| `NO_SPLIT` | always `true` |
| `ODD_YEARS` | `year % 2 == 1` |
| `EVEN_YEARS` | `year % 2 == 0` |
| `ODD_MONTHS` | `month % 2 == 1` |
| `EVEN_MONTHS` | `month % 2 == 0` |
| `ODD_WEEKS` | week index odd |
| `EVEN_WEEKS` | week index even |

### Example — EA gate for opening positions (as shipped)
```mql5
TestDataSplit data_split;

// inside manage_orders():
if (!data_split.in_test_period(inp_data_split_method)) return;  // no new positions outside the test set
```

### Example — train/test split on even years
```mql5
TestDataSplit split;
bool in_test = split.in_test_period(EVEN_YEARS);
if (in_test) {
    // run the "test" configuration
}
```
```

--------------------------------

### Include AtrBands header

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/AtrBands.md

Include the AtrBands header file to use the AtrBands class. This is the first step before using any of its methods.

```mql5
#include <MyLibs/Indicators/AtrBands.mqh>
```

--------------------------------

### EA entry block using open_buy_orders and open_sell_orders

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/EntryOrders.md

EA entry block from manage_orders. Creates an EntryOrders instance and calls open_buy_orders and open_sell_orders with the EA's input variables for SL, TP, lot mode, and magic number.

```mql5
EntryOrders entry_orders;
bool long_in = ...; bool short_in = ...;

entry_orders.open_buy_orders(symbol, long_in, PERIOD_CURRENT,
                             sl_mode, inp_sl_var, tp_mode, inp_tp_var,
                             lot_mode, lot_var, magic_number);
entry_orders.open_sell_orders(symbol, short_in, PERIOD_CURRENT,
                              sl_mode, inp_sl_var, tp_mode, inp_tp_var,
                              lot_mode, lot_var, magic_number);
```

--------------------------------

### Usage example for first_profitable_close_exit

Source: https://github.com/xmattc/mt5-quant-lib/blob/master/_autodocs/api-reference/ExitOrders.md

Closes positions for AUDCAD on H1 bar close when profitable, using runner_magic as the magic number filter.

```mql5
// Close as soon as a bar closes in profit:
exit_orders.first_profitable_close_exit("AUDCAD", PERIOD_H1, runner_magic);
```
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