Expert Advisor Development — Your Strategy as an MQL4 / MQL5 Robot

// Volatility-adjusted stop and risk-percent lot sizing (strategy signal intentionally left as a stub)
#include <Trade\Trade.mqh>
CTrade trade;

input double RiskPercent = 1.0;     // risk per trade, % of balance
input int    AtrPeriod   = 14;
input double AtrSlMult   = 1.5;     // stop distance = ATR x multiplier
input ulong  MagicNumber = 240901;

int      atrHandle = INVALID_HANDLE;
datetime lastBar   = 0;

int OnInit()
{
   trade.SetExpertMagicNumber(MagicNumber);
   atrHandle = iATR(_Symbol, PERIOD_CURRENT, AtrPeriod);
   return (atrHandle == INVALID_HANDLE) ? INIT_FAILED : INIT_SUCCEEDED;
}

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

bool IsNewBar()
{
   datetime t = iTime(_Symbol, PERIOD_CURRENT, 0);
   if(t == lastBar) return false;
   lastBar = t;
   return true;
}

bool HasOpenPosition()
{
   for(int i = PositionsTotal() - 1; i >= 0; i--)
      if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == (long)MagicNumber)
         return true;
   return false;
}

double LotsForRisk(double slDistance)
{
   double riskMoney  = AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent / 100.0;
   double tickValue  = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
   double tickSize   = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
   double lossPerLot = slDistance / tickSize * tickValue;
   if(lossPerLot <= 0.0) return 0.0;

   double step = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
   double lots = MathFloor(riskMoney / lossPerLot / step) * step;
   if(lots < SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN)) return 0.0;   // risk too small for the minimum lot
   return MathMin(lots, SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX));
}

int SignalDirection() { return 0; }   // +1 buy, -1 sell, 0 none: your strategy goes here

void OnTick()
{
   if(!IsNewBar() || HasOpenPosition()) return;

   double atr[];
   if(CopyBuffer(atrHandle, 0, 1, 1, atr) != 1) return;      // last closed bar

   int dir = SignalDirection();
   if(dir == 0) return;

   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double dist = atr[0] * AtrSlMult;
   double lots = LotsForRisk(dist);
   if(lots <= 0.0) return;

   bool ok = (dir > 0) ? trade.Buy(lots, _Symbol, ask, ask - dist, ask + 2 * dist)
                       : trade.Sell(lots, _Symbol, bid, bid + dist, bid - 2 * dist);
   if(!ok)
      PrintFormat("Order failed: retcode=%u (%s)", trade.ResultRetcode(), trade.ResultRetcodeDescription());
}