1. Overview
	•	Platform: MetaTrader 5 (MT5)
	•	Type: Expert Advisor (EA)
	•	Symbols: Must work on any symbol (not limited to GBPUSD / USDJPY).
	•	Timeframe: Use the chart timeframe (no internal timeframe change).
	•	Data Source: ClusterDelta “#Footprint” (or similar), using Bid / Ask volume per price level for each completed candle.
	•	Direction: Long and Short, both supported.
	•	Execution Timing: All conditions are checked only on bar close (no intrabar trading logic).

The EA trades reversals after a trend leg using footprint volume (Bid/Ask) and a daily range filter.

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2. Daily Range & Trading Session

2.1 Daily Range Definition
	•	Input:
	•	RangeStartTime (time of day, broker server time)
	•	Default: 09:00
	•	From RangeStartTime of the current trading day up to “now”, calculate:
	•	DayHigh = highest High of all candles since RangeStartTime
	•	DayLow  = lowest Low of all candles since RangeStartTime

This defines the intraday range.

2.2 Range Filter On/Off
	•	Input:
	•	UseRangeFilter (bool)
	•	true  = trade only when price is outside the daily range
	•	false = ignore range; trade both inside and outside the range
	•	When UseRangeFilter = true:
	•	For a long setup, the candle body of the last trend candle must close below DayLow (not just a wick).
	•	For a short setup, the candle body of the last trend candle must close above DayHigh.

No range restriction when UseRangeFilter = false.

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3. Trading Session Filter
	•	Inputs:
	•	SessionStartHour (time of day, server) – default 16:00
	•	SessionEndHour   (time of day, server) – default 02:00 (next day)

Logic:
	•	EA opens new trades only if current server time is within the trading session.
	•	Session may cross midnight (e.g. 16:00 → next day 02:00).
Developer must handle wrap-around:
	•	If SessionStartHour < SessionEndHour: normal same-day interval
	•	If SessionStartHour > SessionEndHour: session = [SessionStartHour → 23:59:59] UNION [00:00 → SessionEndHour]

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4. Risk & Money Management

4.1 Risk per Trade
	•	Inputs:
	•	RiskPercent – risk per trade as % of account balance
	•	Allowed range: 2% – 50%
	•	Default: 5%
	•	Calculation:
	•	MaxLossMoney = AccountBalance * RiskPercent / 100.0

4.2 Stop Loss Distance & Filter
	•	Inputs:
	•	SLBufferPipsMin, SLBufferPipsMax
	•	Both adjustable; lower bound must be ≥ 0
	•	EA must use an internal value SLBufferPips that stays in [SLBufferPipsMin, SLBufferPipsMax]
	•	MaxSLDistancePipsMin, MaxSLDistancePipsMax
	•	EA uses MaxSLDistancePips within that range
	•	If computed SL distance (in pips) is greater than MaxSLDistancePips, EA must skip the trade (no order).

4.3 Risk–Reward Ratio
	•	Inputs:
	•	RRMin, RRMax
	•	Must allow at least 1.1 to 5.0
	•	EA uses RR (Risk–Reward ratio) within [RRMin, RRMax].
	•	Take Profit:
	•	TPDistancePips = SLDistancePips * RR

All numeric inputs must have both lower and upper bounds, with lower bound 0 (or appropriate positive minimum) as discussed.

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5. General Parameter Rule (Min / Max)

For every numeric threshold used in logic (volumes, pips, etc.):
	•	The EA should provide two inputs:
	•	XxxMin
	•	XxxMax
	•	The effective value used in logic must be inside [XxxMin, XxxMax].
	•	The user can set both Min and Max via inputs.
	•	If needed, developer may:
	•	Clamp the value into this range, or
	•	Use validation and skip trade when inconsistent.

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6. Trend Leg (Pre-Reversal) Logic

We define a trend leg as a sequence of candles (up to N bars) in the direction of the upcoming reversal.

6.1 Configurable Trend Bar Count
	•	Input:
	•	TrendBarsCountMin, TrendBarsCountMax
	•	Allowed 1 to 10
	•	EA will use TrendBarsCount (integer) such that:
	•	1 ≤ TrendBarsCount ≤ 10
	•	TrendBarsCount ∈ [TrendBarsCountMin, TrendBarsCountMax]

This number is how many most recent candles are included in the “trend leg” before looking for a reversal.

Note: These candles do not have to be all bullish or all bearish. They are just the most recent bars forming the trend leg; we evaluate them by volume thresholds, not purely by candle color.

6.2 Per-Bar Volume Thresholds
For each trend bar index i (1 to TrendBarsCount), we define:
	•	For long setup (downward trend leg):
	•	We use Bid volume thresholds.
	•	Inputs:
	•	TrendBidMin[i], TrendBidMax[i] for each i
(or a generic pattern if developer prefers; concept: per-bar adjustable min/max Bid sum)
	•	Condition (per bar):
	•	SumBidVolumeOfBar(i) must be within [TrendBidMin[i], TrendBidMax[i]].
	•	For short setup (upward trend leg):
	•	We use Ask volume thresholds.
	•	Inputs:
	•	TrendAskMin[i], TrendAskMax[i] for each i
	•	Condition (per bar):
	•	SumAskVolumeOfBar(i) must be within [TrendAskMin[i], TrendAskMax[i]].

Candle indexing direction is up to the developer, but must be consistent and documented internally (e.g., i=1 is the oldest of the sequence or the nearest).

6.3 Bottom/Top 2 Slots of the Last Trend Bar
We also inspect the last trend bar (the most recent one in the trend leg) and its footprint volume distribution:
	•	For LONG setup (downward trend before reversal):
	•	We focus on the bottom 2 price levels of that candle:
	•	LastTrendBottomBid1, LastTrendBottomBid2
	•	LastTrendBottomAsk1, LastTrendBottomAsk2
	•	Inputs:
	•	LastTrendBottomBid1Min, LastTrendBottomBid1Max
	•	LastTrendBottomBid2Min, LastTrendBottomBid2Max
	•	LastTrendBottomAsk1Min, LastTrendBottomAsk1Max
	•	LastTrendBottomAsk2Min, LastTrendBottomAsk2Max
	•	Conditions:
	•	Each of these four values must fall within its respective [Min, Max].
	•	For SHORT setup (upward trend before reversal):
	•	We focus on the top 2 price levels:
	•	LastTrendTopBid1, LastTrendTopBid2
	•	LastTrendTopAsk1, LastTrendTopAsk2
	•	Inputs similarly:
	•	LastTrendTopBid1Min, LastTrendTopBid1Max, etc.

No requirement that other slots (price levels) of the trend bar are zero.
Only these 2×2 levels must be within their configured min/max ranges.

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7. Wick Filters (Trend Bar & Reversal Bar)

We have two separate wick filters:

7.1 Last Trend Bar Wick Filter
	•	Input: UseTrendBarWickFilter (bool)

If UseTrendBarWickFilter = true:
	•	For LONG setup:
	•	The last trend bar must have a lower wick (Low < min(Open, Close)).
	•	For SHORT setup:
	•	The last trend bar must have an upper wick (High > max(Open, Close)).

If the required wick is not present, no entry (setup invalid).

If UseTrendBarWickFilter = false:
	•	Wick presence on the last trend bar is ignored.

7.2 Reversal Bar Wick Filter
	•	Input: UseReversalBarWickFilter (bool)

If UseReversalBarWickFilter = true:
	•	For LONG entry:
	•	If the reversal bar has an upper wick, this is NO-ENTRY.
(We require no upper wick on the reversal bar.)
	•	For SHORT entry:
	•	If the reversal bar has a lower wick, this is NO-ENTRY.
(We require no lower wick on the reversal bar.)

If UseReversalBarWickFilter = false:
	•	Wick presence on the reversal bar is ignored.

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8. Reversal Detection Logic (Footprint-Based)

After we have a valid trend leg, we look for a reversal bar (or one of several bars) that satisfies strict footprint conditions.

8.1 Configurable Number of Reversal Bars
	•	Inputs:
	•	ReversalBarsCountMin, ReversalBarsCountMax
	•	Allowed range: 1 to 5
	•	EA uses ReversalBarsCount such that:
	•	1 ≤ ReversalBarsCount ≤ 5
	•	ReversalBarsCount ∈ [ReversalBarsCountMin, ReversalBarsCountMax]

We check up to the last ReversalBarsCount completed candles after the trend leg.
If any of these bars meets the reversal conditions, we open a trade at close of that bar.

8.2 Long Reversal Conditions (Buy Setup)
Let the candidate bar be the reversal bar.
	1.	Bid volume distribution (strict zero rule):
	•	Using footprint at each price level inside this bar:
	•	For Bid:
	•	All price levels except the bottom 2 levels must have Bid volume = 0.
	•	Only the bottom 2 price levels may have non-zero Bid.
	•	Inputs for bottom 2 Bid levels:
	•	RevBottomBid1Min, RevBottomBid1Max
	•	RevBottomBid2Min, RevBottomBid2Max
	•	Conditions:
	•	RevBottomBid1 ∈ [RevBottomBid1Min, RevBottomBid1Max]
	•	RevBottomBid2 ∈ [RevBottomBid2Min, RevBottomBid2Max]
	2.	Ask volume distribution (no zero restriction except bottom 2 are adjustable):
	•	Bottom 2 Ask levels:
	•	RevBottomAsk1, RevBottomAsk2
	•	Inputs:
	•	RevBottomAsk1Min, RevBottomAsk1Max
	•	RevBottomAsk2Min, RevBottomAsk2Max
	•	Conditions:
	•	RevBottomAsk1 ∈ [RevBottomAsk1Min, RevBottomAsk1Max]
	•	RevBottomAsk2 ∈ [RevBottomAsk2Min, RevBottomAsk2Max]
	•	Ask at all other slots (above bottom 2) has no restriction about zero; they can be any value.
	•	Additionally, we define a total Ask volume threshold:
	•	Inputs:
	•	ReversalAskTotalMin, ReversalAskTotalMax
	•	Condition:
	•	SumAskVolumeOfReversalBar ∈ [ReversalAskTotalMin, ReversalAskTotalMax]
	3.	Long-side extra rule for Bid = 0 case
	•	If the user wants “Bid completely 0” behavior, they can simply set:
	•	RevBottomBid1Min = RevBottomBid1Max = 0
	•	RevBottomBid2Min = RevBottomBid2Max = 0
	•	Because we force all other Bid levels to 0, this produces Bid total = 0.
	4.	Wick rule for reversal bar
	•	Handled by UseReversalBarWickFilter (explained above).

If all above hold, this bar is a valid long reversal bar.

8.3 Short Reversal Conditions (Sell Setup)
This is essentially the mirror of the long side, but with “top 2 slots” and Ask/Bid swapped:
	1.	Ask volume distribution (strict zero rule):
	•	For Ask:
	•	All price levels except the top 2 levels must have Ask volume = 0.
	•	Only the top 2 price levels may have non-zero Ask.
	•	Inputs:
	•	RevTopAsk1Min, RevTopAsk1Max
	•	RevTopAsk2Min, RevTopAsk2Max
	•	Conditions:
	•	RevTopAsk1 ∈ [RevTopAsk1Min, RevTopAsk1Max]
	•	RevTopAsk2 ∈ [RevTopAsk2Min, RevTopAsk2Max]
	2.	Bid volume distribution (no zero restriction except top 2 adjustable):
	•	Top 2 Bid levels:
	•	RevTopBid1, RevTopBid2
	•	Inputs:
	•	RevTopBid1Min, RevTopBid1Max
	•	RevTopBid2Min, RevTopBid2Max
	•	Conditions:
	•	RevTopBid1 ∈ [RevTopBid1Min, RevTopBid1Max]
	•	RevTopBid2 ∈ [RevTopBid2Min, RevTopBid2Max]
	•	Bid at other slots (below top 2) is not required to be zero.
	•	Total Bid volume threshold:
	•	ReversalBidTotalMin, ReversalBidTotalMax
	•	Condition:
	•	SumBidVolumeOfReversalBar ∈ [ReversalBidTotalMin, ReversalBidTotalMax]
	3.	Ask total = 0 pattern
	•	If the user wants “Ask completely 0” behavior, they can set:
	•	RevTopAsk1Min = RevTopAsk1Max = 0
	•	RevTopAsk2Min = RevTopAsk2Max = 0
	4.	Wick rule for reversal bar
	•	Controlled by UseReversalBarWickFilter for short side (as described before).

If all above hold, this bar is a valid short reversal bar.

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9. Entry Rules

9.1 Long Entry
	•	Pre-conditions:
	•	Session filter passes.
	•	Range filter conditions satisfied if UseRangeFilter = true.
	•	Valid trend leg with TrendBarsCount bars.
	•	Last trend bar bottom 2 slots matched.
	•	Reversal bar (within last ReversalBarsCount bars) satisfies all long reversal conditions.
	•	Wick filters satisfied.
	•	Entry:
	•	Open market Buy order at close price of the reversal bar.

9.2 Short Entry
	•	Same structure, but for short side (mirrored conditions).
	•	Entry:
	•	Open market Sell order at close price of the reversal bar.

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10. Stop Loss & Take Profit

10.1 Long
	•	Stop Loss:
	•	Let TrendLow = lowest Low of the trend leg (or the last trend leg low; user’s intention is “recent swing low of the downward move”).
	•	SLPrice = TrendLow - SLBufferPips * PointSize
	•	SL Distance (pips):
	•	SLDistancePips = (EntryPrice - SLPrice) / PipValueFactor
	•	If SLDistancePips > MaxSLDistancePips → NO TRADE.
	•	Take Profit:
	•	TPDistancePips = SLDistancePips * RR
	•	TPPrice = EntryPrice + TPDistancePips * PipValueFactor

10.2 Short
	•	Stop Loss:
	•	Let TrendHigh = highest High of the trend leg (recent swing high).
	•	SLPrice = TrendHigh + SLBufferPips * PointSize
	•	SL Distance:
	•	SLDistancePips = (SLPrice - EntryPrice) / PipValueFactor
	•	If SLDistancePips > MaxSLDistancePips → NO TRADE.
	•	Take Profit:
	•	TPDistancePips = SLDistancePips * RR
	•	TPPrice = EntryPrice - TPDistancePips * PipValueFactor

10.3 Lot Size Calculation (both sides)
	•	MaxLossMoney = AccountBalance * RiskPercent / 100
	•	LotSize = MaxLossMoney / (SLDistancePips * PipValuePerLot)
	•	Use broker constraints:
	•	min lot, max lot, step, etc.
	•	If computed LotSize < broker minimum → either:
	•	skip trade, or
	•	use minimum lot (clarify in implementation; recommended: skip trade).

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11. Other Implementation Notes
	1.	Bar-Close Logic Only
	•	EA must evaluate and enter trades only at bar close, not intrabar.
	2.	One Trade per Signal (locking)
	•	To avoid duplicate entries on the same bar, use a flag or bar-time check.
	3.	No Hedging
	•	Optionally, allow only one position per symbol & direction.
	•	Exact behavior can be kept simple: no new trade if there is already an open position on this symbol.
	4.	Logging & Debugging
	•	On each bar, log major decision points:
	•	Trend leg valid / invalid and reason
	•	Range filter pass/fail
	•	Reversal condition pass/fail
	•	Wick filters result
	•	SLDistance vs MaxSLDistance
	•	Final decision: trade opened / skipped and reason
	5.	Footprint Data Access
	•	EA needs to access the Bid / Ask volume per price level in the completed candle of the #Footprint indicator.
	•	If needed, we can agree on:
	•	Indicator buffer indices
	•	How “slots / levels” are defined (price step, depth, total number of levels)
	•	The important logic is:
	•	For long: check bottom 2 levels of the bar.
	•	For short: check top 2 levels of the bar.
	•	Enforce zero / non-zero and min/max ranges as described.

Below is an additional specification I would like to request on top of the previously delivered EA specification.
Please integrate this as an optional filter, keeping all existing logic untouched.

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Optional MA Trend Filter (5MA)

This is an optional filter used to confirm the slope of the market trend based on a moving average.
It does not replace any existing conditions.
When enabled, it simply verifies that the selected trend legs (1–10 bars) are aligned with a consistent MA slope before allowing an entry.

New Parameters
	•	UseMATrendFilter
Boolean. Enable or disable MA slope filtering. Default: false.
	•	MATrendPeriod
Integer. MA period used for slope analysis. Default: 5.
	•	MATrendTimeframe
Timeframe for the MA calculation. Default: current chart timeframe.
	•	MATrendBarsToCheck
Integer. Number of trend bars to validate MA slope.
Range: 1–10.
Default: 5.
	•	MATrendMinStepPoints
Minimum movement of the MA (in points) per bar to consider the slope valid.
If set to 0, only the direction matters. Default: 0.

Logic Summary

Let N be the number of bars used for this check:
N = the smaller value of TrendBarsUsed and MATrendBarsToCheck.

For each of these N bars, the MA value at the close of that bar is referenced.

Long Setup Requirement

For a long entry, the MA must be consistently sloping down across the selected N bars.

Condition:
MA[i] - MA[i-1] must be less than or equal to -MATrendMinStepPoints.

If this slope condition fails, the long entry is rejected.

Short Setup Requirement

For a short entry, the MA must be consistently sloping up across the selected N bars.

Condition:
MA[i] - MA[i-1] must be greater than or equal to MATrendMinStepPoints.

If this slope condition fails, the short entry is rejected.

General Notes
	•	This filter is optional.
	•	Turning UseMATrendFilter OFF fully disables all MA slope checks.
	•	This filter does not alter the footprint logic, trend leg logic, range logic, wick logic, or SL/TP logic.
	•	It only serves as an additional confirmation of trend structure quality.