GuardTrades Library for MQL5

Overview
How It Works
Installation
How to Activate Modules
Using the MA Cross Example
Module Features
Utility Methods
Contributing & Roadmap

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Read the full article about GuardTrades on Medium

Overview

GuardTrades is a custom MQL5 wrapper built directly on top of the standard CTrade library. Its primary purpose is to act as a security firewall for Expert Advisors (EAs). Before any trade is opened or modified, GuardTrades runs the requested order through a series of enabled filter modules to ensure the trade complies with strict risk management, technical, and environmental rules.

How It Works

The core of the library is the CGuardTrades class, which inherits from CTrade. It overrides standard trading functions such as Buy(), Sell(), OrderOpen(), and PositionOpen(). When an EA calls these methods, CGuardTrades first intercepts the request and runs the ApplyFilters() method.

If all active filters pass, the order is routed to the underlying CTrade method and executed. If any filter fails, the trade is blocked and a warning is printed to the terminal.

Installation

Important: You must copy the entire GuardTrades folder into the same directory as your Expert Advisor before including the library.

Step-by-Step

Copy the GuardTrades folder into your EA's directory inside the MetaTrader 5 Experts folder. Your file structure should look like this:

MQL5/

└── Experts/
└── YourEAFolder/
├── YourEA.mq5
└── GuardTrades/
├── GuardTrades.mqh
├── G_Positions.mqh
├── G_Symbols.mqh
├── G_Calendar.mqh
├── G_PriceArea.mqh
├── G_Technical.mqh
└── Indicators/
└── Fractal.mq5

Compile the custom indicator GuardTrades/Indicators/Fractal.mq5 if you plan to use the Price Area Filter's Fractals feature. Open it in MetaEditor and press F7 to compile.

Open your EA file (e.g., YourEA.mq5) and add the #define macros for the modules you want, then include the library:

// Step 1: Define the modules you need (BEFORE the #include)

#define GUARD_MODULE
#define SYMBOL_MODULE
#define CALENDAR_MODULE
#define PRICE_AREA_MODULE
#define TECHNICAL_MODULE

// Step 2: Include the library (path is relative to your EA file)
#include "./GuardTrades/GuardTrades.mqh"

Replace CTrade with CGuardTrades in your EA. Wherever you previously declared CTrade trade;, change it to:
```
CGuardTrades trade;
      
```
Compile your EA in MetaEditor (F7). All filter input parameters will automatically appear in the EA's settings panel when you attach it to a chart.

How to Activate Modules

To save performance and memory, filters are modular. You can enable or disable them using preprocessor macros (#define) at the very top of your EA, before including the library.

// Enable desired modules
#define GUARD_MODULE
#define SYMBOL_MODULE
#define CALENDAR_MODULE
#define PRICE_AREA_MODULE
#define TECHNICAL_MODULE

// Include the wrapper after definitions
#include "./GuardTrades/GuardTrades.mqh"

If a macro is not defined, its corresponding filter is entirely bypassed and excluded from compilation. For example, if you only need risk management and time filtering:

#define GUARD_MODULE
#define CALENDAR_MODULE

#include "./GuardTrades/GuardTrades.mqh"

This approach keeps the compiled EA lightweight—only the filters you actually use consume memory and CPU.

Using the MA Cross Example

The included MAcross.mq5 file demonstrates a complete working EA that uses all five GuardTrades modules.

How the example is structured

Module Activation: At the top of the file, all five modules are enabled via #define.
EA Inputs: Standard strategy inputs are declared (FastMAPeriod, SlowMAPeriod, LotSize, StopLoss, TakeProfit).
Global Instance: A single CGuardTrades trade; object is created globally.
Initialization (OnInit): MA indicator handles are created using trade.ExpertSymbol() and trade.ExpertTimeFrame() — these helper methods return the chart’s symbol and timeframe automatically.
Signal Generation: buySignal() and sellSignal() detect fast/slow MA crossovers.
Execution (OnTick): When a signal fires, the EA calls trade.Buy() or trade.Sell(). You do not need to manually check risk, spread, time, or any other condition — the trade object runs every enabled filter automatically before executing.
Day-End Cleanup: trade.CloseAllPositionsAtDayEnd() is called every tick to close all expert positions and cancel pending orders at 23:55 server time.

#define GUARD_MODULE
#define SYMBOL_MODULE
#define CALENDAR_MODULE
#define PRICE_AREA_MODULE
#define TECHNICAL_MODULE

input int FastMAPeriod = 10;
input int SlowMAPeriod = 30;
input double LotSize = 0.1;
input double StopLoss = 200;
input double TakeProfit = 400;

#include "./filters/GuardTrades.mqh"

// Global instance — replaces CTrade
CGuardTrades trade;

void OnTick()
{
   MqlTick tick;
   if(!SymbolInfoTick(trade.ExpertSymbol(),tick)) return;

   trade.CloseAllPositionsAtDayEnd();

   // Check buy signal
   if(buySignal())
   {
      // Close opposite position first
      if(PositionSelect(trade.ExpertSymbol()) && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
         trade.PositionClose(trade.ExpertSymbol());

      // Open buy — filters are checked automatically inside trade.Buy()
      if(!PositionSelect(trade.ExpertSymbol()))
         trade.Buy(LotSize, trade.ExpertSymbol(), tick.bid,
                   tick.bid - StopLoss * trade.ExpertPoint(),
                   tick.bid + TakeProfit * trade.ExpertPoint());
   }

   // Check sell signal
   if(sellSignal())
   {
      if(PositionSelect(trade.ExpertSymbol()) && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
         trade.PositionClose(trade.ExpertSymbol());

      if(!PositionSelect(trade.ExpertSymbol()))
         trade.Sell(LotSize, trade.ExpertSymbol(), tick.ask,
                    tick.ask + StopLoss * trade.ExpertPoint(),
                    tick.ask - TakeProfit * trade.ExpertPoint());
   }
}

Module Features

1. Guard Filter (`G_Positions.mqh`)

This module manages account-level and trade-level risk constraints. It is the most critical safety layer.

Checks Performed:

Environment Safety: Verifies that trading is enabled in the terminal, the broker allows trading on the account, and the terminal is connected to the server. If the account is a real account and InpAllowTradingReal is false, trading is blocked.
Max Positions: Counts all open positions on the account and compares against InpMaxPositions. Then counts only positions opened by this EA (matched by Magic Number) and compares against InpMaxExpertPositions.
Lot & Risk Constraints: Blocks the trade if the requested volume exceeds InpMaxLot. For risk calculation, it uses the Stop Loss distance, tick value, and tick size to compute the dollar risk. It then checks both the percentage risk (riskAmount / balance * 100) and absolute dollar risk against their respective limits.
Margin Safety: Calculates (FreeMargin / Equity) * 100 and blocks if below InpMinFreeMarginPercent. Also checks the broker-reported Margin Level and blocks if below InpMinMarginLevel (only when margin is actively used).
Spam Prevention: Implements a hardcoded 2-second cooldown. If the EA attempts the exact same order type on the same symbol within 2 seconds, the trade is blocked. This protects against EA logic bugs that fire repeated orders on every tick.

2. Symbol Filter (`G_Symbols.mqh`)

This module validates environmental and broker-level conditions for the specific trading pair.

Checks Performed:

Symbol Tradability: Confirms the broker allows orders on the symbol (SYMBOL_ORDER_MODE) and that the trade mode is SYMBOL_TRADE_MODE_FULL. Symbols in close-only or disabled mode are blocked.
Fresh Quotes: Retrieves the latest tick and verifies it is less than 1 second old. Stale tick data (e.g., during connection issues) will block the trade.
Spread Safety: Reads the current spread in points and blocks the trade if it exceeds InpMaxSpreadPoints. Invalid (zero or negative) spreads also trigger a block.
Trade Session: Queries SymbolInfoSessionTrade() to check if the market session is currently open. Trades outside session hours are blocked.
Liquidity: Checks the session tick volume (SYMBOL_SESSION_VOLUME) against a minimum threshold to avoid trading in illiquid conditions.
Volatility: Calculates intraday volatility as (High - Low) / Point and blocks if it falls below a minimum threshold.
Execution Safety: Warns about freeze levels and blocks if the stops level is excessively high (> 50 points).
Symbol Exposure: Scans all open positions for the given symbol and calculates current position count, total lots, and total monetary risk. It then checks whether adding the new trade would exceed InpMaxSymbolPositions, InpMaxSymbolLot, InpMaxSymbolRiskMoney, or InpMaxSymbolRiskPercents.

3. Calendar Filter (`G_Calendar.mqh`)

Controls when the EA is permitted to trade based on time and days.

Checks Performed:

Allowed Days: Uses the server’s current day of the week and checks against the boolean inputs. For example, setting TradeFriday = false will block all trades on Fridays.
Time Windows: Converts the start/end strings to minutes since midnight and checks if the current server time falls within any of the 3 defined windows. A window is considered disabled if its start and end are both 00:00. The EA will only trade if the current time is inside at least one active window.
Volatile Hours Protection: As an additional hardcoded rule, high-volume trades (> 1.0 lots) on EURUSD are blocked during the 13:00–15:00 server time window to avoid volatile news-driven hours.

4. Price Area Filter (`G_PriceArea.mqh`)

Ensures trades only happen in specific structural market zones based on deviation bands. Each sub-filter can be independently enabled or disabled. When enabled, the price must be inside the zone for the trade to be allowed.

Checks Performed:

High/Low Area: Copies recent High and Low candle data for the configured timeframe and lookback period. Finds the highest high and lowest low, then checks if the current price falls within a symmetric deviation band (level ± level * deviation%). Visual horizontal lines are drawn on the chart showing the band boundaries.
Fractals Area: Uses a custom Bill Williams Fractals indicator (filters/Indicators/Fractal.mq5) to identify recent upper and lower fractal levels. The filter checks if the current price is within the deviation band of any recent fractal. The custom indicator must be compiled separately.
Round Prices: Calculates the nearest psychological round number based on RoundDigits (e.g., with RoundDigits=2, levels are 1.10, 1.20, 1.30, etc.). The trade is only allowed if the price is within the deviation band of that round level.
Visual Feedback: The filter draws horizontal lines on the chart for the upper band, lower band, and the center level, making it easy to visually confirm the active zone.

Note: If multiple sub-filters are enabled (e.g., both High/Low and Round), the price must be inside all enabled zones for the trade to pass.

5. Technical Filter (`G_Technical.mqh`)

Blocks trades if current market momentum or trend contradicts standard technical indicators. Each indicator filter can be independently enabled or disabled.

Checks Performed:

ADX Filter: Reads the ADX indicator value. If ADX <= ADXThreshold, the trade is blocked. This ensures the market is trending strongly enough to justify entry.
ATR Filter: Reads the ATR value. If ATR <= ATRThreshold, the trade is blocked. This prevents entries in extremely low-volatility environments where price movement may not reach the Take Profit.
MA Alignment Filter: For buy-type orders, the current price must be above the Moving Average. For sell-type orders, the price must be below the MA. This ensures trades are aligned with the broader trend direction.
RSI Filter: For buy-type orders, blocks the trade if RSI >= RSIOverbought (e.g., 70). For sell-type orders, blocks if RSI <= RSIOversold (e.g., 30). This prevents entering against extreme momentum.
ATR Compare Filter: Compares two ATR values calculated on different timeframes/periods. The trade is only allowed if ATR(x) > ATR(y). This is useful for confirming that short-term volatility exceeds longer-term norms.
MACD Filter: For buy-type orders, the MACD line must be above the Signal line. For sell-type orders, the MACD line must be below the Signal line. This confirms momentum direction before entry.

Utility Methods

The CGuardTrades class also provides several helper methods beyond filtering:

Method	Description
`ExpertSymbol()` / `ExpertSymbol(string)`	Get or set the EA’s working symbol (defaults to `_Symbol`)
`ExpertTimeFrame()` / `ExpertTimeFrame(ENUM_TIMEFRAMES)`	Get or set the EA’s working timeframe (defaults to `_Period`)
`ExpertPoint()` / `ExpertDigits()`	Get the chart’s point size and digit count
`ExpertPositionsTotal()`	Count open positions created by this EA (matched by Magic Number)
`ExpertOrdersTotal()`	Count pending orders created by this EA
`CloseAllPositionsAtDayEnd()`	At 23:55 server time, closes all EA positions and cancels pending orders

Contributing & Roadmap

GuardTrades is an open-source project and we warmly invite the trading community to contribute, improve, and extend it. Whether you are an experienced MQL5 developer or just getting started, there are many ways to help:

Ideas for New Modules

News Filter: A real-time economic calendar filter using MQL5’s built-in Calendar* functions to block trades around high-impact news events (NFP, CPI, FOMC, etc.).
Correlation Filter: Prevent opening correlated positions (e.g., long EURUSD and long GBPUSD simultaneously) to reduce portfolio risk.
Drawdown Filter: Block new trades when the account is experiencing a drawdown beyond a defined threshold.
Session Filter: Advanced session-based filtering (Asian, London, New York sessions) with customizable overlap handling.
Equity Curve Filter: Only allow trades when the EA’s equity curve is above its own moving average (meta-strategy filtering).

How to Contribute

Fork the repository
Create a new filter following the existing module pattern (create a class with an ApplyFilter() method)
Add a #define macro and conditional includes in GuardTrades.mqh
Submit a Pull Request with a clear description of what your filter does

Reporting Issues

If you find a bug, have a suggestion, or want to request a feature, please open an issue on the repository. All feedback is valuable.

Every EA deserves a guardian. Help us build the most comprehensive trade safety library for MQL5. Together we can make algorithmic trading safer for everyone.

Table of Contents

📖 Read on Medium

Overview

How It Works

Installation

Step-by-Step

How to Activate Modules

Using the MA Cross Example

How the example is structured

Module Features

1. Guard Filter (`G_Positions.mqh`)

2. Symbol Filter (`G_Symbols.mqh`)

3. Calendar Filter (`G_Calendar.mqh`)

4. Price Area Filter (`G_PriceArea.mqh`)

5. Technical Filter (`G_Technical.mqh`)

Utility Methods

Contributing & Roadmap

Ideas for New Modules

How to Contribute

Reporting Issues

References

Table of Contents

📖 Read on Medium

Overview

How It Works

Installation

Step-by-Step

How to Activate Modules

Using the MA Cross Example

How the example is structured

Module Features

1. Guard Filter (G_Positions.mqh)

2. Symbol Filter (G_Symbols.mqh)

3. Calendar Filter (G_Calendar.mqh)

4. Price Area Filter (G_PriceArea.mqh)

5. Technical Filter (G_Technical.mqh)

Utility Methods

Contributing & Roadmap

Ideas for New Modules

How to Contribute

Reporting Issues

References

1. Guard Filter (`G_Positions.mqh`)

2. Symbol Filter (`G_Symbols.mqh`)

3. Calendar Filter (`G_Calendar.mqh`)

4. Price Area Filter (`G_PriceArea.mqh`)

5. Technical Filter (`G_Technical.mqh`)