XAU DumpRisk + FVG Dashboard v1 (MQL5)

Objective

Build a standalone dashboard module (preferably an EA, can also be an indicator) for XAUUSD that evaluates dump (sharp drop) risk and displays the result directly on the chart (on-screen display).

✅ The module must not open trades.
✅ The module only calculates and displays:

• DumpRisk % (0–100)

• Mode: NORMAL / SAFE / NO_TRADE

• Top reasons (2–3) why the risk is high

• Lock (if a hard trigger forces NO_TRADE for a period of time)

Quality Requirements (Critical)

• 100% compatible with MT5 / MQL5

• 0 errors, 0 warnings in MetaEditor

• Robust CopyRates() / CopyBuffer() usage: always check return values

• CPU optimization

  • Perform calculations only on a new M5 bar when ComputeOnlyOnNewM5Bar = true

  • Recalculate FVG (H1/H4) only when needed (ideally on a new H1/H4 bar + caching)

  • No unnecessary work in OnTick()

• Code must be clean and clearly commented (functions, logic, score mapping)

• All thresholds, weights, values, and settings must be input parameters (tunable directly in MT5, not only in code)

1) INPUTS (Everything Adjustable in MT5)

1.1 Global Thresholds and Modes

• int DropPoints = 30;

• int HorizonMinutes = 60; (buffer)

• int ScoreSafe = 35;

• int ScoreNoTrade = 60;

• int NoTradeLockMinutes = 60;

• bool ComputeOnlyOnNewM5Bar = true;

• bool ShowDashboard = true;

1.2 Category Weights (Contributions to 0–100)

All must be input so they can be tuned:

• int W_Volatility = 25;

• int W_Micro = 25;

• int W_Divergence = 20;

• int W_Spread = 15;

• int W_Session = 10;

• int W_Structure = 10;

• int W_FVG_ContribMax = 20; (maximum FVG contribution to the final score)

Note: The developer must ensure clamping/normalization so the system works correctly even if the weights are changed.

2) Modules (Architecture)

A) DataCache

• Safe CopyRates() for: M1, M5, H1, H4

• Maintain lastBarTime for M5/H1/H4

• If ComputeOnlyOnNewM5Bar = true , compute only on a new M5 bar

B) FeatureEngine

Compute category sub-scores:

• Volatility (0.. W_Volatility )

• Microstructure (0.. W_Micro )

• Divergences / exhaustion (0.. W_Divergence )

• Spread proxy (0.. W_Spread )

• Session (0.. W_Session )

• Structure (0.. W_Structure )

C) FVGEngine (H1 + H4)

• Detect bearish FVG zones (3-candle model)

• Fill status: when filled >= FVG_FillPct → zone becomes inactive

• Find nearest bearish FVG below + stack count

• Compute FVG_RiskScore (0..25), then
  FVG_Contrib = min(W_FVG_ContribMax, FVG_RiskScore)

D) DumpRiskEngine

• Compute final DumpRiskScore (0..100) as the sum of category contributions (normalized to weights)

• Determine mode: NORMAL / SAFE / NO_TRADE

• Apply hard triggers + lock

E) Dashboard (Display)

• Use OBJ_LABEL (preferred), top-left corner

• Show DumpRisk %, Mode, lock (if active), and top reasons

3) Exact Calculations + Score Mapping (v1)

IMPORTANT: All thresholds and boundaries below must be input parameters (tunable in MT5).

3.1 Volatility (0..W_Volatility)

Inputs

• int ATR_Period = 14;

• double Vol_Ratio_L1 = 0.90;

• double Vol_Ratio_L2 = 1.20;

• double Vol_Ratio_L3 = 1.50;

• double Vol_Ratio_L4 = 1.90;

• int Vol_Score1 = 5;

• int Vol_Score2 = 8;

• int Vol_Score3 = 12;

• int Vol_Score4 = 17;

• int Vol_Score5 = 22;

TR spikes (bonus)

• int TRSpikes_Lookback = 24;

• double TRSpikes_Factor = 1.8;

• int TRSpikes_B1 = 1;

• int TRSpikes_B2 = 2;

• int TRSpikes_B3 = 3;

• int TRSpikes_Th1 = 2;

• int TRSpikes_Th2 = 4;

• int TRSpikes_Th3 = 6;

Logic

• Compute ATR_M5 , ATR_H1

• baseline = ATR_H1 / 12

• ratio = ATR_M5 / baseline

• Map ratio to base score ( Vol_Score1..Vol_Score5 )

• Add bonus based on spike count (0.. TRSpikes_B3 )

• Clamp result to 0..W_Volatility (scale if required)

3.2 Microstructure (0..W_Micro)

Micro = Wicks + FailedBO + BearImpulse
Each component has its own maximum points (all adjustable).

Inputs

• int WickBars = 12;

• int Wick_Max = 12;

• int FailedBO_Lookback = 20;

• int FailedBO_Max = 6;

• int BearImpulse_LookbackM1 = 6;

• double BearImpulse_ATRMult = 1.2;

• int BearImpulse_Max = 7;

3.2.1 WickScore (0..Wick_Max)

Threshold inputs

• double Wick_AvgUpper_T1 = 0.22;

• double Wick_AvgUpper_T2 = 0.30;

• double Wick_AvgUpper_T3 = 0.38;

• int Wick_AvgScore1 = 1;

• int Wick_AvgScore2 = 3;

• int Wick_AvgScore3 = 6;

• int Wick_AvgScore4 = 8;

• double Wick_BadFrac_T1 = 0.10;

• double Wick_BadFrac_T2 = 0.25;

• double Wick_BadFrac_T3 = 0.40;

• int Wick_BadScore1 = 0;

• int Wick_BadScore2 = 2;

• int Wick_BadScore3 = 3;

• int Wick_BadScore4 = 4;

• double Wick_BodyRatioBad = 0.25;

• double Wick_UpperRatioBad = 0.40;

Logic

• avgUpperScore + badFracScore , clamp to 0..Wick_Max

3.2.2 FailedBreakoutScore (0..FailedBO_Max)

Inputs

• int FBO_Th1 = 1;

• int FBO_Th2 = 3;

• int FBO_Th3 = 5;

• int FBO_Score0 = 0;

• int FBO_Score1 = 1;

• int FBO_Score2 = 3;

• int FBO_Score3 = 5;

• int FBO_Score4 = 6;

• int FBO_LocalWindow = 5; (comparison window for local high)

3.2.3 BearImpulseScore (0..BearImpulse_Max)

Inputs

• double Impulse_ClosePosMax = 0.25;

• double Impulse_BodyFactor = 0.60;
  (open-close must exceed Impulse_BodyFactor * ATR_M1 * BearImpulse_ATRMult)

• double Impulse_Str1 = 1.2;

• double Impulse_Str2 = 1.8;

• int Impulse_Score1 = 4;

• int Impulse_Score2 = 6;

• int Impulse_Score3 = 7;

3.3 Divergences / Exhaustion (0..W_Divergence)

Div = RSI state + RSI divergence + EMA slope

Inputs

• int RSI_Period = 14;

• int EMA_SlopeBars = 10;

• int Div_RSI_Max = 6;

• int Div_RSIdiv_Max = 8;

• int Div_EMAslope_Max = 6;

RSI state inputs

• double RSI_T1 = 55;

• double RSI_T2 = 60;

• double RSI_T3 = 65;

• int RSI_S1 = 1;

• int RSI_S2 = 3;

• int RSI_S3 = 4;

• int RSI_S4 = 6;

RSI divergence inputs

• int Div_SwingLookback = 60;

• int Div_Score = 8;

EMA slope inputs (points)

• double EMA_Slope_PosHi = 15;

• double EMA_Slope_PosLo = 5;

• double EMA_Slope_Neg = -5;

• int EMA_Slope_S0 = 0;

• int EMA_Slope_S1 = 2;

• int EMA_Slope_S2 = 4;

• int EMA_Slope_S3 = 6;

3.4 Spread Proxy (0..W_Spread)

Inputs

• int Spread_BufferM1 = 50;

• double SpreadZ_T1 = 0.5;

• double SpreadZ_T2 = 1.0;

• double SpreadZ_T3 = 1.5;

• double SpreadZ_T4 = 2.0;

• int Spread_S1 = 2;

• int Spread_S2 = 5;

• int Spread_S3 = 9;

• int Spread_S4 = 12;

• int Spread_S5 = 15;

Implementation

• Use a circular buffer of spread values, update on a new M1 bar

• z = (SpreadNow - mean) / std

• Map to points, clamp to 0..W_Spread

3.5 Session Risk (0..W_Session)

Inputs

• int Session_London_Start = 8;

• int Session_London_End = 10;

• int Session_NY_Start = 14;

• int Session_NY_End = 16;

• int Session_Rollover_Start = 23;

• int Session_Rollover_End = 1; (handle midnight crossover 23–01)

• int Session_Add = 4;

Clamp result to 0..W_Session

3.6 Structure (0..W_Structure)

Inputs

• int BOS_Lookback = 20;

• double BOS_BufferPoints = 2;

• int Struct_ScoreNoBOS = 2;

• int Struct_ScoreBOS = 10;

Logic

• structureLow from bars 2..(lookback+1)

• If close(shift=1) < structureLow - BOS_BufferPoints*_Point → BOS = true

4) FVG ENGINE (H1 + H4) – Exact and Adjustable

Inputs

• bool UseFVG = true;

• ENUM_TIMEFRAMES FVG_TF1 = PERIOD_H1;

• ENUM_TIMEFRAMES FVG_TF2 = PERIOD_H4;

• int FVG_LookbackH1 = 400;

• int FVG_LookbackH4 = 250;

• double FVG_FillPct = 80.0;

• double FVG_StackATRWindow = 1.5;

• double FVG_DistATR_T1 = 0.75;

• double FVG_DistATR_T2 = 1.50;

• double FVG_DistATR_T3 = 2.50;

• double FVG_SizeATR_T1 = 0.40;

• double FVG_SizeATR_T2 = 0.80;

Scoring inputs

• int FVG_S_Dist1 = 12;

• int FVG_S_Dist2 = 7;

• int FVG_S_Dist3 = 3;

• int FVG_S_Size1 = 1;

• int FVG_S_Size2 = 3;

• int FVG_S_Size3 = 5;

• int FVG_S_Stack0 = 0;

• int FVG_S_Stack1 = 1;

• int FVG_S_Stack2 = 3;

• int FVG_S_Stack3 = 4;

• int FVG_S_InsideZone = 4;

Combining

• double FVG_CombineH1Weight = 0.65;

• double FVG_CombineH4Weight = 0.35;

Output

• FVG_RiskScore in range 0..25

• FVG_Contrib = min(W_FVG_ContribMax, FVG_RiskScore)

5) Hard Triggers + NO_TRADE Lock (Adjustable)

Inputs

• int HardA_FVG_Min = 12;

• bool HardA_RequireBOS = true;

• int HardA_LockMinutes = 60;

• int HardB_FVG_Min = 10;

• bool HardB_RequireBearImpulse = true;

• double HardB_LockFactor = 0.75;

Logic

• If lock is active → always NO_TRADE

• Trigger A: FVG >= HardA_FVG_Min AND BOS == true
  → NO_TRADE + lock HardA_LockMinutes

• Trigger B: FVG >= HardB_FVG_Min AND BearImpulse == true
  → NO_TRADE + lock round(NoTradeLockMinutes * HardB_LockFactor)

6) Dashboard Output (Display) + Reasons

Display using OBJ_LABEL .

Required lines

1. DumpRisk: XX% | Mode: NORMAL/SAFE/NO_TRADE

2. Drop: 30pts | Safe:35 | NoTrade:60

3. Vol: x Micro: x Div: x Spr: x Sess: x Str: x FVG: x

4. Reasons: ... (top 2–3 texts)

5. Lock: XX min (only if active)

Top reasons must be selected from the highest contributing categories.

Examples

• FVG(H4): bearish below

• BOS(M5): true

• BearImpulse(M1): true

• SpreadZ: 2.1

• Wicks: high distribution

7) Performance Rules (Must Be Followed)

OnTick

• If ComputeOnlyOnNewM5Bar = true → only check for a new bar; compute only then

CopyRates

• M5: only required windows (e.g., ~80 bars for divergence)

• M1: only for impulse + spread-buffer update on a new M1 bar

FVG

• H1/H4 scan only when needed + caching
  (do not scan 400/250 bars on every tick)

Delivery

• .mq5 file (EA or indicator)

• Compiles with 0 warnings / 0 errors

• Short usage notes:

  • how to attach it to XAUUSD M5

  • what Mode means