MACD Histogram Strategy for MetaTrader 5:
Working MQL5 Code + Backtest

#property copyright "Spenddock Strategy"
#property link      "https://spenddock.com"
#property version   "1.00"
#property strict

#include <Trade\Trade.mqh>

// === INPUTS ===
input int    MACDFast       = 12;       // MACD fast period
input int    MACDSlow       = 26;       // MACD slow period
input int    MACDSignal     = 9;        // MACD signal period
input int    VolumePeriod   = 20;       // Volume SMA period
input int    ATRPeriod      = 14;       // ATR period
input double StopATRMult    = 1.5;     // Stop loss ATR multiplier
input double TPATRMult      = 3.0;     // Take profit ATR multiplier
input double LotSize        = 0.1;     // Trade lot size
input int    MagicNumber    = 234567;  // Expert Advisor magic number

// === GLOBALS ===
CTrade trade;
int macdHandle;
int atrHandle;

int OnInit()
{
    trade.SetExpertMagicNumber(MagicNumber);
    
    macdHandle = iMACD(_Symbol, PERIOD_H4, MACDFast, MACDSlow, MACDSignal, PRICE_CLOSE);
    atrHandle = iATR(_Symbol, PERIOD_H4, ATRPeriod);
    
    if(macdHandle == INVALID_HANDLE || atrHandle == INVALID_HANDLE)
    {
        Print("Failed to create indicator handles");
        return(INIT_FAILED);
    }
    return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{
    if(macdHandle != INVALID_HANDLE) IndicatorRelease(macdHandle);
    if(atrHandle != INVALID_HANDLE)  IndicatorRelease(atrHandle);
}

// Calculate simple moving average of tick volume
double GetVolumeSMA(int period, int shift)
{
    double sum = 0;
    for(int i = shift; i < shift + period; i++)
    {
        sum += (double)iVolume(_Symbol, PERIOD_H4, i);
    }
    return sum / period;
}

void OnTick()
{
    // Only run on new bar
    static datetime lastBar = 0;
    datetime currentBar = iTime(_Symbol, PERIOD_H4, 0);
    if(currentBar == lastBar) return;
    lastBar = currentBar;

    // Get MACD histogram values (buffer index 2 = histogram)
    double histBuffer[];
    ArraySetAsSeries(histBuffer, true);
    if(CopyBuffer(macdHandle, 2, 1, 2, histBuffer) < 2) return;
    
    double histCurrent = histBuffer[0];   // Most recent completed bar
    double histPrevious = histBuffer[1];  // Bar before that

    // Get ATR value
    double atrBuffer[];
    ArraySetAsSeries(atrBuffer, true);
    if(CopyBuffer(atrHandle, 0, 1, 1, atrBuffer) <= 0) return;
    double atrValue = atrBuffer[0];

    // Get volume data
    double currentVolume = (double)iVolume(_Symbol, PERIOD_H4, 1);
    double avgVolume = GetVolumeSMA(VolumePeriod, 1);

    // Detect zero-line crosses
    bool bullishCross = histPrevious <= 0 && histCurrent > 0;
    bool bearishCross = histPrevious >= 0 && histCurrent < 0;
    bool volumeConfirm = currentVolume > avgVolume;

    bool hasPosition = PositionSelect(_Symbol);

    // === CLOSE OPPOSITE POSITIONS ===
    if(hasPosition)
    {
        long posType = PositionGetInteger(POSITION_TYPE);
        
        // Close long on bearish cross
        if(posType == POSITION_TYPE_BUY && bearishCross)
            trade.PositionClose(_Symbol);
        
        // Close short on bullish cross
        if(posType == POSITION_TYPE_SELL && bullishCross)
            trade.PositionClose(_Symbol);
    }

    // === ENTRY LOGIC ===
    hasPosition = PositionSelect(_Symbol);
    if(!hasPosition && volumeConfirm)
    {
        double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
        double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
        double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
        int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);

        if(bullishCross)
        {
            double sl = NormalizeDouble(ask - atrValue * StopATRMult, digits);
            double tp = NormalizeDouble(ask + atrValue * TPATRMult, digits);
            trade.Buy(LotSize, _Symbol, ask, sl, tp, "MACD Bull Cross");
        }
        else if(bearishCross)
        {
            double sl = NormalizeDouble(bid + atrValue * StopATRMult, digits);
            double tp = NormalizeDouble(bid - atrValue * TPATRMult, digits);
            trade.Sell(LotSize, _Symbol, bid, sl, tp, "MACD Bear Cross");
        }
    }
}