This include file common_functions.mqh is required by most of the scripts and EAs you download from me (here and elsewhere). This is the site where you will always find the most recent version.
It defines some functions i commonly use in all my indicators and EAs. Amongst others (printing into the chart, plotting objects, doing all sorts of commonly used things) it contains functions for a more reliable order management (it will catch and handle all the various errors that may occur when using the Order*() API of Metatrader 4 and it will help dealing with the design flaw of its single-threadedness in the multithreaded environment of multiple EAs running at the same time ("trade context busy" and friends).
This file belongs into the experts/include/ folder of your metatrader installation. You don't need to compile it, it will be included by the EAs and other code and scripts you downloaded from my site and compiled automatically if needed. From time to time I update this file and add more functions, but i try to keep the existing ones (at least their API) unchanged.
Current version is 2011.08.23.1 - download at the bottom of the page
Documentation is available at http://7bit.99k.org/common__functions_8mqh.html