ENGINE BLUEPRINT — VERSION 2.0 (WORD-SAFE CODE FORMAT)
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ENGINE BLUEPRINT — WORDSAFE CODE FORMAT
VERSION: 2.0
AUTHOR: Anthony
DATE: May 2026

TITLE: MULTI-ENGINE TREND SYSTEM — ENGINE BLUEPRINT
FORMAT: WORD-SAFE (NO MARKDOWN, NO CODE FENCES)

SECTION 1 — OVERVIEW
This document defines the code-level blueprint for the TrendEngine (per-symbol engine) and PortfolioController (central risk brain). It is designed for direct implementation in MQL5 (MT5), but the logic is platform-agnostic.

Includes:
• Class structures
• Method responsibilities
• Pseudocode for all major functions
• Volatility-regime logic
• Dual-timeframe confirmation
• Micropyramiding
• Risk-weighted satellites
• Portfolio-level controls
• Monitoring hooks
• Error-handling patterns

SECTION 2 — FILE STRUCTURE
EngineBase.mqh
TrendEngine.mqh
PortfolioController.mqh
Config.mqh
Monitoring.mqh
MainEA.mq5

SECTION 3 — TRENDENGINE CLASS (PER SYMBOL)
Class Name: TrendEngine

Engine Instances:
Core: GER40 or US500 or NAS100, XAUUSD
Satellites: XAGUSD, COPPER, OIL, PLATINUM, NATGAS, BTCUSD

3.1 CLASS PROPERTIES
symbol
tf_exec
tf_conf

trendFilterLen
atrPeriod
atrEntryMult
atrStopMult

volLowThr
volMedThr
volHighThr
volExtremeThr

maxRiskPerTrade
riskWeight
maxPyramidAdds
pyramidAddR

atr
trendFilter
volRegime

inPosition
positionDir
entryPrice
stopPrice
currentR
pyramidCount

portfolio (pointer)
monitor (pointer)
activationDelayPassed

SECTION 4 — ENGINE EVENT FLOW
OnBar():
    UpdateIndicators()
    If SessionAllowed() == false → return

    ClassifyVolatility()
    If volRegime == CHAOTIC → return

    If activationDelayPassed == false → return

    If inPosition:
        UpdateStops()
        HandlePyramiding()
        return

    TryEnter()

SECTION 5 — INDICATOR UPDATES
UpdateIndicators():
    atr = ATR(symbol, tf_exec, atrPeriod)
    trendFilter = MA(symbol, tf_conf, trendFilterLen)

SECTION 6 — VOLATILITY CLASSIFICATION
ClassifyVolatility():
    atrPct = atr / Close(symbol) * 100

    If atrPct > volExtremeThr → volRegime = CHAOTIC
    Else if atrPct > volHighThr → volRegime = HIGH
    Else if atrPct > volMedThr → volRegime = MEDIUM
    Else → volRegime = LOW

SECTION 7 — ENTRY LOGIC
TryEnter():
    recentHigh = HighestHigh(N)
    recentLow  = LowestLow(N)

    closeExec = Close(tf_exec)
    closeConf = Close(tf_conf)

    upTrend   = closeConf > trendFilter
    downTrend = closeConf < trendFilter

    longBreakout  = closeExec > recentHigh + atr * atrEntryMult
    shortBreakout = closeExec < recentLow  - atr * atrEntryMult

    If longBreakout AND upTrend:
        If portfolio.CanOpenTrade(this, +1):
            OpenTrade(+1)
            return

    If shortBreakout AND downTrend:
        If portfolio.CanOpenTrade(this, -1):
            OpenTrade(-1)
            return

SECTION 8 — POSITION SIZING AND TRADE EXECUTION
OpenTrade(direction):
    equity     = AccountEquity()
    riskAmount = equity * maxRiskPerTrade * riskWeight

    stopDist = atr * atrStopMult

    lotSize = riskAmount / (stopDist * TickValue(symbol))
    lotSize = NormalizeLotSize(lotSize)

    price = Ask or Bid depending on direction

    If CheckSpreadAndSlippage() == false → return

    If SendOrder(symbol, direction, lotSize, price, stopDist) == false → return

    inPosition  = true
    positionDir = direction
    entryPrice  = price
    stopPrice   = price - stopDist (long) or price + stopDist (short)
    pyramidCount = 0
    currentR     = 1.0

SECTION 9 — STOP MANAGEMENT
UpdateStops():
    If positionDir == long:
        trailBase = Close(tf_exec) - atr * atrStopMult
        newStop   = max(stopPrice, trailBase)
    Else:
        trailBase = Close(tf_exec) + atr * atrStopMult
        newStop   = min(stopPrice, trailBase)

    If newStop != stopPrice:
        ModifyStop(symbol, newStop)
        stopPrice = newStop

SECTION 10 — MICROPYRAMIDING
HandlePyramiding():
    If pyramidCount >= maxPyramidAdds → return

    currentPrice = Close(tf_exec)

    // For long; mirrored for short in implementation
    openR = (currentPrice - entryPrice) / (entryPrice - stopPrice)
    If openR < 1.0 → return

    If volRegime == HIGH or CHAOTIC → return

    trendStrength = CalcTrendStrength()
    If trendStrength < threshold → return

    If portfolio.CanPyramid(this) == false → return

    AddPyramidPosition()

AddPyramidPosition():
    equity     = AccountEquity()
    riskAmount = equity * maxRiskPerTrade * riskWeight * pyramidAddR

    stopDist = abs(Close(tf_exec) - stopPrice)

    lotSize = riskAmount / (stopDist * TickValue(symbol))
    lotSize = NormalizeLotSize(lotSize)

    price = Ask or Bid

    If CheckSpreadAndSlippage() == false → return
    If SendOrder(...) == false → return

    pyramidCount++

SECTION 11 — PORTFOLIO CONTROLLER
Class Name: PortfolioController

Responsibilities:
• Enforce 60/40 core/satellite risk split
• Enforce max portfolio risk
• Enforce exposure caps
• Correlation management
• Volatility-regime management
• Risk-off mode
• Capital scaling
• Satellite activation delay
• One-trade-per-instrument rule

11.1 CANOPENTRADE()
CanOpenTrade(engine, direction):
    If riskOffState == ON AND engine is satellite → return false
    If engine.activationDelayPassed == false → return false
    If ExposureLimitReached(engine) → return false
    If OneTradePerInstrumentViolated(engine) → return false

    currentR = CalcTotalRAtRisk()
    newR     = engine.EstimateRForNewTrade()

    If currentR + newR > maxPortfolioRisk * globalRiskMult → return false

    If Check60_40Split(engine, newR) == false → return false

    return true

11.2 60/40 ENFORCEMENT
Check60_40Split(engine, newR):
    coreR = CalcCoreRAtRisk()
    satR  = CalcSatelliteRAtRisk()

    If engine is core:
        return (coreR + newR) <= maxPortfolioRisk * 0.60 * globalRiskMult
    Else:
        return (satR + newR) <= maxPortfolioRisk * 0.40 * globalRiskMult

11.3 RISK-OFF MODE
UpdateRiskState():
    dd = CalcPortfolioDrawdown()

    If dd > threshold AND riskOffState == OFF:
        riskOffState = ON
        PauseSatellites()
        ReduceCoreRisk()

    If dd < recoveryThreshold AND riskOffState == ON:
        riskOffState = OFF
        ResumeSatellites()
        RestoreCoreRisk()

11.4 CAPITAL SCALING
UpdateRiskScaling():
    equity = AccountEquity()

    If equity > highWatermark * 1.20:
        globalRiskMult *= 1.10
        highWatermark   = equity

    dd = CalcPortfolioDrawdown()
    If dd > 0.10:
        globalRiskMult *= 0.90

SECTION 12 — MONITORING HOOKS
Engine exposes:
    symbol
    inPosition
    positionDir
    currentR
    atr
    volRegime
    pyramidCount
    engineDrawdown
    activationDelayPassed
    lastError
    lastSignal

Portfolio exposes:
    totalRAtRisk
    totalExposure
    portfolioDrawdown
    riskOffState
    globalRiskMult
    correlationMatrix
    volatilityRegime

Execution exposes:
    slippage
    spread
    orderRejectRate
    latency

SECTION 13 — ERROR HANDLING PATTERN
SafeSendOrder():
    For i from 1 to MAX_RETRIES:
        If TrySendOrder() == true → return true
        Sleep(RETRY_DELAY)

    LogError("Order failed after retries")
    PauseEngine()
    return false

END OF ENGINE BLUEPRINT — VERSION 2.0