//+------------------------------------------------------------------+ //| XAU_V59.mq5 | //| XAUUSD BASSO - V56 shell: SELL-only + two structural gates | //| Build: OEM_V59_M5_001 | //| BUY operational disabled. SELL direct (no V57 breakout). | //| Gates: gap_std3>=0.26199 AND delta30_mean5<=0.100396883. | //| BUY blocked with NO BUY->SELL remap. No automatic re-entry. | //| BUY never locks edge. Vault/HL/EdgeDying = V56 exit authorities. | //+------------------------------------------------------------------+ #property strict #property version "1.59" // V59: V56 lifecycle + V55 scores; SELL-only with two pre-entry structural gates. // CSV segmented by month / ~8 MB parts in FILE_COMMON. #include // ------------------------------------------------------------------- // V52 MULTI-MONTH EDGE FINGERPRINT CONTRACT (approved scope only): // 1) V50 execution/management logic is preserved: BUY/SELL EntryScore, session, fixed 0.01 lot, // Risk Manager, hard loss, structural EdgeHealth/DYING, Dynamic TP, main Profit Vault and SELL micro Vault are unchanged. // 2) V52 replaces ONLY the V50 February-specific hard-rule bank with a PRE-ENTRY multi-month probabilistic classifier. // 3) BUY and SELL classifiers are fully separate. They were fitted on the combined February+March candidate dataset, // with ProfitPeak >=1.60 used only as the historical GOOD label; no calendar/date or future P/L is a runtime input. // 4) Runtime features are available before broker order only: current structural snapshot, previous 4 OPS (M5) snapshots, // spread, EntryScore and its already-computed component scores. // V54: OPS timeframe is PERIOD_M5. M1-fitted score/FP/edge coefficients are DIAGNOSTIC BASELINE only. // 5) Operational hard reject is deliberately conservative: // BUY reject only when P(GOOD) <= 0.15 // SELL reject only when P(GOOD) <= 0.18 // A wider WATCH band is diagnostic only and has zero entry authority. // 6) GOOD probability is diagnostic only; it never forces entry or bypasses EntryScore/session/risk/exposure checks. // 7) Every tradable candidate logs P(GOOD), P(BAD), model band and ACCEPT/REJECT decision. // Fingerprint rejects continue through the existing mirror lifecycle so false rejects are measurable out of sample. // 8) April 2026 is intentionally NOT used in calibration and is reserved as the first untouched out-of-sample test. // 9) Profit Vault / Micro Vault / EdgeState / hard loss behavior is intentionally unchanged from V50. // ------------------------------------------------------------------- input long InpMagic = 26080859; // V59 default (distinct from V58 26080858) // V55 operational entry / lifecycle thresholds (exact approved defaults). input double InpV55EntryScore = 60.0; // ENTRY_VALID / ACTIVE minimum input double InpV55StrongScore = 70.0; // STRONG + Profit-Vault reentry arm input double InpV55DeadScore = 40.0; // EDGE_DYING / DEAD below this input double InpRiskPct = 0.25; // legacy diagnostic only; BASSO lot is fixed 0.01 input double InpMinimumOpenLot = 0.01; // legacy compatibility; execution is fixed at 0.01 input bool InpEnableTrading = true; input int InpMaxSpreadPoints = 80; input int InpSlippagePoints = 30; input double InpBassoHardMaxLossEUR = 3.50; // absolute BASSO loss boundary; operational exit authority // V54: BUY/SELL score thresholds retained ONLY as M1-era diagnostic baseline/reference (NOT M5-calibrated). input double InpBuyEntryScoreMin = 55.00; // baseline reference only on M5 input double InpSellEntryScoreMin = 80.00; // baseline reference only on M5 // Legacy evidence values are retained for CSV/backward comparison only. // They are NOT hard entry gates in V46. input double InpBuyQualityGapMinATR = 0.368555; input double InpSellRangeMinATR = 0.8499708121861677; // Approved BASSO entry session. Management/exit remains active 24h. input int InpTradeStartHour = 8; input int InpTradeEndHour = 20; // Separate BASSO BUY / SELL entry brains, re-calibrated from the V17 MT5 CSV. // V17 replay evidence (same executed trades, before V18 lifecycle changes): // BUY gap 0.35..0.60 + bullish body 0.20..0.80 ATR retained 49 trades, +158.73 EUR. // SELL gap 0.10..0.18 + prior30 <=1 + closeExtreme <=0.40 + range <=1.60 ATR // retained 40 trades, +114.06 EUR. Combined: 89 trades, +272.79 EUR, all 4 test days positive. input double InpBuyEntryGapATR = 0.35; input double InpBuyEntryGapMaxATR = 0.60; input double InpBuyBodyMinATR = 0.20; input double InpBuyBodyMaxATR = 0.80; input double InpBuyPrior30MaxATR = 1.00; input double InpSellEntryGapATR = 0.10; input double InpSellEntryGapMaxATR = 0.18; input double InpSellPrior30MinATR = -3.00; input double InpSellPrior30MaxATR = 1.00; input double InpSellCloseExtremeMax = 0.40; input double InpSellRangeMaxATR = 1.60; // Legacy ATR sizing input retained for compatibility. V43 hard-loss protection is converted // into a REAL broker-side emergency SL plus a bot-side close backup. input double InpBassoSizingATR = 0.25; // EdgeHealth lifecycle bands already approved for the project. input double InpEdgeDeathHealth = 40.0; // legacy compatibility; structural exit uses approved strong boundary input double InpEdgeMediumHealth = 70.0; // legacy compatibility input double InpEdgeStrongHealth = 90.0; // structural EdgeAlive boundary input double InpEdgeRearmHealth = 60.0; // diagnostic only; never vetoes EntryScore input int InpEdgeDeathConfirmBars = 1; // legacy compatibility only; V19 LIVE EdgeAlive does not use it as a veto input double InpBuyEdgeAliveHealthV2 = 10.0; // hard structural death fallback input double InpSellEdgeAliveHealthV2 = 12.0; // hard structural death fallback input double InpBuyEdgeDyingHealthV46 = 45.0; // V45 retained DYING boundary input double InpBuyEdgeDyingDropPctV46 = 10.0; // structural only input double InpSellEdgeDyingHealthV46 = 20.0; // V45 retained DYING boundary input double InpSellEdgeDyingDropPctV46 = 10.0; // structural only input double InpBuyEdgeWeakHealthV46 = 70.0; // unchanged V46 WEAK structural boundary; Profit Vault is separate input double InpBuyEdgeWeakDropPctV46 = 5.0; // first meaningful BUY structural deterioration input double InpSellEdgeWeakHealthV46 = 50.0; // unchanged V46 WEAK structural boundary; Profit Vault is separate input double InpSellEdgeWeakDropPctV46 = 5.0; // first meaningful SELL structural deterioration #define BUILD_ID "OEM_V59_M5_001" #define BASSO_OPS_TF PERIOD_M5 // single operational/diagnostic structural TF #define BASSO_DELTA_HORIZON_BARS 6 // ~30 minutes on M5 (NOT 30 M5 bars) #define BASSO_FIXED_LOT 0.01 #define BASSO_PEAK_ARM_EUR 2.00 // legacy STEP diagnostic reference begins here #define BASSO_MIN_PROTECTED_EUR 1.50 // legacy V42 STEP reference only; no V50 exit authority #define BASSO_VAULT_MICRO_ARM_EUR 1.60 // inherited main positive protection trigger #define BASSO_VAULT_MICRO_FLOOR_EUR 0.70 // inherited main emergency positive net floor #define BASSO_SELL_MICRO_EMERGENCY_ARM_EUR 1.20 // V50 approved SELL-only pre-main trigger #define BASSO_SELL_MICRO_EMERGENCY_FLOOR_EUR 0.30 // V50 approved SELL-only protected net floor #define BASSO_SELL_MICRO_EMERGENCY_HEALTH_MAX 50.0 // V50 structural pre-alert: SELL EdgeHealth <= 50 #define BASSO_SELL_MICRO_EMERGENCY_DROP_MIN_PCT 2.0 // V50 structural pre-alert: live-gap deterioration >= 2% #define BASSO_ROUNDTRIP_COST_RESERVE_EUR 0.04 // V34 broker truth at 0.01: 0.02 entry + 0.02 exit #define BASSO_HARD_EXECUTION_RESERVE_EUR 1.97 // V39 broker truth repeated a 1.97 EUR cap deviation; restore empirical reserve #define BASSO_FLOOR_ADAPTIVE_BUFFER_EUR 1.13 // legacy adaptive helper; V50 exact Vault path does not widen beyond approved floor #define BASSO_BUY_ENTRY_SCORE_MAX 75.00 // OLD/SHADOW M1-era BUY overextension baseline (no V55 entry authority) #define V59_SELL_SIGNED_GAP_STD3_MIN 0.26199 // mandatory SELL pre-entry gate (same FP feature as CSV) #define V59_SELL_DELTA30_MEAN5_MAX 0.100396883 // second SELL pre-entry structural gate (same FP feature as CSV) #define DIAG2025_FILE_LIMIT_BYTES 8000000ULL #define DIAG2025_BUILD "V59_M5_001" enum EngineClass { ENG_SCARTO=0, ENG_BASSO=1, ENG_MEDIO=2, ENG_SUPER=3 }; enum TradeSide { SIDE_NONE=0, SIDE_BUY=1, SIDE_SELL=-1 }; enum EdgeStateV46 { EDGE_STATE_STRONG=0, EDGE_STATE_WEAK=1, EDGE_STATE_DYING=2 }; enum RiskDecision{ RISK_BLOCK=0, RISK_APPROVE=1 }; enum V55EdgeState { V55_EDGE_OFF=0, V55_EDGE_ACTIVE=1, V55_EDGE_STRONG=2, V55_EDGE_DYING=3 }; // Forward declarations for single-authority lifecycle helpers. double RequiredEntryScore(TradeSide side); double RequiredProtectedFloor(int exit_mode,double peak); double ProfitVaultFloorFromPeak(TradeSide side,double peak); bool SellMicroEmergencyVaultEligible(TradeSide side,double peak,double health,double live_gap_drop_pct); double DynamicTPFromPeak(double peak); double HardLossServerTargetNet(); EdgeStateV46 StructuralEdgeStateV46(TradeSide side,double health,double live_gap_drop_pct); string EdgeStateNameV46(EdgeStateV46 state); string CsvOperationalEdgeState(ulong identifier); string V55EdgeStateName(V55EdgeState st); bool DiagKeepEvent(string stage,string status); void DiagWriteEvent(datetime t,string row); void DiagDailyTouch(datetime t); void DiagFlushDaily(); void DiagUpdateRejectTracks(); void DiagUpdateRealTrade(ulong identifier,double current_net); void DiagFlushOpenRejects(string status); double MoneyPerPointPerLot(); bool StructuralEdgeDyingV46(TradeSide side,double health,double live_gap_drop_pct); double HypotheticalNetFromPrice(TradeSide side,double entry,double now); struct MarketSnapshot { datetime time; // alias of bar_time (completed OPS bar) for legacy call sites datetime bar_time; // completed M5 bar open time (rates[1].time) — features datetime decision_time; // TimeCurrent() when snapshot/decision is taken — session gate long tick_time_msc; // diagnostic exact tick timestamp in milliseconds double bid,ask,spread_pts; double bar_open,bar_high,bar_low,bar_close; double atr_m1,atr_m5,atr_m15; // V54: atr_m1 = ATR(OPS,shift1) M5 completed alias; atr_m5=same; atr_m15=context only double body_m1,range_m1,body_atr,range_atr,close_extreme; // body_m1/range_m1 = OPS-bar body/range (M5); legacy names double ema3,ema8,gap_atr; // completed OPS (M5) EMA3/8 — NOT time-equivalent to M1 EMA3/8 double buy_health,sell_health; // completed-OPS ENTRY health only (baseline formula) double delta30,delta30_atr; // ~30 REAL minutes via BASSO_DELTA_HORIZON_BARS on OPS TF double live_ema3,live_ema8,live_gap_atr; // forming OPS bar, refreshed every tick }; double PositionEdgeHealthV2(TradeSide side,const MarketSnapshot &s,double peak_signed_live); double StructuralLiveGapDropPctV46(TradeSide side,const MarketSnapshot &s,double peak_signed_live); struct EdgeContext { ulong edge_id; ulong sequence_id; EngineClass engine; TradeSide side; double score; double health; double score_gap; double score_shape; double score_context; double score_extra; double score_threshold; bool continuation; // BUY protected-floor continuation candidate bool recovery; // legacy/diagnostic flag only in V46; no operational hard-loss recovery path string reason; // V59 final-authority pre-entry signature (must be set before Execute; never rebuilt post-entry). bool v59_signed_gap_std3_valid; double v59_signed_gap_std3; bool v59_delta30_mean5_valid; double v59_delta30_mean5; }; struct RiskContext { double equity; double risk_money; double stop_points; double raw_lot; double final_lot; double actual_risk; RiskDecision decision; string reason; }; // V52 pre-entry multi-month structural fingerprint. All fields are computable before an order exists. struct FingerprintFeatures { double atr,range,body,dir_close,signed_gap,signed_live,signed_delta30,health,close_ema3; double atr_d1,atr_d2,atr_std5; double range_d1,range_d2,range_mean3,range_std3; double body_d1,body_mean3; double dir_close_d1,dir_close_mean3,dir_close_std3; double signed_gap_d1,signed_gap_mean3,signed_gap_std3; double signed_live_d1,signed_live_mean3,signed_live_std3; double delta30_d1,delta30_mean5,delta30_std5; double health_d1,health_mean3,health_std3; }; struct FingerprintDecision { bool ready; bool reject; int bad_code; int good_code; double bad_match; double good_match; string bad_id; string good_id; string decision; }; // Prototypes that reference structs — must follow struct declarations above. datetime DiagDayClockFromSnapshot(const MarketSnapshot &s); void DiagWriteM5Candidate(const MarketSnapshot &s,const EdgeContext &e,string decision,string reject_reason, const FingerprintDecision &fp,bool fp_eval); CTrade trade; string g_symbol=""; string g_symbol_resolution="UNRESOLVED"; bool g_runtime_ok=false; ulong g_edge_counter=0; ulong g_seq_counter=0; string FOne="XAU_V59.csv"; bool g_buy_rearmed=true; bool g_sell_rearmed=true; bool g_snapshot_ok=false; datetime g_snapshot_bar=0; MarketSnapshot g_snapshot; // Five-new-OPS-bar structural history, [0]=current snapshot, [1..4]=previous M5 snapshots. // OLD fingerprint history only (shadow). NOT time-equivalent to M1 five-bar history. MarketSnapshot g_fp_hist[5]; int g_fp_hist_count=0; bool g_close_inflight=false; // blocks any new entry until broker DEAL_OUT truth clears the previous close bool g_cont_reentry_armed=false; // LEGACY V50 continuation — no V55 operational authority TradeSide g_cont_reentry_side=SIDE_NONE; double g_cont_reentry_peak_live=0.0; // V55 operational edge runtime (independent from old EdgeHealth). struct V55EdgeRuntime { V55EdgeState state; TradeSide side; ulong edge_id; double entry_score; double current_score; double peak_score; bool reentry_armed; double last_positive_exit_price; long last_positive_exit_tick_msc; }; V55EdgeRuntime g_v55; // Last computed V55 diagnostics mirrored into EVENTS CSV (same values as live authority). double g_diag_v55_buy_score=0.0; double g_diag_v55_sell_score=0.0; double g_diag_v55_selected_score=0.0; TradeSide g_diag_v55_selected_side=SIDE_NONE; string g_diag_v55_entry_authority="NA"; string g_diag_v55_old_score_decision="NA"; string g_diag_v55_old_fp_decision="NA"; struct RejectTrack { bool active; ulong edge_id; TradeSide side; datetime start_time; double entry_price; double entry_gap; double health_peak_live; double max_net; double min_net; double entry_score; double threshold; double score_gap; double score_shape; double score_context; double score_extra; string origin; string origin_reason; }; RejectTrack g_reject_tracks[]; struct PostCloseTrack { bool active; ulong sequence_id; TradeSide side; datetime start_time; double exit_price; double entry_gap; double health_peak_live; double exit_net; double preclose_peak; double max_extra_net; double step_floor; double entry_score; double threshold; double score_gap; double score_shape; double score_context; double score_extra; double recovery_score; int exit_code; int exit_mode; }; PostCloseTrack g_post_close_tracks[]; //+------------------------------------------------------------------+ //| DIAG2025 segmented research state (diagnostics only) | //+------------------------------------------------------------------+ struct DiagFileState { int year; int month; int part; }; struct PendingEntryDiag { bool active; ulong sequence_id; ulong edge_id; TradeSide side; datetime decision_time; long decision_msc; EdgeContext edge; MarketSnapshot snap; FingerprintFeatures fp; FingerprintDecision fp_decision; bool fp_ready; int hist_count; string hist_csv; }; PendingEntryDiag g_diag_pending[]; struct RealTradeDiag { bool active; ulong identifier; ulong sequence_id; ulong edge_id; TradeSide side; datetime decision_time; long decision_msc; datetime entry_time; long entry_msc; double entry_price; double volume; double min_net; double max_net; EdgeContext edge; MarketSnapshot snap; FingerprintFeatures fp; FingerprintDecision fp_decision; bool fp_ready; int hist_count; string hist_csv; }; RealTradeDiag g_diag_real[]; struct DiagRejectTrack { bool active; ulong edge_id; TradeSide side; datetime start_time; long start_msc; double entry_price; double health_peak_live; double max_net; double min_net; double max_net_before_hard; bool hard_loss_seen; datetime hard_loss_time; string origin; string origin_reason; EdgeContext edge; MarketSnapshot snap; FingerprintFeatures fp; FingerprintDecision fp_decision; bool fp_ready; int hist_count; string hist_csv; }; DiagRejectTrack g_diag_rejects[]; string g_diag_run_tag="R00000000"; DiagFileState g_diag_events_file; DiagFileState g_diag_trades_file; DiagFileState g_diag_rejects_file; DiagFileState g_diag_postclose_file; DiagFileState g_diag_daily_file; DiagFileState g_diag_candidates_file; int g_diag_day_key=0; datetime g_diag_day_anchor=0; double g_diag_day_start_balance=0.0; double g_diag_day_start_equity=0.0; int g_diag_day_entry_requests=0; int g_diag_day_entries=0; int g_diag_day_closed=0; int g_diag_day_closed_buy=0; int g_diag_day_closed_sell=0; int g_diag_day_loss=0; int g_diag_day_0_3=0; int g_diag_day_3_5=0; int g_diag_day_5p=0; double g_diag_day_net=0.0; double g_diag_day_gross=0.0; double g_diag_day_costs=0.0; int g_diag_day_reject_started=0; int g_diag_day_reject_completed=0; int g_diag_day_reject_loss=0; int g_diag_day_reject_0_3=0; int g_diag_day_reject_3_5=0; int g_diag_day_reject_5p=0; //+------------------------------------------------------------------+ //| Universal XAU Symbol Resolver | //+------------------------------------------------------------------+ string UpperCopy(string v) { StringToUpper(v); return v; } bool ContainsCI(string text,string needle) { text=UpperCopy(text); needle=UpperCopy(needle); return (StringFind(text,needle)>=0); } bool IsSymbolSelected(string sym) { int selected=SymbolsTotal(true); for(int i=0;i0 && SymbolInfoDouble(sym,SYMBOL_TRADE_TICK_SIZE)>0 && SymbolInfoDouble(sym,SYMBOL_VOLUME_STEP)>0); } int XauUsdCandidateScore(string sym,bool prefer_chart,string &why) { why="NO_MATCH"; if(sym=="") return -1; string base=UpperCopy(SymbolInfoString(sym,SYMBOL_CURRENCY_BASE)); string profit=UpperCopy(SymbolInfoString(sym,SYMBOL_CURRENCY_PROFIT)); string margin=UpperCopy(SymbolInfoString(sym,SYMBOL_CURRENCY_MARGIN)); string desc=UpperCopy(SymbolInfoString(sym,SYMBOL_DESCRIPTION)); string name=UpperCopy(sym); bool exact_props=(base=="XAU" && profit=="USD"); bool xauusd_name=ContainsCI(name,"XAUUSD"); bool gold_name=ContainsCI(name,"GOLD"); bool gold_desc=ContainsCI(desc,"GOLD"); if(!exact_props && !xauusd_name && !gold_name) return -1; int score=0; if(exact_props) score+=1000; if(base=="XAU") score+=200; if(profit=="USD") score+=200; if(margin=="USD") score+=20; if(xauusd_name) score+=120; if(gold_name) score+=70; if(gold_desc) score+=10; if(prefer_chart) score+=5000; if(exact_props) why="XAU_USD_PROPERTIES"; else if(xauusd_name) why="XAUUSD_NAME_FALLBACK"; else why="GOLD_NAME_FALLBACK"; if(prefer_chart) why="CHART_"+why; return score; } bool ResolveXauUsdSymbol() { g_symbol=""; g_symbol_resolution="UNRESOLVED"; string why=""; int chart_score=XauUsdCandidateScore(_Symbol,true,why); if(chart_score>=0 && SymbolRuntimeUsable(_Symbol)) { g_symbol=_Symbol; g_symbol_resolution=why; return true; } int total=SymbolsTotal(false); int best_score=-1; string best_symbol=""; string best_why=""; bool ambiguous=false; for(int i=0;ibest_score) { best_score=score; best_symbol=sym; best_why=candidate_why; ambiguous=false; } else if(score==best_score && sym!=best_symbol) ambiguous=true; } if(best_score<0 || best_symbol=="") { g_symbol_resolution="NO_XAUUSD_SYMBOL_FOUND"; return false; } if(ambiguous) { g_symbol_resolution="AMBIGUOUS_XAUUSD_SYMBOLS"; return false; } if(!SymbolSelect(best_symbol,true)) { g_symbol_resolution="SYMBOL_SELECT_FAILED"; return false; } g_symbol=best_symbol; g_symbol_resolution=best_why; return true; } //+------------------------------------------------------------------+ //| Names / CSV | //+------------------------------------------------------------------+ string EngineName(EngineClass e) { if(e==ENG_BASSO) return "BASSO"; if(e==ENG_MEDIO) return "MEDIO"; if(e==ENG_SUPER) return "SUPER"; return "SCARTO"; } string SideName(TradeSide s) { if(s==SIDE_BUY) return "BUY"; if(s==SIDE_SELL) return "SELL"; return "NONE"; } string CsvSafe(string v) { StringReplace(v,",",";"); StringReplace(v,"\r"," "); StringReplace(v,"\n"," "); return v; } int CsvOpenAppend() { int h=FileOpen(FOne,FILE_READ|FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON|FILE_SHARE_READ|FILE_SHARE_WRITE); if(h==INVALID_HANDLE) return INVALID_HANDLE; FileSeek(h,0,SEEK_END); return h; } void Csv(string row) { int h=CsvOpenAppend(); if(h==INVALID_HANDLE) return; FileWriteString(h,row+"\r\n"); FileFlush(h); FileClose(h); } int CsvExitMode(ulong identifier,ulong sequence_id) { if(identifier>0) { string k=StringFormat("XV52_%I64d_%I64u_MODE",InpMagic,identifier); if(GlobalVariableCheck(k)) return (int)GlobalVariableGet(k); } if(sequence_id>0) { string k=StringFormat("XV52_SEQ_%I64d_%I64u_MODE",InpMagic,sequence_id); if(GlobalVariableCheck(k)) return (int)GlobalVariableGet(k); } return -1; } string CsvExitModeName(int mode) { if(mode==1) return "EDGE_DYNAMIC_TP_PROFIT_VAULT"; return "NA"; } string CsvOperationalEdgeState(ulong identifier) { if(identifier==0) return "NA"; string k=StringFormat("XV52_%I64d_%I64u_ESTATE",InpMagic,identifier); if(!GlobalVariableCheck(k)) return "NA"; int state=(int)GlobalVariableGet(k); if(state<0 || state>2) return "NA"; return EdgeStateNameV46((EdgeStateV46)state); } void CsvCreate() { // DIAG2025 writes lazily to segmented monthly files. // The legacy monolithic XAU_V52.csv is intentionally not created. } int DiagCsvFieldCount(const string csv) { if(StringLen(csv)<=0) return 0; int n=1; int len=StringLen(csv); for(int i=0;i0 ? s.bar_time : s.time); datetime dec_t=(s.decision_time>0 ? s.decision_time : TimeCurrent()); string edge_state_diag=((e.side==SIDE_BUY || e.side==SIDE_SELL) ? EdgeStateNameV46(StructuralEdgeStateV46(e.side,edge_health,diag_edge_drop_pct)) : "NA"); int exit_mode_csv=CsvExitMode(identifier,e.sequence_id); string exit_mode_name=CsvExitModeName(exit_mode_csv); string op_edge_state=CsvOperationalEdgeState(identifier); string fp_bad_s=CsvSafe(fp_bad_id); string fp_good_s=CsvSafe(fp_good_id); string fp_dec_s=CsvSafe(fp_decision); // Block A: 14 — build_id .. reason string row=StringFormat("%s,%s,%s,%s,%s,%I64d,%s,%I64u,%I64u,%s,%s,%s,%s,%s,", BUILD_ID,EnumToString((ENUM_TIMEFRAMES)BASSO_OPS_TF),EnumToString((ENUM_TIMEFRAMES)_Period), TimeToString(bar_t,TIME_DATE|TIME_SECONDS),TimeToString(dec_t,TIME_DATE|TIME_SECONDS), s.tick_time_msc,CsvSafe(g_symbol),e.sequence_id,e.edge_id, EngineName(e.engine),SideName(e.side),stage,status,CsvSafe(reason)); // Block B: 15 — bar_open .. spread_pts row+=StringFormat("%.5f,%.5f,%.5f,%.5f,%.8f,%.8f,%.8f,%.8f,%.8f,%.6f,%.6f,%d,%.2f,%.2f,%.1f,", s.bar_open,s.bar_high,s.bar_low,s.bar_close,s.atr_m1,s.atr_m5,s.atr_m15,s.ema3,s.ema8,s.gap_atr,s.delta30_atr, BASSO_DELTA_HORIZON_BARS,s.buy_health,s.sell_health,s.spread_pts); // Block C: 9 — equity .. retcode_desc row+=StringFormat("%.2f,%.2f,%.2f,%.6f,%.6f,%.2f,%.5f,%u,%s,", r.equity,r.risk_money,r.stop_points,r.raw_lot,r.final_lot,r.actual_risk,sl,retcode,CsvSafe(ret_desc)); // Block D: 15 — order .. live_gap_atr row+=StringFormat("%I64u,%I64u,%I64u,%I64u,%.6f,%.5f,%.2f,%.2f,%.2f,%.2f,%d,%.8f,%d,%d,%.6f,", order,deal,position,identifier,volume,price,current_net,profit_peak,protected_floor,edge_health, death_count,entry_atr,g_buy_rearmed?1:0,g_sell_rearmed?1:0,s.live_gap_atr); // Block E: 5 — diag_edge_* row+=StringFormat("%.4f,%.4f,%.4f,%.2f,%.2f,", diag_edge_entry_raw,diag_edge_current_raw,diag_edge_peak_raw,diag_edge_relative_pct,diag_edge_drop_pct); // Block F: 6 — entry_score .. score_threshold row+=StringFormat("%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,", e.score,e.score_gap,e.score_shape,e.score_context,e.score_extra,e.score_threshold); // Block G: 7 — exit_mode .. operational_edge_state row+=StringFormat("%d,%s,%.2f,%.2f,%d,%s,%s,", exit_mode_csv,exit_mode_name, RequiredProtectedFloor(exit_mode_csv,profit_peak),DynamicTPFromPeak(profit_peak), (protected_floor>0.0?1:0),edge_state_diag,op_edge_state); // Block H: 6 — fp_ready .. fp_decision row+=StringFormat("%d,%.2f,%.2f,%s,%s,%s,", fp_ready,fp_bad_match,fp_good_match,fp_bad_s,fp_good_s,fp_dec_s); // Block I: 10 — V55 authority mirror (same values used for live decisions) row+=StringFormat("%.2f,%.2f,%.2f,%s,%s,%I64u,%s,%d,%s,%s", g_diag_v55_buy_score,g_diag_v55_sell_score,g_diag_v55_selected_score, SideName(g_diag_v55_selected_side),V55EdgeStateName(g_v55.state),g_v55.edge_id, CsvSafe(g_diag_v55_entry_authority),(g_v55.reentry_armed?1:0), CsvSafe(g_diag_v55_old_score_decision),CsvSafe(g_diag_v55_old_fp_decision)); // Static contract: 14+15+9+15+5+6+7+6+10 = 87 int hdr_n=DiagCsvFieldCount(DiagEventHeader()); int row_n=DiagCsvFieldCount(row); if(hdr_n!=DIAG_EVENTS_COLUMNS || row_n!=DIAG_EVENTS_COLUMNS || hdr_n!=row_n) PrintFormat("EVENTS schema mismatch: header=%d row=%d expected=%d",hdr_n,row_n,DIAG_EVENTS_COLUMNS); DiagWriteEvent(dec_t,row); } void LogSystem(string stage,string status,string reason) { MarketSnapshot s; ZeroMemory(s); datetime now=TimeCurrent(); s.decision_time=now; // DAILY / session clock — never use bar_time here s.time=now; EdgeContext e; ZeroMemory(e); e.engine=ENG_SCARTO; e.side=SIDE_NONE; RiskContext r; ZeroMemory(r); r.equity=AccountInfoDouble(ACCOUNT_EQUITY); LogEvent(s,e,stage,status,reason,r,0,0,"",0,0,0,0,0,0,0,0,0,0,0,0); } //+------------------------------------------------------------------+ //| IDs / indicators | //+------------------------------------------------------------------+ ulong NewEdgeID(){ g_edge_counter++; return ((ulong)TimeCurrent()*1000ULL)+g_edge_counter; } ulong NewSequenceID(){ g_seq_counter++; return ((ulong)TimeCurrent()*1000ULL)+500ULL+g_seq_counter; } double ATRValue(ENUM_TIMEFRAMES tf,int shift=0,int period=14) { int h=iATR(g_symbol,tf,period); if(h==INVALID_HANDLE) return 0.0; double b[]; ArraySetAsSeries(b,true); double v=0.0; if(CopyBuffer(h,0,shift,1,b)==1) v=b[0]; IndicatorRelease(h); return v; } double EMACompleted(const MqlRates &rates[],int count,int period) { if(count=1;k--) ema=alpha*rates[k].close+(1.0-alpha)*ema; return ema; } // Same EMA convention on OPS rates, but includes the forming OPS close so lifecycle health // can change on every tick without changing completed-bar entry logic. // V54 WARNING: EMA(3)/EMA(8) on M5 bars span ~15/~40 minutes — NOT equivalent to M1 EMA3/8. double EMALive(const MqlRates &rates[],int count,int period) { if(count=0;k--) ema=alpha*rates[k].close+(1.0-alpha)*ema; return ema; } double Clamp100(double v) { if(v<0.0) return 0.0; if(v>100.0) return 100.0; return v; } double BuyEntryHealthFromGap(double gap_atr) { if(InpBuyEntryGapATR<=0) return 0.0; return Clamp100(100.0*gap_atr/InpBuyEntryGapATR); } double SellEntryHealthFromGap(double gap_atr) { if(InpSellEntryGapATR<=0) return 0.0; return Clamp100(100.0*(-gap_atr)/InpSellEntryGapATR); } // V39 DIAGNOSTIC ONLY: one uncapped LIVE structural metric used consistently // at diagnostic entry, on every current tick and for the monotonic diagnostic peak. // It has ZERO authority over entry, hold or exit decisions. double PositionRawEdgeScore(TradeSide side,double live_gap_atr) { double base=(side==SIDE_BUY ? InpBuyEntryGapATR : InpSellEntryGapATR); if(base<0.000001) return 0.0; double signed_gap=(side==SIDE_BUY ? live_gap_atr : -live_gap_atr); return 100.0*(signed_gap/base); } // V46 structural lifecycle authority. // EdgeHealth V2 is side-specific and structural only. Profit/loss/ProfitPeak are not inputs. bool BuildSnapshot(MarketSnapshot &s) { MqlTick tick; if(!SymbolInfoTick(g_symbol,tick)) return false; MqlRates rates[]; ArraySetAsSeries(rates,true); // V54: structural brain reads BASSO_OPS_TF (M5). Need >= 1+BASSO_DELTA_HORIZON_BARS completed bars. int copied=CopyRates(g_symbol,BASSO_OPS_TF,0,70,rates); int min_bars=1+BASSO_DELTA_HORIZON_BARS+8; if(min_bars<32) min_bars=32; if(copied0) s.close_extreme=(s.bar_close-s.bar_low)/s.range_m1; // Completed-OPS (M5) state. EMA periods stay 3/8 in BARS (baseline formulas; NOT M1 time-equivalent). s.ema3=EMACompleted(rates,copied,3); s.ema8=EMACompleted(rates,copied,8); if(s.ema3<=0 || s.ema8<=0) return false; s.gap_atr=(s.ema3-s.ema8)/s.atr_m1; s.buy_health=BuyEntryHealthFromGap(s.gap_atr); s.sell_health=SellEntryHealthFromGap(s.gap_atr); // ~30 REAL minutes: BASSO_DELTA_HORIZON_BARS (=6) M5 bars back from completed bar rates[1]. int delta_shift=1+BASSO_DELTA_HORIZON_BARS; s.delta30=rates[1].close-rates[delta_shift].close; s.delta30_atr=s.delta30/s.atr_m1; // LIVE lifecycle state on forming OPS (M5) bar. rates[0].close=tick.bid; if(rates[0].hightick.bid || rates[0].low<=0.0) rates[0].low=tick.bid; s.live_ema3=EMALive(rates,copied,3); s.live_ema8=EMALive(rates,copied,8); if(s.live_ema3<=0 || s.live_ema8<=0) return false; s.live_gap_atr=(s.live_ema3-s.live_ema8)/s.atr_m1; return true; } bool RefreshSnapshot(bool &new_bar) { datetime bar=iTime(g_symbol,BASSO_OPS_TF,0); if(bar==0) return false; new_bar=(!g_snapshot_ok || bar!=g_snapshot_bar); // Rebuild every tick. Completed-OPS fields stable inside the bar; live_* follow tick. MarketSnapshot s; if(!BuildSnapshot(s)) return false; g_snapshot=s; g_snapshot_bar=bar; g_snapshot_ok=true; // Rearm only from completed-OPS health (diagnostic flag; not an entry veto). if(new_bar) { if(s.buy_health=2.50 && s.range_atr>=2.50 && s.close_extreme>=0.98); } bool HistoricalSuperSell(const MarketSnapshot &s) { return (s.body_atr>=2.50 && s.range_atr>=2.50 && s.close_extreme<=0.02); } bool BrainBassoBuy(const MarketSnapshot &s) { // V40: BUY directional eligibility unchanged; BUY EntryScore remains the entry authority. // Legacy rearm and old V17/V26 min/max windows are diagnostic history, not vetoes. return (s.atr_m1>0.0 && s.gap_atr>0.0); } bool BrainBassoSell(const MarketSnapshot &s) { // V40 SELL is independent; negative EMA structure selects SELL and its own score includes the V38 directional-close guard, // then SELL score alone decides ACCEPT/REJECT. return (s.atr_m1>0.0 && s.gap_atr<0.0); } double SigmoidScore100(double raw) { if(raw>=40.0) return 100.0; if(raw<=-40.0) return 0.0; return 100.0/(1.0+MathExp(-raw)); } //+------------------------------------------------------------------+ //| V55 M5 ENTRY BRAIN — exact approved formulas (no re-fit) | //+------------------------------------------------------------------+ string V55EdgeStateName(V55EdgeState st) { if(st==V55_EDGE_ACTIVE) return "ACTIVE"; if(st==V55_EDGE_STRONG) return "STRONG"; if(st==V55_EDGE_DYING) return "DYING"; return "OFF"; } void V55ResetEdge(string reason) { bool had_reentry=g_v55.reentry_armed; g_v55.state=V55_EDGE_OFF; g_v55.side=SIDE_NONE; g_v55.edge_id=0; g_v55.entry_score=0.0; g_v55.current_score=0.0; g_v55.peak_score=0.0; g_v55.reentry_armed=false; g_v55.last_positive_exit_price=0.0; g_v55.last_positive_exit_tick_msc=0; if(had_reentry) { EdgeContext ce; ZeroMemory(ce); ce.engine=ENG_BASSO; RiskContext cr; ZeroMemory(cr); cr.equity=AccountInfoDouble(ACCOUNT_EQUITY); LogEvent(g_snapshot,ce,"V55_REENTRY_CANCEL","CANCEL",reason,cr,0,0,"",0,0,0,0,0,0,0,0,0,0,0,0); } } bool V55FeaturesValid(const MarketSnapshot &s) { return (s.atr_m1>0.0); } double V55BuyScore(const MarketSnapshot &s,bool &ok) { ok=false; if(!V55FeaturesValid(s)) return 0.0; double atr_ops=s.atr_m1; double BUY_f5_delta30=s.delta30_atr; double BUY_f6_dir_close=s.close_extreme; double BUY_f8_atr=atr_ops; double BUY_f10_close_ema3=(s.bar_close-s.ema3)/atr_ops; double z_buy= -2.9171069046045623 +0.4063157210557491*BUY_f5_delta30 +1.1680554774856506*BUY_f6_dir_close +0.5225727526157998*BUY_f8_atr +1.1722963348539370*BUY_f10_close_ema3; ok=true; return SigmoidScore100(z_buy); } double V55SellScore(const MarketSnapshot &s,bool &ok) { ok=false; if(!V55FeaturesValid(s)) return 0.0; double atr_ops=s.atr_m1; double SELL_f0_signed_gap=-s.gap_atr; double SELL_f1_signed_live=-s.live_gap_atr; double SELL_f6_dir_close=1.0-s.close_extreme; double SELL_f8_atr=atr_ops; double z_sell= -6.6791461042831150 +1.5799977449310554*SELL_f0_signed_gap +0.3245312758255056*SELL_f1_signed_live +6.8195453582744750*SELL_f6_dir_close +0.3580913612036087*SELL_f8_atr; ok=true; return SigmoidScore100(z_sell); } double V55ScoreForSide(const MarketSnapshot &s,TradeSide side,bool &ok) { if(side==SIDE_BUY) return V55BuyScore(s,ok); if(side==SIDE_SELL) return V55SellScore(s,ok); ok=false; return 0.0; } V55EdgeState V55StateFromScore(double score) { if(score>=InpV55StrongScore) return V55_EDGE_STRONG; if(score>=InpV55EntryScore) return V55_EDGE_ACTIVE; if(score>=InpV55DeadScore) return V55_EDGE_ACTIVE; // alive but not entry-authorizing return V55_EDGE_DYING; } void V55PublishDiag(double buy_sc,double sell_sc,TradeSide sel,double sel_sc,string authority) { g_diag_v55_buy_score=buy_sc; g_diag_v55_sell_score=sell_sc; g_diag_v55_selected_side=sel; g_diag_v55_selected_score=sel_sc; g_diag_v55_entry_authority=authority; } void BuildEntryBrainFeatures(const MarketSnapshot &s,TradeSide side,double &f[]) { ArrayResize(f,12); double sign=(side==SIDE_BUY ? 1.0 : -1.0); double range=(s.range_atr>0.0 ? s.range_atr : 0.0); double directional_body=(s.atr_m1>0.0 ? sign*(s.bar_close-s.bar_open)/s.atr_m1 : 0.0); double directional_close=(side==SIDE_BUY ? s.close_extreme : 1.0-s.close_extreme); double signed_gap=sign*s.gap_atr; double signed_live=sign*s.live_gap_atr; f[0]=signed_gap; f[1]=signed_live; f[2]=signed_live-signed_gap; // live acceleration vs completed gap f[3]=directional_body; f[4]=range; f[5]=sign*s.delta30_atr; f[6]=directional_close; f[7]=(range>0.0000001 ? directional_body/range : 0.0); f[8]=s.atr_m1; f[9]=s.spread_pts; f[10]=(s.atr_m1>0.0 ? sign*(s.bar_close-s.ema3)/s.atr_m1 : 0.0); f[11]=(s.atr_m1>0.0 ? sign*(s.bar_close-s.ema8)/s.atr_m1 : 0.0); } //+------------------------------------------------------------------+ //| V52/V54 PRE-ENTRY MULTI-MONTH EDGE FINGERPRINT (OPS = M5) | //| Features/history are M5. Decision thresholds are M1-era BASELINE | //| retained for diagnostic reference only — NOT M5-calibrated. | //+------------------------------------------------------------------+ void PushFingerprintSnapshot(const MarketSnapshot &s) { for(int i=4;i>=1;i--) g_fp_hist[i]=g_fp_hist[i-1]; g_fp_hist[0]=s; if(g_fp_hist_count<5) g_fp_hist_count++; } double FPMean3(double a,double b,double c){ return (a+b+c)/3.0; } double FPMean5(double a,double b,double c,double d,double e){ return (a+b+c+d+e)/5.0; } double FPStd3(double a,double b,double c) { double m=FPMean3(a,b,c); return MathSqrt((MathPow(a-m,2.0)+MathPow(b-m,2.0)+MathPow(c-m,2.0))/3.0); } double FPStd5(double a,double b,double c,double d,double e) { double m=FPMean5(a,b,c,d,e); return MathSqrt((MathPow(a-m,2.0)+MathPow(b-m,2.0)+MathPow(c-m,2.0)+MathPow(d-m,2.0)+MathPow(e-m,2.0))/5.0); } void FPPoint(const MarketSnapshot &s,TradeSide side, double &atr,double &range,double &body,double &dir_close, double &signed_gap,double &signed_live,double &signed_delta30,double &health,double &close_ema3) { double sign=(side==SIDE_BUY ? 1.0 : -1.0); atr=s.atr_m1; range=s.range_atr; body=s.body_atr; dir_close=(side==SIDE_BUY ? s.close_extreme : 1.0-s.close_extreme); signed_gap=sign*s.gap_atr; signed_live=sign*s.live_gap_atr; signed_delta30=sign*s.delta30_atr; health=(side==SIDE_BUY ? s.buy_health : s.sell_health); close_ema3=(s.atr_m1>0.0 ? sign*(s.bar_close-s.ema3)/s.atr_m1 : 0.0); } bool BuildFingerprintFeatures(TradeSide side,FingerprintFeatures &f) { ZeroMemory(f); if(side!=SIDE_BUY && side!=SIDE_SELL) return false; if(g_fp_hist_count<5) return false; double atr[5],range[5],body[5],dc[5],sg[5],sl[5],d30[5],health[5],ce3[5]; for(int i=0;i<5;i++) FPPoint(g_fp_hist[i],side,atr[i],range[i],body[i],dc[i],sg[i],sl[i],d30[i],health[i],ce3[i]); f.atr=atr[0]; f.range=range[0]; f.body=body[0]; f.dir_close=dc[0]; f.signed_gap=sg[0]; f.signed_live=sl[0]; f.signed_delta30=d30[0]; f.health=health[0]; f.close_ema3=ce3[0]; f.atr_d1=atr[0]-atr[1]; f.atr_d2=atr[0]-atr[2]; f.atr_std5=FPStd5(atr[0],atr[1],atr[2],atr[3],atr[4]); f.range_d1=range[0]-range[1]; f.range_d2=range[0]-range[2]; f.range_mean3=FPMean3(range[0],range[1],range[2]); f.range_std3=FPStd3(range[0],range[1],range[2]); f.body_d1=body[0]-body[1]; f.body_mean3=FPMean3(body[0],body[1],body[2]); f.dir_close_d1=dc[0]-dc[1]; f.dir_close_mean3=FPMean3(dc[0],dc[1],dc[2]); f.dir_close_std3=FPStd3(dc[0],dc[1],dc[2]); f.signed_gap_d1=sg[0]-sg[1]; f.signed_gap_mean3=FPMean3(sg[0],sg[1],sg[2]); f.signed_gap_std3=FPStd3(sg[0],sg[1],sg[2]); f.signed_live_d1=sl[0]-sl[1]; f.signed_live_mean3=FPMean3(sl[0],sl[1],sl[2]); f.signed_live_std3=FPStd3(sl[0],sl[1],sl[2]); f.delta30_d1=d30[0]-d30[1]; f.delta30_mean5=FPMean5(d30[0],d30[1],d30[2],d30[3],d30[4]); f.delta30_std5=FPStd5(d30[0],d30[1],d30[2],d30[3],d30[4]); f.health_d1=health[0]-health[1]; f.health_mean3=FPMean3(health[0],health[1],health[2]); f.health_std3=FPStd3(health[0],health[1],health[2]); return true; } double FPSigmoid(double z) { if(z>35.0) return 1.0; if(z<-35.0) return 0.0; return 1.0/(1.0+MathExp(-z)); } // L2-regularized logistic classifiers: coefficients fitted on Feb+Mar 2026 M1-era candidate bank. // V54 feeds M5 features into the SAME coefficients for DIAGNOSTIC REFERENCE ONLY. // Do NOT treat ACCEPT/REJECT as M5-calibrated authority until refit on M5 labels. double MultiMonthGoodProbability(TradeSide side,const FingerprintFeatures &f,const EdgeContext &e,double spread_pts) { double z=0.0; if(side==SIDE_BUY) { z=-3.34105153996161; z += 0.0357282586465052*f.atr; z += -0.325777353272672*f.range; z += -0.0696295093409726*f.body; z += 1.84340847702233*f.dir_close; z += 0.147395208046702*f.signed_gap; z += 0.122440722738631*f.signed_live; z += -0.000999012665539023*f.signed_delta30; z += -5.21126313123654e-05*f.health; z += 0.0551488767134287*f.close_ema3; z += 0.0360512955113046*f.atr_d1; z += 0.101715974704161*f.atr_d2; z += 0.0491549767888973*f.atr_std5; z += -0.134501303312925*f.range_d1; z += -0.390006948887921*f.range_d2; z += -0.139323889682604*f.range_mean3; z += -0.0130897704363649*f.range_std3; z += -0.0413120322089735*f.body_d1; z += 0.371411333654522*f.body_mean3; z += 0.0101472379558315*f.dir_close_d1; z += 0.429201248976245*f.dir_close_mean3; z += 0.739842361025778*f.dir_close_std3; z += -0.376832550938097*f.signed_gap_d1; z += 0.161164829673255*f.signed_gap_mean3; z += -0.0809867403439857*f.signed_gap_std3; z += -0.392972290548324*f.signed_live_d1; z += 0.129980681287607*f.signed_live_mean3; z += 0.209841871635961*f.signed_live_std3; z += -0.0423091910889596*f.delta30_d1; z += 0.02271706487354*f.delta30_mean5; z += -0.25296177107503*f.delta30_std5; z += 0.00161876425479769*f.health_d1; z += -0.00387429216887339*f.health_mean3; z += 0.00594940945917267*f.health_std3; z += 0.0489284768203997*spread_pts; z += 0.0145628320882349*e.score; z += -0.0946963586541827*e.score_gap; z += 0.313591285680737*e.score_shape; z += 0.349445208684898*e.score_context; z += -0.463141405971893*e.score_extra; } else if(side==SIDE_SELL) { z=-5.56350491533794; z += 0.151053155514932*f.atr; z += 0.134772796223653*f.range; z += -0.0268541925704304*f.body; z += 4.36254858482871*f.dir_close; z += 0.135701320967719*f.signed_gap; z += 0.173039983961275*f.signed_live; z += -0.0320937753085437*f.signed_delta30; z += 0.00185511073600208*f.health; z += 0.0533431875537574*f.close_ema3; z += 0.383160973765884*f.atr_d1; z += -0.492375088615139*f.atr_d2; z += 0.0463939563646448*f.atr_std5; z += -0.112726051231741*f.range_d1; z += 0.111158212288486*f.range_d2; z += 0.54709757402938*f.range_mean3; z += -0.0962472284239976*f.range_std3; z += -0.0955628380571213*f.body_d1; z += -0.501072534525499*f.body_mean3; z += -0.218052570892733*f.dir_close_d1; z += -0.0268776508159407*f.dir_close_mean3; z += -0.236862779643578*f.dir_close_std3; z += -0.585966217418269*f.signed_gap_d1; z += 0.138440540839828*f.signed_gap_mean3; z += -1.1338549626413*f.signed_gap_std3; z += -0.381721753379922*f.signed_live_d1; z += 0.05828575131645*f.signed_live_mean3; z += 0.356296074558378*f.signed_live_std3; z += -0.129174599174676*f.delta30_d1; z += -0.0399370681493147*f.delta30_mean5; z += 0.066422488610218*f.delta30_std5; z += -0.000593066863091581*f.health_d1; z += 0.00213710888253908*f.health_mean3; z += -0.00528444581839538*f.health_std3; z += -0.0677952280540361*spread_pts; z += 0.0202604501123387*e.score; z += 0.10061245080277*e.score_gap; z += 0.0948845687537017*e.score_shape; z += 0.00989637216806369*e.score_context; z += 0*e.score_extra; } else return 0.0; return FPSigmoid(z); } void EvaluateFingerprint(TradeSide side,const EdgeContext &e,FingerprintDecision &d) { ZeroMemory(d); d.bad_id="NONE"; d.good_id="NONE"; d.decision="ACCEPT_WARMUP"; FingerprintFeatures f; if(!BuildFingerprintFeatures(side,f)) return; d.ready=true; double pgood=MultiMonthGoodProbability(side,f,e,g_snapshot.spread_pts); pgood=MathMax(0.0,MathMin(1.0,pgood)); double pbad=1.0-pgood; double hard_threshold=(side==SIDE_BUY ? 0.15 : 0.18); double watch_threshold=(side==SIDE_BUY ? 0.20 : 0.22); d.good_match=100.0*pgood; d.bad_match=100.0*pbad; d.reject=(pgood<=hard_threshold); d.bad_code=(d.reject ? 1 : (pgood<=watch_threshold ? 2 : 0)); d.good_code=0; string side_tag=(side==SIDE_BUY ? "BUY" : "SELL"); if(d.reject) { d.bad_id=side_tag+"_MM_BAD_HIGH"; d.decision="REJECT"; } else if(pgood<=watch_threshold) { d.bad_id=side_tag+"_MM_BAD_WATCH"; d.decision="ACCEPT_WATCH"; } else { d.bad_id="NONE"; d.decision="ACCEPT"; } d.good_id=side_tag+"_MM_PGOOD"; } //+------------------------------------------------------------------+ //| DIAG2025 segmented CSV implementation | //+------------------------------------------------------------------+ string DiagProfitClass(double net) { if(net<0.0) return "LOSS"; if(net<3.0) return "0_3"; if(net<5.0) return "3_5"; return "5_PLUS"; } void DiagResetFileState(DiagFileState &st,int y,int m) { st.year=y; st.month=m; st.part=1; } string DiagFileName(string kind,int y,int m,int part) { return StringFormat("V59D_%s_%04d_%02d_%s_P%02d.csv",kind,y,m,g_diag_run_tag,part); } bool DiagAppendSegmented(DiagFileState &st,string kind,datetime t,string header,string row) { MqlDateTime dt; TimeToStruct(t,dt); if(dt.year<=0 || dt.mon<=0) return false; if(st.year!=dt.year || st.month!=dt.mon || st.part<=0) DiagResetFileState(st,dt.year,dt.mon); for(int guard=0;guard<100;guard++) { string fn=DiagFileName(kind,dt.year,dt.mon,st.part); int h=FileOpen(fn,FILE_READ|FILE_WRITE|FILE_TXT|FILE_ANSI|FILE_COMMON|FILE_SHARE_READ|FILE_SHARE_WRITE); if(h==INVALID_HANDLE) return false; ulong sz=FileSize(h); if(sz==0) { FileWriteString(h,header+"\r\n"); FileFlush(h); sz=FileSize(h); } ulong need=(ulong)StringLen(row)+4ULL; if(sz>0 && sz+need>DIAG2025_FILE_LIMIT_BYTES) { FileClose(h); st.part++; continue; } FileSeek(h,0,SEEK_END); FileWriteString(h,row+"\r\n"); FileFlush(h); FileClose(h); return true; } return false; } string DiagEventHeader() { return "build_id,ops_tf,tester_tf,bar_time,decision_time,tick_time_msc,symbol,sequence_id,edge_id,engine,side,stage,status,reason," "bar_open,bar_high,bar_low,bar_close,atr_ops,atr_m5,atr_m15,ema3,ema8,gap_atr,delta30_atr,delta_horizon_bars,buy_health,sell_health,spread_pts," "equity,risk_money,stop_points,raw_lot,final_lot,actual_risk,sl,retcode,retcode_desc," "order,deal,position,identifier,volume,price,current_net,profit_peak,protected_floor,edge_health," "death_count,entry_atr,rearmed_buy,rearmed_sell,live_gap_atr,diag_edge_entry_raw,diag_edge_current_raw,diag_edge_peak_raw,diag_edge_relative_pct,diag_edge_drop_pct," "entry_score,score_gap,score_shape,score_context,score_extra,score_threshold,exit_mode,exit_mode_name,theoretical_floor,dynamic_tp,profit_floor_armed,diag_edge_state,operational_edge_state,fp_ready,fp_bad_match,fp_good_match,fp_bad_id,fp_good_id,fp_decision," "v55_buy_score,v55_sell_score,v55_selected_score,v55_selected_side,v55_edge_state,v55_edge_id,v55_entry_authority,v55_reentry_armed,v55_old_score_decision,v55_old_fp_decision"; } bool DiagKeepEvent(string stage,string status) { // Keep V55 authority events and OLD shadow. Suppress only ultra-noisy every-tick EDGE_DIAG. if(stage=="EDGE_DIAG") return false; if(stage=="RISK" && status=="APPROVE") return false; if(stage=="RULE_AUDIT" && status=="PASS") return false; if(stage=="LIFECYCLE" && status=="HOLD") return false; if(stage=="POST_REJECT" || stage=="POST_BLOCK" || stage=="POST_SESSION" || stage=="POST_RISK" || stage=="POST_EXECUTION" || stage=="POST_BROKER_REJECT" || stage=="POST_FINGERPRINT") return false; return true; } void DiagWriteEvent(datetime t,string row) { DiagAppendSegmented(g_diag_events_file,"EVENTS",t,DiagEventHeader(),row); } string DiagHistoryHeader() { string h=""; for(int i=0;i<5;i++) { if(h!="") h+=","; h+=StringFormat("h%d_atr,h%d_range,h%d_body,h%d_dir_close,h%d_signed_gap,h%d_signed_live,h%d_signed_delta30,h%d_health,h%d_close_ema3", i,i,i,i,i,i,i,i,i); } return h; } string DiagHistoryValues(TradeSide side) { string v=""; double sign=(side==SIDE_BUY ? 1.0 : -1.0); for(int i=0;i<5;i++) { double atr=0.0,range=0.0,body=0.0,dir_close=0.0,sgap=0.0,slive=0.0,sdelta=0.0,health=0.0,close_ema3=0.0; if(i0.0 ? sign*(x.bar_close-x.bar_open)/x.atr_m1 : 0.0); sgap=sign*x.gap_atr; slive=sign*x.live_gap_atr; sdelta=sign*x.delta30_atr; health=(side==SIDE_BUY ? x.buy_health : x.sell_health); close_ema3=(x.atr_m1>0.0 ? sign*(x.bar_close-x.ema3)/x.atr_m1 : 0.0); } if(v!="") v+=","; v+=StringFormat("%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f", atr,range,body,dir_close,sgap,slive,sdelta,health,close_ema3); } return v; } string DiagSignatureHeader() { // atr_m1 column = OPS ATR alias (M5). atr_m5 = same M5. atr_m15 = context. return "ops_tf,tester_tf,delta_horizon_bars,bar_open,bar_high,bar_low,bar_close,atr_ops,atr_m5,atr_m15,body_m1,range_m1,body_atr,range_atr,close_extreme," "ema3,ema8,gap_atr,delta30_atr,buy_health,sell_health,spread_pts,live_ema3,live_ema8,live_gap_atr," "fp_ready,fp_bad_match,fp_good_match,fp_bad_id,fp_good_id,fp_decision,fp_m5_calibration," "f_atr,f_range,f_body,f_dir_close,f_signed_gap,f_signed_live,f_signed_delta30,f_health,f_close_ema3," "f_atr_d1,f_atr_d2,f_atr_std5,f_range_d1,f_range_d2,f_range_mean3,f_range_std3,f_body_d1,f_body_mean3," "f_dir_close_d1,f_dir_close_mean3,f_dir_close_std3,f_signed_gap_d1,f_signed_gap_mean3,f_signed_gap_std3," "f_signed_live_d1,f_signed_live_mean3,f_signed_live_std3,f_delta30_d1,f_delta30_mean5,f_delta30_std5," "f_health_d1,f_health_mean3,f_health_std3,hist_count,"+DiagHistoryHeader(); } string DiagSignatureValues(const MarketSnapshot &s,const FingerprintFeatures &f,const FingerprintDecision &d,bool ready,int hist_count,string hist_csv) { string row=StringFormat("%s,%s,%d,%.5f,%.5f,%.5f,%.5f,%.8f,%.8f,%.8f,%.8f,%.8f,%.6f,%.6f,%.6f,", EnumToString((ENUM_TIMEFRAMES)BASSO_OPS_TF),EnumToString((ENUM_TIMEFRAMES)_Period),BASSO_DELTA_HORIZON_BARS, s.bar_open,s.bar_high,s.bar_low,s.bar_close,s.atr_m1,s.atr_m5,s.atr_m15, s.body_m1,s.range_m1,s.body_atr,s.range_atr,s.close_extreme); row+=StringFormat("%.8f,%.8f,%.6f,%.6f,%.2f,%.2f,%.1f,%.8f,%.8f,%.6f,", s.ema3,s.ema8,s.gap_atr,s.delta30_atr,s.buy_health,s.sell_health,s.spread_pts, s.live_ema3,s.live_ema8,s.live_gap_atr); row+=StringFormat("%d,%.2f,%.2f,%s,%s,%s,%s,", ready?1:0,d.bad_match,d.good_match,CsvSafe(d.bad_id),CsvSafe(d.good_id),CsvSafe(d.decision), "M1_BASELINE_NEEDS_M5_CALIBRATION"); row+=StringFormat("%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,", f.atr,f.range,f.body,f.dir_close,f.signed_gap,f.signed_live,f.signed_delta30,f.health,f.close_ema3); row+=StringFormat("%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,", f.atr_d1,f.atr_d2,f.atr_std5,f.range_d1,f.range_d2,f.range_mean3,f.range_std3,f.body_d1,f.body_mean3); row+=StringFormat("%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,", f.dir_close_d1,f.dir_close_mean3,f.dir_close_std3,f.signed_gap_d1,f.signed_gap_mean3,f.signed_gap_std3, f.signed_live_d1,f.signed_live_mean3,f.signed_live_std3); row+=StringFormat("%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,", f.delta30_d1,f.delta30_mean5,f.delta30_std5,f.health_d1,f.health_mean3,f.health_std3); row+=IntegerToString(hist_count)+","+hist_csv; return row; } void DiagCaptureSignature(const EdgeContext &e,const MarketSnapshot &s, FingerprintFeatures &f,FingerprintDecision &d,bool &ready,int &hist_count,string &hist_csv) { ZeroMemory(f); ZeroMemory(d); d.bad_id="NONE"; d.good_id="NONE"; d.decision="WARMUP"; ready=BuildFingerprintFeatures(e.side,f); EvaluateFingerprint(e.side,e,d); hist_count=g_fp_hist_count; hist_csv=DiagHistoryValues(e.side); } int DiagFindPending(ulong seq) { for(int i=0;i0 ? s.decision_time : TimeCurrent()); g_diag_pending[idx].decision_msc=s.tick_time_msc; g_diag_pending[idx].edge=e; g_diag_pending[idx].snap=s; DiagCaptureSignature(e,s,g_diag_pending[idx].fp,g_diag_pending[idx].fp_decision,g_diag_pending[idx].fp_ready,g_diag_pending[idx].hist_count,g_diag_pending[idx].hist_csv); DiagDailyTouch(DiagDayClockFromSnapshot(s)); g_diag_day_entry_requests++; } void DiagCancelPending(ulong seq) { int idx=DiagFindPending(seq); if(idx>=0) g_diag_pending[idx].active=false; } int DiagRealSlot() { for(int i=0;i=0) { g_diag_real[idx].edge_id=g_diag_pending[p].edge_id; g_diag_real[idx].decision_time=g_diag_pending[p].decision_time; g_diag_real[idx].decision_msc=g_diag_pending[p].decision_msc; g_diag_real[idx].edge=g_diag_pending[p].edge; g_diag_real[idx].snap=g_diag_pending[p].snap; g_diag_real[idx].fp=g_diag_pending[p].fp; g_diag_real[idx].fp_decision=g_diag_pending[p].fp_decision; g_diag_real[idx].fp_ready=g_diag_pending[p].fp_ready; g_diag_real[idx].hist_count=g_diag_pending[p].hist_count; g_diag_real[idx].hist_csv=g_diag_pending[p].hist_csv; g_diag_pending[p].active=false; } else { g_diag_real[idx].decision_time=(g_snapshot.decision_time>0 ? g_snapshot.decision_time : TimeCurrent()); g_diag_real[idx].decision_msc=g_snapshot.tick_time_msc; g_diag_real[idx].snap=g_snapshot; DiagCaptureSignature(e,g_snapshot,g_diag_real[idx].fp,g_diag_real[idx].fp_decision,g_diag_real[idx].fp_ready,g_diag_real[idx].hist_count,g_diag_real[idx].hist_csv); } DiagDailyTouch(deal_time); g_diag_day_entries++; } void DiagUpdateRealTrade(ulong identifier,double current_net) { int idx=DiagFindReal(identifier); if(idx<0) return; if(current_net>g_diag_real[idx].max_net) g_diag_real[idx].max_net=current_net; if(current_net=0) rt=g_diag_real[idx]; else { rt.active=true; rt.identifier=identifier; rt.sequence_id=fallback_e.sequence_id; rt.edge_id=fallback_e.edge_id; rt.side=fallback_e.side; rt.decision_time=(g_snapshot.decision_time>0 ? g_snapshot.decision_time : TimeCurrent()); rt.decision_msc=g_snapshot.tick_time_msc; rt.entry_time=exit_time; rt.entry_msc=exit_msc; rt.entry_price=exit_price; rt.volume=BASSO_FIXED_LOT; rt.edge=fallback_e; rt.snap=g_snapshot; rt.min_net=MathMin(0.0,final_net); rt.max_net=MathMax(0.0,peak); DiagCaptureSignature(fallback_e,g_snapshot,rt.fp,rt.fp_decision,rt.fp_ready,rt.hist_count,rt.hist_csv); } double mfe=MathMax(peak,rt.max_net); double mae=MathMin(rt.min_net,MathMin(0.0,final_net)); double giveback=MathMax(0.0,mfe-final_net); double retention=(mfe>0.0 ? 100.0*final_net/mfe : 0.0); double costs=entry_costs+exit_commission+swap+exit_fee; long duration_ms=exit_msc-rt.entry_msc; if(duration_ms<0) duration_ms=0; double duration=(double)duration_ms/1000.0; string row=StringFormat("%s,%s,%I64d,%s,%I64d,%s,%I64d,%s,%s,%I64u,%I64u,%I64u,%s,%.6f,%.5f,%.5f,%.3f," "%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%s,%s,%d,%s,%d," "%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%s,", DIAG2025_BUILD,TimeToString(rt.decision_time,TIME_DATE|TIME_SECONDS),rt.decision_msc, TimeToString(rt.entry_time,TIME_DATE|TIME_SECONDS),rt.entry_msc, TimeToString(exit_time,TIME_DATE|TIME_SECONDS),exit_msc,CsvSafe(g_symbol),EnumToString((ENUM_TIMEFRAMES)_Period),rt.sequence_id,rt.edge_id,identifier, SideName(rt.side),rt.volume,rt.entry_price,exit_price,duration, gross_price_profit,entry_costs,exit_commission,swap,exit_fee,costs,final_net,peak,mfe,mae,giveback,retention, DiagProfitClass(final_net),DiagProfitClass(mfe),exit_code,DiagExitSource(exit_code),exit_mode, rt.edge.score,rt.edge.score_gap,rt.edge.score_shape,rt.edge.score_context,rt.edge.score_extra,rt.edge.score_threshold,CsvSafe(rt.edge.reason)); row+=DiagSignatureValues(rt.snap,rt.fp,rt.fp_decision,rt.fp_ready,rt.hist_count,rt.hist_csv); DiagAppendSegmented(g_diag_trades_file,"TRADES",exit_time,DiagTradeHeader(),row); DiagDailyTouch(exit_time); g_diag_day_closed++; if(rt.side==SIDE_BUY) g_diag_day_closed_buy++; else if(rt.side==SIDE_SELL) g_diag_day_closed_sell++; string cls=DiagProfitClass(final_net); if(cls=="LOSS") g_diag_day_loss++; else if(cls=="0_3") g_diag_day_0_3++; else if(cls=="3_5") g_diag_day_3_5++; else g_diag_day_5p++; g_diag_day_net+=final_net; g_diag_day_gross+=gross_price_profit; g_diag_day_costs+=costs; if(idx>=0) g_diag_real[idx].active=false; } int DiagRejectSlot() { for(int i=0;ig_diag_rejects[i].max_net) g_diag_rejects[i].max_net=p; if(pg_diag_rejects[i].max_net_before_hard) g_diag_rejects[i].max_net_before_hard=p; if(p<=hard_trigger) { g_diag_rejects[i].hard_loss_seen=true; g_diag_rejects[i].hard_loss_time=TimeCurrent(); } } double signed_live=(side==SIDE_BUY ? g_snapshot.live_gap_atr : -g_snapshot.live_gap_atr); if(signed_live>g_diag_rejects[i].health_peak_live) g_diag_rejects[i].health_peak_live=signed_live; double health=PositionEdgeHealthV2(side,g_snapshot,g_diag_rejects[i].health_peak_live); double drop=StructuralLiveGapDropPctV46(side,g_snapshot,g_diag_rejects[i].health_peak_live); if(!StructuralEdgeDyingV46(side,health,drop)) continue; DiagWriteReject(g_diag_rejects[i],TimeCurrent(),g_snapshot.tick_time_msc,now,p,health,drop,"STRUCTURAL_EDGE_DYING"); g_diag_rejects[i].active=false; } } void DiagFlushOpenRejects(string status) { for(int i=0;ig_diag_rejects[i].health_peak_live) g_diag_rejects[i].health_peak_live=signed_live; double health=PositionEdgeHealthV2(side,g_snapshot,g_diag_rejects[i].health_peak_live); double drop=StructuralLiveGapDropPctV46(side,g_snapshot,g_diag_rejects[i].health_peak_live); DiagWriteReject(g_diag_rejects[i],TimeCurrent(),g_snapshot.tick_time_msc,now,p,health,drop,status); g_diag_rejects[i].active=false; } } string DiagPostCloseHeader() { return "diag_build,time,symbol,tester_tf,sequence_id,side,exit_source,exit_mode,entry_score,score_threshold,score_gap,score_shape,score_context,score_extra," "exit_net,preclose_peak,missed_after_close,post_close_potential,giveback,end_health,verdict"; } void DiagWritePostClose(const PostCloseTrack &p,double missed,double postclose_potential,double giveback,double health,string verdict) { string row=StringFormat("%s,%s,%s,%s,%I64u,%s,%s,%d,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%s", DIAG2025_BUILD,TimeToString(TimeCurrent(),TIME_DATE|TIME_SECONDS),CsvSafe(g_symbol),EnumToString((ENUM_TIMEFRAMES)_Period),p.sequence_id,SideName(p.side), DiagExitSource(p.exit_code),p.exit_mode,p.entry_score,p.threshold,p.score_gap,p.score_shape,p.score_context,p.score_extra, p.exit_net,p.preclose_peak,missed,postclose_potential,giveback,health,CsvSafe(verdict)); DiagAppendSegmented(g_diag_postclose_file,"POSTCLOSE",TimeCurrent(),DiagPostCloseHeader(),row); } string DiagDailyHeader() { return "diag_build,date,symbol,tester_tf,start_balance,start_equity,end_balance,end_equity,entry_requests,entries,closed,closed_buy,closed_sell," "loss_count,net_0_3_count,net_3_5_count,net_5_plus_count,day_gross,day_costs_signed,day_net,reject_started,reject_completed," "reject_loss,reject_0_3,reject_3_5,reject_5_plus"; } // DAILY accounting clock: decision_time / TimeCurrent only. NEVER bar_time (rates[1].time). datetime DiagDayClockFromSnapshot(const MarketSnapshot &s) { if(s.decision_time>0) return s.decision_time; return TimeCurrent(); } void DiagResetDaily(datetime t) { // t must be decision/current clock, not completed-bar time. datetime clock=(t>0 ? t : TimeCurrent()); MqlDateTime dt; TimeToStruct(clock,dt); g_diag_day_key=dt.year*10000+dt.mon*100+dt.day; g_diag_day_anchor=clock; g_diag_day_start_balance=AccountInfoDouble(ACCOUNT_BALANCE); g_diag_day_start_equity=AccountInfoDouble(ACCOUNT_EQUITY); g_diag_day_entry_requests=0; g_diag_day_entries=0; g_diag_day_closed=0; g_diag_day_closed_buy=0; g_diag_day_closed_sell=0; g_diag_day_loss=0; g_diag_day_0_3=0; g_diag_day_3_5=0; g_diag_day_5p=0; g_diag_day_net=0.0; g_diag_day_gross=0.0; g_diag_day_costs=0.0; g_diag_day_reject_started=0; g_diag_day_reject_completed=0; g_diag_day_reject_loss=0; g_diag_day_reject_0_3=0; g_diag_day_reject_3_5=0; g_diag_day_reject_5p=0; } void DiagFlushDaily() { if(g_diag_day_key==0 || g_diag_day_anchor==0) return; MqlDateTime dt; TimeToStruct(g_diag_day_anchor,dt); string date=StringFormat("%04d.%02d.%02d",dt.year,dt.mon,dt.day); string row=StringFormat("%s,%s,%s,%s,%.2f,%.2f,%.2f,%.2f,%d,%d,%d,%d,%d,%d,%d,%d,%d,%.2f,%.2f,%.2f,%d,%d,%d,%d,%d,%d", DIAG2025_BUILD,date,CsvSafe(g_symbol),EnumToString((ENUM_TIMEFRAMES)_Period),g_diag_day_start_balance,g_diag_day_start_equity, AccountInfoDouble(ACCOUNT_BALANCE),AccountInfoDouble(ACCOUNT_EQUITY), g_diag_day_entry_requests,g_diag_day_entries,g_diag_day_closed,g_diag_day_closed_buy,g_diag_day_closed_sell, g_diag_day_loss,g_diag_day_0_3,g_diag_day_3_5,g_diag_day_5p,g_diag_day_gross,g_diag_day_costs,g_diag_day_net, g_diag_day_reject_started,g_diag_day_reject_completed,g_diag_day_reject_loss,g_diag_day_reject_0_3,g_diag_day_reject_3_5,g_diag_day_reject_5p); DiagAppendSegmented(g_diag_daily_file,"DAILY",g_diag_day_anchor,DiagDailyHeader(),row); } void DiagDailyTouch(datetime t) { // t = decision clock / TimeCurrent / deal clock. bar_time must never be passed here. datetime clock=(t>0 ? t : TimeCurrent()); MqlDateTime dt; TimeToStruct(clock,dt); int key=dt.year*10000+dt.mon*100+dt.day; if(g_diag_day_key==0) { DiagResetDaily(clock); return; } if(key!=g_diag_day_key) { DiagFlushDaily(); DiagResetDaily(clock); } } string DiagCandidateHeader() { return "diag_build,ops_tf,tester_tf,delta_horizon_bars,bar_time,decision_time,tick_msc,symbol,sequence_id,edge_id,side,engine," "decision,reject_reason,score_threshold_ref,entry_score,score_gap,score_shape,score_context,score_extra," "continuation,recovery,bar_open,bar_high,bar_low,bar_close,atr_ops,atr_m5,atr_m15,body,range,body_atr,range_atr,close_extreme," "ema3,ema8,gap_atr,delta30_atr,buy_health,sell_health,spread_pts,live_ema3,live_ema8,live_gap_atr," "f0_signed_gap,f1_signed_live,f2_accel,f3_dir_body,f4_range_atr,f5_delta30_atr,f6_dir_close,f7_body_over_range," "f8_atr_ops,f9_spread_pts,f10_close_ema3,f11_close_ema8," "fp_ready,fp_bad_match,fp_good_match,fp_bad_id,fp_good_id,fp_decision,fp_m5_calibration,hist_count,"+DiagHistoryHeader()+"," "v55_buy_score,v55_sell_score,v55_selected_score,v55_selected_side,v55_edge_state,v55_edge_id,v55_entry_authority,v55_reentry_armed,v55_old_score_decision,v55_old_fp_decision"; } void DiagWriteM5Candidate(const MarketSnapshot &s,const EdgeContext &e,string decision,string reject_reason, const FingerprintDecision &fp,bool fp_eval) { if(e.side!=SIDE_BUY && e.side!=SIDE_SELL) return; double f[]; BuildEntryBrainFeatures(s,e.side,f); FingerprintFeatures ff; FingerprintDecision fd=fp; bool ready=false; int hist_count=0; string hist_csv=""; if(fp_eval) { ready=BuildFingerprintFeatures(e.side,ff); hist_count=g_fp_hist_count; hist_csv=DiagHistoryValues(e.side); } else { ZeroMemory(ff); ZeroMemory(fd); fd.bad_id="NA"; fd.good_id="NA"; fd.decision="NOT_EVALUATED"; hist_count=g_fp_hist_count; hist_csv=DiagHistoryValues(e.side); } datetime bar_t=(s.bar_time>0 ? s.bar_time : s.time); datetime dec_t=(s.decision_time>0 ? s.decision_time : TimeCurrent()); string row=StringFormat("%s,%s,%s,%d,%s,%s,%I64d,%s,%I64u,%I64u,%s,%s,", DIAG2025_BUILD,EnumToString((ENUM_TIMEFRAMES)BASSO_OPS_TF),EnumToString((ENUM_TIMEFRAMES)_Period), BASSO_DELTA_HORIZON_BARS, TimeToString(bar_t,TIME_DATE|TIME_SECONDS),TimeToString(dec_t,TIME_DATE|TIME_SECONDS), s.tick_time_msc,CsvSafe(g_symbol), e.sequence_id,e.edge_id,SideName(e.side),EngineName(e.engine)); row+=StringFormat("%s,%s,%.2f,%.2f,%.2f,%.2f,%.2f,%.2f,%d,%d,", CsvSafe(decision),CsvSafe(reject_reason),e.score_threshold,e.score,e.score_gap,e.score_shape,e.score_context,e.score_extra, e.continuation?1:0,e.recovery?1:0); row+=StringFormat("%.5f,%.5f,%.5f,%.5f,%.8f,%.8f,%.8f,%.8f,%.8f,%.6f,%.6f,%.6f,", s.bar_open,s.bar_high,s.bar_low,s.bar_close,s.atr_m1,s.atr_m5,s.atr_m15,s.body_m1,s.range_m1,s.body_atr,s.range_atr,s.close_extreme); row+=StringFormat("%.8f,%.8f,%.6f,%.6f,%.2f,%.2f,%.1f,%.8f,%.8f,%.6f,", s.ema3,s.ema8,s.gap_atr,s.delta30_atr,s.buy_health,s.sell_health,s.spread_pts,s.live_ema3,s.live_ema8,s.live_gap_atr); row+=StringFormat("%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,%.8f,", f[0],f[1],f[2],f[3],f[4],f[5],f[6],f[7],f[8],f[9],f[10],f[11]); row+=StringFormat("%d,%.2f,%.2f,%s,%s,%s,%s,%d,", ready?1:0,fd.bad_match,fd.good_match,CsvSafe(fd.bad_id),CsvSafe(fd.good_id),CsvSafe(fd.decision), "M1_BASELINE_NEEDS_M5_CALIBRATION",hist_count); row+=hist_csv; row+=StringFormat(",%.2f,%.2f,%.2f,%s,%s,%I64u,%s,%d,%s,%s", g_diag_v55_buy_score,g_diag_v55_sell_score,g_diag_v55_selected_score, SideName(g_diag_v55_selected_side),V55EdgeStateName(g_v55.state),g_v55.edge_id, CsvSafe(g_diag_v55_entry_authority),(g_v55.reentry_armed?1:0), CsvSafe(g_diag_v55_old_score_decision),CsvSafe(g_diag_v55_old_fp_decision)); DiagAppendSegmented(g_diag_candidates_file,"CANDIDATES",dec_t,DiagCandidateHeader(),row); DiagDailyTouch(dec_t); } // V54: BuyEntryScore coefficients are M1-era baseline formulas applied to M5 OPS features. // Thresholds 55/75 remain diagnostic reference only — NOT claimed M5-calibrated. double BuyEntryScore(const MarketSnapshot &s,double &gapPart,double &shapePart,double &contextPart,double &extraPart) { if(s.atr_m1<=0.0 || s.gap_atr<=0.0) { gapPart=shapePart=contextPart=extraPart=0.0; return 0.0; } double f[]; BuildEntryBrainFeatures(s,SIDE_BUY,f); gapPart = 14.437731726809506*f[2] + 1.2914271587628525*f[1] - 0.5614474628087706*f[0]; shapePart = -0.7425180038151135*f[3] + 0.8068207159600087*f[7] + 0.22305850503488794*f[4]; contextPart = 0.10249211033551898*f[8] + 0.043339450445100076*f[5]; extraPart = -0.10290274089169496*f[9]; double raw=-1.5307978165201834 + gapPart + shapePart + contextPart + extraPart; return SigmoidScore100(raw); } // V46 BUY ContinuationScore: retained from V45 and independent from the normal BUY EntryScore. // Calibration sample: 41 V41 BUY STEP floor exits; target = >=2.00 EUR additional movement // after protected exit before the same EdgeHealth-V2 death boundary (32 positive / 9 negative). // Inputs are structural only. The +0.401341 shift maps the V41 fitted probability 0.45 to score 55, so the existing // BUY numeric threshold remains usable without creating a second execution authority. double BuyContinuationScore(const MarketSnapshot &s,double health, double &gapPart,double &shapePart,double &contextPart,double &extraPart) { if(s.atr_m1<=0.0 || s.gap_atr<=0.0) { gapPart=shapePart=contextPart=extraPart=0.0; return 0.0; } double f[]; BuildEntryBrainFeatures(s,SIDE_BUY,f); double signed_live=f[1]; double accel=f[2]; gapPart = 0.36788806799677176*signed_live - 1.63394420278258400*accel; shapePart = 2.11176072023405050*f[6]; contextPart = -0.04255416482776663*f[5] - 0.39143101347217646*f[10] + 0.11482453454005298*f[11]; extraPart = 0.011458198336760907*health; double raw=-2.4039521550967806 + gapPart + shapePart + contextPart + extraPart; return SigmoidScore100(raw+0.40134139092430250); } // V40 SELL EntryScore: M1-era continuous model coefficients applied to M5 OPS features in V54. // Fitted on V39 accepted + mirror-rejected candidates (M1). Threshold 80 = diagnostic baseline only on M5. // Runtime inputs are structural only; BUY/SELL remain independent brains. double SellEntryScore(const MarketSnapshot &s,double &gapPart,double &shapePart,double &contextPart,double &extraPart) { if(s.atr_m1<=0.0 || s.gap_atr>=0.0) { gapPart=shapePart=contextPart=extraPart=0.0; return 0.0; } double f[]; BuildEntryBrainFeatures(s,SIDE_SELL,f); gapPart = 13.171129*f[2] + 0.260132*f[1] - 0.754227*f[0]; shapePart = -0.070161*f[3] - 0.509711*f[4] + 1.015278*f[6]; contextPart = 0.029814*f[5] + 1.419079*f[10] + 0.312147*f[11]; extraPart=0.0; double raw=-0.570237 + gapPart + shapePart + contextPart + extraPart; return SigmoidScore100(raw); } // V46 RECOVERY SCORE (diagnostic only). // The coefficients remain the data-driven hard-loss recovery classifier. BUY becomes operational ONLY // after a real hard-loss, after a fresh completed M1 bar, and only while the same structural BUY edge // survives the V45 death detector. SELL remains diagnostic only. double BuyRecoveryScoreV46(const MarketSnapshot &s) { if(s.atr_m1<=0.0 || s.gap_atr<=0.0) return 0.0; double f[]; BuildEntryBrainFeatures(s,SIDE_BUY,f); double raw=1.7325018686967955 +0.44507166939725495*f[0] +0.47740690323134444*f[1] -2.28132133010267200*f[2] -0.02832454991592364*f[3] -0.04279090854436482*f[4] +0.03179513559329627*f[5] -0.24982006236984250*f[6] -0.29157995003804515*f[7] +0.00137138888023207*f[8] -0.18230812460166076*f[9] +0.21237783927416365*f[10] +0.22987364035470279*f[11]; return SigmoidScore100(raw); } double SellRecoveryScoreV46(const MarketSnapshot &s) { if(s.atr_m1<=0.0 || s.gap_atr>=0.0) return 0.0; double f[]; BuildEntryBrainFeatures(s,SIDE_SELL,f); double raw=0.2535306958292231 -0.20342724706379364*f[0] -0.23324515895603118*f[1] -1.58010225202678400*f[2] -0.22202354092155743*f[3] +0.05325688676255359*f[4] +0.04641940225691789*f[5] +2.36233025280327520*f[6] -1.23172796648784090*f[7] +0.10372760946322641*f[8] -0.13398581908774300*f[9] -0.22092601958398650*f[10] -0.11391035994301117*f[11]; return SigmoidScore100(raw); } // V46 structural EdgeHealth V2 — coefficients are M1-era baseline. // V54 feeds OPS(M5) structural features; thresholds remain diagnostic baseline (NOT M5-recalibrated). // Trained from V39 tick-by-tick structural state against whether the trade later proved // capable of reaching the approved +2 EUR quality milestone. Profit/loss is NOT an input. // Includes live/completed gap, acceleration, candle structure, 30m context, EMA location, // and deterioration from the strongest signed live gap seen since the edge started. double PositionEdgeHealthV2(TradeSide side,const MarketSnapshot &s,double peak_signed_live) { if(side!=SIDE_BUY && side!=SIDE_SELL) return 0.0; if(s.atr_m1<=0.0) return 0.0; double sign=(side==SIDE_BUY ? 1.0 : -1.0); double range=(s.range_atr>0.0 ? s.range_atr : 0.0); double signed_live=sign*s.live_gap_atr; double signed_gap=sign*s.gap_atr; double accel=signed_live-signed_gap; double dir_body=sign*(s.bar_close-s.bar_open)/s.atr_m1; double dir_close=(side==SIDE_BUY ? s.close_extreme : 1.0-s.close_extreme); double dir_delta30=sign*s.delta30_atr; double close_ema3=sign*(s.bar_close-s.ema3)/s.atr_m1; double close_ema8=sign*(s.bar_close-s.ema8)/s.atr_m1; double peak=MathMax(0.000001,peak_signed_live); double live_retention=signed_live/peak; if(live_retention<0.0) live_retention=0.0; if(live_retention>1.25) live_retention=1.25; double raw=0.0; if(side==SIDE_BUY) { raw=-0.377015 +1.662188*signed_live +0.419526*signed_gap +11.898598*accel -0.779859*dir_body -2.269941*range +1.989007*dir_close +0.132753*dir_delta30 -0.211871*close_ema3 +0.085782*close_ema8 +0.066071*live_retention; } else { raw=-10.916741 +1.990544*signed_live +1.135588*signed_gap +8.392132*accel -1.453970*dir_body +0.724123*range +7.303835*dir_close -0.165627*dir_delta30 -2.187840*close_ema3 -0.094808*close_ema8 +4.210200*live_retention; } return SigmoidScore100(raw); } // V46 structural deterioration is independent of money. double StructuralLiveGapDropPctV46(TradeSide side,const MarketSnapshot &s,double peak_signed_live) { if(side!=SIDE_BUY && side!=SIDE_SELL) return 100.0; double signed_live=(side==SIDE_BUY ? s.live_gap_atr : -s.live_gap_atr); double peak=MathMax(0.000001,peak_signed_live); double rel=100.0*(signed_live/peak); if(rel>125.0) rel=125.0; return 100.0-rel; } bool StructuralEdgeDyingV46(TradeSide side,double health,double live_gap_drop_pct) { if(side==SIDE_BUY) { if(health=InpBuyEdgeDyingDropPctV46); } if(side==SIDE_SELL) { if(health=InpSellEdgeDyingDropPctV46); } return true; } bool StructuralEdgeWeakV46(TradeSide side,double health,double live_gap_drop_pct) { if(StructuralEdgeDyingV46(side,health,live_gap_drop_pct)) return false; if(side==SIDE_BUY) return (health=InpBuyEdgeWeakDropPctV46); if(side==SIDE_SELL) return (health=InpSellEdgeWeakDropPctV46); return false; } EdgeStateV46 StructuralEdgeStateV46(TradeSide side,double health,double live_gap_drop_pct) { if(StructuralEdgeDyingV46(side,health,live_gap_drop_pct)) return EDGE_STATE_DYING; if(StructuralEdgeWeakV46(side,health,live_gap_drop_pct)) return EDGE_STATE_WEAK; return EDGE_STATE_STRONG; } bool StructuralEdgeAliveV46(TradeSide side,double health,double live_gap_drop_pct) { return StructuralEdgeStateV46(side,health,live_gap_drop_pct)!=EDGE_STATE_DYING; } string EdgeStateNameV46(EdgeStateV46 state) { if(state==EDGE_STATE_DYING) return "DYING"; if(state==EDGE_STATE_WEAK) return "WEAK"; return "STRONG"; } // Recovery scores remain diagnostic only in V46; no hard-loss recovery candidate can enter the execution pipeline. double StepLockFloorFromPeak(double peak) { // V50 inherits the exact V42 STEP scale ONLY as a diagnostic comparison reference. if(peak=BASSO_VAULT_MICRO_ARM_EUR) return false; if(health>BASSO_SELL_MICRO_EMERGENCY_HEALTH_MAX) return false; if(live_gap_drop_pctg_reject_tracks[i].max_net) g_reject_tracks[i].max_net=p; if(pg_reject_tracks[i].health_peak_live) g_reject_tracks[i].health_peak_live=signed_live; double health=PositionEdgeHealthV2(side,g_snapshot,g_reject_tracks[i].health_peak_live); double live_gap_drop_pct=StructuralLiveGapDropPctV46(side,g_snapshot,g_reject_tracks[i].health_peak_live); bool edge_dying=StructuralEdgeDyingV46(side,health,live_gap_drop_pct); bool edge_alive=!edge_dying; double slip_reserve=(double)InpSlippagePoints*MoneyPerPointPerLot()*BASSO_FIXED_LOT; double hard_trigger=HardLossServerTargetNet()+slip_reserve; // ENTRY-SCORE target is exact: did the candidate reach +2 before the SAME // real lifecycle would have killed it? Once +2 is reached, entry quality is proven. bool reached2=(g_reject_tracks[i].max_net>=BASSO_PEAK_ARM_EUR); bool hard_fail=(!reached2 && p<=hard_trigger); bool edge_fail=(!reached2 && edge_dying); if(!reached2 && !hard_fail && !edge_fail) continue; EdgeContext e; ZeroMemory(e); e.engine=ENG_BASSO; e.side=side; e.edge_id=g_reject_tracks[i].edge_id; e.health=health; e.score=g_reject_tracks[i].entry_score; e.score_threshold=g_reject_tracks[i].threshold; e.score_gap=g_reject_tracks[i].score_gap; e.score_shape=g_reject_tracks[i].score_shape; e.score_context=g_reject_tracks[i].score_context; e.score_extra=g_reject_tracks[i].score_extra; RiskContext r; ZeroMemory(r); r.equity=AccountInfoDouble(ACCOUNT_EQUITY); string stage="POST_REJECT"; string verdict=""; string outcome=(reached2 ? "MFE_GE_2_BEFORE_REAL_EXIT" : (hard_fail ? "HARD_LOSS_BEFORE_2" : "EDGE_DYING_BEFORE_2")); if(g_reject_tracks[i].origin=="POSITION_BLOCK") { stage="POST_BLOCK"; verdict=(reached2 ? "BLOCK_MIRROR_MFE_GE_2" : "BLOCK_MIRROR_MFE_LT_2"); } else if(g_reject_tracks[i].origin=="SESSION_BLOCK") { stage="POST_SESSION"; verdict=(reached2 ? "SESSION_MIRROR_MFE_GE_2" : "SESSION_MIRROR_MFE_LT_2"); } else if(g_reject_tracks[i].origin=="RISK_BLOCK") { stage="POST_RISK"; verdict=(reached2 ? "RISK_BLOCK_MIRROR_MFE_GE_2" : "RISK_BLOCK_MIRROR_MFE_LT_2"); } else if(g_reject_tracks[i].origin=="EXECUTION_BLOCK") { stage="POST_EXECUTION"; verdict=(reached2 ? "EXEC_BLOCK_MIRROR_MFE_GE_2" : "EXEC_BLOCK_MIRROR_MFE_LT_2"); } else if(g_reject_tracks[i].origin=="BROKER_REJECT") { stage="POST_BROKER_REJECT"; verdict=(reached2 ? "BROKER_REJECT_MIRROR_MFE_GE_2" : "BROKER_REJECT_MIRROR_MFE_LT_2"); } else if(g_reject_tracks[i].origin=="FINGERPRINT_REJECT") { stage="POST_FINGERPRINT"; verdict=(reached2 ? "FP_FALSE_REJECT_MFE_GE_2" : "FP_REJECT_CONFIRMED_MFE_LT_2"); } else verdict=(reached2 ? "REJECT_MIRROR_MFE_GE_2" : "REJECT_MIRROR_MFE_LT_2"); string why=StringFormat("%s;MIRROR_REAL_LIFECYCLE;%s;MIN_NET=%.2f;COST_EST=%.2f", g_reject_tracks[i].origin_reason,outcome, g_reject_tracks[i].min_net,BASSO_ROUNDTRIP_COST_RESERVE_EUR); LogEvent(g_snapshot,e,stage,verdict,why,r,0,0,"",0,0,0,0,0,0, p,g_reject_tracks[i].max_net,0.0,health,edge_dying?1:0,0.0); g_reject_tracks[i].active=false; } } void AddPostCloseTrack(ulong seq,TradeSide side,double exit_price,double entry_gap,double exit_net,double peak,double floor, double entry_score,double threshold,double sgap,double sshape,double scontext,double sextra,double recovery_score, int exit_code,int exit_mode) { if(side==SIDE_NONE || seq==0) return; int n=ArraySize(g_post_close_tracks); ArrayResize(g_post_close_tracks,n+1); g_post_close_tracks[n].active=true; g_post_close_tracks[n].sequence_id=seq; g_post_close_tracks[n].side=side; g_post_close_tracks[n].start_time=TimeCurrent(); g_post_close_tracks[n].exit_price=exit_price; g_post_close_tracks[n].entry_gap=entry_gap; g_post_close_tracks[n].health_peak_live=MathMax(0.000001,(side==SIDE_BUY ? g_snapshot.live_gap_atr : -g_snapshot.live_gap_atr)); g_post_close_tracks[n].exit_net=exit_net; g_post_close_tracks[n].preclose_peak=peak; g_post_close_tracks[n].max_extra_net=0.0; g_post_close_tracks[n].step_floor=floor; g_post_close_tracks[n].entry_score=entry_score; g_post_close_tracks[n].threshold=threshold; g_post_close_tracks[n].score_gap=sgap; g_post_close_tracks[n].score_shape=sshape; g_post_close_tracks[n].score_context=scontext; g_post_close_tracks[n].score_extra=sextra; g_post_close_tracks[n].recovery_score=recovery_score; g_post_close_tracks[n].exit_code=exit_code; g_post_close_tracks[n].exit_mode=exit_mode; } string ExitSourceName(int exit_code) { if(exit_code==1) return "V55_EDGE_DYING"; if(exit_code==2) return "PROFIT_VAULT"; if(exit_code==3) return "HARD_LOSS"; if(exit_code==5) return "RULE_INVARIANT_FAILSAFE"; if(exit_code==6) return "PROTECTION_FAILSAFE"; return "UNCLASSIFIED"; } void UpdatePostCloseTracks() { for(int i=0;ig_post_close_tracks[i].max_extra_net) g_post_close_tracks[i].max_extra_net=extra; // Diagnostic continuation stops at the same structural EdgeDying boundary used by the real trade. double signed_live=(side==SIDE_BUY ? g_snapshot.live_gap_atr : -g_snapshot.live_gap_atr); if(signed_live>g_post_close_tracks[i].health_peak_live) g_post_close_tracks[i].health_peak_live=signed_live; double health=PositionEdgeHealthV2(side,g_snapshot,g_post_close_tracks[i].health_peak_live); double live_gap_drop_pct=StructuralLiveGapDropPctV46(side,g_snapshot,g_post_close_tracks[i].health_peak_live); bool edge_alive=StructuralEdgeAliveV46(side,health,live_gap_drop_pct); if(edge_alive) continue; double missed=g_post_close_tracks[i].max_extra_net; double giveback=MathMax(0.0,g_post_close_tracks[i].preclose_peak-g_post_close_tracks[i].exit_net); double allowedGiveback=MathMax(0.50,g_post_close_tracks[i].preclose_peak*0.25); double postclose_potential=MathMax(g_post_close_tracks[i].preclose_peak, g_post_close_tracks[i].exit_net+missed); bool is_vault=(g_post_close_tracks[i].exit_mode==1 && g_post_close_tracks[i].exit_code==2); string verdict=(is_vault ? "VAULT_REVIEW" : "EXIT_REVIEW"); if(missed>=2.0) verdict=(is_vault ? "VAULT_TOO_TIGHT" : "EXIT_TOO_EARLY"); else if(missed<=0.30 && giveback>allowedGiveback) verdict=(is_vault ? "VAULT_TOO_WIDE" : "EXIT_TOO_WIDE"); else if(missed<=0.30) verdict=(is_vault ? "VAULT_OK" : "EXIT_OK"); EdgeContext e; ZeroMemory(e); e.engine=ENG_BASSO; e.side=side; e.sequence_id=g_post_close_tracks[i].sequence_id; e.health=health; e.score=g_post_close_tracks[i].entry_score; e.score_threshold=g_post_close_tracks[i].threshold; e.score_gap=g_post_close_tracks[i].score_gap; e.score_shape=g_post_close_tracks[i].score_shape; e.score_context=g_post_close_tracks[i].score_context; e.score_extra=g_post_close_tracks[i].score_extra; RiskContext r; ZeroMemory(r); r.equity=AccountInfoDouble(ACCOUNT_EQUITY); string source=ExitSourceName(g_post_close_tracks[i].exit_code); string mode=(g_post_close_tracks[i].exit_mode==1 ? "EDGE_DYNAMIC_TP" : "INVALID_MODE"); string why=StringFormat("EXIT_SOURCE=%s;MODE=%s;TRACK_UNTIL_REAL_EDGE_DYING;MISSED_AFTER_CLOSE=%.2f;GIVEBACK=%.2f;POST_CLOSE_POTENTIAL=%.2f", source,mode,missed,giveback,postclose_potential); LogEvent(g_snapshot,e,"POST_CLOSE",verdict,why,r,0,0,"",0,0,0,0,0,0, g_post_close_tracks[i].exit_net, postclose_potential, g_post_close_tracks[i].step_floor,health,1,0); DiagWritePostClose(g_post_close_tracks[i],missed,postclose_potential,giveback,health,verdict); // V46 post-close recovery classification is diagnostic only; no hard-loss recovery is armed. if(g_post_close_tracks[i].exit_code==3) { string recovery_status=(missed>=2.0 ? "RECOVERY_EDGE_PRESENT" : "NO_RECOVERY_EDGE"); string recovery_reason=StringFormat("DIAGNOSTIC_ONLY;MISSED_AFTER_HARD_LOSS=%.2f;POST_CLOSE_POTENTIAL=%.2f;EDGE_DIED_AT_HEALTH=%.2f;ENTRY_RECOVERY_SCORE=%.2f;OPERATIONAL_RECOVERY=OFF", missed,postclose_potential,health,g_post_close_tracks[i].recovery_score); LogEvent(g_snapshot,e,"RECOVERY_DIAG",recovery_status,recovery_reason,r,0,0,"",0,0,0,0,0,0, g_post_close_tracks[i].exit_net,postclose_potential,0.0,health,1,0); } g_post_close_tracks[i].active=false; } } EdgeContext Route(const MarketSnapshot &s) { EdgeContext e; ZeroMemory(e); e.edge_id=NewEdgeID(); e.sequence_id=NewSequenceID(); e.engine=ENG_SCARTO; e.side=SIDE_NONE; e.continuation=false; e.recovery=false; e.reason="NO_DIRECTIONAL_EDGE"; if(HistoricalSuperBuy(s)){ e.engine=ENG_SUPER; e.side=SIDE_BUY; e.score=95; e.health=90; e.reason="SUPER_SIGNATURE_BLOCK_NO_CHAIN"; return e; } if(HistoricalSuperSell(s)){ e.engine=ENG_SUPER; e.side=SIDE_SELL; e.score=95; e.health=90; e.reason="SUPER_SIGNATURE_BLOCK_NO_CHAIN"; return e; } double bg=0,bs=0,bc=0,be=0,sg=0,ss=0,sc=0,se=0; // V46 BUY CONTINUATION has priority only while an armed protected BUY floor exit is pending // and the current market still has BUY directional structure. It still returns the // same EdgeContext and therefore uses the same Risk/Execute pipeline as a normal entry. if(g_cont_reentry_armed && g_cont_reentry_side==SIDE_BUY && BrainBassoBuy(s)) { double signed_live=s.live_gap_atr; if(signed_live>g_cont_reentry_peak_live) g_cont_reentry_peak_live=signed_live; double cont_health=PositionEdgeHealthV2(SIDE_BUY,s,MathMax(0.000001,g_cont_reentry_peak_live)); double contScore=BuyContinuationScore(s,cont_health,bg,bs,bc,be); e.side=SIDE_BUY; e.continuation=true; e.score=contScore; e.health=cont_health; e.score_gap=bg; e.score_shape=bs; e.score_context=bc; e.score_extra=be; e.score_threshold=RequiredEntryScore(SIDE_BUY); double cont_drop=StructuralLiveGapDropPctV46(SIDE_BUY,s,MathMax(0.000001,g_cont_reentry_peak_live)); EdgeStateV46 cont_state=StructuralEdgeStateV46(SIDE_BUY,cont_health,cont_drop); if(contScore>=e.score_threshold && cont_state==EDGE_STATE_STRONG) { e.engine=ENG_BASSO; e.reason="BASSO_BUY_CONTINUATION_SCORE_ACCEPT_EDGE_STRONG"; } else e.reason=(cont_state==EDGE_STATE_WEAK ? "BASSO_BUY_CONTINUATION_WAIT_EDGE_WEAK" : (cont_state==EDGE_STATE_DYING ? "BASSO_BUY_CONTINUATION_REJECT_EDGE_DYING" : "BASSO_BUY_CONTINUATION_SCORE_REJECT")); return e; } if(BrainBassoBuy(s)) { double buyScore=BuyEntryScore(s,bg,bs,bc,be); e.side=SIDE_BUY; e.score=buyScore; e.health=s.buy_health; e.score_gap=bg; e.score_shape=bs; e.score_context=bc; e.score_extra=be; e.score_threshold=RequiredEntryScore(SIDE_BUY); if(buyScore>=BASSO_BUY_ENTRY_SCORE_MAX) e.reason="BASSO_BUY_OVEREXTENSION_REJECT_GE_75"; else if(buyScore>=e.score_threshold) { e.engine=ENG_BASSO; e.reason="BASSO_BUY_SCORE_ACCEPT"; } else e.reason="BASSO_BUY_SCORE_REJECT"; return e; } if(BrainBassoSell(s)) { double sellScore=SellEntryScore(s,sg,ss,sc,se); e.side=SIDE_SELL; e.score=sellScore; e.health=s.sell_health; e.score_gap=sg; e.score_shape=ss; e.score_context=sc; e.score_extra=se; e.score_threshold=RequiredEntryScore(SIDE_SELL); if(sellScore>=e.score_threshold) { e.engine=ENG_BASSO; e.reason="BASSO_SELL_SCORE_ACCEPT"; } else e.reason="BASSO_SELL_SCORE_REJECT"; return e; } return e; } bool EntrySessionOpen(datetime t) { MqlDateTime dt; TimeToStruct(t,dt); if(InpTradeStartHour==InpTradeEndHour) return true; if(InpTradeStartHour=InpTradeStartHour && dt.hour=InpTradeStartHour || dt.hour=0;i--) { ulong ticket=PositionGetTicket(i); if(ticket==0 || !PositionSelectByTicket(ticket)) continue; if(PositionGetString(POSITION_SYMBOL)!=g_symbol) continue; if((long)PositionGetInteger(POSITION_MAGIC)!=InpMagic) continue; if(side_filter!=SIDE_NONE) { long ptype=PositionGetInteger(POSITION_TYPE); TradeSide ps=(ptype==POSITION_TYPE_BUY ? SIDE_BUY : SIDE_SELL); if(ps!=side_filter) continue; } count++; } return count; } bool ManagedPositionExistsByIdentifier(ulong identifier) { if(identifier==0) return false; for(int i=PositionsTotal()-1;i>=0;i--) { ulong ticket=PositionGetTicket(i); if(ticket==0 || !PositionSelectByTicket(ticket)) continue; if(PositionGetString(POSITION_SYMBOL)!=g_symbol) continue; if((long)PositionGetInteger(POSITION_MAGIC)!=InpMagic) continue; ulong pid=(ulong)PositionGetInteger(POSITION_IDENTIFIER); if(pid==0) pid=ticket; if(pid==identifier) return true; } return false; } int ManagedOrderCount() { int count=0; for(int i=OrdersTotal()-1;i>=0;i--) { ulong order=OrderGetTicket(i); if(order==0 || !OrderSelect(order)) continue; if(OrderGetString(ORDER_SYMBOL)!=g_symbol) continue; if((long)OrderGetInteger(ORDER_MAGIC)!=InpMagic) continue; count++; } return count; } bool IsHedgingAccount() { long mode=AccountInfoInteger(ACCOUNT_MARGIN_MODE); return (mode==ACCOUNT_MARGIN_MODE_RETAIL_HEDGING); } bool CanOpenBassoSide(TradeSide side,string &reason) { reason="APPROVED_ONE_POSITION"; if(side!=SIDE_BUY && side!=SIDE_SELL) { reason="INVALID_SIDE"; return false; } if(ManagedPositionCount()>0) { reason="ONE_POSITION_ALREADY_ACTIVE"; return false; } if(ManagedOrderCount()>0) { reason="ENTRY_ORDER_ALREADY_ACTIVE"; return false; } return true; } // ------------------------------------------------------------------- // V46 SINGLE ENTRY AUTHORITY. // Every real order path (OnTick gate, BuildRisk and Execute) calls this // exact function. No other function is allowed to reinterpret entry rules. // ------------------------------------------------------------------- double RequiredEntryScore(TradeSide side) { if(side==SIDE_BUY) return InpBuyEntryScoreMin; if(side==SIDE_SELL) return InpSellEntryScoreMin; return 101.0; } bool EntryAuthorityPass(const MarketSnapshot &s,const EdgeContext &e,string &reason) { reason="ENTRY_AUTHORITY_OK"; if(!InpEnableTrading) { reason="TRADING_DISABLED"; return false; } if(g_close_inflight) { reason="PREVIOUS_CLOSE_AWAITING_BROKER_TRUTH"; return false; } if(e.engine!=ENG_BASSO || (e.side!=SIDE_BUY && e.side!=SIDE_SELL)) { reason="ENGINE_OR_SIDE_NOT_EXECUTABLE"; return false; } // V55: old EntryScore / overextension / fingerprint are SHADOW only. // Live gate requires V55 score already stamped on EdgeContext (>= InpV55EntryScore). if(e.score+0.00000010.0001) { reason="V55_ENTRY_SCORE_THRESHOLD_STATE_MISMATCH"; return false; } if(!EntrySessionOpen(s.decision_time>0 ? s.decision_time : TimeCurrent())) { reason="OUTSIDE_08_20_ENTRY_SESSION"; return false; } if(s.spread_pts>InpMaxSpreadPoints) { reason="SPREAD_LIMIT"; return false; } string exposure_reason=""; if(!CanOpenBassoSide(e.side,exposure_reason)) { reason=exposure_reason; return false; } return true; } double MinimumTradableLot() { double mn=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MIN); double mx=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MAX); double st=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_STEP); if(st<=0 || mx<=0) return 0.0; double floor_lot=MathMax(InpMinimumOpenLot,mn); floor_lot=MathCeil(floor_lot/st-1e-9)*st; if(floor_lot>mx) return 0.0; return NormalizeDouble(floor_lot,8); } double NormalizeLotWithFloor(double lot) { double mx=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MAX); double st=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_STEP); double floor_lot=MinimumTradableLot(); if(st<=0 || mx<=0 || floor_lot<=0) return 0.0; lot=MathMax(lot,floor_lot); lot=MathMin(lot,mx); lot=MathFloor(lot/st+1e-9)*st; if(lotfreeze ? stops : freeze); return (pt>0.0 ? (double)points*pt : 0.0); } double NormalizeProtectiveSLPrice(TradeSide side,double price) { double tick=SymbolInfoDouble(g_symbol,SYMBOL_TRADE_TICK_SIZE); int digits=(int)SymbolInfoInteger(g_symbol,SYMBOL_DIGITS); if(tick<=0.0) return NormalizeDouble(price,digits); double steps=price/tick; double out=(side==SIDE_BUY ? MathCeil(steps-1e-9)*tick : MathFloor(steps+1e-9)*tick); return NormalizeDouble(out,digits); } bool ProtectiveSLValidNow(TradeSide side,double sl) { if(sl<=0.0) return false; MqlTick tk; if(!SymbolInfoTick(g_symbol,tk)) return false; double min_dist=BrokerMinStopDistancePrice(); double tick=SymbolInfoDouble(g_symbol,SYMBOL_TRADE_TICK_SIZE); double eps=(tick>0.0 ? tick*0.25 : 0.0); if(side==SIDE_BUY) return (sltk.ask && sl>=tk.ask+min_dist-eps); return false; } bool MoreProtectiveSL(TradeSide side,double proposed,double existing) { if(proposed<=0.0) return false; if(existing<=0.0) return true; double tick=SymbolInfoDouble(g_symbol,SYMBOL_TRADE_TICK_SIZE); double eps=(tick>0.0 ? tick*0.25 : 0.0); if(side==SIDE_BUY) return proposed>existing+eps; if(side==SIDE_SELL) return proposed=BASSO_PEAK_ARM_EUR) floor=MathMax(floor,BASSO_MIN_PROTECTED_EUR); return floor; } double HardLossServerTargetNet() { // Rule remains -3.50 maximum. V39 broker truth repeated a 1.97 EUR server-SL execution deviation. // V46 keeps the 1.97 EUR empirical reserve observed repeatedly in broker-truth tests. double protected_abs=InpBassoHardMaxLossEUR-BASSO_HARD_EXECUTION_RESERVE_EUR; return -MathMax(0.10,protected_abs); } int ExitAuthorityRank(int code) { if(code==5) return 60; if(code==6) return 55; if(code==2) return 50; if(code==3) return 40; if(code==1) return 20; return 0; } void SetExitAuthority(ulong identifier,int new_code) { if(identifier==0 || new_code<=0) return; int old_code=(int)GVGet(identifier,"EXIT",0.0); if(ExitAuthorityRank(new_code)>=ExitAuthorityRank(old_code)) GVSet(identifier,"EXIT",(double)new_code); } bool FinalNetAtPrice(ulong ticket,ulong identifier,TradeSide side,double exit_price,double &final_net,string &why) { final_net=0.0; why=""; if(exit_price<=0.0 || !PositionSelectByTicket(ticket)) { why="POSITION_OR_PRICE_INVALID"; return false; } double volume=PositionGetDouble(POSITION_VOLUME); double open_price=PositionGetDouble(POSITION_PRICE_OPEN); if(volume<=0.0 || open_price<=0.0) { why="POSITION_VALUES_INVALID"; return false; } ENUM_ORDER_TYPE ot=(side==SIDE_BUY ? ORDER_TYPE_BUY : ORDER_TYPE_SELL); double gross=0.0; if(!OrderCalcProfit(ot,g_symbol,volume,open_price,exit_price,gross)) { why="ORDER_CALC_PROFIT_FAILED"; return false; } double entry_cost=GVGet(identifier,"ECOST",0.0); double exit_cost_est=MathMax(MathAbs(entry_cost),BASSO_ROUNDTRIP_COST_RESERVE_EUR*0.5); final_net=gross+entry_cost-exit_cost_est; why="OK"; return true; } bool InstalledSLMeetsAuthority(ulong ticket,ulong identifier,TradeSide side,double required_final_net, double &installed_sl,double &projected_final_net,string &why) { installed_sl=0.0; projected_final_net=0.0; why=""; if(!PositionSelectByTicket(ticket)) { why="POSITION_NOT_FOUND_AFTER_PROTECTION"; return false; } installed_sl=PositionGetDouble(POSITION_SL); if(installed_sl<=0.0) { why="NO_SERVER_SL_INSTALLED"; return false; } string calc=""; if(!FinalNetAtPrice(ticket,identifier,side,installed_sl,projected_final_net,calc)) { why="SL_FINAL_NET_AUDIT_"+calc; return false; } if(projected_final_net+0.010.0001 || entry_score+0.0000001=1.60. // Below +1.60, BUY must remain unarmed; SELL may persist ONLY the approved +0.30 micro floor // after it was structurally armed in the [1.20,1.60) Peak band. Peak is monotonic, so a persisted // +0.30 state can never later appear below +1.20. double theoretical_floor=RequiredProtectedFloor(exit_mode,peak); if(theoretical_floor<0.0) { why="INVALID_DIAGNOSTIC_STEP_REFERENCE"; return false; } double required_vault=ProfitVaultFloorFromPeak(side,peak); if(required_vault<=0.0) { if(side==SIDE_BUY) { if(floor_armed || protected_floor>0.0001) { why="BUY_PROFIT_VAULT_ARMED_BEFORE_1_60_PEAK"; return false; } } else { bool micro_floor_present=(protected_floor>0.0001 || floor_armed); if(micro_floor_present) { if(peak=BASSO_VAULT_MICRO_ARM_EUR) { why="SELL_MICRO_VAULT_OUTSIDE_APPROVED_PEAK_BAND"; return false; } if(!floor_armed || MathAbs(protected_floor-BASSO_SELL_MICRO_EMERGENCY_FLOOR_EUR)>0.01) { why="SELL_MICRO_VAULT_NOT_EQUAL_TO_APPROVED_0_30_FLOOR"; return false; } } } } else { if(!floor_armed) { why="PROFIT_VAULT_REQUIRED_BUT_NOT_ARMED"; return false; } if(MathAbs(protected_floor-required_vault)>0.01) { why="PROFIT_VAULT_NOT_EQUAL_TO_APPROVED_TABLE_FLOOR"; return false; } if(protected_floor>peak+0.0001) { why="PROFIT_VAULT_ABOVE_PROFIT_PEAK"; return false; } } return true; } RiskContext BuildRisk(const MarketSnapshot &s,const EdgeContext &e) { RiskContext r; r.equity=AccountInfoDouble(ACCOUNT_EQUITY); r.risk_money=InpBassoHardMaxLossEUR; r.stop_points=0.0; r.raw_lot=BASSO_FIXED_LOT; r.final_lot=0.0; r.actual_risk=0.0; r.decision=RISK_BLOCK; r.reason="RISK_INIT"; double pt=SymbolInfoDouble(g_symbol,SYMBOL_POINT); double mpp=MoneyPerPointPerLot(); if(pt<=0.0 || mpp<=0.0 || r.equity<=0.0 || InpBassoHardMaxLossEUR<=0.0) { r.reason="INVALID_RISK_INPUT"; return r; } // V39 second-line check calls the SAME single entry authority used immediately before send. string entry_authority_reason=""; if(!EntryAuthorityPass(s,e,entry_authority_reason)) { r.reason="ENTRY_AUTHORITY_"+entry_authority_reason; return r; } // Exact approved BASSO lot for this test. double mn=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MIN); double mx=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MAX); double st=SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_STEP); if(st<=0.0 || mn<=0.0 || mx<=0.0) { r.reason="INVALID_BROKER_VOLUME_SPEC"; return r; } double normalized=MathRound(BASSO_FIXED_LOT/st)*st; if(BASSO_FIXED_LOTmx+1e-9 || MathAbs(normalized-BASSO_FIXED_LOT)>1e-9) { r.reason="BROKER_CANNOT_EXECUTE_FIXED_0_01"; return r; } r.final_lot=BASSO_FIXED_LOT; // The order is NOT allowed to open unless a broker-side emergency SL can fit // inside the EUR3.50 cap after reserving observed round-trip deal costs and deviation. double slip_reserve=SlippageReserveEUR(r.final_lot); double hard_server_target_abs=MathAbs(HardLossServerTargetNet()); double price_loss_budget=hard_server_target_abs-BASSO_ROUNDTRIP_COST_RESERVE_EUR-slip_reserve; if(price_loss_budget<=0.01) { r.reason="HARD_LOSS_CAP_UNACHIEVABLE_AFTER_COST_RESERVE"; r.final_lot=0.0; return r; } r.stop_points=price_loss_budget/(r.final_lot*mpp); double broker_min_points=BrokerMinStopDistancePrice()/pt; if(r.stop_points<=broker_min_points+1e-6) { r.reason="HARD_LOSS_CAP_TIGHTER_THAN_BROKER_STOP_LEVEL"; r.final_lot=0.0; return r; } r.actual_risk=r.final_lot*r.stop_points*mpp+BASSO_ROUNDTRIP_COST_RESERVE_EUR+slip_reserve; if(r.actual_risk>hard_server_target_abs+0.01 || r.actual_risk>InpBassoHardMaxLossEUR+0.01) { r.reason="HARD_LOSS_CAP_CALC_ERROR"; r.final_lot=0.0; return r; } r.decision=RISK_APPROVE; r.reason="APPROVED_FIXED_0_01_HARD_CAP_3_50_WITH_V52_EMPIRICAL_RESERVE"; return r; } //+------------------------------------------------------------------+ //| V59 FINAL execution authority — sole gate before broker send | //+------------------------------------------------------------------+ bool V59ReasonIsReentryOrContinuation(const EdgeContext &e) { if(e.continuation) return true; if(e.recovery) return true; if(g_v55.reentry_armed) return true; if(g_cont_reentry_armed) return true; string r=e.reason; if(r=="V55_BUY_REENTRY" || r=="V55_SELL_REENTRY") return true; if(r=="BUY_REENTRY" || r=="SELL_REENTRY") return true; if(StringFind(r,"REENTRY")>=0) return true; if(StringFind(r,"CONTINUATION")>=0) return true; return false; } string V59AuthorityDetail(const EdgeContext &e) { return StringFormat("side=%s;score=%.2f;f_signed_gap_std3=%.8f;gap_min=%.5f;gap_valid=%d;f_delta30_mean5=%.9f;delta30_max=%.9f;delta30_valid=%d;reason=%s;sequence_id=%I64u;edge_id=%I64u", SideName(e.side),e.score, e.v59_signed_gap_std3,V59_SELL_SIGNED_GAP_STD3_MIN,(e.v59_signed_gap_std3_valid?1:0), e.v59_delta30_mean5,V59_SELL_DELTA30_MEAN5_MAX,(e.v59_delta30_mean5_valid?1:0), e.reason,e.sequence_id,e.edge_id); } // true ONLY for: SELL, non-reentry, and BOTH approved pre-entry structural gates. bool V59ExecutionAuthority(const EdgeContext &e,string &block_stage,string &block_detail) { block_stage=""; block_detail=V59AuthorityDetail(e); if(e.side==SIDE_BUY) { block_stage="V59_BUY_DISABLED"; return false; } if(e.side!=SIDE_SELL) { block_stage="V59_EXECUTION_AUTHORITY_BLOCK"; return false; } if(V59ReasonIsReentryOrContinuation(e)) { block_stage="V59_REENTRY_BLOCKED"; return false; } if(!e.v59_signed_gap_std3_valid || !e.v59_delta30_mean5_valid || e.v59_signed_gap_std3V59_SELL_DELTA30_MEAN5_MAX) { block_stage="V59_SELL_SIGNATURE_REJECT"; return false; } block_stage="V59_SELL_SIGNATURE_ACCEPT"; return true; } bool Execute(const MarketSnapshot &s,const EdgeContext &e,const RiskContext &r) { if(r.decision!=RISK_APPROVE) { LogEvent(s,e,"EXECUTE","BLOCK",r.reason,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,0); return false; } // V50 preserves the V47/V46 FINAL entry guard unchanged: the exact same authority is called immediately before broker send. string entry_authority_reason=""; if(!EntryAuthorityPass(s,e,entry_authority_reason)) { string why="ENTRY_AUTHORITY_"+entry_authority_reason; LogEvent(s,e,"EXECUTE","BLOCK",why,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,0); EdgeContext b=e; b.reason=why; AddRejectTrack(b,s,"EXECUTION_BLOCK"); return false; } // V59 absolute final authority: no BUY, no reentry/continuation, SELL only with pre-entry signature. string v59_stage=""; string v59_detail=""; if(!V59ExecutionAuthority(e,v59_stage,v59_detail)) { LogEvent(s,e,"V59_EXECUTION_AUTHORITY_BLOCK","BLOCK",v59_stage+";"+v59_detail,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,s.atr_m1); LogEvent(s,e,v59_stage,"BLOCK",v59_detail,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,s.atr_m1); EdgeContext b=e; b.reason=v59_stage; AddRejectTrack(b,s,"EXECUTION_BLOCK"); return false; } LogEvent(s,e,"V59_EXECUTION_AUTHORITY_PASS","PASS",v59_detail,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,s.atr_m1); LogEvent(s,e,"V59_SELL_SIGNATURE_ACCEPT","ACCEPT",v59_detail,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,s.atr_m1); // Operational entry_reason forced at send-time (diagnostic origin may have been V55_SELL_EDGE). EdgeContext ex=e; ex.side=SIDE_SELL; ex.reason="V59_SELL_SIGNATURE"; ex.continuation=false; ex.recovery=false; double margin_required=0.0; ENUM_ORDER_TYPE margin_type=ORDER_TYPE_SELL; double margin_price=s.bid; if(!OrderCalcMargin(margin_type,g_symbol,r.final_lot,margin_price,margin_required)) { LogEvent(s,ex,"EXECUTE","BLOCK","MARGIN_CALC_FAILED",r,0,0,"",0,0,0,0,0,0,0,0,0,ex.health,0,0); EdgeContext b=ex; b.reason="MARGIN_CALC_FAILED"; AddRejectTrack(b,s,"EXECUTION_BLOCK"); return false; } if(margin_required>AccountInfoDouble(ACCOUNT_MARGIN_FREE)) { LogEvent(s,ex,"EXECUTE","BLOCK","INSUFFICIENT_FREE_MARGIN",r,0,0,"",0,0,0,0,0,0,0,0,0,ex.health,0,0); EdgeContext b=ex; b.reason="INSUFFICIENT_FREE_MARGIN"; AddRejectTrack(b,s,"EXECUTION_BLOCK"); return false; } // REAL emergency server SL is attached to the market order itself. // This is the first physical layer of the -3.50 EUR authority. double pt=SymbolInfoDouble(g_symbol,SYMBOL_POINT); double reference=s.bid; double initial_sl=reference+r.stop_points*pt; initial_sl=NormalizeProtectiveSLPrice(SIDE_SELL,initial_sl); if(!ProtectiveSLValidNow(SIDE_SELL,initial_sl)) { LogEvent(s,ex,"EXECUTE","BLOCK","INITIAL_HARD_SL_INVALID_OR_TOO_CLOSE",r,initial_sl,0,"", 0,0,0,0,0,0,0,0,0,ex.health,0,0); EdgeContext b=ex; b.reason="INITIAL_HARD_SL_INVALID_OR_TOO_CLOSE"; AddRejectTrack(b,s,"EXECUTION_BLOCK"); return false; } trade.SetExpertMagicNumber(InpMagic); trade.SetDeviationInPoints(InpSlippagePoints); string comment=StringFormat("V59_BS_%I64u",ex.sequence_id); // Persist ALL state before send so an immediate trade transaction cannot see an incomplete setup. int mode=1; // V49: EDGE_DYNAMIC_TP_PROFIT_VAULT; legacy STEP scale remains diagnostic only. double diag_entry_raw=PositionRawEdgeScore(SIDE_SELL,s.live_gap_atr); SeqGVSet(ex.sequence_id,"HPTS",r.stop_points); SeqGVSet(ex.sequence_id,"DENT",diag_entry_raw); SeqGVSet(ex.sequence_id,"MODE",(double)mode); SeqGVSet(ex.sequence_id,"ESCORE",ex.score); SeqGVSet(ex.sequence_id,"ETHR",ex.score_threshold); SeqGVSet(ex.sequence_id,"SGAP",ex.score_gap); SeqGVSet(ex.sequence_id,"SSHAPE",ex.score_shape); SeqGVSet(ex.sequence_id,"SCONT",ex.score_context); SeqGVSet(ex.sequence_id,"SEXTRA",ex.score_extra); SeqGVSet(ex.sequence_id,"EID",(double)ex.edge_id); // bridge: preserve V55 edge identity into position GV SeqGVSet(ex.sequence_id,"SGSTD3",ex.v59_signed_gap_std3); SeqGVSet(ex.sequence_id,"SGOK",(ex.v59_signed_gap_std3_valid?1.0:0.0)); SeqGVSet(ex.sequence_id,"D30M5",ex.v59_delta30_mean5); SeqGVSet(ex.sequence_id,"D30OK",(ex.v59_delta30_mean5_valid?1.0:0.0)); double recovery_score=SellRecoveryScoreV46(s); SeqGVSet(ex.sequence_id,"RSC",recovery_score); SeqGVSet(ex.sequence_id,"RECOV",0.0); SeqGVSet(ex.sequence_id,"EFLOOR",0.0); SeqGVSet(ex.sequence_id,"TFLOOR",0.0); SeqGVSet(ex.sequence_id,"PFA",0.0); SeqGVSet(ex.sequence_id,"DTP",DynamicTPFromPeak(0.0)); { EdgeContext re=ex; RiskContext rr=r; string recovery_reason=StringFormat("DIAGNOSTIC_ONLY;RECOVERY_SCORE=%.2f;V45_OPERATIONAL_RECOVERY_REMOVED_4_OF_4_LOSSES", recovery_score); LogEvent(s,re,"RECOVERY_SCORE","DIAGNOSTIC",recovery_reason,rr,initial_sl,0,"", 0,0,0,0,r.final_lot,0.0,0.0,0.0,0.0,ex.health,0,s.atr_m1, diag_entry_raw,diag_entry_raw,diag_entry_raw,100.0,0.0); } // DIAG2025 captures the complete PRE-ORDER signature before broker send. DiagStagePendingEntry(ex,s); // V59: BUY send path physically removed — only SELL after V59ExecutionAuthority. bool basic_ok=trade.Sell(r.final_lot,g_symbol,0.0,initial_sl,0.0,comment); uint ret=trade.ResultRetcode(); bool accepted=(basic_ok && TradeRetcodeOrderAccepted(ret)); if(!accepted) { DiagCancelPending(ex.sequence_id); SeqGVClear(ex.sequence_id); EdgeContext b=ex; b.reason=StringFormat("BROKER_SEND_REJECT_RETCODE_%u",ret); AddRejectTrack(b,s,"BROKER_REJECT"); } else { g_sell_rearmed=false; // Any confirmed new position consumes every pending re-entry arm. g_cont_reentry_armed=false; g_cont_reentry_side=SIDE_NONE; g_cont_reentry_peak_live=0.0; g_v55.reentry_armed=false; } LogEvent(s,ex,"EXECUTE",accepted?"REQUEST_OK":"REQUEST_FAIL", accepted?"SENT_WITH_REAL_HARD_SL":"SEND_OR_BROKER_REJECT", r,initial_sl,ret,trade.ResultRetcodeDescription(), trade.ResultOrder(),trade.ResultDeal(),0,0,r.final_lot,trade.ResultPrice(), 0.0,0.0,0.0,ex.health,0,s.atr_m1,diag_entry_raw,diag_entry_raw,diag_entry_raw,100.0,0.0); return accepted; } //+------------------------------------------------------------------+ //| Persistent BASSO lifecycle | //+------------------------------------------------------------------+ string SeqGVKey(ulong sequence_id,string suffix) { return StringFormat("XV52_SEQ_%I64d_%I64u_%s",InpMagic,sequence_id,suffix); } void SeqGVSet(ulong sequence_id,string suffix,double value) { if(sequence_id==0) return; GlobalVariableSet(SeqGVKey(sequence_id,suffix),value); } double SeqGVGet(ulong sequence_id,string suffix,double fallback=0.0) { if(sequence_id==0) return fallback; string k=SeqGVKey(sequence_id,suffix); if(!GlobalVariableCheck(k)) return fallback; return GlobalVariableGet(k); } void SeqGVClear(ulong sequence_id) { if(sequence_id==0) return; string suffixes[20]={"HPTS","DENT","MODE","ESCORE","ETHR","SGAP","SSHAPE","SCONT","SEXTRA","EID","RSC","RECOV","EFLOOR","TFLOOR","PFA","DTP","SGSTD3","SGOK","D30M5","D30OK"}; for(int i=0;i=0) { string tail=StringSubstr(comment,p+StringLen(prefixes[i])); return (ulong)StringToInteger(tail); } } return 0; } double EntryCostsForPosition(ulong identifier) { if(identifier==0) return 0.0; if(!HistorySelectByPosition(identifier)) return 0.0; int total=HistoryDealsTotal(); double costs=0.0; for(int i=0;i0.0 ? 3.0 : 0.0)); int init_ok=0; string init_why="OK"; if(seq==0) { init_why="SEQ_PARSE_FAILED_FROM_COMMENT"; } else if((int)mode_from_seq!=1) { init_why=StringFormat("MODE_NOT_1_AFTER_SEQ_BRIDGE;MODE=%.0f;COMMENT=%s",mode_from_seq,comment); } else if(escore_from_seq+0.00000010.0001) { init_why=StringFormat("V55_SCORE_STATE_INCOMPLETE;ESCORE=%.2f;ETHR=%.2f",escore_from_seq,ethr_from_seq); } else init_ok=1; GVSet(identifier,"INITOK",(double)init_ok); // Diagnostic only: proves DEAL_IN lifecycle bridge before ManagePositions/RuleAudit. { EdgeContext ie; ZeroMemory(ie); ie.engine=ENG_BASSO; ie.side=diag_side; ie.sequence_id=seq; ie.edge_id=edge_from_seq; ie.score=escore_from_seq; ie.score_threshold=ethr_from_seq; ie.reason=(init_ok==1 ? "V55_POSITION_STATE_INIT" : init_why); RiskContext ir; ZeroMemory(ir); ir.equity=AccountInfoDouble(ACCOUNT_EQUITY); string why=StringFormat("INIT_OK=%d;TICKET=%I64u;IDENTIFIER=%I64u;SEQ=%I64u;EID=%I64u;SIDE=%s;MODE=%.0f;ETHR=%.2f;ESCORE=%.2f;SLMODE=%.0f;COMMENT=%s;%s", init_ok,ticket,identifier,seq,edge_from_seq,SideName(diag_side), mode_from_seq,ethr_from_seq,escore_from_seq,GVGet(identifier,"SLMODE",0.0), CsvSafe(comment),init_why); LogEvent(g_snapshot,ie,"V55_POSITION_STATE_INIT",init_ok==1?"OK":"FAIL",why,ir, PositionGetDouble(POSITION_SL),0,"",0,0,ticket,identifier, PositionGetDouble(POSITION_VOLUME),PositionGetDouble(POSITION_PRICE_OPEN), 0.0,0.0,0.0,0.0,0,entry_atr); } SeqGVClear(seq); } double PositionNetNow(ulong identifier) { double entry_cost=GVGet(identifier,"ECOST",0.0); return PositionGetDouble(POSITION_PROFIT)+PositionGetDouble(POSITION_SWAP)+entry_cost; } void ManagePositions(bool new_bar) { for(int i=PositionsTotal()-1;i>=0;i--) { ulong ticket=PositionGetTicket(i); if(ticket==0 || !PositionSelectByTicket(ticket)) continue; if(PositionGetString(POSITION_SYMBOL)!=g_symbol) continue; if((long)PositionGetInteger(POSITION_MAGIC)!=InpMagic) continue; EnsurePositionState(ticket); if(!PositionSelectByTicket(ticket)) continue; ulong identifier=(ulong)PositionGetInteger(POSITION_IDENTIFIER); if(identifier==0) identifier=ticket; long ptype=PositionGetInteger(POSITION_TYPE); TradeSide side=(ptype==POSITION_TYPE_BUY ? SIDE_BUY : SIDE_SELL); double volume=PositionGetDouble(POSITION_VOLUME); double price=PositionGetDouble(POSITION_PRICE_CURRENT); double existing_sl=PositionGetDouble(POSITION_SL); double entry_atr=GVGet(identifier,"EATR",g_snapshot.atr_m1); double entry_cost=GVGet(identifier,"ECOST",0.0); double estimated_exit_cost=MathMax(MathAbs(entry_cost),BASSO_ROUNDTRIP_COST_RESERVE_EUR*0.5); // V39 current_net is estimated REALIZABLE net: open P/L + entry costs // minus estimated closing deal cost. This keeps +2/+1.50 decisions aligned // with the broker-truth net written at CLOSED. double current_net=PositionNetNow(identifier)-estimated_exit_cost; DiagUpdateRealTrade(identifier,current_net); double peak=GVGet(identifier,"PEAK",0.0); double entry_gap=GVGet(identifier,"EGAP",g_snapshot.gap_atr); int exit_pending=(int)GVGet(identifier,"EXIT",0.0); int exit_mode=(int)GVGet(identifier,"MODE",1.0); // V50 legal mode: 1=EDGE_DYNAMIC_TP_PROFIT_VAULT double entry_score=GVGet(identifier,"ESCORE",0.0); double entry_threshold=GVGet(identifier,"ETHR",0.0); double entry_score_gap=GVGet(identifier,"SGAP",0.0); double entry_score_shape=GVGet(identifier,"SSHAPE",0.0); double entry_score_context=GVGet(identifier,"SCONT",0.0); double entry_score_extra=GVGet(identifier,"SEXTRA",0.0); double step_floor=GVGet(identifier,"EFLOOR",0.0); // V50 ACTIVE monotonic Profit Vault net floor double theoretical_floor=GVGet(identifier,"TFLOOR",0.0); // V42 reference, diagnostic only bool floor_armed=(GVGet(identifier,"PFA",0.0)>=0.5); double dynamic_tp=GVGet(identifier,"DTP",DynamicTPFromPeak(peak)); double signed_live_health=(side==SIDE_BUY ? g_snapshot.live_gap_atr : -g_snapshot.live_gap_atr); double health_peak_live=GVGet(identifier,"HPK",MathMax(0.000001,signed_live_health)); if(signed_live_health>health_peak_live) { health_peak_live=signed_live_health; GVSet(identifier,"HPK",health_peak_live); } double health=PositionEdgeHealthV2(side,g_snapshot,health_peak_live); if(current_net>peak) { peak=current_net; GVSet(identifier,"PEAK",peak); GVSet(identifier,"PTMSC",(double)g_snapshot.tick_time_msc); } // V50 keeps the old STEP ladder only as a diagnostic comparison reference. theoretical_floor=RequiredProtectedFloor(exit_mode,peak); GVSet(identifier,"TFLOOR",theoretical_floor); // Structural deterioration is computed BEFORE retention decisions. It remains independent of P/L. double live_gap_drop_pct=StructuralLiveGapDropPctV46(side,g_snapshot,health_peak_live); // Inherited main Vault remains Peak-driven from +1.60. V50 adds ONLY the approved SELL micro pre-alert: // Peak [1.20,1.60), SELL EdgeHealth <=50 and live-gap deterioration >=2% => protect +0.30 net. bool sell_micro_eligible=SellMicroEmergencyVaultEligible(side,peak,health,live_gap_drop_pct); double required_vault=ProfitVaultFloorFromPeak(side,peak); if(sell_micro_eligible) required_vault=MathMax(required_vault,BASSO_SELL_MICRO_EMERGENCY_FLOOR_EUR); if(required_vault>step_floor+0.000001) { double old_floor=step_floor; step_floor=required_vault; floor_armed=(step_floor>0.0); GVSet(identifier,"EFLOOR",step_floor); GVSet(identifier,"PFA",floor_armed?1.0:0.0); ulong vs=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext ve; ZeroMemory(ve); ve.engine=ENG_BASSO; ve.side=side; ve.sequence_id=vs; ve.score=entry_score; ve.score_threshold=entry_threshold; ve.score_gap=entry_score_gap; ve.score_shape=entry_score_shape; ve.score_context=entry_score_context; ve.score_extra=entry_score_extra; RiskContext vr; ZeroMemory(vr); vr.equity=AccountInfoDouble(ACCOUNT_EQUITY); string vault_source=(sell_micro_eligible && step_floor<=BASSO_SELL_MICRO_EMERGENCY_FLOOR_EUR+0.000001 ? "SELL_MICRO_EMERGENCY" : "MAIN_PROFIT_VAULT"); string vault_reason=StringFormat("SOURCE=%s;PEAK=%.2f;OLD_FLOOR=%.2f;NEW_FLOOR=%.2f;MONOTONIC=1;SIDE=%s;HEALTH=%.2f;LIVE_GAP_DROP_PCT=%.2f", vault_source,peak,old_floor,step_floor,SideName(side),health,live_gap_drop_pct); LogEvent(g_snapshot,ve,"PROFIT_VAULT","ADVANCE",vault_reason,vr,existing_sl,0,"", 0,0,ticket,identifier,volume,price,current_net,peak,step_floor,health,0,entry_atr); } else if(step_floor>0.0) { // Monotonic retention: once +0.30 or any higher Vault floor exists, structural recovery cannot remove it. floor_armed=true; GVSet(identifier,"PFA",1.0); } // Diagnostic raw edge remains diagnostic only. double diag_entry_raw=GVGet(identifier,"DENT",PositionRawEdgeScore(side,g_snapshot.live_gap_atr)); double diag_current_raw=PositionRawEdgeScore(side,g_snapshot.live_gap_atr); double diag_peak_raw=GVGet(identifier,"DPK",diag_entry_raw); if(diag_current_raw>diag_peak_raw) { diag_peak_raw=diag_current_raw; GVSet(identifier,"DPK",diag_peak_raw); } double diag_relative_pct=(MathAbs(diag_peak_raw)>0.000001 ? 100.0*(diag_current_raw/diag_peak_raw) : 0.0); double diag_drop_pct=100.0-diag_relative_pct; // OLD EdgeHealth DYING: SHADOW/DIAGNOSTIC only — zero close authority in V55. EdgeStateV46 edge_state=StructuralEdgeStateV46(side,health,live_gap_drop_pct); bool old_edge_dying_shadow=(edge_state==EDGE_STATE_DYING); bool edge_dying=false; // legacy latch disabled; V55 score owns structural close double slip_reserve=SlippageReserveEUR(volume); // V55 structural score for this position side (same formula as entry authority). bool v55_ok=false; double v55_side_score=V55ScoreForSide(g_snapshot,side,v55_ok); if(v55_ok) { if(g_v55.side==side) { g_v55.current_score=v55_side_score; if(v55_side_score>g_v55.peak_score) g_v55.peak_score=v55_side_score; } if(side==SIDE_BUY) g_diag_v55_buy_score=v55_side_score; else g_diag_v55_sell_score=v55_side_score; } bool v55_struct_alive=(v55_ok && v55_side_score>=InpV55DeadScore); bool v55_dying_m5=(new_bar && v55_ok && v55_side_score0.000001) { double previous_dynamic_tp=dynamic_tp; dynamic_tp=next_dynamic_tp; GVSet(identifier,"DTP",dynamic_tp); ulong ts=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext te; ZeroMemory(te); te.engine=ENG_BASSO; te.side=side; te.sequence_id=ts; te.health=health; te.score=entry_score; te.score_threshold=entry_threshold; te.score_gap=entry_score_gap; te.score_shape=entry_score_shape; te.score_context=entry_score_context; te.score_extra=entry_score_extra; RiskContext tr; ZeroMemory(tr); tr.equity=AccountInfoDouble(ACCOUNT_EQUITY); string why=StringFormat("V55_EDGE_ALIVE=1;OLD_STATE_SHADOW=%s;OLD_TP=%.2f;NEW_TP=%.2f;PEAK=%.2f;NO_CLOSE_ON_TP=1", EdgeStateNameV46(edge_state),previous_dynamic_tp,dynamic_tp,peak); LogEvent(g_snapshot,te,"DYNAMIC_TP","ADVANCE",why,tr,existing_sl,0,"", 0,0,ticket,identifier,volume,price,current_net,peak,0.0,health,0,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } // V50 virtual Profit Vault backup is checked BEFORE server synchronization. // If price has already touched/crossed the active protected NET floor, close immediately // instead of trying to install a stop behind the current market. if(floor_armed && current_net<=step_floor && ExitAuthorityRank((int)GVGet(identifier,"EXIT",0.0))0.0 ? (long)MathMax(0.0,death_msc-peak_msc) : -1); double giveback=MathMax(0.0,peak-current_net); double retention=(peak>0.0 ? 100.0*current_net/peak : 0.0); string dying_reason=StringFormat("V55_EDGE_DYING;SCORE=%.2f;DEAD<%.2f;M5_BAR_ONLY;DYNAMIC_TP=%.2f;PEAK_TO_DYING_MS=%I64d;CURRENT_AT_DYING=%.2f;GIVEBACK=%.2f;RETENTION_PCT=%.2f;IMMEDIATE_CLOSE=1", v55_side_score,InpV55DeadScore,dynamic_tp,peak_to_dying_ms,current_net,giveback,retention); LogEvent(g_snapshot,de,"V55_EDGE_DYING","IMMEDIATE_EXIT_LATCH",dying_reason,dr,existing_sl,0,"", 0,0,ticket,identifier,volume,price,current_net,peak,step_floor,health,1,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } // OLD EdgeDying shadow log (no latch). if(old_edge_dying_shadow && new_bar) { ulong ods=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext ode; ZeroMemory(ode); ode.engine=ENG_BASSO; ode.side=side; ode.sequence_id=ods; ode.health=health; ode.score=entry_score; ode.score_threshold=entry_threshold; RiskContext odr; ZeroMemory(odr); odr.equity=AccountInfoDouble(ACCOUNT_EQUITY); LogEvent(g_snapshot,ode,"EDGE_DYING_SIGNAL","SHADOW_ONLY","OLD_EDGEHEALTH_DYING_NO_AUTHORITY",odr,existing_sl,0,"", 0,0,ticket,identifier,volume,price,current_net,peak,step_floor,health,1,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } // V50 POSITION STATE INVARIANT: main Vault plus optional persisted SELL +0.30 micro floor must remain legal. string invariant_reason=""; bool invariant_ok=PositionStateInvariant(identifier,side,exit_mode,entry_score,entry_threshold, peak,step_floor,floor_armed,invariant_reason); if(ManagedPositionCount()>1) { invariant_ok=false; invariant_reason="MULTIPLE_MANAGED_POSITIONS_INVARIANT_BROKEN"; } if(!invariant_ok) { SetExitAuthority(identifier,5); ulong as=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext ae; ZeroMemory(ae); ae.engine=ENG_BASSO; ae.side=side; ae.sequence_id=as; ae.health=health; ae.score=entry_score; ae.score_threshold=entry_threshold; ae.score_gap=entry_score_gap; ae.score_shape=entry_score_shape; ae.score_context=entry_score_context; ae.score_extra=entry_score_extra; RiskContext ar; ZeroMemory(ar); ar.equity=AccountInfoDouble(ACCOUNT_EQUITY); string why=StringFormat("%s;STATE=%s;THEORETICAL=%.2f;ARMED=%d;ACTIVE=%.2f", invariant_reason,EdgeStateNameV46(edge_state),theoretical_floor,floor_armed?1:0,step_floor); LogEvent(g_snapshot,ae,"RULE_AUDIT","ENFORCED_CLOSE",why,ar,existing_sl,0,"", 0,0,ticket,identifier,volume,price,current_net,peak,step_floor,health,edge_dying?1:0,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } double mpp=MoneyPerPointPerLot(); double hard_loss_trigger=HardLossServerTargetNet()+slip_reserve; double fixed_stop_points=GVGet(identifier,"HPTS",0.0); // ---------------------------------------------------------------- // V50 SERVER-SIDE PROTECTION AUTHORITY. // Before Vault arming: unchanged hard-loss server authority. // After Vault arming: the SAME single broker SL is raised to the active positive net floor. // It is never loosened; virtual current_net<=floor remains a parallel immediate-close backup. // ---------------------------------------------------------------- double logical_required_final_net=(floor_armed ? step_floor : -InpBassoHardMaxLossEUR); double mandatory_server_target_net=(floor_armed ? step_floor : HardLossServerTargetNet()); double protection_audit_required_net=mandatory_server_target_net; int desired_sl_mode=(floor_armed ? 2 : 3); bool protection_ok=false; double audited_sl=0.0; double projected_sl_net=0.0; string protection_audit_reason=""; // If an immediate exit authority is already latched (DYING or invariant/failsafe), // do NOT delay the market close with another SL calculation/modification on this tick. exit_pending=(int)GVGet(identifier,"EXIT",0.0); if(exit_pending!=0) { protection_ok=true; audited_sl=existing_sl; projected_sl_net=0.0; protection_audit_reason="SKIPPED_PROTECTION_SYNC_IMMEDIATE_EXIT_ALREADY_LATCHED"; } else { // 1) Mandatory broker-state audit BEFORE any calculation or modification. if(PositionSelectByTicket(ticket)) { protection_ok=InstalledSLMeetsAuthority(ticket,identifier,side,protection_audit_required_net, audited_sl,projected_sl_net,protection_audit_reason); existing_sl=audited_sl; } else continue; // 2) If mandatory authority is insufficient, install EXACTLY the mandatory authority first. if(!protection_ok) { double desired_sl=0.0; string sl_calc_reason=""; bool sl_calc_ok=ProtectiveSLForFinalNet(ticket,identifier,side,mandatory_server_target_net,desired_sl,sl_calc_reason); if(sl_calc_ok && MoreProtectiveSL(side,desired_sl,existing_sl)) { uint mod_ret=0; string mod_desc=""; bool mod_ok=ApplyManagedSL(ticket,desired_sl,mod_ret,mod_desc); ulong ps=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext pe; ZeroMemory(pe); pe.engine=ENG_BASSO; pe.side=side; pe.sequence_id=ps; pe.health=health; pe.score=entry_score; pe.score_threshold=entry_threshold; pe.score_gap=entry_score_gap; pe.score_shape=entry_score_shape; pe.score_context=entry_score_context; pe.score_extra=entry_score_extra; RiskContext pr; ZeroMemory(pr); pr.equity=AccountInfoDouble(ACCOUNT_EQUITY); string protect_reason=(floor_armed ? "MANDATORY_PROFIT_VAULT_SYNC" : "MANDATORY_HARD_LOSS_SYNC"); LogEvent(g_snapshot,pe,"PROTECTION_SL",mod_ok?"MODIFY_OK":"MODIFY_FAIL",protect_reason,pr, desired_sl,mod_ret,mod_desc, trade.ResultOrder(),trade.ResultDeal(),ticket,identifier,volume,price, current_net,peak,step_floor,health,edge_dying?1:0,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); if(mod_ok) { GVSet(identifier,"SLMODE",(double)desired_sl_mode); protection_ok=InstalledSLMeetsAuthority(ticket,identifier,side,protection_audit_required_net, audited_sl,projected_sl_net,protection_audit_reason); existing_sl=audited_sl; } else { protection_ok=false; protection_audit_reason="MANDATORY_SL_MODIFY_REJECTED"; } } else if(sl_calc_ok) { protection_ok=InstalledSLMeetsAuthority(ticket,identifier,side,protection_audit_required_net, audited_sl,projected_sl_net,protection_audit_reason); existing_sl=audited_sl; } else { protection_ok=false; protection_audit_reason="MANDATORY_SL_UNAVAILABLE;"+sl_calc_reason; ulong cs=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext ce; ZeroMemory(ce); ce.engine=ENG_BASSO; ce.side=side; ce.sequence_id=cs; ce.health=health; ce.score=entry_score; ce.score_threshold=entry_threshold; ce.score_gap=entry_score_gap; ce.score_shape=entry_score_shape; ce.score_context=entry_score_context; ce.score_extra=entry_score_extra; RiskContext cr; ZeroMemory(cr); cr.equity=AccountInfoDouble(ACCOUNT_EQUITY); LogEvent(g_snapshot,ce,"PROTECTION_SL","MANDATORY_CALC_FAIL",protection_audit_reason,cr, existing_sl,0,"",0,0,ticket,identifier,volume,price, current_net,peak,step_floor,health,edge_dying?1:0,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } } } // end protection synchronization only when no immediate exit was already latched // 3) One final audit result controls the next action. PASS = trade may HOLD. // Anything else = enforced close. No fallback and no alternate interpretation. ulong vas=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext vae; ZeroMemory(vae); vae.engine=ENG_BASSO; vae.side=side; vae.sequence_id=vas; vae.health=health; vae.score=entry_score; vae.score_threshold=entry_threshold; vae.score_gap=entry_score_gap; vae.score_shape=entry_score_shape; vae.score_context=entry_score_context; vae.score_extra=entry_score_extra; RiskContext var; ZeroMemory(var); var.equity=AccountInfoDouble(ACCOUNT_EQUITY); string audit_text=StringFormat("%s;STATE=%s;STEP_REFERENCE=%.2f;DYNAMIC_TP=%.2f;VAULT_ARMED=%d;VAULT_FLOOR=%.2f;PROJECTED_SL_NET=%.2f;AUDIT_REQUIRED=%.2f;LOGICAL_REQUIRED=%.2f;MANDATORY_SERVER_TARGET=%.2f", protection_audit_reason,EdgeStateNameV46(edge_state),theoretical_floor,dynamic_tp, floor_armed?1:0,step_floor,projected_sl_net,protection_audit_required_net,logical_required_final_net,mandatory_server_target_net); LogEvent(g_snapshot,vae,"RULE_AUDIT",protection_ok?"PASS":"ENFORCED_CLOSE",audit_text,var,audited_sl,0,"", 0,0,ticket,identifier,volume,price,current_net,peak,step_floor,health,edge_dying?1:0,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); if(!protection_ok) { exit_pending=6; SetExitAuthority(identifier,6); } // V49: main/micro Profit Vault share the same approved positive exit authority; hard loss and EdgeDying remain independently active. if(current_net<=hard_loss_trigger) { exit_pending=3; SetExitAuthority(identifier,3); } else if(exit_pending==0 && v55_dying_m5) { // Defensive fallback: V55 DYING normally latches before protection synchronization. exit_pending=1; SetExitAuthority(identifier,1); } // V39 ZERO-BYPASS ASSERTION. A required rule may be either SATISFIED or already ENFORCED by exit. // It is a true bypass only if the state is non-compliant AND no adequate exit authority is latched. int asserted_exit=(int)GVGet(identifier,"EXIT",0.0); bool logical_bypass=false; string bypass_reason=""; if(!invariant_ok && ExitAuthorityRank(asserted_exit)0); string close_reason=""; if(exit_pending==1) close_reason="V55_EDGE_DYING"; if(exit_pending==2) close_reason="PROFIT_VAULT_PROTECTED_NET_CLOSE"; if(exit_pending==3) close_reason="HARD_LOSS_3_50_PROTECTIVE_CLOSE"; if(exit_pending==5) close_reason="RULE_INVARIANT_FAILSAFE_CLOSE"; if(exit_pending==6) close_reason="PROTECTION_AUTHORITY_FAILSAFE_CLOSE"; if(close_now) { ulong seq=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext e; ZeroMemory(e); e.engine=ENG_BASSO; e.side=side; e.sequence_id=seq; e.health=health; e.score=entry_score; e.score_threshold=entry_threshold; e.score_gap=entry_score_gap; e.score_shape=entry_score_shape; e.score_context=entry_score_context; e.score_extra=entry_score_extra; RiskContext rr; ZeroMemory(rr); rr.equity=AccountInfoDouble(ACCOUNT_EQUITY); rr.risk_money=InpBassoHardMaxLossEUR; rr.stop_points=(fixed_stop_points>0.0 ? fixed_stop_points : (mpp>0.0 && volume>0.0 ? MathAbs(HardLossServerTargetNet())/(mpp*volume) : 0.0)); rr.actual_risk=MathAbs(HardLossServerTargetNet()); trade.SetExpertMagicNumber(InpMagic); trade.SetDeviationInPoints(InpSlippagePoints); if(exit_pending==1 && GVGet(identifier,"CRMSC",0.0)<=0.0) GVSet(identifier,"CRMSC",(double)g_snapshot.tick_time_msc); bool basic_close=trade.PositionClose(ticket,InpSlippagePoints); uint close_ret=trade.ResultRetcode(); bool close_request_ok=(basic_close && TradeRetcodeCloseConfirmed(close_ret)); if(close_request_ok) g_close_inflight=true; LogEvent(g_snapshot,e,"LIFECYCLE",close_request_ok?"CLOSE_REQUEST_OK":"CLOSE_REQUEST_FAIL", close_reason,rr,existing_sl,close_ret,trade.ResultRetcodeDescription(), trade.ResultOrder(),trade.ResultDeal(),ticket,identifier,volume,price, current_net,peak,step_floor,health,death_count,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } else if(new_bar) { ulong seq=(ulong)GVGet(identifier,"SEQ",0.0); EdgeContext e; ZeroMemory(e); e.engine=ENG_BASSO; e.side=side; e.sequence_id=seq; e.health=health; e.score=entry_score; e.score_threshold=entry_threshold; e.score_gap=entry_score_gap; e.score_shape=entry_score_shape; e.score_context=entry_score_context; e.score_extra=entry_score_extra; RiskContext rr; ZeroMemory(rr); rr.equity=AccountInfoDouble(ACCOUNT_EQUITY); LogEvent(g_snapshot,e,"LIFECYCLE","HOLD",StringFormat("EDGE_ALIVE_HOLD;DYNAMIC_TP=%.2f;STATE=%s;NO_PROFIT_EXIT=1",dynamic_tp,EdgeStateNameV46(edge_state)),rr,existing_sl,0,"", 0,0,ticket,identifier,volume,price,current_net,peak,step_floor,health,death_count,entry_atr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } } } bool ValidateOperationalInputs(string &why) { why="OK"; if(InpV55EntryScore<=0.0 || InpV55EntryScore>100.0) { why="INVALID_V55_ENTRY_SCORE"; return false; } if(InpV55StrongScore100.0) { why="INVALID_V55_STRONG_SCORE"; return false; } if(InpV55DeadScore<=0.0 || InpV55DeadScore>=InpV55EntryScore) { why="INVALID_V55_DEAD_SCORE"; return false; } if(InpBuyEntryScoreMin<=0.0 || InpBuyEntryScoreMin>100.0) { why="INVALID_OLD_BUY_ENTRY_SCORE_THRESHOLD_SHADOW"; return false; } if(BASSO_BUY_ENTRY_SCORE_MAX<=InpBuyEntryScoreMin || BASSO_BUY_ENTRY_SCORE_MAX>100.0) { why="INVALID_OLD_BUY_OVEREXTENSION_MAX_SHADOW"; return false; } if(InpSellEntryScoreMin<=0.0 || InpSellEntryScoreMin>100.0) { why="INVALID_OLD_SELL_ENTRY_SCORE_THRESHOLD_SHADOW"; return false; } if(InpBassoHardMaxLossEUR<=0.0) { why="INVALID_HARD_MAX_LOSS"; return false; } if(BASSO_HARD_EXECUTION_RESERVE_EUR<=0.0 || BASSO_HARD_EXECUTION_RESERVE_EUR>=InpBassoHardMaxLossEUR) { why="INVALID_HARD_EXECUTION_RESERVE"; return false; } if(BASSO_PEAK_ARM_EUR<=BASSO_MIN_PROTECTED_EUR || BASSO_MIN_PROTECTED_EUR<=0.0) { why="INVALID_PROFIT_PROTECTION_CONSTANTS"; return false; } if(InpSlippagePoints<0 || InpMaxSpreadPoints<=0) { why="INVALID_EXECUTION_LIMITS"; return false; } if(InpTradeStartHour<0 || InpTradeStartHour>23 || InpTradeEndHour<0 || InpTradeEndHour>23) { why="INVALID_ENTRY_SESSION_HOURS"; return false; } if(InpEdgeStrongHealth<=0.0 || InpEdgeStrongHealth>100.0) { why="INVALID_EDGE_STRONG_HEALTH"; return false; } if(InpBuyEdgeAliveHealthV2<=0.0 || InpBuyEdgeAliveHealthV2>100.0) { why="INVALID_BUY_EDGEHEALTH_V2"; return false; } if(InpSellEdgeAliveHealthV2<=0.0 || InpSellEdgeAliveHealthV2>100.0) { why="INVALID_SELL_EDGEHEALTH_V2"; return false; } if(InpBuyEdgeDyingHealthV46<=InpBuyEdgeAliveHealthV2 || InpBuyEdgeDyingHealthV46>100.0) { why="INVALID_BUY_EDGE_DYING_HEALTH_V46"; return false; } if(InpBuyEdgeDyingDropPctV46<0.0 || InpBuyEdgeDyingDropPctV46>100.0) { why="INVALID_BUY_EDGE_DYING_DROP_V46"; return false; } if(InpSellEdgeDyingHealthV46<=InpSellEdgeAliveHealthV2 || InpSellEdgeDyingHealthV46>100.0) { why="INVALID_SELL_EDGE_DYING_HEALTH_V46"; return false; } if(InpSellEdgeDyingDropPctV46<0.0 || InpSellEdgeDyingDropPctV46>100.0) { why="INVALID_SELL_EDGE_DYING_DROP_V46"; return false; } if(InpBuyEdgeWeakHealthV46<=InpBuyEdgeDyingHealthV46 || InpBuyEdgeWeakHealthV46>100.0) { why="INVALID_BUY_EDGE_WEAK_HEALTH_V46"; return false; } if(InpBuyEdgeWeakDropPctV46<0.0 || InpBuyEdgeWeakDropPctV46>=InpBuyEdgeDyingDropPctV46) { why="INVALID_BUY_EDGE_WEAK_DROP_V46"; return false; } if(InpSellEdgeWeakHealthV46<=InpSellEdgeDyingHealthV46 || InpSellEdgeWeakHealthV46>100.0) { why="INVALID_SELL_EDGE_WEAK_HEALTH_V46"; return false; } if(InpSellEdgeWeakDropPctV46<0.0 || InpSellEdgeWeakDropPctV46>=InpSellEdgeDyingDropPctV46) { why="INVALID_SELL_EDGE_WEAK_DROP_V46"; return false; } return true; } //+------------------------------------------------------------------+ //| Init / Tick / broker truth | //+------------------------------------------------------------------+ int OnInit() { g_diag_run_tag=StringFormat("R%08u",(uint)GetTickCount()); CsvCreate(); // Static EVENTS schema: header columns must equal LogEvent row values (DIAG_EVENTS_COLUMNS). int events_hdr_cols=DiagCsvFieldCount(DiagEventHeader()); if(events_hdr_cols!=DIAG_EVENTS_COLUMNS) PrintFormat("EVENTS header column count mismatch: header=%d expected=%d",events_hdr_cols,DIAG_EVENTS_COLUMNS); string input_reason=""; if(!ValidateOperationalInputs(input_reason)) { LogSystem("INIT","FAIL",input_reason); return INIT_PARAMETERS_INCORRECT; } if(!ResolveXauUsdSymbol()) { LogSystem("INIT","FAIL",g_symbol_resolution); return INIT_FAILED; } g_close_inflight=false; ZeroMemory(g_v55); g_v55.state=V55_EDGE_OFF; g_diag_v55_entry_authority="NA"; g_diag_v55_old_score_decision="NA"; g_diag_v55_old_fp_decision="NA"; g_runtime_ok=SymbolRuntimeUsable(g_symbol); trade.SetExpertMagicNumber(InpMagic); trade.SetDeviationInPoints(InpSlippagePoints); bool nb=false; RefreshSnapshot(nb); LogSystem("INIT",g_runtime_ok?"OK":"FAIL",g_symbol_resolution+";symbol="+g_symbol+";ops_tf=PERIOD_M5;delta_horizon_bars=6;V59_SELL_ONLY;NO_BUY_TO_SELL_REMAP=1;signed_gap_std3_min="+DoubleToString(V59_SELL_SIGNED_GAP_STD3_MIN,5)+";delta30_mean5_max="+DoubleToString(V59_SELL_DELTA30_MEAN5_MAX,9)+";V55_entry="+DoubleToString(InpV55EntryScore,1)+";V55_strong="+DoubleToString(InpV55StrongScore,1)+";V55_dead="+DoubleToString(InpV55DeadScore,1)+";trading="+(InpEnableTrading?"ON":"OFF")+";old_brain=SHADOW_ONLY;no_auto_reentry"); return g_runtime_ok ? INIT_SUCCEEDED : INIT_FAILED; } void OnDeinit(const int reason) { if(g_snapshot_ok) DiagFlushOpenRejects("TEST_END_OR_DEINIT"); DiagFlushDaily(); } void OnTick() { if(!g_runtime_ok) return; bool new_bar=false; if(!RefreshSnapshot(new_bar)) return; if(new_bar) DiagDailyTouch(DiagDayClockFromSnapshot(g_snapshot)); // Hard Loss + Profit Vault: every tick. V55 EDGE_DYING latch: only inside ManagePositions on new_bar. ManagePositions(new_bar); UpdateRejectTracks(); DiagUpdateRejectTracks(); UpdatePostCloseTracks(); // Legacy V50 continuation path remains disarmed (no operational authority). if(g_cont_reentry_armed) { g_cont_reentry_armed=false; g_cont_reentry_side=SIDE_NONE; g_cont_reentry_peak_live=0.0; } RiskContext blank; ZeroMemory(blank); blank.equity=AccountInfoDouble(ACCOUNT_EQUITY); // V59: automatic Profit-Vault re-entry is fully disabled (no V55_BUY/SELL_REENTRY). if(g_v55.reentry_armed) g_v55.reentry_armed=false; // Stale BUY edge must never direction-lock SELL-only book. if(ManagedPositionCount()==0 && !g_close_inflight && g_v55.side==SIDE_BUY) V55ResetEdge("V59_CLEAR_STALE_BUY_EDGE"); if(!new_bar) return; // One structural snapshot per completed OPS (M5) decision point. PushFingerprintSnapshot(g_snapshot); // --- OLD brain SHADOW (no entry authority) --- EdgeContext old_e=Route(g_snapshot); FingerprintDecision old_fp; ZeroMemory(old_fp); old_fp.bad_id="NA"; old_fp.good_id="NA"; old_fp.decision="NOT_EVALUATED"; if(old_e.side==SIDE_BUY || old_e.side==SIDE_SELL) EvaluateFingerprint(old_e.side,old_e,old_fp); g_diag_v55_old_score_decision=(old_e.engine==ENG_BASSO ? "OLD_SCORE_ACCEPT" : (old_e.engine==ENG_SUPER ? "OLD_SUPER_BLOCK" : (old_e.engine==ENG_SCARTO ? "OLD_SCORE_REJECT" : "OLD_NONE"))); g_diag_v55_old_fp_decision=(old_fp.decision=="" ? "NOT_EVALUATED" : old_fp.decision); LogEvent(g_snapshot,old_e,"V55_OLD_BRAIN_SHADOW","SHADOW", StringFormat("OLD_ENGINE=%s;OLD_SIDE=%s;OLD_SCORE=%.2f;OLD_REASON=%s;OLD_FP=%s", EngineName(old_e.engine),SideName(old_e.side),old_e.score,old_e.reason,g_diag_v55_old_fp_decision), blank,0,0,"",0,0,0,0,0,0,0,0,0,old_e.health,0,g_snapshot.atr_m1, 0,0,0,0,0,old_fp.ready?1:0,old_fp.bad_match,old_fp.good_match,old_fp.bad_id,old_fp.good_id,old_fp.decision); if(old_e.engine==ENG_SCARTO && old_e.side!=SIDE_NONE) AddRejectTrack(old_e,g_snapshot,"SCORE_REJECT"); // mirror only if(old_e.engine==ENG_SUPER) { EdgeContext srej=old_e; srej.reason="SUPER_CANNOT_START_FROM_ZERO"; AddRejectTrack(srej,g_snapshot,"SUPER_BLOCK"); } if(old_fp.reject) { EdgeContext frej=old_e; frej.reason="OLD_FINGERPRINT_SHADOW_REJECT"; AddRejectTrack(frej,g_snapshot,"FINGERPRINT_REJECT"); } // --- V55 scores (always both) --- bool buy_ok=false,sell_ok=false; double buy_sc=V55BuyScore(g_snapshot,buy_ok); double sell_sc=V55SellScore(g_snapshot,sell_ok); if(!buy_ok || !sell_ok) { V55PublishDiag(0,0,SIDE_NONE,0,"INVALID_ATR"); EdgeContext ie; ZeroMemory(ie); ie.engine=ENG_BASSO; LogEvent(g_snapshot,ie,"V55_ENTRY_REJECT","BLOCK","INVALID_ATR",blank,0,0,"",0,0,0,0,0,0,0,0,0,0,0,0); return; } TradeSide sel=SIDE_NONE; double sel_sc=0.0; if(buy_sc>=InpV55EntryScore && sell_sc>=InpV55EntryScore) { if(buy_sc>=sell_sc){ sel=SIDE_BUY; sel_sc=buy_sc; } else { sel=SIDE_SELL; sel_sc=sell_sc; } } else if(buy_sc>=InpV55EntryScore){ sel=SIDE_BUY; sel_sc=buy_sc; } else if(sell_sc>=InpV55EntryScore){ sel=SIDE_SELL; sel_sc=sell_sc; } // V59 absolute side rule: preserve the original V56 winner. If BUY wins, BUY is blocked and there is NO BUY->SELL remap. if(sel==SIDE_BUY) { EdgeContext bd; ZeroMemory(bd); bd.engine=ENG_BASSO; bd.side=SIDE_BUY; bd.score=sel_sc; bd.score_threshold=InpV55EntryScore; bd.reason="V59_BUY_DISABLED"; LogEvent(g_snapshot,bd,"V59_BUY_DISABLED","BLOCK", StringFormat("raw_side=BUY;buy=%.2f;sell=%.2f;remap=NONE",buy_sc,sell_sc), blank,0,0,"",0,0,0,0,0,0,0,0,0,0,0,g_snapshot.atr_m1); sel=SIDE_NONE; sel_sc=0.0; } V55PublishDiag(buy_sc,sell_sc,sel,sel_sc,(sel==SIDE_NONE?"V55_NO_ENTRY":"V55_CANDIDATE")); // Update / start V55 edge state on M5 decision. V59: only SELL may start an edge. bool v55_edge_started_this_bar=false; if(g_v55.state==V55_EDGE_OFF) { if(sel==SIDE_SELL) { g_v55.state=V55StateFromScore(sel_sc); g_v55.side=SIDE_SELL; g_v55.edge_id=NewEdgeID(); g_v55.entry_score=sel_sc; g_v55.current_score=sel_sc; g_v55.peak_score=sel_sc; g_v55.reentry_armed=false; v55_edge_started_this_bar=true; EdgeContext se; ZeroMemory(se); se.engine=ENG_BASSO; se.side=SIDE_SELL; se.edge_id=g_v55.edge_id; se.score=sel_sc; se.score_threshold=InpV55EntryScore; LogEvent(g_snapshot,se,"V55_EDGE_START","START", StringFormat("SIDE=SELL;SCORE=%.2f;STATE=%s",sel_sc,V55EdgeStateName(g_v55.state)), blank,0,0,"",0,0,0,0,0,0,0,0,0,0,0,g_snapshot.atr_m1); if(g_v55.state==V55_EDGE_STRONG) LogEvent(g_snapshot,se,"V55_EDGE_STRONG","STRONG",StringFormat("SCORE=%.2f",sel_sc),blank,0,0,"",0,0,0,0,0,0,0,0,0,0,0,0); } } else { bool sok=false; double side_sc=V55ScoreForSide(g_snapshot,g_v55.side,sok); if(sok) { g_v55.current_score=side_sc; if(side_sc>g_v55.peak_score) g_v55.peak_score=side_sc; V55EdgeState prev=g_v55.state; if(side_sc0 || g_close_inflight) return; if(sel==SIDE_NONE) { EdgeContext ne; ZeroMemory(ne); ne.engine=ENG_BASSO; LogEvent(g_snapshot,ne,"V55_ENTRY_REJECT","BLOCK", StringFormat("BUY=%.2f;SELL=%.2f;NEED>=%.2f",buy_sc,sell_sc,InpV55EntryScore), blank,0,0,"",0,0,0,0,0,0,0,0,0,0,0,0); return; } // No reverse while opposite-side edge still alive (>= DeadScore). if(g_v55.state!=V55_EDGE_OFF && g_v55.state!=V55_EDGE_DYING && g_v55.side!=SIDE_NONE && g_v55.side!=sel && g_v55.current_score>=InpV55DeadScore) { EdgeContext be; ZeroMemory(be); be.engine=ENG_BASSO; be.side=sel; be.edge_id=g_v55.edge_id; be.score=sel_sc; be.score_threshold=InpV55EntryScore; LogEvent(g_snapshot,be,"V55_ENTRY_REJECT","BLOCK","DIRECTION_LOCKED_ACTIVE_EDGE",blank,0,0,"",0,0,0,0,0,0,0,0,0,0,0,0); return; } // Initial entry only on the M5 bar that starts a new edge. V59: no automatic re-entry. if(g_v55.reentry_armed) g_v55.reentry_armed=false; if(!v55_edge_started_this_bar) return; EdgeContext e; ZeroMemory(e); e.engine=ENG_BASSO; e.side=sel; e.edge_id=g_v55.edge_id; e.sequence_id=NewSequenceID(); e.score=sel_sc; e.score_threshold=InpV55EntryScore; e.reason=(sel==SIDE_BUY ? "V55_BUY_EDGE" : "V55_SELL_EDGE"); e.health=(sel==SIDE_BUY ? g_snapshot.buy_health : g_snapshot.sell_health); // Preserve OLD score components diagnostically on the context for CSV comparison. e.score_gap=old_e.score_gap; e.score_shape=old_e.score_shape; e.score_context=old_e.score_context; e.score_extra=old_e.score_extra; V55PublishDiag(buy_sc,sell_sc,sel,sel_sc,"V55_ENTRY_ACCEPT"); // V59: BUY remains diagnostic/shadow only — never open a real BUY. if(sel!=SIDE_SELL) { e.reason="V59_BUY_DISABLED"; LogEvent(g_snapshot,e,"V59_BUY_DISABLED","BLOCK", StringFormat("side=%s;score=%.2f;decision=BLOCK",SideName(sel),sel_sc), blank,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,g_snapshot.atr_m1); DiagWriteM5Candidate(g_snapshot,e,"REJECT","V59_BUY_DISABLED",old_fp,true); AddRejectTrack(e,g_snapshot,"ENTRY_AUTHORITY_BLOCK"); return; } // V59 mandatory SELL gates: both features are pre-entry values from the completed-M5 fingerprint history (no lookahead). FingerprintFeatures sell_ff; bool sell_ff_ok=BuildFingerprintFeatures(SIDE_SELL,sell_ff); double signed_gap_std3=(sell_ff_ok ? sell_ff.signed_gap_std3 : 0.0); double delta30_mean5=(sell_ff_ok ? sell_ff.delta30_mean5 : 0.0); e.v59_signed_gap_std3_valid=sell_ff_ok; e.v59_signed_gap_std3=signed_gap_std3; e.v59_delta30_mean5_valid=sell_ff_ok; e.v59_delta30_mean5=delta30_mean5; bool signature_ok=(sell_ff_ok && signed_gap_std3>=V59_SELL_SIGNED_GAP_STD3_MIN && delta30_mean5<=V59_SELL_DELTA30_MEAN5_MAX); string sig_detail=StringFormat("side=SELL;score=%.2f;f_signed_gap_std3=%.8f;gap_min=%.5f;f_delta30_mean5=%.9f;delta30_max=%.9f;decision=%s;sequence_id=%I64u;edge_id=%I64u", sel_sc,signed_gap_std3,V59_SELL_SIGNED_GAP_STD3_MIN, delta30_mean5,V59_SELL_DELTA30_MEAN5_MAX, signature_ok?"ACCEPT":"REJECT",e.sequence_id,e.edge_id); if(!signature_ok) { e.reason="V59_SELL_SIGNATURE_REJECT"; LogEvent(g_snapshot,e,"V59_SELL_SIGNATURE_REJECT","BLOCK",sig_detail, blank,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,g_snapshot.atr_m1); DiagWriteM5Candidate(g_snapshot,e,"REJECT","V59_SELL_SIGNATURE_REJECT",old_fp,true); AddRejectTrack(e,g_snapshot,"ENTRY_AUTHORITY_BLOCK"); return; } e.reason="V59_SELL_SIGNATURE"; LogEvent(g_snapshot,e,"V59_SELL_SIGNATURE_ACCEPT","ACCEPT",sig_detail, blank,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,g_snapshot.atr_m1); string entry_authority_reason=""; if(!EntryAuthorityPass(g_snapshot,e,entry_authority_reason)) { string stage="V55_ENTRY_REJECT"; string origin="ENTRY_AUTHORITY_BLOCK"; if(entry_authority_reason=="OUTSIDE_08_20_ENTRY_SESSION"){ stage="SESSION_GATE"; origin="SESSION_BLOCK"; } else if(entry_authority_reason=="SPREAD_LIMIT"){ origin="SPREAD_BLOCK"; } else if(entry_authority_reason=="ONE_POSITION_ALREADY_ACTIVE" || entry_authority_reason=="ENTRY_ORDER_ALREADY_ACTIVE"){ origin="POSITION_BLOCK"; } DiagWriteM5Candidate(g_snapshot,e,"REJECT",entry_authority_reason,old_fp,true); LogEvent(g_snapshot,e,stage,"BLOCK",entry_authority_reason,blank,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,0); EdgeContext blocked=e; blocked.reason=entry_authority_reason; AddRejectTrack(blocked,g_snapshot,origin); return; } RiskContext r=BuildRisk(g_snapshot,e); LogEvent(g_snapshot,e,"RISK",r.decision==RISK_APPROVE?"APPROVE":"BLOCK",r.reason,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,g_snapshot.atr_m1); if(r.decision!=RISK_APPROVE) { V55PublishDiag(buy_sc,sell_sc,sel,sel_sc,"RISK_BLOCK"); DiagWriteM5Candidate(g_snapshot,e,"REJECT",r.reason,old_fp,true); LogEvent(g_snapshot,e,"V55_ENTRY_REJECT","BLOCK",r.reason,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,0); EdgeContext rb=e; rb.reason=r.reason; AddRejectTrack(rb,g_snapshot,"RISK_BLOCK"); return; } LogEvent(g_snapshot,e,"V55_ENTRY_ACCEPT","ACCEPT",e.reason,r,0,0,"",0,0,0,0,0,0,0,0,0,e.health,0,g_snapshot.atr_m1); DiagWriteM5Candidate(g_snapshot,e,"ACCEPT",e.reason,old_fp,true); g_v55.entry_score=sel_sc; g_v55.current_score=sel_sc; if(sel_sc>g_v55.peak_score) g_v55.peak_score=sel_sc; Execute(g_snapshot,e,r); } void OnTradeTransaction(const MqlTradeTransaction &trans, const MqlTradeRequest &request, const MqlTradeResult &result) { if(trans.type!=TRADE_TRANSACTION_DEAL_ADD || trans.deal==0) return; if(!HistoryDealSelect(trans.deal)) return; string sym=HistoryDealGetString(trans.deal,DEAL_SYMBOL); long magic=(long)HistoryDealGetInteger(trans.deal,DEAL_MAGIC); if(sym!=g_symbol || magic!=InpMagic) return; long entry=(long)HistoryDealGetInteger(trans.deal,DEAL_ENTRY); long dtype=(long)HistoryDealGetInteger(trans.deal,DEAL_TYPE); long deal_reason=(long)HistoryDealGetInteger(trans.deal,DEAL_REASON); ulong identifier=(ulong)HistoryDealGetInteger(trans.deal,DEAL_POSITION_ID); if(identifier==0) identifier=trans.position; TradeSide side=SIDE_NONE; double broker_sl=0.0; bool entry_filled_without_sl=false; bool entry_state_invariant_fail=false; bool entry_protection_audit_fail=false; string entry_audit_reason=""; if(entry==DEAL_ENTRY_IN || entry==DEAL_ENTRY_INOUT) { side=(dtype==DEAL_TYPE_BUY ? SIDE_BUY : (dtype==DEAL_TYPE_SELL ? SIDE_SELL : SIDE_NONE)); if(PositionSelectByTicket(trans.position)) { EnsurePositionState(trans.position); if(PositionSelectByTicket(trans.position)) { broker_sl=PositionGetDouble(POSITION_SL); if(broker_sl<=0.0) { entry_filled_without_sl=true; entry_protection_audit_fail=true; entry_audit_reason="ENTRY_FILLED_WITHOUT_SERVER_SL"; SetExitAuthority(identifier,6); GVSet(identifier,"SLMODE",0.0); } double filled_score=GVGet(identifier,"ESCORE",0.0); double filled_threshold=GVGet(identifier,"ETHR",0.0); int filled_mode=(int)GVGet(identifier,"MODE",-1.0); double filled_peak=GVGet(identifier,"PEAK",0.0); double filled_floor=GVGet(identifier,"EFLOOR",0.0); bool filled_floor_armed=(GVGet(identifier,"PFA",0.0)>=0.5); string state_reason=""; if(!PositionStateInvariant(identifier,side,filled_mode,filled_score,filled_threshold, filled_peak,filled_floor,filled_floor_armed,state_reason)) { entry_state_invariant_fail=true; entry_audit_reason=state_reason; SetExitAuthority(identifier,5); } if(!entry_filled_without_sl) { double audited_sl=0.0, projected_net=0.0; string protect_reason=""; if(!InstalledSLMeetsAuthority(trans.position,identifier,side,HardLossServerTargetNet(), audited_sl,projected_net,protect_reason)) { entry_protection_audit_fail=true; entry_audit_reason=protect_reason; SetExitAuthority(identifier,6); } broker_sl=audited_sl; } } } } else { double stored_side=GVGet(identifier,"SIDE",0.0); if(stored_side>0.0) side=SIDE_BUY; else if(stored_side<0.0) side=SIDE_SELL; else side=(dtype==DEAL_TYPE_BUY ? SIDE_SELL : (dtype==DEAL_TYPE_SELL ? SIDE_BUY : SIDE_NONE)); } ulong seq=(ulong)GVGet(identifier,"SEQ",0.0); ulong edge_id_gv=(ulong)GVGet(identifier,"EID",0.0); double peak=GVGet(identifier,"PEAK",0.0); int dc=(int)GVGet(identifier,"DC",0.0); double eatr=GVGet(identifier,"EATR",0.0); double egap=GVGet(identifier,"EGAP",g_snapshot.gap_atr); double step_floor=GVGet(identifier,"EFLOOR",0.0); double entry_score=GVGet(identifier,"ESCORE",0.0); double entry_threshold=GVGet(identifier,"ETHR",0.0); double entry_score_gap=GVGet(identifier,"SGAP",0.0); double entry_score_shape=GVGet(identifier,"SSHAPE",0.0); double entry_score_context=GVGet(identifier,"SCONT",0.0); double entry_score_extra=GVGet(identifier,"SEXTRA",0.0); int exit_mode=(int)GVGet(identifier,"MODE",1.0); int exit_code=(int)GVGet(identifier,"EXIT",0.0); int sl_mode=(int)GVGet(identifier,"SLMODE",0.0); bool was_recovery=(GVGet(identifier,"RECOV",0.0)>0.5); double health=0.0; if(side!=SIDE_NONE) { double signed_live_health=(side==SIDE_BUY ? g_snapshot.live_gap_atr : -g_snapshot.live_gap_atr); double health_peak_live=GVGet(identifier,"HPK",MathMax(0.000001,signed_live_health)); if(signed_live_health>health_peak_live) { health_peak_live=signed_live_health; GVSet(identifier,"HPK",health_peak_live); } health=PositionEdgeHealthV2(side,g_snapshot,health_peak_live); } double diag_entry_raw=GVGet(identifier,"DENT", side==SIDE_NONE ? 0.0 : PositionRawEdgeScore(side,g_snapshot.live_gap_atr)); double diag_current_raw=(side==SIDE_NONE ? 0.0 : PositionRawEdgeScore(side,g_snapshot.live_gap_atr)); double diag_peak_raw=GVGet(identifier,"DPK",diag_entry_raw); if(diag_current_raw>diag_peak_raw) diag_peak_raw=diag_current_raw; double diag_relative_pct=(MathAbs(diag_peak_raw)>0.000001 ? 100.0*(diag_current_raw/diag_peak_raw) : 0.0); double diag_drop_pct=100.0-diag_relative_pct; double deal_net=HistoryDealGetDouble(trans.deal,DEAL_PROFIT)+ HistoryDealGetDouble(trans.deal,DEAL_COMMISSION)+ HistoryDealGetDouble(trans.deal,DEAL_SWAP)+ HistoryDealGetDouble(trans.deal,DEAL_FEE); // Broker-truth CLOSED net includes costs already paid on entry. if(entry==DEAL_ENTRY_OUT || entry==DEAL_ENTRY_OUT_BY) deal_net+=GVGet(identifier,"ECOST",0.0); MarketSnapshot s=g_snapshot; s.time=(datetime)HistoryDealGetInteger(trans.deal,DEAL_TIME); EdgeContext e; ZeroMemory(e); e.engine=ENG_BASSO; e.side=side; e.sequence_id=seq; e.edge_id=edge_id_gv; e.health=health; e.recovery=was_recovery; e.score=entry_score; e.score_threshold=entry_threshold; e.score_gap=entry_score_gap; e.score_shape=entry_score_shape; e.score_context=entry_score_context; e.score_extra=entry_score_extra; RiskContext rr; ZeroMemory(rr); rr.equity=AccountInfoDouble(ACCOUNT_EQUITY); string stage=(entry==DEAL_ENTRY_OUT || entry==DEAL_ENTRY_OUT_BY ? "CLOSED" : "DEAL"); string status=(entry==DEAL_ENTRY_OUT || entry==DEAL_ENTRY_OUT_BY ? "DEAL_OUT" : "DEAL_IN"); string broker_reason="BROKER_TRUTH"; if(entry_state_invariant_fail) broker_reason="BROKER_TRUTH;ENTRY_STATE_INVARIANT_FAILSAFE_LATCHED;"+entry_audit_reason; else if(entry_protection_audit_fail) broker_reason="BROKER_TRUTH;ENTRY_PROTECTION_FAILSAFE_LATCHED;"+entry_audit_reason; else if(entry_filled_without_sl) broker_reason="BROKER_TRUTH;ENTRY_FILLED_WITHOUT_SL_FAILSAFE_LATCHED"; int effective_exit_code=exit_code; if((entry==DEAL_ENTRY_OUT || entry==DEAL_ENTRY_OUT_BY) && deal_reason==DEAL_REASON_SL && sl_mode>0) effective_exit_code=sl_mode; // broker truth overrides any older latched market-close reason if(entry==DEAL_ENTRY_OUT || entry==DEAL_ENTRY_OUT_BY) { if(effective_exit_code==3) { double cap_deviation=MathMax(0.0,(-deal_net)-InpBassoHardMaxLossEUR); double recovery_score=GVGet(identifier,"RSC",0.0); broker_reason=StringFormat("BROKER_TRUTH;HARD_LOSS_EXECUTED;DEAL_REASON=%d;CAP_DEVIATION=%.2f;RECOVERY_SCORE=%.2f;WAS_RECOVERY=%d", (int)deal_reason,cap_deviation,recovery_score,was_recovery?1:0); } else if(effective_exit_code==2) { double floor_deviation=deal_net-step_floor; double giveback=MathMax(0.0,peak-deal_net); double retention=(peak>0.0 ? 100.0*deal_net/peak : 0.0); broker_reason=StringFormat("BROKER_TRUTH;PROFIT_VAULT_EXECUTED;DEAL_REASON=%d;FLOOR=%.2f;FLOOR_DEVIATION=%.2f;FINAL_GIVEBACK=%.2f;FINAL_RETENTION_PCT=%.2f", (int)deal_reason,step_floor,floor_deviation,giveback,retention); } else if(effective_exit_code==5) broker_reason=StringFormat("BROKER_TRUTH;RULE_INVARIANT_FAILSAFE_EXECUTED;DEAL_REASON=%d",(int)deal_reason); else if(effective_exit_code==6) broker_reason=StringFormat("BROKER_TRUTH;PROTECTION_AUTHORITY_FAILSAFE_EXECUTED;DEAL_REASON=%d",(int)deal_reason); else if(effective_exit_code==1) { long deal_msc=(long)HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC); double death_msc=GVGet(identifier,"DMSC",0.0); double request_msc=GVGet(identifier,"CRMSC",0.0); long death_to_request_ms=(death_msc>0.0 && request_msc>0.0 ? (long)MathMax(0.0,request_msc-death_msc) : -1); long request_to_deal_ms=(request_msc>0.0 ? (long)MathMax(0.0,(double)deal_msc-request_msc) : -1); long death_to_deal_ms=(death_msc>0.0 ? (long)MathMax(0.0,(double)deal_msc-death_msc) : -1); double giveback=MathMax(0.0,peak-deal_net); double retention=(peak>0.0 ? 100.0*deal_net/peak : 0.0); broker_reason=StringFormat("BROKER_TRUTH;V55_EDGE_DYING_EXECUTED;DEAL_REASON=%d;DEATH_TO_REQUEST_MS=%I64d;REQUEST_TO_DEAL_MS=%I64d;DEATH_TO_DEAL_MS=%I64d;FINAL_GIVEBACK=%.2f;FINAL_RETENTION_PCT=%.2f", (int)deal_reason,death_to_request_ms,request_to_deal_ms,death_to_deal_ms,giveback,retention); } else broker_reason=StringFormat("BROKER_TRUTH;UNCLASSIFIED_EXIT;DEAL_REASON=%d;SLMODE=%d;EXIT=%d", (int)deal_reason,sl_mode,exit_code); } if(entry==DEAL_ENTRY_IN || entry==DEAL_ENTRY_INOUT) { long deal_msc=(long)HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC); DiagRegisterDealIn(identifier,e,s.time,deal_msc,trans.price,trans.volume,deal_net); } LogEvent(s,e,stage,status,broker_reason,rr,broker_sl,result.retcode,result.comment, trans.order,trans.deal,trans.position,identifier,trans.volume,trans.price, deal_net,peak,step_floor,health,dc,eatr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); if(entry==DEAL_ENTRY_OUT || entry==DEAL_ENTRY_OUT_BY) { // Do not finalize state on a partial exit. The same position must retain the same // MODE/score/floor/EXIT authority until broker truth says it is fully gone. bool still_open=ManagedPositionExistsByIdentifier(identifier); if(still_open) { g_close_inflight=true; } else { long exit_msc=(long)HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC); double gross_price_profit=HistoryDealGetDouble(trans.deal,DEAL_PROFIT); double exit_commission=HistoryDealGetDouble(trans.deal,DEAL_COMMISSION); double exit_swap=HistoryDealGetDouble(trans.deal,DEAL_SWAP); double exit_fee=HistoryDealGetDouble(trans.deal,DEAL_FEE); double entry_costs=GVGet(identifier,"ECOST",0.0); DiagFinalizeTrade(identifier,e,s.time,exit_msc,trans.price,deal_net,peak,effective_exit_code,exit_mode, gross_price_profit,exit_commission,exit_swap,exit_fee,entry_costs); // V49: every REAL fully closed trade is followed diagnostically until the same // structural EdgeDying boundary, regardless of exit source. This has zero exit authority. AddPostCloseTrack(seq,side,trans.price,egap,deal_net,peak,step_floor, entry_score,entry_threshold, entry_score_gap,entry_score_shape,entry_score_context,entry_score_extra,GVGet(identifier,"RSC",0.0), effective_exit_code,exit_mode); // V50 hard-loss recovery stays DIAGNOSTIC ONLY. V45 operational BUY recovery lost 4/4 trades, // therefore no hard-loss close can arm a new execution path in V50. if(effective_exit_code==3) { EdgeContext re=e; re.recovery=false; RiskContext rr2; ZeroMemory(rr2); rr2.equity=AccountInfoDouble(ACCOUNT_EQUITY); string why=StringFormat("SIDE=%s;WAS_RECOVERY=%d;RECOVERY_SCORE=%.2f;NO_OPERATIONAL_REENTRY", SideName(side),was_recovery?1:0,GVGet(identifier,"RSC",0.0)); LogEvent(g_snapshot,re,"RECOVERY_REENTRY","DIAGNOSTIC_ONLY","V50_HARDLOSS_RECOVERY_DISABLED;"+why,rr2, 0,0,"",0,0,0,0,0,0,deal_net,peak,step_floor,health,0,eatr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); } // V59: vault close banks profit — no auto reentry AND reset edge so a NEW SELL // candidate (+ signature gate) is required. Do not keep a live edge that only // blocked fresh entries until DYING (that stranded the book after vault). if(effective_exit_code==2) { g_cont_reentry_armed=false; g_cont_reentry_side=SIDE_NONE; g_cont_reentry_peak_live=0.0; g_v55.reentry_armed=false; EdgeContext ce=e; ce.continuation=false; ce.edge_id=g_v55.edge_id; ce.score=g_v55.current_score; ce.score_threshold=InpV55EntryScore; RiskContext cr; ZeroMemory(cr); cr.equity=AccountInfoDouble(ACCOUNT_EQUITY); LogEvent(g_snapshot,ce,"V55_REENTRY_CANCEL","NO_ARM", StringFormat("V59_VAULT_BANKED;NO_AUTO_REENTRY;EDGE_RESET;NET=%.2f;NEED_NEW_SELL+GATE",deal_net),cr, 0,0,"",0,0,0,0,0,0,deal_net,peak,step_floor,health,0,eatr, diag_entry_raw,diag_current_raw,diag_peak_raw,diag_relative_pct,diag_drop_pct); V55ResetEdge("V59_VAULT_CLOSE_RESET_NO_REENTRY"); } else if(effective_exit_code==3 || effective_exit_code==1 || deal_net<=0.0 || effective_exit_code==5 || effective_exit_code==6) { // Hard loss / V55 dying / negative / failsafe: kill edge, no reentry. string kill_why=StringFormat("EXIT_CODE=%d;NET=%.2f",effective_exit_code,deal_net); if(effective_exit_code==1) kill_why="V55_EDGE_DYING_CLOSE"; if(effective_exit_code==3) kill_why="HARD_LOSS_CLOSE"; if(deal_net<=0.0 && effective_exit_code!=3 && effective_exit_code!=1) kill_why="NEGATIVE_OR_UNRECOGNIZED_CLOSE"; V55ResetEdge(kill_why); } g_close_inflight=false; g_buy_rearmed=true; g_sell_rearmed=true; GVClear(identifier); } } } //+------------------------------------------------------------------+