Pipsgrowth EX02006 Breakout — إكسبرت أدفايزر اختراق

// Pipsgrowth EX02006 Breakout — Execution Flow (from source analysis)
// Family: Breakout
// Price CLOSED bar closes outside an ATR-offset Gaussian EMA band (breakout-close, shift=1). 12 layers: REGIME, SIGNAL, ENTRY, CONFIRM, NO-TRADE, CAPITAL CAP, RISK, SIZING, MANAGE, EXIT, SCALING, OnTester. ATR SL, BE @1R, partial 50% @1.5R, ATR trail, regime-change/opposite-signal/time exits

ON_INIT:
    Create indicator handles: standard set
    Initialize state variables
    Detect broker GMT offset

ON_TICK:
    1. Refresh indicator buffers (closed-bar shift=1)
    2. Manage existing positions:
       - Break-even check
       - ATR trailing stop
       - Profit lock ratchet
       - Time-based exit
       - Opposite-signal exit
    3. If new bar:
       a. ClassifyRegime() — ADX/ATR/BB regime detection
       b. NoTradeGate() checks:
          - Market open + session filter
          - Spread limit
          - Cooldown after loss
          - Consecutive loss limit
          - Kill switch
          - Max drawdown
          - Max concurrent positions
          - Daily/weekly loss limits
       c. GenerateSignal() — strategy-specific entry logic
       d. CheckConfirm() — HTF alignment + R:R + ADX minimum
       e. Calculate position size from risk %
       f. Execute with retry logic
       g. Mark bar to prevent duplicates

ON_TESTER:
    Custom fitness = weighted(RecoveryFactor, ROI, ProfitFactor, TradeCount, Sharpe, Drawdown)

#property copyright "Pipsgrowth.com"
#property link      "https://pipsgrowth.com"
#property version   "2.00"
#property strict
#property description "Pipsgrowth.com EX02006 GB1.5 XAUUSD 5M — Gaussian EMA + ATR band breakout-close, full 12-layer stack."

#include <Trade/Trade.mqh>
#include <Trade/PositionInfo.mqh>
#include <Trade/SymbolInfo.mqh>
#include <Trade/AccountInfo.mqh>

//================== INPUTS (22 total) ==================
input group "=== Identity ==="
input int            InpMagic              = 22202006;   // Magic number (unique per EA) [1-999999999, step 1]
input string         InpTradeComment       = "Psgrowth.com Expert_02006"; // Trade comment
input int            InpDeviation          = 20;         // Slippage tolerance (points) [0-100, step 1]
input bool           InpEnableLogging      = true;       // Enable non-critical logging
input bool           InpDryRun             = true;       // Dry-run (signal+log only, no orders)
input bool           InpKillSwitch         = false;      // KILL: halt all new entries

input group "=== Risk & Sizing ==="
input double         InpRiskPercent        = 0.5;        // Risk per trade (% of effective capital) [0.1-10.0, step 0.1]
input double         InpDailyLossLimitPct  = 3.0;        // Daily loss limit (% of effective capital) [0.5-20.0, step 0.5]
input double         InpCapitalCapAmount   = 500.0;      // Capital cap ($ equity, 0 = disabled) [0-100000, step 100]
input double         InpCapitalCapFloor    = 50.0;       // Floor below which new entries are blocked ($) [0-10000, step 10]
input double         InpMaxLot             = 5.0;        // Max lot cap (lots) [0.01-100, step 0.01]
input int            InpMaxOpenPositions   = 1;          // Max concurrent positions (count) [1-20, step 1]
input double         InpMaxDDPct           = 20.0;       // Max total drawdown % (0=disabled, triggers kill switch)

input group "=== Signal: Gaussian EMA + ATR Bands ==="
input int            InpLength             = 10;         // Gaussian EMA period (bars) [2-200, step 1]
input double         InpDistanceMultiplier = 0.85;       // Band ATR multiplier (x) [0.1-5.0, step 0.05]
input int            InpATRPeriod          = 14;         // ATR period (bars) [2-100, step 1]

input group "=== Regime & Confirm ==="
input int            InpADXPeriod          = 14;         // ADX period (bars) [2-100, step 1]
input double         InpADXMinTrend        = 20.0;       // Min ADX for trend regimes (level) [5-50, step 0.5]
input int            InpBBPeriod           = 20;         // Bollinger period (bars) [2-100, step 1]
input int            InpHTF                = 5;          // HTF timeframe: 1=M1,2=M3,3=M5,4=M10,5=M15,6=M30,7=H1,8=H4,9=D1 [1-9, step 1]
input int            InpHTFEMA             = 50;         // HTF EMA period (bars) [5-500, step 1]

input group "=== Trade Management ==="
input double         InpTrailATRMult       = 2.0;        // ATR trailing multiplier (x) [0.5-10.0, step 0.1]
input int            InpMaxBarsInTrade     = 240;        // Max bars in trade before time-exit [10-2000, step 10]
input int            InpATRPctileLookback  = 100;        // ATR percentile lookback (bars) [20-500, step 10]
input int            InpBBWidthLookback    = 50;         // BB width lookback (bars) [10-200, step 10]
input int            InpPyramidHardCap     = 3;          // Hard cap on pyramid positions [1-10, step 1]

input group "=== Hardening: GMT Sessions & Safety ==="
input int            InpMaxTradesPerDay    = 10;         // Max trades per calendar day (0=unlimited) [0-100, step 1]
input double         InpMinEquityPct       = 70.0;       // Min equity as % of initial balance to trade [0-100, step 1]
input int            InpMaxConsecLosses    = 5;          // Max consecutive losses before cooldown [0-20, step 1]
input int            InpCooldownHours      = 4;          // Cooldown duration after max consec losses (hours) [0-72, step 1]
input bool           InpUseGMTSessions     = true;       // Use GMT-based session filtering
input int            InpLondonStartGMT     = 7;          // London session start (GMT hour) [0-23, step 1]
input int            InpLondonEndGMT       = 16;         // London session end (GMT hour) [0-23, step 1]
input int            InpNewYorkStartGMT    = 12;         // New York session start (GMT hour) [0-23, step 1]
input int            InpNewYorkEndGMT      = 21;         // New York session end (GMT hour) [0-23, step 1]
input bool           InpFilterNews         = true;       // Block trades near high-impact news
input int            InpNewsBufferMinutes  = 30;         // News buffer (minutes before/after) [5-120, step 5]