Pipsgrowth EX02007 Breakout — إكسبرت أدفايزر اختراق

// Pipsgrowth EX02007 Breakout — Execution Flow (from source analysis)
// Family: Breakout
// EMA(GaussianPeriod) envelope +/- BandMultiplier*ATR. Breakout close on last CLOSED bar (shift=1) over upper band -> long; under lower -> short. 12 layers: REGIME, SIGNAL, ENTRY, CONFIRM, NO-TRADE, CAPITAL CAP, RISK, SIZING, MANAGE, EXIT, SCALING, OnTester. BE @1R, partial 50% @1R, ATR trail

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 EX02007 GB101.1 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                                                            |
//+------------------------------------------------------------------+
input group "=== Identity ==="
input int     InpMagic          = 22202007;                     // Magic number (unique per EA) [1-999999999, step 1]
input string  InpTradeComment   = "Psgrowth.com Expert_02007";  // Trade comment
input int     InpDeviation      = 20;                            // Slippage (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  InpDailyLossLimitPercent = 3.0;                    // Daily loss limit (% of effective capital) [0.5-20.0, step 0.5]
input int     InpMaxConcurrent  = 1;                             // Max concurrent positions (this EA, this symbol) [1-20, step 1]
input double  InpMaxLot         = 5.0;                           // Max lot cap (per trade) [0.01-100, step 0.01]
input double  InpMaxDDPct       = 20.0;                          // Max total drawdown % (0=disabled, triggers kill switch)
input int     InpPyramidMaxLevels = 0;                           // Pyramid levels after profit (0 = OFF, max 5) [0-5, step 1]

input group "=== Capital Allocation Cap ==="
input double  InpCapitalCapAmount   = 500.0;                     // Capital cap amount ($ equity, 0 = disabled) [0-100000, step 100]
input double  InpCapitalCapFloor    = 50.0;                      // Capital floor ($, blocks new entries below) [0-10000, step 10]

input group "=== Gaussian Band Signal ==="
input int     InpGaussianPeriod = 20;                            // Gaussian EMA period (bars) [2-200, step 1]
input double  InpBandMultiplier = 0.85;                          // Band multiplier x ATR [0.1-5.0, step 0.05]
input int     InpATRPeriod      = 14;                            // ATR period (bars) [2-100, step 1]

input group "=== Confirmation & Regime ==="
input int     InpHTFTimeframe   = 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     InpHTFEMAPeriod   = 50;                            // HTF EMA period (bars) [5-500, step 1]
input double  InpADXThreshold   = 20.0;                          // ADX minimum (regime strength) [5-50, step 0.5]

input group "=== Exit Management ==="
input double  InpATRMultSL      = 1.5;                           // Initial SL distance (x ATR) [0.5-10.0, step 0.1]
input double  InpRR_Min         = 1.5;                           // Minimum R/R required to enter [0.5-10.0, step 0.1]
input double  InpTrailATRMult   = 2.5;                           // ATR trailing multiplier (x ATR) [0.5-10.0, step 0.1]
input int     InpMaxBarsHold    = 240;                           // Max bars in trade before time-exit [10-2000, step 10]
input int     InpRegimeLookback = 100;                           // Bars for ATR-percentile + BB-width baseline [20-500, step 10]
input int     InpSpreadRollWin  = 50;                            // Rolling-average window for spread filter (ticks) [10-200, step 10]

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]