adm1233dasd – Page 2 – Adaptive Hybrid System – Multi-Core Strategy Engine -US100

Trading Schedule & EOD Terminator

10. Trading Schedule & EOD Terminator

Session Schedule (Terminal Local Time)

Each weekday has its own trading window:

Monday:    Inp_Hours_Monday    = "00:00-22:00"
Tuesday:   Inp_Hours_Tuesday   = "00:00-22:00"
Wednesday: Inp_Hours_Wednesday = "00:00-22:00"
Thursday:  Inp_Hours_Thursday  = "00:00-22:00"
Friday:    Inp_Hours_Friday    = "00:00-05:00"  // earlier close — weekend risk

Format: "HH:MM-HH:MM" — multiple ranges per day can be entered, comma-separated, e.g. "09:00-12:00,15:00-20:00". Saturday and Sunday are automatically blocked.

EOD Terminator

An emergency mechanism for closing all positions at a defined time:

Friday:     Inp_EOD_Time_Friday    = "21:39"
Other days: Inp_EOD_Time_OtherDays = "22:29"

Algorithm with retry logic:

Attempts to close all positions on the symbol
If the broker rejects an order → waits 5 seconds → retries (up to 10 attempts)
On success: g_Last_EOD_Day = dt.day_of_year (does not repeat on the same day)

Log: "EOD TERMINATOR: Emergency closing all positions..." → "EOD SUCCESS: Closed position #123." → "EOD TERMINATOR: Chart cleared. Goodnight."

Manual Trade Management — Click & Forget

9. Manual Trade Management — Click & Forget

Inp_Manage_Manual_Trades = true

One of the most practical features of the system. The trader can open a position MANUALLY (Magic Number = 0) and the EA immediately takes full management control:

✅ Virtual Stop Loss (emergency %-based cut)
✅ Profit Lock (aggressive trailing near TP)
✅ TSL Bollinger Bands (trailing SL)
✅ Hard Break-Even (SL moved to BE)
✅ Virtual Negative Break-Even
✅ Dynamic Take Profit (TP extension)
✅ EOD Terminator (end-of-day close)
✅ Equity Trailing Lock

Philosophy: The trader decides on the entry (direction, level) — the EA manages the risk. Perfect for discretionary trading supported by automatic protection.

Account Protection — System Level

8. Account Protection — System Level

Daily Loss Hard Limit

If daily P/L drops below -(Inp_Daily_Loss_HardLimit)% of balance:
  → g_DailyLossReached = true
  → ALL new orders blocked for the rest of the day
  → Existing positions continue to be managed

Default: 4% of balance.

Drawdown Freeze

If current drawdown > Inp_Drawdown_FreezeLimit%:
  → g_DrawdownFreeze = true
  → New orders frozen

Default: 0.5% (very conservative, ideal for prop firm challenges).

Daily Target Profit

If daily P/L > +Inp_Daily_Target_Profit%:
  → g_DailyTargetReached = true
  → Trading stopped — profit is secured

Default: 15% — after reaching the target, the system shuts itself down for the day.

Equity Trailing Lock (Master)

An equity protection mechanism operating at the account level:

If equity rises by >= Inp_Equity_TSL_Trigger%:
  → Sets an "equity high watermark"
  → If equity drops below (high - Inp_Equity_TSL_Buffer%):
     → Closes ALL positions immediately

Default: Trigger 5%, Buffer 0.2%. Protects against losing a large intraday gain.

Position Management — Protection Layers

7. Position Management — Protection Layers

ManageAllPositions() executes on EVERY tick for every open position. Protection layers are applied in a strict priority order.

Layer 0: Virtual Stop Loss (Highest Priority — Emergency Cut)

This is not an SL sent to the broker — it is an internal loss-level monitor:

active_cap = base_capital (depending on mode)
pos_profit = profit + swap + commission
max_loss   = active_cap × Inp_Virtual_SL_Percent / 100

If |pos_profit| >= max_loss → immediate position close

Log: "VIRTUAL SL HIT! Position #123 loss (-45.23) exceeded 4.00% of Active Capital (1132.50). Closing immediately."

This safeguard acts as the last line of defence against a catastrophic loss, regardless of spread, slippage or broker conditions.

Layer 0.5: Profit Lock (Aggressive Trailing Near TP)

Activates when price approaches TP within Inp_E_PL_Trigger_Points (500 pts):

Enables an aggressive trailing SL based on Inp_E_PL_TSL_Points (200 pts) from the current price
SL only moves in the direction of profit (ratchet — never backwards)
Protects accumulated profit just before TP is hit

Log: "Position #123: PROFIT LOCK Activated!"

Layer 1: Physical TSL BB (Bollinger Band Trailing SL)

A two-phase mechanism:

Phase 1: Standard Hard SL sent to the broker at the time of opening
Phase 2: Activates when profit_in_points >= Inp_E_ProfitToActivateBB (1,500 pts)

Once Phase 2 is active:

BUY: SL = MAX(BB_Lower, open_price + floor_dist) — follows the lower BB band (never below open + floor)
SELL: SL = MIN(BB_Upper, open_price - floor_dist) — follows the upper BB band

TSL BB has higher priority than Hard BE — once Phase 2 is active, Hard BE is ignored.

Log: "Position #123 entered Phase 2 (TSL BB)."

Layer 2: Hard Break-Even (Classic BE)

Moves the physical SL to (or above) the entry price when profit reaches Inp_HardBE_Trigger_Points (200 pts):

BUY:  new_SL = open_price + (Inp_HardBE_Level_Points × _Point)   // e.g. +100 pts
SELL: new_SL = open_price - (Inp_HardBE_Level_Points × _Point)

SL is only moved in the direction of profit. Once activated, the flag is_breakeven1_set = true — Hard BE is never repeated.

Log: "Position #123: Hard Break-Even set at +100 pts."

Layer 3: Virtual Negative Break-Even

An innovative mechanism that allows a position to „breathe” after achieving a significant profit:

After reaching Inp_NegBE_Trigger_Points (5,000 pts) profit → activates is_breakeven2_set = true
If the position retraces to Inp_NegBE_Level_Points (e.g. −3,000 pts) → position is closed
Active only when Hard BE has NOT yet been set

Rationale: the position achieved a large profit (5,000 pts), so the system „allows” it to retrace to −3,000 pts before closing it. This dramatically reduces the number of prematurely exited trends.

Log: "Position #123: Virtual Negative BE Activated." → "Position #123: Closed by Virtual Negative BE."

Dynamic Take Profit (TP Extension on Strong Trend)

When price approaches TP within Inp_E_PL_Trigger_Points:

Checks the BB (using a separate, wider deviation of Inp_E_BB_TP_Deviation = 3.0)
If price breaches the outer BB band (strong trend confirmed!) → TP is pushed further by Inp_E_TP_Extension_Points (500 pts)
Can be extended multiple times — no limit on the number of extensions

Log: "Position #123: Dynamic TP Extended by 500 points!"

Dynamic Channel (Box Trading) — Price Tunnel

6. Dynamic Channel (Box Trading) — Price Tunnel

Restricts the trading zone to a dynamically defined price corridor.

Standard Box (Long-Term)

Updated every Inp_Channel_Update_Hours hours (default 6h):

Records the current BID price as base_price
g_Channel_Upper = base_price + Channel_Points_Up × _Point
g_Channel_Lower = base_price - Channel_Points_Down × _Point
Trading is only allowed when price is inside the channel

Default settings: Upper +20,000 pts, Lower −5,000 pts — an asymmetric channel assuming greater upside potential.

Log: "NEW STANDARD PRICE CHANNEL: Base: 2100.50 | Upper: 2300.50 | Lower: 2050.50"

Manual Box (Anti-Crash Protection)

Inp_ManualBox_Enable = true allows the trader to manually define absolute price boundaries:

Inp_ManualBox_Upper — upper boundary (price)
Inp_ManualBox_Lower — lower boundary (price)

Use case: the trader can manually define a tunnel before a major fundamental event or when operating in a specific market regime.

Channel Priority (IsPriceInChannel)

1. Muzzle Box (active during Impulse) — HIGHEST PRIORITY
2. Manual Box (if Inp_ManualBox_Enable = true)
3. Standard Dynamic Channel (if Inp_Channel_Enable = true)

Status displayed on the panel as g_Status_Channel.

Institutional Impulse + Muzzle Mode

5. Institutional Impulse + Muzzle Mode

One of the defining mechanisms of the system. It detects institutional impulses (sudden, violent moves generated by large capital) and immediately changes the system’s behaviour.

Impulse Detection

On every new bar on Inp_Impulse_TF (default M1):

Calculates average range and average volume over the last Inp_Impulse_AvgPeriod (20) candles
Fetches ATR
Calculates velocity = |current_close - prev_close| / prev_close
Impulse detected if candle range > Inp_Impulse_Min_Range_Points (50 pts) AND at least ONE of the following is true:

velocity > Inp_Impulse_Velocity (0.5% price change)
current_range > RangeMult × avg_range (2× average)
current_range > ATRMult × ATR (2× ATR)
current_volume > VolMult × avg_volume (1.5× average volume)

Log: "Institutional Impulse Detected! Activating MUZZLE MODE for 15 mins."

Muzzle Mode — How the System’s Characteristics Change

After an impulse is detected, the system enters Muzzle Mode:

Parameter	Normal Mode	During Impulse (Muzzle Mode)
Min. Smart DI candle body	2 pts	150 pts
CCI block level	Inp_Block_CCI_Level (350)	Inp_Muzzle_CCI_Block_Level (130)
SELL signals	Allowed	Blocked if Channel_Down = 0
Price channel	Standard Dynamic Channel	Muzzle Box (anchored at impulse price)

Key point: When Inp_Muzzle_Channel_Points_Down = 0, the system operates exclusively as BUY ONLY during an impulse — selling is completely blocked. This allows the system to ride the momentum after a breakout move.

Dynamic Muzzle Channel

At the moment an impulse is detected, the system saves the current BID price (g_Muzzle_BasePrice). All subsequent signals must fall within:

Upper: base_price + Muzzle_Channel_Points_Up
Lower: base_price - Muzzle_Channel_Points_Down (or -DBL_MAX when Down = 0)

Muzzle Mode Deactivation

Muzzle Mode expires only when ALL of the following conditions are met:

Cooldown elapsed: (current_time - impulse_time) > Impulse_Cooldown_Mins × 60
Market has calmed: current_range ≤ 1.5 × avg_range AND current_volume ≤ 1.5 × avg_vol
A local peak or trough has formed: the previous candle has a higher high (peak) or lower low (trough) than its neighbours

Log: "Market calmed down. MUZZLE MODE deactivated."

Makro Matrix Risk — dynamiczna punktacja instytucjonalna

4. Makro Matrix Risk — dynamiczna punktacja instytucjonalna

This is the most unique feature of the system. Before every order, AHS consults 19 global assets, analysing each through 5 indicators — a total of 95 indicator handles running in parallel.

Skład Makro Matrix Risk

Tech Titans (≈60% of the pool):

Asset	Base Weight
Apple (AAPL)	8%
Microsoft (MSFT)	8%
Nvidia (NVDA)	8%
Amazon (AMZN)	5%
Meta (META)	5%
Alphabet (GOOGL)	5%
Tesla (TSLA)	4%
Broadcom (AVGO)	4%
Costco (COST)	3%
Netflix (NFLX)	2%
PepsiCo (PEP)	2%
Cisco (CSCO)	2%
T-Mobile (TMUS)	2%
Adobe (ADBE)	1%
AMD	1%

Global Macro (≈40% of the pool):

Asset	Base Weight	Special Role
Bitcoin (BTC)	10%	Risk-On barometer
Gold (GOLD)	10%	Inverse correlation — Risk-Off
EURUSD	10%	Dollar strength proxy (DXY)
AUDJPY	10%	Carry trade / risk appetite

Dynamic Weighting — What Sets This System Apart

Base weights are a starting point, not fixed values. For each asset, a multiplier is computed based on current indicators:

Indicators per asset (H1 timeframe):
  → MA50, MA200   (long-term trend)
  → RSI(14)       (momentum / overbought-oversold)
  → CCI(14)       (deviation from mean)
  → MFI(14)       (money flow)

Multiplier logic for BUY scoring:
  → Bullish trend (MA50 > MA200):          +0.5
  → Oversold (RSI<30 or CCI<-100):        +0.5
  → Overbought (RSI>70 or CCI>100):       -0.5
  → Money flowing in (MFI>50):            +0.2

Multiplier logic for SELL scoring:
  → Bearish trend (MA50 < MA200):          +0.5
  → Overbought (RSI>70 or CCI>100):       +0.5
  → Oversold (RSI<30 or CCI<-100):        -0.5
  → Money flowing out (MFI<50):           +0.2

Minimum multiplier = 0.1 (prevents negative weights).

Scoring Mechanism

effective_weight = base_weight × multiplier
max_pool        += effective_weight           // maximum possible score

// Does this asset confirm the direction?
if BUY:  price > MA50 → align_score += effective_weight
if SELL: price < MA50 → align_score += effective_weight

// GOLD is inverse (is_inverse=true):
// Bullish GOLD = Risk-Off = confirms SELL, not BUY

final_alignment = (align_score / max_pool) × 100%

Block condition: If final_alignment < Inp_Macro_Min_Alignment_Percent (default 70%) → order blocked.

Lazy Evaluation

The Macro Matrix is not computed on every tick. It is triggered exclusively when a strategy generates a signal. This dramatically reduces CPU usage. Log: "BUY Align: 82% (Pool: 145)" / "Block BUY: Macro Score".

When No Market Is Active

When all assets are inactive (no data, markets closed) → max_pool = 0 → filter bypassed, trading allowed. The system never blocks itself when global data is unavailable.

Strategies — Detailed Algorithm Descriptions

3. Strategies — Detailed Algorithm Descriptions

3.1 Smart DI (Directional Index)

Concept: Measures the dominance of one market direction using the ADX indicator, analysing the difference between the DI+ and DI- lines.

Algorithm — step by step:

Fetches DI+ and DI- values from ADX (buffer 1 — the previous closed bar, to avoid repainting)
Calculates diff = |DI+ - DI-|
Fetches data for the last closed candle on Inp_Strat_TF
Calculates candle body size: body = |close - open| / _Point
If Impulse/Muzzle Mode is active: the minimum candle body requirement rises from Inp_Strat_Min_Candle_Body to Inp_Muzzle_Min_Candle_Body (default 150 pts instead of 2 pts) — the strategy’s characteristics change during an impulse
BUY signal: DI+ > DI- AND diff > Min_DI_Diff AND DI- < Max_Opposite_DI
SELL signal: DI- > DI+ AND diff > Min_DI_Diff AND DI+ < Max_Opposite_DI

Log: "Smart DI BUY" / "Smart DI SELL"

Key property: The Inp_Strat_Max_Opposite_DI parameter limits opposition strength — even when DI+ dominates, an overly strong DI- blocks the signal. It acts as a built-in trend quality filter.

3.2 MTF Point System (Multi-TimeFrame)

Concept: Scores trend alignment across 4 independent timeframes using EMA5/EMA7 crossovers. Each timeframe earns one point; a minimum score threshold is required.

Algorithm — step by step:

On each of the 4 timeframes (TF1, TF2, TF3, TF4), fetches EMA5 and EMA7
BUY point: EMA5 > EMA7 on that TF → score++
SELL point: EMA5 < EMA7 on that TF → score++
If score >= Inp_MTF_Min_Score (default 3 out of 4) → signal is active

Check condition: On every new bar of Inp_MTF_TF1 (the fastest TF)

Log: "MTF BUY" / "MTF SELL"

Philosophy: The system does not require perfect alignment — even 3 out of 4 timeframes is sufficient. This provides flexibility in fluid markets where all timeframes rarely agree simultaneously.

3.3 Three Consecutive Candles

Concept: Detects a mini-trend: 3 consecutive closed candles in the same direction with a minimum body size.

Algorithm — step by step:

Fetches the last 3 closed candles on Inp_Filter_3Candles_TF
For each candle: body = |close - open| / _Point
If any candle’s body < Inp_Filter_3Candles_MinBody → signal is invalid
BUY: all 3 candles are bullish (close > open)
SELL: all 3 candles are bearish (close < open)

Log: "3 Candles BUY" / "3 Candles SELL"

Strength: Simple, visually intuitive, and highly effective as a validator — it confirms momentum before Smart DI or MTF fire their signals.

Multi-Core Strategy Engine — „First Come, First Served”

2. Multi-Core Strategy Engine — „First Come, First Served”

This is the system’s most important architectural innovation. Despite the name suggesting a single strategy, AHS is a strategy engine with interchangeable cores, where each strategy can simultaneously fulfil two roles:

Role	Parameter	Description
Trigger	`_As_Strategy = true`	The strategy GENERATES the trade signal
Validator	`_As_Filter = true`	The strategy CONFIRMS signals from other strategies

The „First Come, First Served” Rule

Strategies are evaluated sequentially in a fixed order:

EvaluateStrategies()
  1. Smart DI (if As_Strategy=true)       → signal? → filters → order → RETURN
  2. MTF Point System (if As_Strategy=true) → signal? → filters → order → RETURN
  3. 3 Consecutive Candles (if As_Strategy=true) → signal? → filters → order → RETURN

Critical implication: When strategy #1 (Smart DI) generates a valid signal and passes all filters, the system immediately opens an order and exits the function (return). Strategies 2 and 3 are never evaluated on that tick. There is no voting, averaging or consensus — the first valid signal wins.

Each strategy is checked only once per new bar (on its own timeframe), which eliminates multiple signals within the same candle.

Configuration Possibilities

SmartDI as trigger, MTF + 3Candles as filters — SmartDI fires the signal, but it must be confirmed by both other systems
All three as triggers — three independent strategies compete to open a trade
MTF as trigger, SmartDI as filter — MTF generates, SmartDI confirms
Any combination — each strategy can be independently enabled/disabled in either role

A Validator Does Not Validate Itself

Smart logic: strategy X acting as a filter does NOT validate its own signals. Example: if SmartDI is the trigger, the SmartDI filter is skipped (it does not check itself) — only MTF and 3Candles filters are checked.

// Validator skips its own source
if (Inp_SmartDI_As_Filter && trigger_source != "SmartDI") {
    if (!CheckSmartDI_Condition(is_buy)) return false;
}

Architecture & Module Connections

1. Architecture & Module Connections

The system is composed of five header files included into the compiled main file _AHS_Main.ex5:

_AHS_Main.ex5
  ├── AHS_Inputs.mqh      → All input parameters, enumerations, global state variables
  ├── AHS_Filters.mqh     → Market filters (The Shield): Macro Matrix, Impulse, Channel, ADX/MA, SmartDI, MTF, 3Candles
  ├── AHS_Strategy.mqh    → Multi-Core Engine: position sizing, order execution
  ├── AHS_Management.mqh  → Position management: TSL BB, Hard BE, Neg BE, Dynamic TP, EOD Terminator
  └── AHS_Panel.mqh       → Graphical information panel: status, MTF dashboard, positions list

OnTick() Flow — Step by Step

Every incoming tick passes through a strictly defined sequence in the main loop:

OnTick()
  1.  License check (CLicenseManager.IsExpired)
  2.  Session schedule check (IsScheduleAllowed)
  3.  EOD Terminator (CheckForEODClose) → emergency close all positions
  4.  Daily P/L update and daily reset
  5.  Account Protection checks:
        → DailyLossReached?    → block new orders
        → DrawdownFreeze?      → block new orders
        → DailyTargetReached?  → block new orders
  6.  Equity Trailing Lock (master equity trailing SL)
  7.  Institutional Impulse Detection (CheckInstitutionalImpulse)
  8.  Dynamic Channel Update (UpdateDynamicChannel) every X hours
  9.  News Filter → freeze before/after news events
 10.  ManageAllPositions() → manage all open positions
 11.  Cooldown check + position count limit check
 12.  EvaluateStrategies() → Multi-Core Engine searches for a signal
 13.  Information panel update

All stages are independent — position management (step 10) runs regardless of whether new signals are being sought (step 12). Even when new orders are blocked, open positions are always managed.