OrderExecution – Adaptive Hybrid System – Multi-Core Strategy Engine -US100

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;
}

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.