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:

RoleParameterDescription
Trigger_As_Strategy = trueThe strategy GENERATES the trade signal
Validator_As_Filter = trueThe 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.