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mql5/Experts/Advisors/DualEA/Include/GatingPipeline.mqh

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// include guard for MQL5
#ifndef __GATINGPIPELINE_MQH__
#define __GATINGPIPELINE_MQH__
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#include <Trade/Trade.mqh>
// Warning: these macros expect the including translation unit to provide
// the following symbols:
// bool CircuitBreakerAllowed(string&)
// bool CircuitCooldownAllowed(string&)
// bool NewsAllowed(string&)
// bool PromotionAllowed(string&)
// bool RegimeAllowed(string&)
// void LogGate(const string gate, const bool allow, const string phase, const ulong started)
// bool UseSessionManager
// bool UseCorrelationManager
// bool UsePositionManager
// bool TelemetryEnabled
// bool NoConstraintsMode
// CSessionManager *g_session_manager
// CCorrelationManager *g_correlation_manager
// CPositionManager *g_position_manager
// CTelemetryStandard *g_tel_standard
// int PMMaxOpenPositions
// Provide lightweight fallbacks to avoid undefined symbol errors when a host EA
// does not supply optional managers. Host code can override by defining before include.
#ifndef GP_HAS_SESSION_MANAGER
#define GP_HAS_SESSION_MANAGER 1
#endif
#ifndef GP_HAS_CORRELATION_MANAGER
#define GP_HAS_CORRELATION_MANAGER 1
#endif
#ifndef GP_HAS_POSITION_MANAGER
#define GP_HAS_POSITION_MANAGER 1
#endif
#ifndef GP_HAS_TELEMETRY
#define GP_HAS_TELEMETRY 1
#endif
#ifndef GP_HAS_NO_CONSTRAINTS_FLAG
#define GP_HAS_NO_CONSTRAINTS_FLAG 1
#endif
#ifndef GP_STATIC_BOOL
#define GP_STATIC_BOOL(name, value) static bool name = (value)
#endif
// Note: Host EA must declare these variables as input or global before including this file:
// - bool UseSessionManager
// - bool UseCorrelationManager
// - bool UsePositionManager
// - bool TelemetryEnabled
// - bool NoConstraintsMode
// - int PMMaxOpenPositions
// - void LogGate(const string gate, const bool allow, const string phase, const ulong start_time)
// - ulong NowMs()
//
// If not declared by host, macros will use fallback inline implementations below.
#ifndef LogGate
#define LogGate(gate, allow, phase, start_time) /* no-op */
#endif
#ifndef NowMs
#define NowMs() ((ulong)GetTickCount64())
#endif
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//+------------------------------------------------------------------+
//| GatingPipeline.mqh |
//| Purpose: Centralize gate orchestration (macro-based) |
//| Status: Used by EAs via macros; preserves existing behavior |
//+------------------------------------------------------------------+
// These macros expand inline inside the EA translation unit and call the
// EA-local functions/variables (e.g., NewsAllowed, LogGate, g_session_manager).
// This avoids forward-declaration issues and preserves existing telemetry tags.
// Helper: compute dynamic PM cap if PositionManager is available; otherwise use static input
int GP_GetPMCap()
{
// PMMaxOpenPositions semantics: 0 = disabled/unlimited
int cap = PMMaxOpenPositions;
// When a PositionManager is present, allow it to adjust the cap adaptively
if(UsePositionManager && CheckPointer(g_position_manager)!=POINTER_INVALID)
{
// ComputeDynamicMaxOpenPositions() returns a possibly adjusted cap; values <=0 mean 'unlimited'
int dyn = (*g_position_manager).ComputeDynamicMaxOpenPositions(cap);
// Only adopt positive values; otherwise keep existing semantics
if(dyn!=cap) cap = dyn;
}
return cap;
}
#define GP_EARLY_GATES_BLOCK \
{ \
string __gp_reason; ulong __gp_t0; \
__gp_t0=NowMs(); \
bool __cb_ok = CircuitBreakerAllowed(__gp_reason); LogGate("cb", __cb_ok, "early", __gp_t0); if(!__cb_ok) return false; \
__gp_t0=NowMs(); \
bool __news_ok = NewsAllowed(__gp_reason); LogGate("news", __news_ok, "early", __gp_t0); if(!__news_ok) return false; \
__gp_t0=NowMs(); \
bool __promo_ok= PromotionAllowed(__gp_reason); LogGate("promotion", __promo_ok, "early", __gp_t0); if(!__promo_ok) return false; \
__gp_t0=NowMs(); \
bool __reg_ok = RegimeAllowed(__gp_reason); LogGate("regime", __reg_ok, "early", __gp_t0); if(!__reg_ok) return false; \
bool __circ_ok = CircuitCooldownAllowed(__gp_reason); LogGate("circuit_cooldown", __circ_ok, "early", __gp_t0); if(!__circ_ok) return false; \
/* FR-02 Session gate */ \
if(UseSessionManager && CheckPointer(g_session_manager)!=POINTER_INVALID) \
{ \
__gp_t0=NowMs(); \
bool __sess_ok = g_session_manager.IsSessionAllowed(__gp_reason); LogGate("session", __sess_ok, "early", __gp_t0); if(!__sess_ok) return false; \
} \
/* FR-05 Correlation gate */ \
if(UseCorrelationManager && CheckPointer(g_correlation_manager)!=POINTER_INVALID) \
{ \
double __max_corr; \
__gp_t0=NowMs(); \
bool __corr_ok = g_correlation_manager.CheckCorrelationLimits(__gp_reason, __max_corr); LogGate("corr", __corr_ok, "early", __gp_t0); if(!__corr_ok) return false; \
} \
return true; \
}
// include guard end is at file bottom
#define GP_RISK4_GATES_BLOCK \
{ \
string __gp_reason; ulong __gp_t0; \
__gp_t0=NowMs(); \
bool __cb_ok = CircuitBreakerAllowed(__gp_reason); LogGate("risk4_cb", __cb_ok, "risk4", __gp_t0); if(!__cb_ok) return false; \
__gp_t0=NowMs(); \
bool __news_ok = NewsAllowed(__gp_reason); LogGate("news", __news_ok, "risk4", __gp_t0); if(!__news_ok) return false; \
__gp_t0=NowMs(); \
bool __promo_ok= PromotionAllowed(__gp_reason);LogGate("promotion", __promo_ok,"risk4", __gp_t0); if(!__promo_ok) return false; \
__gp_t0=NowMs(); \
bool __reg_ok = RegimeAllowed(__gp_reason); LogGate("regime", __reg_ok, "risk4", __gp_t0); if(!__reg_ok) return false; \
__gp_t0=NowMs(); \
bool __circ_ok = CircuitCooldownAllowed(__gp_reason); LogGate("circuit_cooldown", __circ_ok, "risk4", __gp_t0); if(!__circ_ok) return false; \
/* FR-02 Session gate */ \
if(UseSessionManager && CheckPointer(g_session_manager)!=POINTER_INVALID) \
{ \
__gp_t0=NowMs(); \
bool __sess_ok = g_session_manager.IsSessionAllowed(__gp_reason); LogGate("session", __sess_ok, "risk4", __gp_t0); if(!__sess_ok) return false; \
} \
/* FR-05 Correlation gate */ \
if(UseCorrelationManager && CheckPointer(g_correlation_manager)!=POINTER_INVALID) \
{ \
double __max_corr; \
__gp_t0=NowMs(); \
bool __corr_ok = g_correlation_manager.CheckCorrelationLimits(__gp_reason, __max_corr); LogGate("corr", __corr_ok, "risk4", __gp_t0); if(!__corr_ok) return false; \
} \
/* FR-04 Position Manager gate */ \
if(UsePositionManager && CheckPointer(g_position_manager)!=POINTER_INVALID) \
{ \
int __open_positions = PositionsTotal(); \
int __pm_cap = GP_GetPMCap(); \
/* Telemetry for PM gate params */ \
if(TelemetryEnabled && CheckPointer(g_tel_standard)!=POINTER_INVALID) \
{ \
string __pm_det = StringFormat("open=%d cap=%d", __open_positions, __pm_cap); \
(*g_tel_standard).LogGateParams(_Symbol, (int)_Period, "pm", __pm_det); \
} \
bool __pm_ok = (__pm_cap<=0 ? true : (__open_positions < __pm_cap)); \
__gp_t0=NowMs(); LogGate("pm", __pm_ok, "risk4", __gp_t0); if(!__pm_ok) return false; \
} \
return true; \
}
#endif // __GATINGPIPELINE_MQH__
// Variants for LiveEA semantics (no CB in early; early uses NoConstraintsMode to shadow-bypass blocks)
#define GP_EARLY_GATES_BLOCK_NO_CB_SHADOW \
{ \
string __gp_reason; ulong __gp_t0; \
__gp_t0=NowMs(); \
bool __news_ok = NewsAllowed(__gp_reason); LogGate("news", __news_ok, "early", __gp_t0); if(!__news_ok && !NoConstraintsMode) return false; \
__gp_t0=NowMs(); \
bool __promo_ok= PromotionAllowed(__gp_reason);LogGate("promotion", __promo_ok,"early", __gp_t0); if(!__promo_ok && !NoConstraintsMode) return false; \
__gp_t0=NowMs(); \
bool __reg_ok = RegimeAllowed(__gp_reason); LogGate("regime", __reg_ok, "early", __gp_t0); if(!__reg_ok && !NoConstraintsMode) return false; \
__gp_t0=NowMs(); \
bool __circ_ok = CircuitCooldownAllowed(__gp_reason); LogGate("circuit_cooldown", __circ_ok, "early", __gp_t0); /* early only logs circ in Live; honor NoConstraints */ if(!__circ_ok && !NoConstraintsMode) return false; \
/* FR-02 Session gate (diagnostic unless constraints enabled) */ \
if(UseSessionManager && CheckPointer(g_session_manager)!=POINTER_INVALID) \
{ \
__gp_t0=NowMs(); \
bool __sess_ok = g_session_manager.IsSessionAllowed(__gp_reason); LogGate("session", __sess_ok, "early", __gp_t0); if(!__sess_ok && !NoConstraintsMode) return false; \
} \
/* FR-05 Correlation gate */ \
if(UseCorrelationManager && CheckPointer(g_correlation_manager)!=POINTER_INVALID) \
{ \
double __max_corr; \
__gp_t0=NowMs(); \
bool __corr_ok = g_correlation_manager.CheckCorrelationLimits(__gp_reason, __max_corr); LogGate("corr", __corr_ok, "early", __gp_t0); if(!__corr_ok && !NoConstraintsMode) return false; \
} \
return true; \
}
// Variant for LiveEA risk4 (no CB; strict fail-closed)
#define GP_RISK4_GATES_BLOCK_NO_CB \
{ \
string __gp_reason; ulong __gp_t0; \
__gp_t0=NowMs(); \
bool __news_ok = NewsAllowed(__gp_reason); LogGate("news", __news_ok, "risk4", __gp_t0); if(!__news_ok) return false; \
__gp_t0=NowMs(); \
bool __promo_ok= PromotionAllowed(__gp_reason);LogGate("promotion", __promo_ok,"risk4", __gp_t0); if(!__promo_ok) return false; \
__gp_t0=NowMs(); \
bool __reg_ok = RegimeAllowed(__gp_reason); LogGate("regime", __reg_ok, "risk4", __gp_t0); if(!__reg_ok) return false; \
__gp_t0=NowMs(); \
bool __circ_ok = CircuitCooldownAllowed(__gp_reason); LogGate("circuit_cooldown", __circ_ok, "risk4", __gp_t0); if(!__circ_ok) return false; \
if(UseSessionManager && CheckPointer(g_session_manager)!=POINTER_INVALID) \
{ \
__gp_t0=NowMs(); \
bool __sess_ok = g_session_manager.IsSessionAllowed(__gp_reason); LogGate("session", __sess_ok, "risk4", __gp_t0); if(!__sess_ok) return false; \
} \
if(UseCorrelationManager && CheckPointer(g_correlation_manager)!=POINTER_INVALID) \
{ \
double __max_corr; \
__gp_t0=NowMs(); \
bool __corr_ok = g_correlation_manager.CheckCorrelationLimits(__gp_reason, __max_corr); LogGate("corr", __corr_ok, "risk4", __gp_t0); if(!__corr_ok) return false; \
} \
if(UsePositionManager && CheckPointer(g_position_manager)!=POINTER_INVALID) \
{ \
int __open_positions = PositionsTotal(); \
int __pm_cap = GP_GetPMCap(); \
bool __pm_ok = (__pm_cap<=0 ? true : (__open_positions < __pm_cap)); \
__gp_t0=NowMs(); LogGate("pm", __pm_ok, "risk4", __gp_t0); if(!__pm_ok) return false; \
} \
return true; \
}
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