//+------------------------------------------------------------------+
//| XAUUSD MTF MARKET HEALTH EA - MT5                                |
//| M5 Entry + M15 + H1 + H4 Confirmation                            |
//+------------------------------------------------------------------+
#property strict

#include <Trade/Trade.mqh>
CTrade trade;

//==================== INPUTS ========================================//
input ENUM_TIMEFRAMES EntryTF = PERIOD_M5;

input int FastEMA  = 9;
input int SlowEMA  = 15;
input int TrendEMA = 100;
input int RSIPeriod = 14;
input int ATRPeriod = 14;

input double MinHealthScore = 70.0;

input double RiskPercent = 1.0;
input double MaxDailyLossPercent = 3.0;
input int MaxTradesPerDay = 5;

input double SL_ATR_Multiplier = 1.5;
input double TP_ATR_Multiplier = 2.5;

input bool UseBreakEven = true;
input double BreakEvenATR = 1.0;

input bool UseTrailing = true;
input double TrailingATR = 1.0;

input int MaxSpreadPoints = 100;

input ulong MagicNumber = 9051501;

//==================== HANDLES ======================================//
int fastM5, slowM5, trendM5, rsiM5, atrM5;

int trendM15;
int trendH1;
int trendH4;

datetime lastBar = 0;

//==================== INIT ==========================================//
int OnInit()
{
   fastM5  = iMA(_Symbol, EntryTF, FastEMA, 0, MODE_EMA, PRICE_CLOSE);
   slowM5  = iMA(_Symbol, EntryTF, SlowEMA, 0, MODE_EMA, PRICE_CLOSE);
   trendM5 = iMA(_Symbol, EntryTF, TrendEMA, 0, MODE_EMA, PRICE_CLOSE);

   rsiM5 = iRSI(_Symbol, EntryTF, RSIPeriod, PRICE_CLOSE);
   atrM5 = iATR(_Symbol, EntryTF, ATRPeriod);

   trendM15 = iMA(_Symbol, PERIOD_M15, TrendEMA, 0,
                  MODE_EMA, PRICE_CLOSE);

   trendH1 = iMA(_Symbol, PERIOD_H1, TrendEMA, 0,
                 MODE_EMA, PRICE_CLOSE);

   trendH4 = iMA(_Symbol, PERIOD_H4, TrendEMA, 0,
                 MODE_EMA, PRICE_CLOSE);

   if(fastM5 == INVALID_HANDLE ||
      slowM5 == INVALID_HANDLE ||
      trendM5 == INVALID_HANDLE ||
      rsiM5 == INVALID_HANDLE ||
      atrM5 == INVALID_HANDLE ||
      trendM15 == INVALID_HANDLE ||
      trendH1 == INVALID_HANDLE ||
      trendH4 == INVALID_HANDLE)
   {
      Print("Indicator initialization failed.");
      return INIT_FAILED;
   }

   trade.SetExpertMagicNumber(MagicNumber);

   Print("MTF Market Health EA Started.");

   return INIT_SUCCEEDED;
}

//==================== DEINIT ========================================//
void OnDeinit(const int reason)
{
   IndicatorRelease(fastM5);
   IndicatorRelease(slowM5);
   IndicatorRelease(trendM5);
   IndicatorRelease(rsiM5);
   IndicatorRelease(atrM5);

   IndicatorRelease(trendM15);
   IndicatorRelease(trendH1);
   IndicatorRelease(trendH4);
}

//==================== NEW BAR =======================================//
bool IsNewBar()
{
   datetime t = iTime(_Symbol, EntryTF, 0);

   if(t != lastBar)
   {
      lastBar = t;
      return true;
   }

   return false;
}

//==================== GET VALUE =====================================//
double GetMAValue(int handle, int shift)
{
   double buffer[];

   if(CopyBuffer(handle, 0, shift, 1, buffer) != 1)
      return 0;

   return buffer[0];
}

//==================== RSI ===========================================//
double GetRSI()
{
   double buffer[];

   if(CopyBuffer(rsiM5, 0, 1, 1, buffer) != 1)
      return 50;

   return buffer[0];
}

//==================== ATR ===========================================//
double GetATR()
{
   double buffer[];

   if(CopyBuffer(atrM5, 0, 1, 1, buffer) != 1)
      return 0;

   return buffer[0];
}

//==================== TREND =========================================//
int GetTrend(ENUM_TIMEFRAMES tf, int handle)
{
   double ema = GetMAValue(handle, 1);
   double price = iClose(_Symbol, tf, 1);

   if(ema == 0 || price == 0)
      return 0;

   if(price > ema)
      return 1;

   if(price < ema)
      return -1;

   return 0;
}

//==================== VOLUME ========================================//
bool VolumeBullish()
{
   long currentVol = iVolume(_Symbol, EntryTF, 1);
   long previousVol = iVolume(_Symbol, EntryTF, 2);

   return currentVol >= previousVol;
}

//==================== SPREAD ========================================//
bool SpreadOK()
{
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);

   double spread = (ask - bid) / _Point;

   return spread <= MaxSpreadPoints;
}

//==================== DAILY LOSS ====================================//
double TodayProfit()
{
   datetime start =
      StringToTime(TimeToString(TimeCurrent(), TIME_DATE));

   if(!HistorySelect(start, TimeCurrent()))
      return 0;

   double profit = 0;

   int total = HistoryDealsTotal();

   for(int i=0; i<total; i++)
   {
      ulong ticket = HistoryDealGetTicket(i);

      if(ticket == 0)
         continue;

      long magic =
         HistoryDealGetInteger(ticket, DEAL_MAGIC);

      if(magic != (long)MagicNumber)
         continue;

      profit += HistoryDealGetDouble(ticket, DEAL_PROFIT);
      profit += HistoryDealGetDouble(ticket, DEAL_SWAP);
      profit += HistoryDealGetDouble(ticket, DEAL_COMMISSION);
   }

   return profit;
}

//==================== TRADES TODAY ==================================//
int TradesToday()
{
   datetime start =
      StringToTime(TimeToString(TimeCurrent(), TIME_DATE));

   if(!HistorySelect(start, TimeCurrent()))
      return 0;

   int count = 0;

   int total = HistoryDealsTotal();

   for(int i=0; i<total; i++)
   {
      ulong ticket = HistoryDealGetTicket(i);

      if(ticket == 0)
         continue;

      long magic =
         HistoryDealGetInteger(ticket, DEAL_MAGIC);

      long entry =
         HistoryDealGetInteger(ticket, DEAL_ENTRY);

      if(magic == (long)MagicNumber &&
         entry == DEAL_ENTRY_IN)
      {
         count++;
      }
   }

   return count;
}

//==================== HEALTH SCORE ==================================//
double GetHealthScore(int direction)
{
   double score = 0;

   // M15 trend = 20
   int m15 = GetTrend(PERIOD_M15, trendM15);

   if(m15 == direction)
      score += 20;

   // H1 trend = 25
   int h1 = GetTrend(PERIOD_H1, trendH1);

   if(h1 == direction)
      score += 25;

   // H4 trend = 25
   int h4 = GetTrend(PERIOD_H4, trendH4);

   if(h4 == direction)
      score += 25;

   // M5 trend = 10
   int m5 = GetTrend(EntryTF, trendM5);

   if(m5 == direction)
      score += 10;

   // RSI = 10
   double rsi = GetRSI();

   if(direction == 1 && rsi >= 55)
      score += 10;

   if(direction == -1 && rsi <= 45)
      score += 10;

   // Volume = 10
   if(VolumeBullish())
      score += 10;

   return score;
}

//==================== LOT SIZE ======================================//
double CalculateLot(double slDistance)
{
   double balance =
      AccountInfoDouble(ACCOUNT_BALANCE);

   double riskMoney =
      balance * RiskPercent / 100.0;

   double tickValue =
      SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);

   double tickSize =
      SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);

   if(tickValue <= 0 || tickSize <= 0)
      return SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);

   double lossPerLot =
      (slDistance / tickSize) * tickValue;

   if(lossPerLot <= 0)
      return SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);

   double lot = riskMoney / lossPerLot;

   double minLot =
      SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);

   double maxLot =
      SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);

   double step =
      SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);

   lot = MathMax(lot, minLot);
   lot = MathMin(lot, maxLot);

   lot = MathFloor(lot / step) * step;

   return NormalizeDouble(lot, 2);
}

//==================== BUY SIGNAL ====================================//
bool BuySignal()
{
   double fast1 = GetMAValue(fastM5, 1);
   double fast2 = GetMAValue(fastM5, 2);

   double slow1 = GetMAValue(slowM5, 1);
   double slow2 = GetMAValue(slowM5, 2);

   if(fast1 == 0 || slow1 == 0)
      return false;

   bool crossover =
      fast2 <= slow2 &&
      fast1 > slow1;

   return crossover;
}

//==================== SELL SIGNAL ===================================//
bool SellSignal()
{
   double fast1 = GetMAValue(fastM5, 1);
   double fast2 = GetMAValue(fastM5, 2);

   double slow1 = GetMAValue(slowM5, 1);
   double slow2 = GetMAValue(slowM5, 2);

   if(fast1 == 0 || slow1 == 0)
      return false;

   bool crossover =
      fast2 >= slow2 &&
      fast1 < slow1;

   return crossover;
}

//==================== BUY ===========================================//
void OpenBuy()
{
   double atr = GetATR();

   if(atr <= 0)
      return;

   double ask =
      SymbolInfoDouble(_Symbol, SYMBOL_ASK);

   double slDistance =
      atr * SL_ATR_Multiplier;

   double tpDistance =
      atr * TP_ATR_Multiplier;

   double lot =
      CalculateLot(slDistance);

   double sl =
      ask - slDistance;

   double tp =
      ask + tpDistance;

   trade.Buy(
      lot,
      _Symbol,
      ask,
      NormalizeDouble(sl, _Digits),
      NormalizeDouble(tp, _Digits),
      "MTF HEALTH BUY"
   );
}

//==================== SELL ==========================================//
void OpenSell()
{
   double atr = GetATR();

   if(atr <= 0)
      return;

   double bid =
      SymbolInfoDouble(_Symbol, SYMBOL_BID);

   double slDistance =
      atr * SL_ATR_Multiplier;

   double tpDistance =
      atr * TP_ATR_Multiplier;

   double lot =
      CalculateLot(slDistance);

   double sl =
      bid + slDistance;

   double tp =
      bid - tpDistance;

   trade.Sell(
      lot,
      _Symbol,
      bid,
      NormalizeDouble(sl, _Digits),
      NormalizeDouble(tp, _Digits),
      "MTF HEALTH SELL"
   );
}

//==================== POSITION MANAGEMENT ===========================//
void ManagePosition()
{
   if(!PositionSelect(_Symbol))
      return;

   double atr = GetATR();

   if(atr <= 0)
      return;

   long type =
      PositionGetInteger(POSITION_TYPE);

   double open =
      PositionGetDouble(POSITION_PRICE_OPEN);

   double sl =
      PositionGetDouble(POSITION_SL);

   double tp =
      PositionGetDouble(POSITION_TP);

   double bid =
      SymbolInfoDouble(_Symbol, SYMBOL_BID);

   double ask =
      SymbolInfoDouble(_Symbol, SYMBOL_ASK);

   // BUY
   if(type == POSITION_TYPE_BUY)
   {
      double profit =
         bid - open;

      // Break-even
      if(UseBreakEven &&
         profit >= atr * BreakEvenATR)
      {
         double newSL = open;

         if(sl < newSL)
         {
            trade.PositionModify(
               _Symbol,
               NormalizeDouble(newSL, _Digits),
               tp
            );
         }
      }

      // Trailing
      if(UseTrailing &&
         profit >= atr * TrailingATR)
      {
         double newSL =
            bid - atr * TrailingATR;

         if(newSL > sl)
         {
            trade.PositionModify(
               _Symbol,
               NormalizeDouble(newSL, _Digits),
               tp
            );
         }
      }
   }

   // SELL
   if(type == POSITION_TYPE_SELL)
   {
      double profit =
         open - ask;

      // Break-even
      if(UseBreakEven &&
         profit >= atr * BreakEvenATR)
      {
         double newSL = open;

         if(sl == 0 || sl > newSL)
         {
            trade.PositionModify(
               _Symbol,
               NormalizeDouble(newSL, _Digits),
               tp
            );
         }
      }

      // Trailing
      if(UseTrailing &&
         profit >= atr * TrailingATR)
      {
         double newSL =
            ask + atr * TrailingATR;

         if(sl == 0 || newSL < sl)
         {
            trade.PositionModify(
               _Symbol,
               NormalizeDouble(newSL, _Digits),
               tp
            );
         }
      }
   }
}

//==================== MAIN ==========================================//
void OnTick()
{
   // Position management runs continuously
   ManagePosition();

   // New candle only for entries
   if(!IsNewBar())
      return;

   // Spread protection
   if(!SpreadOK())
   {
      Print("Spread too high - trade skipped.");
      return;
   }

   // Daily trade limit
   if(TradesToday() >= MaxTradesPerDay)
   {
      Print("Daily trade limit reached.");
      return;
   }

   // Daily loss protection
   double balance =
      AccountInfoDouble(ACCOUNT_BALANCE);

   double maxLoss =
      balance * MaxDailyLossPercent / 100.0;

   if(TodayProfit() <= -maxLoss)
   {
      Print("Daily loss limit reached.");
      return;
   }

   // One position at a time
   if(PositionSelect(_Symbol))
      return;

   // BUY
   if(BuySignal())
   {
      double score = GetHealthScore(1);

      Print("BUY Health Score = ", score);

      if(score >= MinHealthScore)
      {
         OpenBuy();
         return;
      }
   }

   // SELL
   if(SellSignal())
   {
      double score = GetHealthScore(-1);

      Print("SELL Health Score = ", score);

      if(score >= MinHealthScore)
      {
         OpenSell();
         return;
      }
   }
}
//+------------------------------------------------------------------+