//+------------------------------------------------------------------+
//| AlgoForge_Backtest_Baseline.mq5                                  |
//| Project : Algo Forge (refactor total)                            |
//+------------------------------------------------------------------+
//| ATRIBUSI SUMBER (WAJIB - jangan dihapus):                        |
//|   SniperGold SMC Pro+                                            |
//|   https://www.mql5.com/en/code/75466                             |
//|   Copyright (c) Waseem Shahrukh                                  |
//|   Proyek ini adalah refaktor total dengan arsitektur baru;       |
//|   atribusi sumber wajib dicantumkan (lihat AF_Attribution.mqh).  |
//+------------------------------------------------------------------+
//| BACKTEST BASELINE (Tahap 5 Algo Forge):                          |
//|   - Model : SniperGold_ML.mqh (MLP 19->12->2, freeze             |
//|             v20260821_2head, AUC long 0.6270 / short 0.6207).    |
//|   - Fitur : 19 fitur SMC dihitung INTERNAL di EA (identik dgn    |
//|             SniperGold_SMC_ProPlus_v4_4.mq5 ComputeMLFeatures +  |
//|             dependensinya) -- BUKAN iCustom (rapuh).             |
//|   - Data  : HANYA dari Engine 1 (AFEngine1MTF) -- closed-bar     |
//|             lock, cache index reusable, anti-freeze.             |
//|   - Mode 0 : tulis prob long/short per bar M15 tertutup ke CSV   |
//|              (untuk parity/konsistensi runtime-training + AUC).  |
//|   - Mode 1 : trading net-of-spread di Strategy Tester            |
//|              (OrderSend market; spread aktual dari tester).      |
//+------------------------------------------------------------------+
#property copyright "Algo Forge (refactor total) - atribusi wajib: https://www.mql5.com/en/code/75466 (Waseem Shahrukh)"
#property version   "1.00"
#property description "Backtest baseline MLP 19->12->2 (freeze v20260821_2head): fitur internal (bukan iCustom), data via Engine 1. Mode 0 = CSV prob/bar (AUC/parity), Mode 1 = trade net-of-spread."

#include <AlgoForge\AF_Attribution.mqh>
#include <AlgoForge\AF_Defines.mqh>
#include <AlgoForge\AF_Engine1_MTFData.mqh>
#include <SniperGold_ML.mqh>

//==================================================================
//                            INPUTS
//==================================================================
input group "===== MODE ====="
input int    InpMode      = 1;      // 0 = CSV prob per bar (parity/AUC), 1 = trade, 2 = CSV 19 fitur (parity), 3 = debug HTF cache
input bool   InpLogCsv    = true;   // Tulis CSV audit (mode 0: prob; mode 1: trades)

input group "===== SINYAL (baseline MLP 0.627/0.621) ====="
input double InpThreshLong  = 0.60; // Ambang prob long untuk sinyal BUY
input double InpThreshShort = 0.60; // Ambang prob short untuk sinyal SELL

input group "===== TRADE (mode 1) ====="
input double InpSL_ATR    = 1.0;    // SL (x ATR) dari entry
input double InpTP_ATR    = 1.5;    // TP (x ATR) dari entry
input int    InpMaxHoldBars = 24;   // Exit maksimum (bar M15; = horizon label baseline)
input double InpLot       = 0.01;   // Volume lot per posisi

input group "===== ENGINE 1 ====="
input int    InpMaxBars   = 700;    // Kapasitas cache M15 (>= 2*SwingLen + Lookback)

//==================================================================
//   PARAMETER FITUR (konsisten dgn training v4.4 default -- jangan
//   diubah; model dilatih dgn konfigurasi ini)
//==================================================================
#define AF_BT_SWING_LEN    50      // InpSwingLen  (v4.4)
#define AF_BT_INTERNAL_LEN 5       // InpInternalLen (v4.4)
#define AF_BT_LOOKBACK     600     // InpLookbackBars (v4.4)
#define AF_BT_GRAB_WIN     8       // InpGrabWindow (v4.4)
#define AF_BT_SEQ_WINDOW   40      // InpSeqWindow (v4.4): sweep -> CHoCH -> entry chain window
                                   // = event validity/expiry utk f7 (P3-S.0 f7 event lifecycle fix)
#define AF_BT_EQ_THR       0.10    // InpEQThreshold (v4.4)
#define AF_BT_EQ_BARS      3       // InpEQBarsConfirm (v4.4)
#define AF_BT_DELTA_BARS   10      // InpDeltaBars (v4.4)
#define AF_BT_HTF1         PERIOD_D1 // InpHTF1 (v4.4)
#define AF_BT_HTF2         PERIOD_H4 // InpHTF2 (v4.4)
#define AF_BT_HTF3         PERIOD_H1 // InpHTF3 (v4.4)
#define AF_BT_MIN_BARS     160     // minimal bar M15 sebelum analisis
#define AF_BT_MAGIC        20260821

//==================================================================
//                            STATE
//==================================================================
struct BTPivot { int bar; double price; bool isHigh; };
BTPivot g_sp[]; int g_spN=0;          // swing pivots (utk EQH/EQL)
BTPivot g_ip[]; int g_ipN=0;          // internal pivots (utk liquidity grab)

int g_stBar[]; int g_stVal[]; int g_stN=0;   // trend timeline (swing)

double g_swHigh=0,g_swLow=0; int g_swHighBar=-1,g_swLowBar=-1,g_swTrend=0;
int    g_inTrend=0,g_inLastBreak=-1,g_swLastBreak=-1,g_bias=0;
int    g_swpDir=0;   int g_swpBar=-1;   double g_swpLevel=0;
int    g_chochDir=0; int g_chochBar=-1;
int    g_dDir=0;     double g_dNorm=0;
bool   g_eqhSwept=false,g_eqlSwept=false;
double g_atr=0;
string g_bTF1="Neutral",g_bTF2="Neutral",g_bTF3="Neutral";
double g_feat[SGML_NF];
double g_mlProb=0.5, g_mlProbBear=0.5;

//==================================================================
//   F1 EVENT CONTRACT (P3-S.11) — canonical EVENT semantics (frozen
//   contract docs/SNIPERGOLD_CANONICAL_SETUP_CONTRACT_v1.md §K/§M,
//   adjudicated P3-S.10 OD-3):
//     EVENT { ts, dir, valid_until, superseded, source }
//   - W_sweep = W_choch = AF_BT_SEQ_WINDOW (40) — NOT optimized.
//   - active iff onset <= decisionBar <= onset + W  (EXPIRED at W+1).
//   - superseded : a newer onset of the same type replaced it (permanent;
//     the stored latest onset is by construction the non-superseded one).
//   - chain      : sweep onset <= CHoCH onset <= sweep onset + W_sweep,
//                  both fresh at the decision bar, directions equal.
//   Consumers (f9/f18) must NOT read raw persistent state without expiry
//   (BUG-P3S2-001 / BUG-P3S3-001). Detection semantics
//   (DetectLiquidityGrabs / ProcessStructure) are UNCHANGED.
//==================================================================
struct AFEventSweep
{
   int    bar;         // onset bar (M15 feature frame, 0 = oldest)
   int    dir;         // +1 bullish / -1 bearish
   int    valid_until; // bar + AF_BT_SEQ_WINDOW
   bool   superseded;  // false for the stored latest onset
   string source;      // "DetectLiquidityGrabs"
};
struct AFEventChoch
{
   int    bar;
   int    dir;
   int    valid_until;
   bool   superseded;
   string source;      // "ProcessStructure(internal)"
};

AFEventSweep g_evSweep;
AFEventChoch g_evChoch;

void AFEventSweepReset()
{
   g_evSweep.bar=-1; g_evSweep.dir=0; g_evSweep.valid_until=-1;
   g_evSweep.superseded=false; g_evSweep.source="DetectLiquidityGrabs";
}
void AFEventChochReset()
{
   g_evChoch.bar=-1; g_evChoch.dir=0; g_evChoch.valid_until=-1;
   g_evChoch.superseded=false; g_evChoch.source="ProcessStructure(internal)";
}

// Latest sweep EVENT active at the decision bar (contract boundary: age <= W)
bool AFBT_SweepActive(int decisionBar)
{
   if(g_evSweep.bar<0) return false;
   return (decisionBar-g_evSweep.bar)<=AF_BT_SEQ_WINDOW;
}
// Latest CHoCH EVENT active at the decision bar (contract boundary: age <= W)
bool AFBT_ChochActive(int decisionBar)
{
   if(g_evChoch.bar<0) return false;
   return (decisionBar-g_evChoch.bar)<=AF_BT_SEQ_WINDOW;
}
// Canonical setup chain (frozen §D/§M + OD-4): latest active sweep AND latest
// active CHoCH, CHoCH after the sweep and within the sweep validity chain,
// directions equal. NO arithmetic voting at the setup layer.
bool AFBT_ChainValid(int decisionBar)
{
   if(g_evSweep.dir==0 || g_evChoch.dir==0) return false;
   if(!AFBT_SweepActive(decisionBar)) return false;
   if(!AFBT_ChochActive(decisionBar)) return false;
   if(g_evChoch.bar<g_evSweep.bar) return false;                     // CHoCH after sweep
   if((g_evChoch.bar-g_evSweep.bar)>AF_BT_SEQ_WINDOW) return false;  // within sweep chain
   if(g_evChoch.dir!=g_evSweep.dir) return false;
   return true;
}

AFEngine1MTF e1;
int sM15=-1,sH1=-1,sH4=-1,sD1=-1;
bool g_ready=false;
datetime g_lastM15=0;

// ---- trade state (mode 1) ----
ulong g_ticket=0; int g_posDir=0; double g_entryPrice=0; datetime g_entryTime=0;

// ---- CSV ----
int g_fh=-1;
int g_nBars=0;

// ---- debug HTF (mode 3) : timestamp deterministik utk full-cache dump ----
datetime g_dbgPicks[] =
{
   D'2026.01.05 12:00',
   D'2026.03.18 01:00',
   D'2026.04.01 00:00',
   D'2026.06.16 13:30',
   D'2026.07.20 15:45'
};

//==================================================================
//                          INIT / DEINIT
//==================================================================
int OnInit()
{
   int mb=MathMax(InpMaxBars, 2*AF_BT_SWING_LEN + AF_BT_LOOKBACK);
   sM15=e1.Register(PERIOD_M15,mb);
   sH1 =e1.Register(PERIOD_H1,250);
   sH4 =e1.Register(PERIOD_H4,250);
   sD1 =e1.Register(PERIOD_D1,250);
   if(sM15<0||sH1<0||sH4<0||sD1<0){ Print("AFBT: Register gagal"); return(INIT_FAILED); }

   if(InpLogCsv)
   {
      string fn = (InpMode==0) ? "AlgoForge_bt_prob_"+_Symbol+"_M15.csv"
                               : (InpMode==2) ? "AlgoForge_bt_features_"+_Symbol+"_M15.csv"
                               : (InpMode==3) ? "AlgoForge_htf_debug_"+_Symbol+"_M15.csv"
                                              : "AlgoForge_bt_trades_"+_Symbol+"_M15.csv";
      g_fh=FileOpen(fn,FILE_WRITE|FILE_CSV|FILE_ANSI);
      if(g_fh==INVALID_HANDLE){ Print("AFBT: FileOpen gagal ",fn," err=",GetLastError()); }
      else
      {
         if(InpMode==0) FileWrite(g_fh,"time","close","atr","pLong","pShort");
         else if(InpMode==2) FileWrite(g_fh,"time","close","atr","f0_htf1","f1_htf2","f2_htf3","f3_swing",
                    "f4_internal","f5_bias","f6_eqpos","f7_sweep","f8_choch","f9_chochok",
                    "f10_eqh","f11_eql","f12_dsign","f13_dmag","f14_dhigh","f15_dlow",
                    "f16_mom20","f17_range","f18_conf");
         else if(InpMode==3) FileWrite(g_fh,"time","cntH1","cntH4","cntD1","needH1","needH4","needD1","biasH1","biasH4","biasD1");
         else           FileWrite(g_fh,"time","dir","entry","sl","tp","exitTime","exitPrice","pnl","reason");
      }
   }
   g_lastM15=0; g_ready=false;
   return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{
   if(g_fh!=INVALID_HANDLE) { FileClose(g_fh); g_fh=-1; }
}

//==================================================================
//                            MAIN
//==================================================================
void OnTick()
{
   if(!g_ready)
   {
      e1.Refresh();
      if(!(e1.IsReady(sM15)&&e1.IsReady(sH1)&&e1.IsReady(sH4)&&e1.IsReady(sD1))) return;
      if(e1.Count(sM15)<AF_BT_MIN_BARS) return;
      g_ready=true;
   }
   else e1.Refresh();

   datetime t=e1.Time(sM15,0);
   if(t==g_lastM15) return;          // bar M15 belum tertutup baru
   g_lastM15=t;
   g_nBars++;

   ComputeAll();

   if(InpMode==0)
   {
      if(g_fh!=INVALID_HANDLE)
         FileWrite(g_fh,TimeToString(t,TIME_DATE|TIME_MINUTES),
                   DoubleToString(e1.Close(sM15,0),_Digits),
                   DoubleToString(g_atr,2),
                   DoubleToString(g_mlProb,5),
                   DoubleToString(g_mlProbBear,5));
      return;
   }

   if(InpMode==2)
   {
      if(g_fh!=INVALID_HANDLE)
         FileWrite(g_fh,TimeToString(t,TIME_DATE|TIME_MINUTES),
                   DoubleToString(e1.Close(sM15,0),_Digits),
                   DoubleToString(g_atr,2),
                   DoubleToString(g_feat[0],8),DoubleToString(g_feat[1],8),
                   DoubleToString(g_feat[2],8),DoubleToString(g_feat[3],8),
                   DoubleToString(g_feat[4],8),DoubleToString(g_feat[5],8),
                   DoubleToString(g_feat[6],8),DoubleToString(g_feat[7],8),
                   DoubleToString(g_feat[8],8),DoubleToString(g_feat[9],8),
                   DoubleToString(g_feat[10],8),DoubleToString(g_feat[11],8),
                   DoubleToString(g_feat[12],8),DoubleToString(g_feat[13],8),
                   DoubleToString(g_feat[14],8),DoubleToString(g_feat[15],8),
                   DoubleToString(g_feat[16],8),DoubleToString(g_feat[17],8),
                   DoubleToString(g_feat[18],8));
      return;
   }

   if(InpMode==3)
   {
      if(g_fh!=INVALID_HANDLE)
      {
         string bh1=BTTFBias(sH1), bh4=BTTFBias(sH4), bd1=BTTFBias(sD1);
         FileWrite(g_fh,TimeToString(t,TIME_DATE|TIME_MINUTES),
                   IntegerToString(e1.Count(sH1)),IntegerToString(e1.Count(sH4)),
                   IntegerToString(e1.Count(sD1)),
                   IntegerToString(MathMin(200,e1.Count(sH1))),
                   IntegerToString(MathMin(200,e1.Count(sH4))),
                   IntegerToString(MathMin(200,e1.Count(sD1))),
                   bh1,bh4,bd1);
         if(g_nBars==1) DumpHTFCache(t);                 // cache awal (bar pertama diproses)
         for(int p=0;p<ArraySize(g_dbgPicks);p++)
         {
            if(t==g_dbgPicks[p]) { DumpHTFCache(t); break; }
         }
      }
      return;
   }

   // mode 1: manage sinyal + max hold
   ManageSignal();
   ManageMaxHold();
}

//==================================================================
//                FITUR (salinan v4.4, sumber data Engine 1)
//==================================================================
bool FillM15(double &o[],double &h[],double &l[],double &c[],long &v[],datetime &tm[])
{
   int n=e1.Count(sM15);
   ArrayResize(o,n); ArrayResize(h,n); ArrayResize(l,n); ArrayResize(c,n);
   ArrayResize(v,n); ArrayResize(tm,n);
   for(int i=0;i<n;i++)
   {
      AFBar b;
      if(!e1.GetBar(sM15,n-1-i,b)) return false;   // as-series=false: 0 = tertua
      o[i]=b.open; h[i]=b.high; l[i]=b.low; c[i]=b.close; v[i]=b.tick_volume; tm[i]=b.time;
   }
   return true;
}

void AddTrend(int bar,int val)
{
   int n=ArraySize(g_stBar);
   ArrayResize(g_stBar,n+1); ArrayResize(g_stVal,n+1);
   g_stBar[n]=bar; g_stVal[n]=val; g_stN=n+1;
}

int SwingTrendAt(int bar)
{
   int t=0;
   for(int i=0;i<g_stN;i++){ if(g_stBar[i]<=bar) t=g_stVal[i]; else break; }
   return t;
}

bool IsPivotHigh(const double &h[],int idx,int len,int total)
{
   if(idx-len<0||idx+len>=total) return false;
   double v=h[idx];
   for(int k=1;k<=len;k++){ if(h[idx-k]>v) return false; if(h[idx+k]>v) return false; }
   return true;
}
bool IsPivotLow(const double &l[],int idx,int len,int total)
{
   if(idx-len<0||idx+len>=total) return false;
   double v=l[idx];
   for(int k=1;k<=len;k++){ if(l[idx-k]<v) return false; if(l[idx+k]<v) return false; }
   return true;
}

void AddSwingPivot(int bar,double price,bool isHigh)
{
   int n=ArraySize(g_sp);
   ArrayResize(g_sp,n+1);
   g_sp[n].bar=bar; g_sp[n].price=price; g_sp[n].isHigh=isHigh;
   g_spN=n+1;
}
void AddInternalPivot(int bar,double price,bool isHigh)
{
   int n=ArraySize(g_ip);
   ArrayResize(g_ip,n+1);
   g_ip[n].bar=bar; g_ip[n].price=price; g_ip[n].isHigh=isHigh;
   g_ipN=n+1;
}

// ProcessStructure: BOS/CHoCH + trend timeline + pivots (tanpa draw/OB/alert)
void ProcessStructure(int len,bool internal,const datetime &time[],const double &open[],
                      const double &high[],const double &low[],const double &close[],
                      const long &vol[],int total,int startBar)
{
   double upTarget=DBL_MAX,dnTarget=-DBL_MAX;
   int upBar=-1,dnBar=-1,trend=0;
   int lastLowBar=-1,lastHighBar=-1;
   double lastLow=0,lastHigh=0;
   int begin=MathMax(startBar,2*len);

   for(int i=begin;i<total;i++)
   {
      int p=i-len;
      if(p>=len)
      {
         if(IsPivotHigh(high,p,len,total)){ upTarget=high[p]; upBar=p; lastHighBar=p; lastHigh=high[p];
            if(!internal) AddSwingPivot(p,high[p],true); else AddInternalPivot(p,high[p],true); }
         if(IsPivotLow(low,p,len,total)){ dnTarget=low[p]; dnBar=p; lastLowBar=p; lastLow=low[p];
            if(!internal) AddSwingPivot(p,low[p],false); else AddInternalPivot(p,low[p],false); }
      }

      // bullish break
      if(upBar>=0 && close[i]>upTarget)
      {
         bool choch=(trend<0);
         bool allow = !internal || SwingTrendAt(i)>=0;   // InpConfluenceFilter=true (default v4.4)
         trend=1;
         if(!internal){ g_swTrend=1; g_swLastBreak=i; AddTrend(i,1); }
         else         { g_inTrend=1; g_inLastBreak=i; if(allow&&choch){ g_chochDir=1; g_chochBar=i; } }
         upTarget=DBL_MAX; upBar=-1;
      }
      // bearish break
      if(dnBar>=0 && close[i]<dnTarget)
      {
         bool choch=(trend>0);
         bool allow = !internal || SwingTrendAt(i)<=0;
         trend=-1;
         if(!internal){ g_swTrend=-1; g_swLastBreak=i; AddTrend(i,-1); }
         else         { g_inTrend=-1; g_inLastBreak=i; if(allow&&choch){ g_chochDir=-1; g_chochBar=i; } }
         dnTarget=-DBL_MAX; dnBar=-1;
      }
   }

   if(!internal)
   {
      if(lastHighBar>=0){ g_swHigh=lastHigh; g_swHighBar=lastHighBar; }
      if(lastLowBar>=0){ g_swLow=lastLow; g_swLowBar=lastLowBar; }
   }
}

// DetectEQ: EQH/EQL swept (fitur 10/11)
void DetectEQ(const datetime &time[],const double &high[],const double &low[],int total)
{
   g_eqhSwept=false; g_eqlSwept=false;
   double tol=AF_BT_EQ_THR*g_atr;
   for(int i=1;i<g_spN;i++)
   {
      if(MathAbs(g_sp[i].bar-g_sp[i-1].bar)<AF_BT_EQ_BARS) continue;
      if(g_sp[i].isHigh&&g_sp[i-1].isHigh&&MathAbs(g_sp[i].price-g_sp[i-1].price)<=tol)
      {
         for(int b=g_sp[i].bar+1;b<total;b++)
            if(high[b]>g_sp[i].price){ g_eqhSwept=true; break; }
      }
      if(!g_sp[i].isHigh&&!g_sp[i-1].isHigh&&MathAbs(g_sp[i].price-g_sp[i-1].price)<=tol)
      {
         for(int b=g_sp[i].bar+1;b<total;b++)
            if(low[b]<g_sp[i].price){ g_eqlSwept=true; break; }
      }
   }
}

// DetectLiquidityGrabs: sweep internal high/low (fitur 8)
void DetectLiquidityGrabs(const datetime &time[],const double &high[],const double &low[],
                          const double &close[],int total)
{
   for(int s=0;s<g_ipN;s++)
   {
      int p=g_ip[s].bar;
      double lvl=g_ip[s].price;
      int last=MathMin(total-1,p+AF_BT_GRAB_WIN);
      for(int b=p+1;b<=last;b++)
      {
         // bearish grab: wick above internal high, close back below -> buy-side swept (bearish intent)
         if(g_ip[s].isHigh && high[b]>lvl && close[b]<lvl)
         {
            if(b>g_swpBar){ g_swpBar=b; g_swpDir=-1; g_swpLevel=lvl; }
            break;
         }
         // bullish grab: wick below internal low, close back above -> sell-side swept (bullish intent)
         if(!g_ip[s].isHigh && low[b]<lvl && close[b]>lvl)
         {
            if(b>g_swpBar){ g_swpBar=b; g_swpDir=1; g_swpLevel=lvl; }
            break;
         }
      }
   }
}

// TFBias: fractal swing (s=3) + break, dari Engine 1 (closed-bar lock)
string BTTFBias(int slot)
{
   int need=MathMin(200,e1.Count(slot));
   if(need<120) return "Neutral";
   double h[],l[],cl[];
   ArrayResize(h,need); ArrayResize(l,need); ArrayResize(cl,need);
   for(int i=0;i<need;i++)
   {
      AFBar b;
      // P2.1 fix: window = 200 bar TERBARU cache (idxFromRight need-1-i -> 0)
      if(!e1.GetBar(slot,need-1-i,b)) return "Neutral";
      h[i]=b.high; l[i]=b.low; cl[i]=b.close;
   }
   int s=3, m=need-1;                 // m excludes forming bar (Engine 1 sudah closed-bar)
   double up=DBL_MAX, dn=-DBL_MAX; int upb=-1, dnb=-1, trend=0;
   for(int i=s+1;i<m;i++)
   {
      int p=i-s;
      if(p>=s)
      {
         bool isH=true,isL=true;
         for(int k=1;k<=s;k++){ if(h[p]<=h[p+k]||h[p]<=h[p-k])isH=false; if(l[p]>=l[p+k]||l[p]>=l[p-k])isL=false; }
         if(isH){ up=h[p]; upb=p; }
         if(isL){ dn=l[p]; dnb=p; }
      }
      if(upb>=0 && cl[i]>up){ trend=1;  up=DBL_MAX; upb=-1; }
      if(dnb>=0 && cl[i]<dn){ trend=-1; dn=-DBL_MAX; dnb=-1; }
   }
   return (trend>0)?"Bullish":(trend<0)?"Bearish":"Neutral";
}

// debug (mode 3): dump full cache H1/H4/D1 (bar time+OHLC) ke CSV
void DumpHTFCache(datetime t)
{
   if(g_fh==INVALID_HANDLE) return;
   string slots[3]={"H1","H4","D1"};
   int    ids[3] ={sH1,sH4,sD1};
   for(int si=0;si<3;si++)
   {
      int cnt=e1.Count(ids[si]);
      FileWrite(g_fh,"=== FULLDUMP",slots[si],TimeToString(t,TIME_DATE|TIME_MINUTES),"count="+IntegerToString(cnt));
      for(int i=0;i<cnt;i++)
      {
         AFBar b;
         if(!e1.GetBar(ids[si],i,b)) break;      // idxFromRight: 0 = bar tertutup TERBARU
         FileWrite(g_fh,slots[si],IntegerToString(i),
                   TimeToString(b.time,TIME_DATE|TIME_MINUTES),
                   DoubleToString(b.open,_Digits),DoubleToString(b.high,_Digits),
                   DoubleToString(b.low,_Digits),DoubleToString(b.close,_Digits));
      }
   }
}

int BiasToInt(string s)
{
   if(s=="Bullish") return 1;
   if(s=="Bearish") return -1;
   return 0;
}

// delta proxy (candle anatomy), identik v4.4
void BTDelta(const double &high[],const double &low[],const double &open[],
             const double &close[],const long &vol[],int tcv)
{
   g_dDir=0; g_dNorm=0;
   double sum=0,sumVol=0; int kk=MathMin(AF_BT_DELTA_BARS,tcv-3);
   for(int j=tcv-1-kk;j<tcv-1;j++)
   {
      if(j<1) continue;
      double rng=high[j]-low[j]; if(rng<=0) rng=_Point;
      double body=MathAbs(close[j]-open[j]);
      double uw=high[j]-MathMax(open[j],close[j]);
      double lw=MathMin(open[j],close[j])-low[j];
      double bb,ss; if(close[j]>=open[j]){ bb=body+lw; ss=uw; } else { ss=body+uw; bb=lw; }
      double tt=bb+ss; if(tt<=0) tt=_Point;
      sum += (bb-ss)/tt * (double)vol[j];
      sumVol += (double)vol[j];
   }
   g_dDir=(sum>0?1:(sum<0?-1:0));
   g_dNorm=(sumVol>0)?MathMax(-1.0,MathMin(1.0,sum/sumVol)):0.0;
}

// ComputeMLFeatures: 19 fitur identik v4.4 / train_model.py
void ComputeMLFeatures(double price,const double &close[],int tc)
{
   int b1=(g_bTF1=="Bullish")?1:(g_bTF1=="Bearish"?-1:0);
   int b2=(g_bTF2=="Bullish")?1:(g_bTF2=="Bearish"?-1:0);
   int b3=(g_bTF3=="Bullish")?1:(g_bTF3=="Bearish"?-1:0);
   double rng=(g_swHigh>0&&g_swLow>0)?(g_swHigh-g_swLow):0.0;
   double eqPos=(rng>0)?2.0*(price-g_swLow)/rng-1.0:0.0;
   double dHigh=(g_swHigh>0)?MathMax(-10.0,MathMin(10.0,(g_swHigh-price)/g_atr)):0.0;
   double dLow =(g_swLow >0)?MathMax(-10.0,MathMin(10.0,(price-g_swLow)/g_atr)):0.0;
   double mom  =(tc>=21)?(price-close[tc-21])/g_atr:0.0;   // 20-bar: tc param = tcv = total -> close[total-21] = 20 interval dari price=c[total-1] (parity v4.4 & train_model.py; REVERT SB-06 percobaan, tc-20 ternyata 19-bar)
   double rA   =(rng>0)?rng/g_atr:0.0;
   // F1 (P3-S.11): choch_confirms = canonical chain under the EVENT contract —
   // latest active sweep AND latest active CHoCH; CHoCH after the sweep and
   // within the sweep validity chain; directions equal. (BUG-P3S2-001 /
   // BUG-P3S3-001 fixed: stale sweep/CHoCH no longer confirm. Detection
   // semantics unchanged; validity boundary = frozen contract age <= W.)
   int    decisionBar=tc;                 // newest closed M15 bar index
   bool   swpValid  =AFBT_SweepActive(decisionBar);
   bool   chochOK   =AFBT_ChainValid(decisionBar);

   g_feat[0] =b1;                 // htf1_bias
   g_feat[1] =b2;                 // htf2_bias
   g_feat[2] =b3;                 // htf3_bias
   g_feat[3] =g_swTrend;          // swing_trend
   g_feat[4] =g_inTrend;          // internal_trend
   g_feat[5] =g_bias;             // chart_bias
   g_feat[6] =eqPos;              // eq_pos_norm
   // P3-S.0 f7 event lifecycle fix: sweep_dir hanya aktif selama event valid
   // (onset .. onset+SeqWindow); setelah expired -> NO_SWEEP (0). Tidak mengubah
   // trigger condition/close-back/pivot; g_swpDir internal tetap utk f9/f18.
   g_feat[7] =(g_swpBar>=0 && (tc-1-g_swpBar)<=AF_BT_SEQ_WINDOW)? g_swpDir : 0;  // sweep_dir
   g_feat[8] =g_chochDir;         // choch_dir
   g_feat[9] =chochOK?1.0:0.0;    // choch_confirms
   g_feat[10]=g_eqhSwept?1.0:0.0; // eqh_swept
   g_feat[11]=g_eqlSwept?1.0:0.0; // eql_swept
   g_feat[12]=g_dDir;             // delta_sign
   g_feat[13]=g_dNorm;            // delta_mag
   g_feat[14]=dHigh;              // dist_high_atr
   g_feat[15]=dLow;               // dist_low_atr
   g_feat[16]=mom;                // mom20_atr
   g_feat[17]=rA;                 // range_atr

   // fitur 18: skor konfluensi heuristik (identik v4.4)
   int hb=0,hr=0;
   if(b1>0) hb++; else if(b1<0) hr++;
   if(b2>0) hb++; else if(b2<0) hr++;
   if(b3>0) hb++; else if(b3<0) hr++;
   int cb=0;
   if(g_bias!=0) cb+=10;
   if(hb==3 || hr==3) cb+=25; else if((hb>=2&&hr==0)||(hr>=2&&hb==0)) cb+=12;
   if(eqPos<0 && g_bias>0) cb+=10;
   if(eqPos>0 && g_bias<0) cb+=10;
   if(swpValid && g_swpDir!=0) cb+=15;                                     // F1: valid sweep only
   if(chochOK) cb+=15;                                                     // F1: valid chain only
   if(swpValid && ((g_swpDir==1&&g_bias>0)||(g_swpDir==-1&&g_bias<0))) cb+=15; // F1: valid sweep only
   int g_confScore=MathMin(100,cb);
   g_feat[18]=g_confScore;           // confluence

   g_mlProb=SGMLProb(g_feat);
   g_mlProbBear=SGMLProbShort(g_feat);
}

// orkestrasi: hitung semua fitur pada bar tertutup terbaru M15
void ComputeAll()
{
   int total=e1.Count(sM15);         // = N-1 (semua tertutup; forming dibuang Engine 1)
   int tcv=total;                    // setara tc v4.4 (= N-1)
   int tc=total-1;                   // bar tertutup terakhir (setara close[tc-1] v4.4)

   double o[],h[],l[],c[]; long v[]; datetime tm[];
   if(!FillM15(o,h,l,c,v,tm)) return;

   g_spN=0; ArrayResize(g_sp,0);
   g_ipN=0; ArrayResize(g_ip,0);
   g_stN=0; ArrayResize(g_stBar,0); ArrayResize(g_stVal,0);
   g_swTrend=0; g_inTrend=0; g_swLastBreak=-1; g_inLastBreak=-1; g_bias=0;
   g_swpDir=0; g_swpBar=-1; g_swpLevel=0; g_chochDir=0; g_chochBar=-1;
   g_eqhSwept=false; g_eqlSwept=false;

   g_atr=e1.ATR(sM15,14);
   int startBar=MathMax(2*AF_BT_SWING_LEN,tcv-AF_BT_LOOKBACK);

   ProcessStructure(AF_BT_SWING_LEN,false,tm,o,h,l,c,v,total,startBar);
   ProcessStructure(AF_BT_INTERNAL_LEN,true,tm,o,h,l,c,v,total,startBar);

   g_bias=(g_inLastBreak>=g_swLastBreak && g_inTrend!=0) ? g_inTrend : g_swTrend;
   if(g_bias==0) g_bias=(g_swTrend!=0?g_swTrend:g_inTrend);

   DetectEQ(tm,h,l,total);
   DetectLiquidityGrabs(tm,h,l,c,total);
   BTDelta(h,l,o,c,v,tcv);

   // F1 (P3-S.11): maintain the canonical EVENT representation from the
   // UNCHANGED detector state. The stored latest onset IS the active
   // (non-superseded) event; an older onset is replaced (superseded) by
   // construction (DetectLiquidityGrabs: b>g_swpBar; ProcessStructure:
   // each qualifying break overwrites). valid_until = onset + W.
   AFEventSweepReset();
   AFEventChochReset();
   if(g_swpBar>=0)
   {
      g_evSweep.bar=g_swpBar;
      g_evSweep.dir=g_swpDir;
      g_evSweep.valid_until=g_swpBar+AF_BT_SEQ_WINDOW;
   }
   if(g_chochBar>=0)
   {
      g_evChoch.bar=g_chochBar;
      g_evChoch.dir=g_chochDir;
      g_evChoch.valid_until=g_chochBar+AF_BT_SEQ_WINDOW;
   }

   g_bTF1=BTTFBias(sD1); g_bTF2=BTTFBias(sH4); g_bTF3=BTTFBias(sH1);

   ComputeMLFeatures(c[tc],c,tcv);
}

//==================================================================
//                        TRADE (mode 1)
//==================================================================
void OpenPosition(bool buy)
{
   if(g_ticket>0) return;
   if(g_atr<=0) return;
   double ask=SymbolInfoDouble(_Symbol,SYMBOL_ASK);
   double bid=SymbolInfoDouble(_Symbol,SYMBOL_BID);
   double entry=buy?ask:bid;
   double sl  =buy?entry-InpSL_ATR*g_atr : entry+InpSL_ATR*g_atr;
   double tp  =buy?entry+InpTP_ATR*g_atr : entry-InpTP_ATR*g_atr;

   MqlTradeRequest req={};
   MqlTradeResult res={};
   req.action   =TRADE_ACTION_DEAL;
   req.symbol   =_Symbol;
   req.volume   =InpLot;
   req.type     =buy?ORDER_TYPE_BUY:ORDER_TYPE_SELL;
   req.price    =entry;
   req.sl       =sl;
   req.tp       =tp;
   req.deviation=50;
   req.magic    =AF_BT_MAGIC;
   req.comment  =buy?"AFBT_B":"AFBT_S";
   if(!OrderSend(req,res))
   {
      PrintFormat("AFBT OrderSend gagal ret=%d err=%d",res.retcode,GetLastError());
      return;
   }
   if(res.retcode==TRADE_RETCODE_DONE || res.retcode==TRADE_RETCODE_PLACED ||
      res.retcode==TRADE_RETCODE_DONE_PARTIAL)
   {
      g_ticket=res.order; g_posDir=buy?1:-1; g_entryPrice=res.price; g_entryTime=g_lastM15;
      if(g_fh!=INVALID_HANDLE)
         FileWrite(g_fh,TimeToString(g_entryTime,TIME_DATE|TIME_MINUTES),
                   buy?"BUY":"SELL",
                   DoubleToString(g_entryPrice,_Digits),
                   DoubleToString(sl,_Digits),
                   DoubleToString(tp,_Digits),"","","","open");
   }
}

// Select posisi by ticket tanpa ambiguity overload (build 6093)
bool BTSelectTicket(ulong ticket)
{
   int total=PositionsTotal();
   for(int i=0;i<total;i++)
   {
      ulong t=PositionGetTicket(i);
      if(t==ticket) return true;
   }
   return false;
}

void ClosePosition(string reason)
{
   if(g_ticket==0) return;
   if(!BTSelectTicket(g_ticket)) { g_ticket=0; g_posDir=0; return; }
   double vol=PositionGetDouble(POSITION_VOLUME);
   double price=(g_posDir>0)?SymbolInfoDouble(_Symbol,SYMBOL_BID):SymbolInfoDouble(_Symbol,SYMBOL_ASK);
   double pnl=PositionGetDouble(POSITION_PROFIT);
   datetime exTime=TimeCurrent();

   MqlTradeRequest req={};
   MqlTradeResult res={};
   req.action   =TRADE_ACTION_DEAL;
   req.symbol   =_Symbol;
   req.volume   =vol;
   req.type     =(g_posDir>0)?ORDER_TYPE_SELL:ORDER_TYPE_BUY;
   req.price    =price;
   req.deviation=50;
   req.magic    =AF_BT_MAGIC;
   req.comment  ="AFBT_X";
   if(OrderSend(req,res))
   {
      if(g_fh!=INVALID_HANDLE)
         FileWrite(g_fh,TimeToString(g_entryTime,TIME_DATE|TIME_MINUTES),
                   (g_posDir>0)?"BUY":"SELL",
                   DoubleToString(g_entryPrice,_Digits),
                   "","",
                   TimeToString(exTime,TIME_DATE|TIME_MINUTES),
                   DoubleToString(price,_Digits),
                   DoubleToString(pnl,2),
                   reason);
   }
   g_ticket=0; g_posDir=0;
}

void ManageSignal()
{
   bool buySig =(g_mlProb      >=InpThreshLong);
   bool sellSig=(g_mlProbBear  >=InpThreshShort);
   if(buySig && !sellSig)
   {
      if(g_ticket>0 && g_posDir<0) ClosePosition("reverse");
      if(g_ticket==0) OpenPosition(true);
   }
   else if(sellSig && !buySig)
   {
      if(g_ticket>0 && g_posDir>0) ClosePosition("reverse");
      if(g_ticket==0) OpenPosition(false);
   }
}

void ManageMaxHold()
{
   if(g_ticket==0) return;
   int ib=e1.FindBarIndex(sM15,g_entryTime);
   if(ib<0 || ib>=InpMaxHoldBars) ClosePosition("maxhold");
}

//==================================================================
//                           TESTER
//==================================================================
double OnTester()
{
   if(g_fh!=INVALID_HANDLE) { FileClose(g_fh); g_fh=-1; }
   if(InpMode==1)
   {
      double profit=TesterStatistics(STAT_PROFIT);
      double dd     =TesterStatistics(STAT_BALANCE_DD);
      double trades =TesterStatistics(STAT_TRADES);
      PrintFormat("AFBT SUMMARY: trades=%.0f profit=%.2f dd=%.2f profitFactor=%.2f",
                  trades,profit,dd,TesterStatistics(STAT_PROFIT_FACTOR));
      PrintFormat("AFBT MODEL: MLP 19->12->2 %s | thresh L=%.2f S=%.2f | SL=%.1fATR TP=%.1fATR hold=%d",
                  SGML_VER,InpThreshLong,InpThreshShort,InpSL_ATR,InpTP_ATR,InpMaxHoldBars);
   }
   else
   {
      PrintFormat("AFBT CSV DONE: bars=%d mode=%d (parity/AUC via Python)",g_nBars,InpMode);
   }
   return(0.0);
}