mql5/Experts/Advisors/Modules/EntrySystem.mqh

//+------------------------------------------------------------------+
//|                        EntrySystem.mqh                           |
//|                    Entry System Module v1.3                      |
//|                  Fixed: Recursive GetValidATR bug                |
//+------------------------------------------------------------------+
#ifndef ENTRY_SYSTEM_MQH
#define ENTRY_SYSTEM_MQH

#include "DataTypes.mqh"
#include <Indicators/Indicators.mqh>

//+------------------------------------------------------------------+
//| Entry System Class                                               |
//+------------------------------------------------------------------+
class CEntrySystem
{
private:
   //--- Configuration
   EntrySystemConfig    m_config;
   
   //--- Indicator handles
   int                  m_ma_fast_handle;
   int                  m_ma_slow_handle;
   int                  m_ma_filter_handle;
   int                  m_rsi_handle;
   int                  m_adx_handle;
   int                  m_bb_handle;
   int                  m_macd_handle;
   int                  m_stoch_handle;
   
   //--- Signal tracking
   datetime             m_last_signal_time;
   ENUM_SIGNAL_TYPE     m_last_signal_type;
   int                  m_consecutive_signals;
   
   //--- Entry methods
   EntrySignal          CheckMACrossover(const MarketConditions &market);
   EntrySignal          CheckMAPullback(const MarketConditions &market);
   EntrySignal          CheckMomentum(const MarketConditions &market);
   EntrySignal          CheckContrarian(const MarketConditions &market);
   EntrySignal          CheckBreakout(const MarketConditions &market);
   EntrySignal          CheckMeanReversion(const MarketConditions &market);
   EntrySignal          CheckMultiStrategy(const MarketConditions &market);
   
   //--- Helper methods
   bool                 IsNewBar();
   bool                 CheckFilter(ENUM_SIGNAL_TYPE signal_type);
   double               CalculateSignalStrength(const EntrySignal &signal);
   void                 AddTechnicalLevels(EntrySignal &signal, const MarketConditions &market);
   double               GetValidATR(const MarketConditions &market);
   double               GetSafeATR(const MarketConditions &market);
   
public:
                        CEntrySystem();
                       ~CEntrySystem();
   
   //--- Initialization
   bool                 Initialize(const EntrySystemConfig &config);
   
   //--- Main method
   EntrySignal          CheckSignal(const MarketConditions &market);
   
   //--- Signal validation
   bool                 ValidateSignal(const EntrySignal &signal, const MarketConditions &market);
   
   //--- Getters
   int                  GetConsecutiveSignals() { return m_consecutive_signals; }
   datetime             GetLastSignalTime() { return m_last_signal_time; }
};

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CEntrySystem::CEntrySystem()
{
   m_ma_fast_handle = INVALID_HANDLE;
   m_ma_slow_handle = INVALID_HANDLE;
   m_ma_filter_handle = INVALID_HANDLE;
   m_rsi_handle = INVALID_HANDLE;
   m_adx_handle = INVALID_HANDLE;
   m_bb_handle = INVALID_HANDLE;
   m_macd_handle = INVALID_HANDLE;
   m_stoch_handle = INVALID_HANDLE;
   
   m_last_signal_time = 0;
   m_last_signal_type = SIGNAL_NONE;
   m_consecutive_signals = 0;
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CEntrySystem::~CEntrySystem()
{
   //--- Release indicator handles
   if(m_ma_fast_handle != INVALID_HANDLE) IndicatorRelease(m_ma_fast_handle);
   if(m_ma_slow_handle != INVALID_HANDLE) IndicatorRelease(m_ma_slow_handle);
   if(m_ma_filter_handle != INVALID_HANDLE) IndicatorRelease(m_ma_filter_handle);
   if(m_rsi_handle != INVALID_HANDLE) IndicatorRelease(m_rsi_handle);
   if(m_adx_handle != INVALID_HANDLE) IndicatorRelease(m_adx_handle);
   if(m_bb_handle != INVALID_HANDLE) IndicatorRelease(m_bb_handle);
   if(m_macd_handle != INVALID_HANDLE) IndicatorRelease(m_macd_handle);
   if(m_stoch_handle != INVALID_HANDLE) IndicatorRelease(m_stoch_handle);
}

//+------------------------------------------------------------------+
//| Initialize entry system                                          |
//+------------------------------------------------------------------+
bool CEntrySystem::Initialize(const EntrySystemConfig &config)
{
   m_config = config;
   
   //--- Create necessary indicators based on entry mode
   switch(m_config.entry_mode)
   {
      case ENTRY_MA_CROSS:
      case ENTRY_MA_PULLBACK:
         m_ma_fast_handle = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_EMA, PRICE_CLOSE);
         m_ma_slow_handle = iMA(_Symbol, PERIOD_CURRENT, 50, 0, MODE_EMA, PRICE_CLOSE);
         m_ma_filter_handle = iMA(_Symbol, PERIOD_CURRENT, 200, 0, MODE_SMA, PRICE_CLOSE);
         break;
         
      case ENTRY_MOMENTUM:
         m_rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         m_adx_handle = iADX(_Symbol, PERIOD_CURRENT, 14);
         m_macd_handle = iMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE);
         break;
         
      case ENTRY_MEAN_REVERSION:
         m_bb_handle = iBands(_Symbol, PERIOD_CURRENT, 20, 0, 2.0, PRICE_CLOSE);
         m_rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         break;
         
      case ENTRY_BREAKOUT:
         m_adx_handle = iADX(_Symbol, PERIOD_CURRENT, 14);
         m_bb_handle = iBands(_Symbol, PERIOD_CURRENT, 20, 0, 2.0, PRICE_CLOSE);
         break;
         
      case ENTRY_MULTI_STRATEGY:
         //--- Create all indicators for multi-strategy
         m_ma_fast_handle = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_EMA, PRICE_CLOSE);
         m_ma_slow_handle = iMA(_Symbol, PERIOD_CURRENT, 50, 0, MODE_EMA, PRICE_CLOSE);
         m_rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         m_adx_handle = iADX(_Symbol, PERIOD_CURRENT, 14);
         m_bb_handle = iBands(_Symbol, PERIOD_CURRENT, 20, 0, 2.0, PRICE_CLOSE);
         m_macd_handle = iMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE);
         m_stoch_handle = iStochastic(_Symbol, PERIOD_CURRENT, 5, 3, 3, MODE_SMA, STO_LOWHIGH);
         break;
   }
   
   Print("EntrySystem initialized: Mode=", EnumToString(m_config.entry_mode));
   return true;
}

//+------------------------------------------------------------------+
//| Enhanced CheckSignal with comprehensive validation               |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckSignal(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   signal.entry_price = 0;
   signal.stop_loss_distance = 0;
   signal.take_profit_distance = 0;
   signal.confidence = 0;
   signal.comment = "";
   signal.signal_time = TimeCurrent();
   signal.timeframe = Period();
   
   //--- Validate market conditions first
   double atr = GetSafeATR(market);
   if(atr <= 0)
   {
      Print("EntrySystem: Invalid ATR, skipping signal check");
      return signal;
   }
   
   //--- Check if enough time passed since last signal
   if(TimeCurrent() - m_last_signal_time < m_config.min_time_between * 60)
      return signal;
      
   //--- Only check on new bar for most strategies
   if(!IsNewBar() && m_config.entry_mode != ENTRY_BREAKOUT)
      return signal;
      
   //--- Check signals based on entry mode
   switch(m_config.entry_mode)
   {
      case ENTRY_MA_CROSS:
         signal = CheckMACrossover(market);
         break;
         
      case ENTRY_MA_PULLBACK:
         signal = CheckMAPullback(market);
         break;
         
      case ENTRY_MOMENTUM:
         signal = CheckMomentum(market);
         break;
         
      case ENTRY_CONTRARIAN:
         signal = CheckContrarian(market);
         break;
         
      case ENTRY_BREAKOUT:
         signal = CheckBreakout(market);
         break;
         
      case ENTRY_MEAN_REVERSION:
         signal = CheckMeanReversion(market);
         break;
         
      case ENTRY_MULTI_STRATEGY:
         signal = CheckMultiStrategy(market);
         break;
   }
   
   //--- Enhanced validation
   if(signal.signal_type != SIGNAL_NONE)
   {
      // Critical: Ensure stop distance is valid
      if(signal.stop_loss_distance <= 0)
      {
         Print("EntrySystem: Invalid stop distance (", signal.stop_loss_distance, 
               ") in signal: ", signal.comment);
         
         // Try to calculate a default stop distance
         double default_atr = GetSafeATR(market);
         if(default_atr > 0)
         {
            signal.stop_loss_distance = default_atr * 2.0; // 2 ATR default
            Print("EntrySystem: Applied default stop distance: ", signal.stop_loss_distance);
         }
         else
         {
            // Final fallback
            double min_stop = 30 * SymbolInfoDouble(_Symbol, SYMBOL_POINT); // 30 points minimum
            signal.stop_loss_distance = min_stop;
            Print("EntrySystem: Applied minimum stop distance: ", signal.stop_loss_distance);
         }
      }
      
      // Ensure take profit is also valid
      if(signal.take_profit_distance <= 0)
      {
         signal.take_profit_distance = signal.stop_loss_distance * 1.5; // Default 1.5:1 RR
         Print("EntrySystem: Applied default TP distance: ", signal.take_profit_distance);
      }
      
      // Validate minimum stop distance against broker requirements
      double min_stop_level = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * 
                             SymbolInfoDouble(_Symbol, SYMBOL_POINT);
      if(signal.stop_loss_distance < min_stop_level * 1.1) // 10% buffer
      {
         signal.stop_loss_distance = min_stop_level * 1.1;
         Print("EntrySystem: Adjusted stop distance to meet broker minimum: ", 
               signal.stop_loss_distance);
      }
      
      // Final validation
      if(signal.stop_loss_distance <= 0 || signal.take_profit_distance <= 0)
      {
         Print("EntrySystem: Final validation failed - rejecting signal");
         signal.signal_type = SIGNAL_NONE;
         return signal;
      }
      
      // Standard validation
      if(ValidateSignal(signal, market))
      {
         //--- Add technical levels to signal
         AddTechnicalLevels(signal, market);
         
         //--- Calculate signal strength
         signal.confidence = CalculateSignalStrength(signal);
         
         //--- Update tracking
         m_last_signal_time = TimeCurrent();
         m_last_signal_type = signal.signal_type;
         
         if(signal.signal_type == m_last_signal_type)
            m_consecutive_signals++;
         else
            m_consecutive_signals = 1;
            
         // Log successful signal
         Print("EntrySystem: Valid signal generated - Type: ", 
               (signal.signal_type == SIGNAL_BUY ? "BUY" : "SELL"),
               ", SL: ", signal.stop_loss_distance / _Point, " points",
               ", TP: ", signal.take_profit_distance / _Point, " points");
      }
      else
      {
         signal.signal_type = SIGNAL_NONE;
      }
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check MA crossover signal                                        |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckMACrossover(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Get MA values
   double ma_fast[3], ma_slow[3], ma_filter[1];
   
   if(CopyBuffer(m_ma_fast_handle, 0, 0, 3, ma_fast) < 3) return signal;
   if(CopyBuffer(m_ma_slow_handle, 0, 0, 3, ma_slow) < 3) return signal;
   if(m_ma_filter_handle != INVALID_HANDLE)
   {
      if(CopyBuffer(m_ma_filter_handle, 0, 0, 1, ma_filter) < 1) return signal;
   }
   
   //--- Check for crossover
   bool bullish_cross = (ma_fast[2] <= ma_slow[2] && ma_fast[1] > ma_slow[1]);
   bool bearish_cross = (ma_fast[2] >= ma_slow[2] && ma_fast[1] < ma_slow[1]);
   
   //--- Apply filter
   double current_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   bool above_filter = (m_ma_filter_handle == INVALID_HANDLE) || (current_price > ma_filter[0]);
   bool below_filter = (m_ma_filter_handle == INVALID_HANDLE) || (current_price < ma_filter[0]);
   
   //--- Ensure we have valid market volatility
   double atr = GetSafeATR(market);
   
   if(bullish_cross && above_filter)
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.stop_loss_distance = atr * 2.0;  // 2 ATR stop
      signal.take_profit_distance = atr * 3.0; // 3 ATR target
      signal.comment = "MA Bullish Cross";
      signal.confidence = 70;
      
      // Debug output
      Print("MA Cross Signal: SL Distance = ", signal.stop_loss_distance, 
            " (", signal.stop_loss_distance / _Point, " points), ATR = ", atr);
   }
   else if(bearish_cross && below_filter)
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.stop_loss_distance = atr * 2.0;  // 2 ATR stop
      signal.take_profit_distance = atr * 3.0; // 3 ATR target
      signal.comment = "MA Bearish Cross";
      signal.confidence = 70;
      
      // Debug output
      Print("MA Cross Signal: SL Distance = ", signal.stop_loss_distance, 
            " (", signal.stop_loss_distance / _Point, " points), ATR = ", atr);
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check MA pullback signal                                         |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckMAPullback(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Get MA values
   double ma_fast[2], ma_slow[2];
   
   if(CopyBuffer(m_ma_fast_handle, 0, 0, 2, ma_fast) < 2) return signal;
   if(CopyBuffer(m_ma_slow_handle, 0, 0, 2, ma_slow) < 2) return signal;
   
   double current_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   
   //--- Check trend direction
   bool uptrend = ma_fast[0] > ma_slow[0] && ma_fast[1] > ma_slow[1];
   bool downtrend = ma_fast[0] < ma_slow[0] && ma_fast[1] < ma_slow[1];
   
   //--- Check for pullback to fast MA
   double distance_to_ma = MathAbs(current_price - ma_fast[0]);
   double atr = GetSafeATR(market);
   
   if(uptrend && current_price > ma_slow[0] && 
      current_price <= ma_fast[0] + atr * 0.1 &&
      market.momentum > 40) // Not oversold
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.stop_loss_distance = MathMax(current_price - ma_slow[0] + atr * 0.5, atr * 1.5);
      signal.take_profit_distance = atr * 3.0;
      signal.comment = "MA Pullback Buy";
      signal.confidence = 75;
   }
   else if(downtrend && current_price < ma_slow[0] && 
           current_price >= ma_fast[0] - atr * 0.1 &&
           market.momentum < 60) // Not overbought
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.stop_loss_distance = MathMax(ma_slow[0] - current_price + atr * 0.5, atr * 1.5);
      signal.take_profit_distance = atr * 3.0;
      signal.comment = "MA Pullback Sell";
      signal.confidence = 75;
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check momentum signal                                            |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckMomentum(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Get indicator values
   double rsi[2], adx[1], adx_di_plus[1], adx_di_minus[1];
   double macd_main[2], macd_signal[2];
   
   if(CopyBuffer(m_rsi_handle, 0, 0, 2, rsi) < 2) return signal;
   if(CopyBuffer(m_adx_handle, 0, 0, 1, adx) < 1) return signal;
   if(CopyBuffer(m_adx_handle, 1, 0, 1, adx_di_plus) < 1) return signal;
   if(CopyBuffer(m_adx_handle, 2, 0, 1, adx_di_minus) < 1) return signal;
   if(CopyBuffer(m_macd_handle, 0, 0, 2, macd_main) < 2) return signal;
   if(CopyBuffer(m_macd_handle, 1, 0, 2, macd_signal) < 2) return signal;
   
   //--- Strong trend requirement
   if(adx[0] < 25) return signal;
   
   double atr = GetSafeATR(market);
   
   //--- Bullish momentum
   if(rsi[0] > 50 && rsi[0] < 70 &&  // Not overbought
      rsi[0] > rsi[1] &&              // Rising RSI
      adx_di_plus[0] > adx_di_minus[0] &&
      macd_main[0] > macd_signal[0] &&
      macd_main[0] > macd_main[1])    // MACD rising
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.stop_loss_distance = atr * 1.5;
      signal.take_profit_distance = atr * 3.0;
      signal.comment = "Momentum Buy";
      signal.confidence = adx[0] * 2; // Higher ADX = higher confidence
      
      Print("Momentum Buy Signal: ATR=", atr, " SL=", signal.stop_loss_distance);
   }
   //--- Bearish momentum
   else if(rsi[0] < 50 && rsi[0] > 30 &&  // Not oversold
           rsi[0] < rsi[1] &&              // Falling RSI
           adx_di_minus[0] > adx_di_plus[0] &&
           macd_main[0] < macd_signal[0] &&
           macd_main[0] < macd_main[1])    // MACD falling
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.stop_loss_distance = atr * 1.5;
      signal.take_profit_distance = atr * 3.0;
      signal.comment = "Momentum Sell";
      signal.confidence = adx[0] * 2;
      
      Print("Momentum Sell Signal: ATR=", atr, " SL=", signal.stop_loss_distance);
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check breakout signal                                            |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckBreakout(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Get Bollinger Bands
   double bb_upper[2], bb_lower[2], bb_middle[1];
   
   if(CopyBuffer(m_bb_handle, 1, 0, 2, bb_upper) < 2) return signal;
   if(CopyBuffer(m_bb_handle, 2, 0, 2, bb_lower) < 2) return signal;
   if(CopyBuffer(m_bb_handle, 0, 0, 1, bb_middle) < 1) return signal;
   
   double current_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double prev_close = iClose(_Symbol, PERIOD_CURRENT, 1);
   double atr = GetSafeATR(market);
   
   //--- Check for breakout with volume confirmation
   long volume = iVolume(_Symbol, PERIOD_CURRENT, 0);
   long avg_volume = 0;
   for(int i = 1; i <= 20; i++)
      avg_volume += iVolume(_Symbol, PERIOD_CURRENT, i);
   avg_volume /= 20;
   
   bool volume_surge = volume > avg_volume * 1.5;
   
   //--- Upper band breakout
   if(current_price > bb_upper[0] && prev_close <= bb_upper[1] && volume_surge)
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.stop_loss_distance = MathMax(current_price - bb_middle[0], atr * 1.5);
      signal.take_profit_distance = (bb_upper[0] - bb_middle[0]) * 2;
      signal.comment = "BB Upper Breakout";
      signal.confidence = 65 + (volume_surge ? 15 : 0);
   }
   //--- Lower band breakout
   else if(current_price < bb_lower[0] && prev_close >= bb_lower[1] && volume_surge)
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.stop_loss_distance = MathMax(bb_middle[0] - current_price, atr * 1.5);
      signal.take_profit_distance = (bb_middle[0] - bb_lower[0]) * 2;
      signal.comment = "BB Lower Breakout";
      signal.confidence = 65 + (volume_surge ? 15 : 0);
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check mean reversion signal                                      |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckMeanReversion(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Best in ranging markets
   if(market.condition != MARKET_RANGING) return signal;
   
   //--- Get indicators
   double bb_upper[1], bb_lower[1], bb_middle[1];
   double rsi[1];
   
   if(CopyBuffer(m_bb_handle, 1, 0, 1, bb_upper) < 1) return signal;
   if(CopyBuffer(m_bb_handle, 2, 0, 1, bb_lower) < 1) return signal;
   if(CopyBuffer(m_bb_handle, 0, 0, 1, bb_middle) < 1) return signal;
   if(CopyBuffer(m_rsi_handle, 0, 0, 1, rsi) < 1) return signal;
   
   double current_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double atr = GetSafeATR(market);
   
   //--- Oversold bounce
   if(current_price <= bb_lower[0] && rsi[0] < 30)
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.stop_loss_distance = atr * 1.0;
      signal.take_profit_distance = MathMax(bb_middle[0] - current_price, atr * 1.5);
      signal.comment = "Mean Reversion Buy";
      signal.confidence = 70 + (30 - rsi[0]); // More oversold = higher confidence
   }
   //--- Overbought reversal
   else if(current_price >= bb_upper[0] && rsi[0] > 70)
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.stop_loss_distance = atr * 1.0;
      signal.take_profit_distance = MathMax(current_price - bb_middle[0], atr * 1.5);
      signal.comment = "Mean Reversion Sell";
      signal.confidence = 70 + (rsi[0] - 70); // More overbought = higher confidence
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check multi-strategy signal                                      |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckMultiStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Collect signals from all strategies
   EntrySignal signals[5];
   signals[0] = CheckMACrossover(market);
   signals[1] = CheckMomentum(market);
   signals[2] = CheckBreakout(market);
   signals[3] = CheckMeanReversion(market);
   signals[4] = CheckMAPullback(market);
   
   //--- Count buy/sell signals
   int buy_count = 0, sell_count = 0;
   double buy_confidence = 0, sell_confidence = 0;
   double atr = GetSafeATR(market);
   
   for(int i = 0; i < 5; i++)
   {
      if(signals[i].signal_type == SIGNAL_BUY)
      {
         buy_count++;
         buy_confidence += signals[i].confidence;
      }
      else if(signals[i].signal_type == SIGNAL_SELL)
      {
         sell_count++;
         sell_confidence += signals[i].confidence;
      }
   }
   
   //--- Need at least 3 agreeing signals
   if(buy_count >= 3 && buy_count > sell_count)
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.stop_loss_distance = atr * 2.0;
      signal.take_profit_distance = atr * 3.0;
      signal.comment = StringFormat("Multi-Strategy Buy (%d/5)", buy_count);
      signal.confidence = buy_confidence / buy_count;
   }
   else if(sell_count >= 3 && sell_count > buy_count)
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.stop_loss_distance = atr * 2.0;
      signal.take_profit_distance = atr * 3.0;
      signal.comment = StringFormat("Multi-Strategy Sell (%d/5)", sell_count);
      signal.confidence = sell_confidence / sell_count;
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check contrarian signal                                          |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckContrarian(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Look for extreme moves to fade
   int lookback = 5;
   double total_move = 0;
   bool all_bullish = true, all_bearish = true;
   
   for(int i = 1; i <= lookback; i++)
   {
      double close = iClose(_Symbol, PERIOD_CURRENT, i);
      double open = iOpen(_Symbol, PERIOD_CURRENT, i);
      double move = close - open;
      
      total_move += move;
      if(move <= 0) all_bullish = false;
      if(move >= 0) all_bearish = false;
   }
   
   double avg_move = MathAbs(total_move) / lookback;
   double atr = GetSafeATR(market);
   double extreme_threshold = atr * 0.5;
   
   //--- Fade extreme bullish move
   if(all_bullish && avg_move > extreme_threshold)
   {
      double rsi[1];
      if(m_rsi_handle != INVALID_HANDLE)
         CopyBuffer(m_rsi_handle, 0, 0, 1, rsi);
      else
         rsi[0] = 70; // Default assumption
         
      if(rsi[0] > 70) // Overbought
      {
         signal.signal_type = SIGNAL_SELL;
         signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
         signal.stop_loss_distance = atr * 1.5;
         signal.take_profit_distance = atr * 2.0;
         signal.comment = "Contrarian Sell (Fade Rally)";
         signal.confidence = 60 + (rsi[0] - 70) / 3;
      }
   }
   //--- Fade extreme bearish move
   else if(all_bearish && avg_move > extreme_threshold)
   {
      double rsi[1];
      if(m_rsi_handle != INVALID_HANDLE)
         CopyBuffer(m_rsi_handle, 0, 0, 1, rsi);
      else
         rsi[0] = 30; // Default assumption
         
      if(rsi[0] < 30) // Oversold
      {
         signal.signal_type = SIGNAL_BUY;
         signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
         signal.stop_loss_distance = atr * 1.5;
         signal.take_profit_distance = atr * 2.0;
         signal.comment = "Contrarian Buy (Fade Selloff)";
         signal.confidence = 60 + (30 - rsi[0]) / 3;
      }
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Validate signal against filters                                  |
//+------------------------------------------------------------------+
bool CEntrySystem::ValidateSignal(const EntrySignal &signal, const MarketConditions &market)
{
   //--- Check spread with more reasonable limits
   double spread = SymbolInfoInteger(_Symbol, SYMBOL_SPREAD) * SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   double atr = GetSafeATR(market);
   
   // Dynamic spread limit based on market conditions
   double spread_multiplier = 0.3; // Default 30% of ATR
   if(market.condition == MARKET_VOLATILE)
      spread_multiplier = 0.5; // Allow 50% in volatile markets
   else if(market.condition == MARKET_QUIET)
      spread_multiplier = 0.2; // Tighter in quiet markets
      
   double max_spread = atr * spread_multiplier;
   
   // Also set absolute maximum spread (e.g., 5 pips for majors)
   double absolute_max = 50 * SymbolInfoDouble(_Symbol, SYMBOL_POINT); // 5 pips
   max_spread = MathMin(max_spread, absolute_max);
   
   if(spread > max_spread)
   {
      Print("EntrySystem: Signal rejected - spread ", DoubleToString(spread/_Point, 1), 
            " points exceeds max ", DoubleToString(max_spread/_Point, 1), " points");
      return false;
   }
   
   //--- Check news filter
   if(market.news_event)
   {
      Print("EntrySystem: Signal rejected - news event");
      return false;
   }
   
   //--- Check market hours (example: avoid Asian session for certain strategies)
   MqlDateTime time;
   TimeCurrent(time);
   if(m_config.entry_mode == ENTRY_MOMENTUM && (time.hour >= 0 && time.hour < 8))
   {
      Print("EntrySystem: Momentum signal rejected - Asian session");
      return false;
   }
   
   //--- Check minimum confidence
   if(signal.confidence < 50)
   {
      Print("EntrySystem: Signal rejected - low confidence");
      return false;
   }
   
   // All checks passed
   return true;
}

//+------------------------------------------------------------------+
//| Check if new bar formed                                          |
//+------------------------------------------------------------------+
bool CEntrySystem::IsNewBar()
{
   static datetime last_bar_time = 0;
   datetime current_bar_time = iTime(_Symbol, PERIOD_CURRENT, 0);
   
   if(current_bar_time != last_bar_time)
   {
      last_bar_time = current_bar_time;
      return true;
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Calculate signal strength                                        |
//+------------------------------------------------------------------+
double CEntrySystem::CalculateSignalStrength(const EntrySignal &signal)
{
   double strength = signal.confidence;
   
   //--- Adjust for market conditions
   if(signal.signal_type == SIGNAL_BUY && 
      signal.comment.Find("Momentum") >= 0 &&
      signal.comment.Find("Buy") >= 0)
   {
      // Momentum strategies stronger in trends
      if(signal.comment.Find("TRENDING_UP") >= 0)
         strength *= 1.2;
   }
   else if(signal.comment.Find("Mean Reversion") >= 0)
   {
      // Mean reversion stronger in ranges
      if(signal.comment.Find("RANGING") >= 0)
         strength *= 1.2;
   }
   
   //--- Cap at 100
   return MathMin(strength, 100);
}

//+------------------------------------------------------------------+
//| Add technical levels to signal                                   |
//+------------------------------------------------------------------+
void CEntrySystem::AddTechnicalLevels(EntrySignal &signal, const MarketConditions &market)
{
   //--- Add nearest support/resistance levels
   int added = 0;
   double entry_price = signal.entry_price;
   
   for(int i = 0; i < market.sr_count && added < 5; i++)
   {
      //--- For buy signals, interested in nearby resistance (targets) and support (stops)
      if(signal.signal_type == SIGNAL_BUY)
      {
         if(market.sr_levels[i].type == "resistance" && 
            market.sr_levels[i].price > entry_price &&
            market.sr_levels[i].price < entry_price + signal.take_profit_distance)
         {
            signal.key_levels[added] = market.sr_levels[i];
            added++;
         }
         else if(market.sr_levels[i].type == "support" && 
                 market.sr_levels[i].price < entry_price &&
                 market.sr_levels[i].price > entry_price - signal.stop_loss_distance)
         {
            signal.key_levels[added] = market.sr_levels[i];
            added++;
         }
      }
      //--- For sell signals, opposite
      else if(signal.signal_type == SIGNAL_SELL)
      {
         if(market.sr_levels[i].type == "support" && 
            market.sr_levels[i].price < entry_price &&
            market.sr_levels[i].price > entry_price - signal.take_profit_distance)
         {
            signal.key_levels[added] = market.sr_levels[i];
            added++;
         }
         else if(market.sr_levels[i].type == "resistance" && 
                 market.sr_levels[i].price > entry_price &&
                 market.sr_levels[i].price < entry_price + signal.stop_loss_distance)
         {
            signal.key_levels[added] = market.sr_levels[i];
            added++;
         }
      }
   }
}

//+------------------------------------------------------------------+
//| Get valid ATR value (with fallback) - FIXED VERSION             |
//+------------------------------------------------------------------+
double CEntrySystem::GetValidATR(const MarketConditions &market)
{
   // First try to use the market volatility (ATR from TechnicalAnalysis)
   double atr = market.volatility;
   
   // If market volatility is invalid, calculate it ourselves
   if(atr <= 0 || atr == EMPTY_VALUE || !MathIsValidNumber(atr))
   {
      Print("EntrySystem: Market volatility invalid (", atr, "), calculating fallback");
      
      int atr_handle = iATR(_Symbol, PERIOD_CURRENT, 14);
      double atr_buffer[1];
      
      if(atr_handle != INVALID_HANDLE && CopyBuffer(atr_handle, 0, 0, 1, atr_buffer) > 0 && atr_buffer[0] > 0)
      {
         atr = atr_buffer[0];
         Print("EntrySystem: Calculated ATR = ", atr);
      }
      else
      {
         // Final fallback: use percentage of current price
         double current_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
         if(current_price > 0)
         {
            atr = current_price * 0.001; // 0.1% of price as default
            
            // For forex, ensure minimum of 20 pips
            double min_atr = 20 * SymbolInfoDouble(_Symbol, SYMBOL_POINT);
            if(atr < min_atr)
               atr = min_atr;
               
            Print("EntrySystem: Using price-based fallback ATR = ", atr, " (", atr / _Point, " points)");
         }
         else
         {
            // Absolute last resort
            atr = 50 * SymbolInfoDouble(_Symbol, SYMBOL_POINT); // 50 points
            Print("EntrySystem: Using absolute fallback ATR = 50 points");
         }
      }
      
      if(atr_handle != INVALID_HANDLE)
         IndicatorRelease(atr_handle);
   }
   
   return atr;
}

//+------------------------------------------------------------------+
//| Safe ATR calculation with multiple fallbacks                     |
//+------------------------------------------------------------------+
double CEntrySystem::GetSafeATR(const MarketConditions &market)
{
   double atr = GetValidATR(market);
   
   // Additional validation
   if(atr <= 0 || atr == EMPTY_VALUE || !MathIsValidNumber(atr))
   {
      Print("EntrySystem: GetValidATR failed, using spread-based fallback");
      
      // Calculate spread-based fallback
      double spread = SymbolInfoInteger(_Symbol, SYMBOL_SPREAD) * 
                     SymbolInfoDouble(_Symbol, SYMBOL_POINT);
      
      // Use 5x spread as minimum volatility estimate
      atr = MathMax(spread * 5, 20 * SymbolInfoDouble(_Symbol, SYMBOL_POINT));
      
      Print("EntrySystem: Using spread-based ATR fallback: ", atr / _Point, " points");
   }
   
   // Final sanity check
   if(atr <= 0)
   {
      atr = 50 * SymbolInfoDouble(_Symbol, SYMBOL_POINT); // 50 points absolute minimum
      Print("EntrySystem: Critical error - using 50 points as absolute fallback");
   }
   
   return atr;
}

#endif // ENTRY_SYSTEM_MQH
//+------------------------------------------------------------------+