mql5/Experts/Advisors/Modules/EntrySystem.mqh

//+------------------------------------------------------------------+
//|                     EntrySystem.mqh v3.0                         |
//|              Optimized Entry Signal Generation System            |
//|                    Future-Proofed Architecture                   |
//+------------------------------------------------------------------+
#ifndef ENTRY_SYSTEM_MQH
#define ENTRY_SYSTEM_MQH

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

//+------------------------------------------------------------------+
//| Entry System Interface - For Future Extensions                   |
//+------------------------------------------------------------------+
interface IEntryStrategy
{
   EntrySignal CheckSignal(const MarketConditions &market);
   bool ValidateSignal(const EntrySignal &signal);
   void UpdatePerformance(bool success);
};

//+------------------------------------------------------------------+
//| Entry System Class - Optimized & Extensible                      |
//+------------------------------------------------------------------+
class CEntrySystem
{
private:
   //--- Configuration
   EntrySystemConfig    m_config;
   
   //--- Indicator Management Structure
   struct IndicatorSet
   {
      int               ma_fast;
      int               ma_slow;
      int               ma_filter;
      int               rsi;
      int               adx;
      int               bb;
      int               macd;
      int               stoch;
      int               atr;
      
      void Initialize()
      {
         ma_fast = INVALID_HANDLE;
         ma_slow = INVALID_HANDLE;
         ma_filter = INVALID_HANDLE;
         rsi = INVALID_HANDLE;
         adx = INVALID_HANDLE;
         bb = INVALID_HANDLE;
         macd = INVALID_HANDLE;
         stoch = INVALID_HANDLE;
         atr = INVALID_HANDLE;
      }
      
      void Release()
      {
         if(ma_fast != INVALID_HANDLE) IndicatorRelease(ma_fast);
         if(ma_slow != INVALID_HANDLE) IndicatorRelease(ma_slow);
         if(ma_filter != INVALID_HANDLE) IndicatorRelease(ma_filter);
         if(rsi != INVALID_HANDLE) IndicatorRelease(rsi);
         if(adx != INVALID_HANDLE) IndicatorRelease(adx);
         if(bb != INVALID_HANDLE) IndicatorRelease(bb);
         if(macd != INVALID_HANDLE) IndicatorRelease(macd);
         if(stoch != INVALID_HANDLE) IndicatorRelease(stoch);
         if(atr != INVALID_HANDLE) IndicatorRelease(atr);
      }
   };
   
   IndicatorSet         m_indicators;
   
   //--- Buffer Management
   struct BufferCache
   {
      double            ma_fast[3];
      double            ma_slow[3];
      double            ma_filter[1];
      double            rsi[3];
      double            adx[3];
      double            bb_upper[3];
      double            bb_lower[3];
      double            bb_middle[3];
      double            macd_main[3];
      double            macd_signal[3];
      double            atr[1];
      datetime          last_update;
      
      void Reset()
      {
         ArrayInitialize(ma_fast, 0);
         ArrayInitialize(ma_slow, 0);
         ArrayInitialize(ma_filter, 0);
         ArrayInitialize(rsi, 0);
         ArrayInitialize(adx, 0);
         ArrayInitialize(bb_upper, 0);
         ArrayInitialize(bb_lower, 0);
         ArrayInitialize(bb_middle, 0);
         ArrayInitialize(macd_main, 0);
         ArrayInitialize(macd_signal, 0);
         ArrayInitialize(atr, 0);
         last_update = 0;
      }
   };
   
   BufferCache          m_buffers;
   
   //--- Signal Tracking
   struct SignalTracker
   {
      datetime          last_signal_time;
      ENUM_SIGNAL_TYPE  last_signal_type;
      int               consecutive_signals;
      int               signals_generated;
      int               signals_filtered;
      double            signal_accuracy;
      
      void Reset()
      {
         last_signal_time = 0;
         last_signal_type = SIGNAL_NONE;
         consecutive_signals = 0;
         signals_generated = 0;
         signals_filtered = 0;
         signal_accuracy = 0;
      }
   };
   
   SignalTracker        m_tracker;
   
   //--- Performance Metrics
   struct PerformanceData
   {
      int               total_signals;
      int               successful_signals;
      double            avg_confidence;
      double            avg_rr_achieved;
      datetime          best_signal_time;
      datetime          worst_signal_time;
      
      void Reset()
      {
         total_signals = 0;
         successful_signals = 0;
         avg_confidence = 0;
         avg_rr_achieved = 0;
         best_signal_time = 0;
         worst_signal_time = 0;
      }
   };
   
   PerformanceData      m_performance;
   
   //--- Cache Management
   struct SignalCache
   {
      EntrySignal       signal;
      datetime          bar_time;
      bool              valid;
      
      void Invalidate() { valid = false; }
      bool IsValid(datetime current_bar) { return valid && bar_time == current_bar; }
   };
   
   SignalCache          m_cache;
   
   //--- Time Management
   datetime             m_last_bar_time;
   bool                 m_new_bar;
   
   //--- Strategy Methods
   EntrySignal          ExecuteMACrossStrategy(const MarketConditions &market);
   EntrySignal          ExecuteMomentumStrategy(const MarketConditions &market);
   EntrySignal          ExecuteBreakoutStrategy(const MarketConditions &market);
   EntrySignal          ExecuteMeanReversionStrategy(const MarketConditions &market);
   EntrySignal          ExecuteContrarianStrategy(const MarketConditions &market);
   EntrySignal          ExecuteMultiStrategy(const MarketConditions &market);
   EntrySignal          ExecuteCustomStrategy(const MarketConditions &market);
   
   //--- Helper Methods
   bool                 LoadIndicators();
   bool                 UpdateBuffers();
   bool                 IsNewBar();
   bool                 ValidateMarketHours();
   bool                 CheckNewsFilter(const MarketConditions &market);
   double               CalculateSignalScore(const EntrySignal &signal, const MarketConditions &market);
   void                 EnhanceSignalWithContext(EntrySignal &signal, const MarketConditions &market);
   void                 OptimizeStopTargets(EntrySignal &signal, const MarketConditions &market);
   double               GetATR();
   
   //--- Validation Methods
   bool                 ValidateConfiguration();
   bool                 ValidateMarketConditions(const MarketConditions &market);
   bool                 ValidateSignalQuality(const EntrySignal &signal, const MarketConditions &market);
   
   //--- Utility Methods
   void                 LogSignal(const EntrySignal &signal);
   void                 UpdateStatistics(const EntrySignal &signal);
   KeyLevel             ConvertSRToKeyLevel(const SRLevel &sr);
   
public:
                        CEntrySystem();
                       ~CEntrySystem();
   
   //--- Initialization
   bool                 Initialize(ENUM_ENTRY_MODE mode, bool enable_multiple = false, 
                                  int max_positions = 1);
   bool                 Initialize(const EntrySystemConfig &config);
   void                 Reset();
   
   //--- Main Interface
   EntrySignal          CheckForEntry(const MarketConditions &market);
   bool                 ValidateEntry(const EntrySignal &signal, const MarketConditions &market);
   
   //--- Configuration
   void                 SetConfiguration(const EntrySystemConfig &config);
   EntrySystemConfig    GetConfiguration() const { return m_config; }
   
   //--- Performance
   void                 UpdatePerformance(ulong ticket, bool success, double rr_achieved);
   double               GetSignalAccuracy() const { return m_tracker.signal_accuracy; }
   int                  GetTotalSignals() const { return m_tracker.signals_generated; }
   int                  GetFilteredSignals() const { return m_tracker.signals_filtered; }
   
   //--- Status
   bool                 IsReady() const;
   datetime             GetLastSignalTime() const { return m_tracker.last_signal_time; }
   ENUM_SIGNAL_TYPE     GetLastSignalType() const { return m_tracker.last_signal_type; }
   
   //--- Diagnostics
   string               GetStatus();
   void                 PrintDiagnostics();
};

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CEntrySystem::CEntrySystem()
{
   m_indicators.Initialize();
   m_buffers.Reset();
   m_tracker.Reset();
   m_performance.Reset();
   m_cache.Invalidate();
   
   m_last_bar_time = 0;
   m_new_bar = false;
   
   //--- Default configuration
   m_config.entry_mode = ENTRY_MA_CROSS;
   m_config.enable_multiple = false;
   m_config.max_positions = 1;
   m_config.min_time_between = 60;
   m_config.signal_threshold = 60;
   m_config.use_market_hours = true;
   m_config.start_hour = 8;
   m_config.end_hour = 20;
   m_config.friday_close = true;
   m_config.filter_news = true;
   m_config.min_rr_ratio = 1.5;
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CEntrySystem::~CEntrySystem()
{
   m_indicators.Release();
}

//+------------------------------------------------------------------+
//| Initialize with simple parameters                                |
//+------------------------------------------------------------------+
bool CEntrySystem::Initialize(ENUM_ENTRY_MODE mode, bool enable_multiple = false, 
                              int max_positions = 1)
{
   m_config.entry_mode = mode;
   m_config.enable_multiple = enable_multiple;
   m_config.max_positions = max_positions;
   
   return Initialize(m_config);
}

//+------------------------------------------------------------------+
//| Initialize with full configuration                               |
//+------------------------------------------------------------------+
bool CEntrySystem::Initialize(const EntrySystemConfig &config)
{
   m_config = config;
   
   //--- Validate configuration
   if(!ValidateConfiguration())
   {
      Print("EntrySystem: Invalid configuration");
      return false;
   }
   
   //--- Load required indicators
   if(!LoadIndicators())
   {
      Print("EntrySystem: Failed to load indicators");
      return false;
   }
   
   //--- Reset tracking
   m_tracker.Reset();
   m_performance.Reset();
   m_cache.Invalidate();
   
   Print("EntrySystem initialized successfully: ", EnumToString(m_config.entry_mode));
   return true;
}

//+------------------------------------------------------------------+
//| Load indicators based on strategy                                |
//+------------------------------------------------------------------+
bool CEntrySystem::LoadIndicators()
{
   //--- Always create ATR for stops
   m_indicators.atr = iATR(_Symbol, PERIOD_CURRENT, 14);
   if(m_indicators.atr == INVALID_HANDLE)
   {
      Print("EntrySystem: Failed to create ATR indicator");
      return false;
   }
   
   //--- Load strategy-specific indicators
   switch(m_config.entry_mode)
   {
      case ENTRY_MA_CROSS:
      case ENTRY_MA_PULLBACK:
         m_indicators.ma_fast = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_EMA, PRICE_CLOSE);
         m_indicators.ma_slow = iMA(_Symbol, PERIOD_CURRENT, 50, 0, MODE_EMA, PRICE_CLOSE);
         m_indicators.ma_filter = iMA(_Symbol, PERIOD_CURRENT, 200, 0, MODE_SMA, PRICE_CLOSE);
         
         if(m_indicators.ma_fast == INVALID_HANDLE || 
            m_indicators.ma_slow == INVALID_HANDLE)
            return false;
         break;
         
      case ENTRY_MOMENTUM:
         m_indicators.rsi = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         m_indicators.adx = iADX(_Symbol, PERIOD_CURRENT, 14);
         m_indicators.macd = iMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE);
         
         if(m_indicators.rsi == INVALID_HANDLE || 
            m_indicators.adx == INVALID_HANDLE || 
            m_indicators.macd == INVALID_HANDLE)
            return false;
         break;
         
      case ENTRY_BREAKOUT:
      case ENTRY_MEAN_REVERSION:
         m_indicators.bb = iBands(_Symbol, PERIOD_CURRENT, 20, 0, 2.0, PRICE_CLOSE);
         m_indicators.rsi = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         
         if(m_config.entry_mode == ENTRY_BREAKOUT)
            m_indicators.adx = iADX(_Symbol, PERIOD_CURRENT, 14);
            
         if(m_indicators.bb == INVALID_HANDLE || 
            m_indicators.rsi == INVALID_HANDLE)
            return false;
         break;
         
      case ENTRY_MULTI_STRATEGY:
         //--- Load all indicators for multi-strategy
         m_indicators.ma_fast = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_EMA, PRICE_CLOSE);
         m_indicators.ma_slow = iMA(_Symbol, PERIOD_CURRENT, 50, 0, MODE_EMA, PRICE_CLOSE);
         m_indicators.ma_filter = iMA(_Symbol, PERIOD_CURRENT, 200, 0, MODE_SMA, PRICE_CLOSE);
         m_indicators.rsi = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         m_indicators.adx = iADX(_Symbol, PERIOD_CURRENT, 14);
         m_indicators.bb = iBands(_Symbol, PERIOD_CURRENT, 20, 0, 2.0, PRICE_CLOSE);
         m_indicators.macd = iMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE);
         m_indicators.stoch = iStochastic(_Symbol, PERIOD_CURRENT, 5, 3, 3, MODE_SMA, STO_LOWHIGH);
         
         if(m_indicators.ma_fast == INVALID_HANDLE || 
            m_indicators.rsi == INVALID_HANDLE || 
            m_indicators.bb == INVALID_HANDLE)
            return false;
         break;
         
      case ENTRY_CONTRARIAN:
         m_indicators.rsi = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         m_indicators.bb = iBands(_Symbol, PERIOD_CURRENT, 20, 0, 2.0, PRICE_CLOSE);
         m_indicators.stoch = iStochastic(_Symbol, PERIOD_CURRENT, 5, 3, 3, MODE_SMA, STO_LOWHIGH);
         
         if(m_indicators.rsi == INVALID_HANDLE || 
            m_indicators.bb == INVALID_HANDLE)
            return false;
         break;
         
      case ENTRY_CUSTOM:
         //--- Custom strategy - load minimal indicators
         m_indicators.rsi = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
         break;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Main entry check method                                          |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::CheckForEntry(const MarketConditions &market)
{
   //--- Check cache validity
   datetime current_bar = iTime(_Symbol, PERIOD_CURRENT, 0);
   if(m_cache.IsValid(current_bar))
   {
      return m_cache.signal;
   }
   
   //--- Initialize empty signal
   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();
   signal.atr_value = 0;
   signal.spread_value = 0;
   signal.expected_rr = 0;
   signal.suggested_risk = 0;
   
   //--- Initialize key levels
   for(int i = 0; i < 5; i++)
   {
      signal.key_levels[i].price = 0;
      signal.key_levels[i].type = "";
      signal.key_levels[i].strength = 0;
      signal.key_levels[i].created = 0;
   }
   
   //--- Validate market conditions
   if(!ValidateMarketConditions(market))
   {
      return signal;
   }
   
   //--- Check market hours
   if(!ValidateMarketHours())
   {
      return signal;
   }
   
   //--- Check time since last signal
   if(TimeCurrent() - m_tracker.last_signal_time < m_config.min_time_between * 60)
   {
      return signal;
   }
   
   //--- Check for new bar
   m_new_bar = IsNewBar();
   
   //--- Update buffers if needed
   if(m_new_bar || m_config.entry_mode == ENTRY_BREAKOUT)
   {
      if(!UpdateBuffers())
      {
         Print("EntrySystem: Failed to update buffers");
         return signal;
      }
   }
   
   //--- Execute strategy
   switch(m_config.entry_mode)
   {
      case ENTRY_MA_CROSS:
      case ENTRY_MA_PULLBACK:
         signal = ExecuteMACrossStrategy(market);
         break;
         
      case ENTRY_MOMENTUM:
         signal = ExecuteMomentumStrategy(market);
         break;
         
      case ENTRY_BREAKOUT:
         signal = ExecuteBreakoutStrategy(market);
         break;
         
      case ENTRY_MEAN_REVERSION:
         signal = ExecuteMeanReversionStrategy(market);
         break;
         
      case ENTRY_CONTRARIAN:
         signal = ExecuteContrarianStrategy(market);
         break;
         
      case ENTRY_MULTI_STRATEGY:
         signal = ExecuteMultiStrategy(market);
         break;
         
      case ENTRY_CUSTOM:
         signal = ExecuteCustomStrategy(market);
         break;
   }
   
   //--- Process valid signals
   if(signal.signal_type != SIGNAL_NONE)
   {
      m_tracker.signals_generated++;
      
      //--- Enhance signal with context
      EnhanceSignalWithContext(signal, market);
      
      //--- Optimize stops and targets
      OptimizeStopTargets(signal, market);
      
      //--- Calculate final score
      signal.confidence = CalculateSignalScore(signal, market);
      
      //--- Apply threshold filter
      if(signal.confidence < m_config.signal_threshold)
      {
         m_tracker.signals_filtered++;
         signal.signal_type = SIGNAL_NONE;
         return signal;
      }
      
      //--- Final validation
      if(ValidateSignalQuality(signal, market))
      {
         //--- Update tracking
         m_tracker.last_signal_time = TimeCurrent();
         m_tracker.last_signal_type = signal.signal_type;
         
         if(signal.signal_type == m_tracker.last_signal_type)
            m_tracker.consecutive_signals++;
         else
            m_tracker.consecutive_signals = 1;
         
         //--- Cache the signal
         m_cache.signal = signal;
         m_cache.bar_time = current_bar;
         m_cache.valid = true;
         
         //--- Log and update statistics
         LogSignal(signal);
         UpdateStatistics(signal);
      }
      else
      {
         m_tracker.signals_filtered++;
         signal.signal_type = SIGNAL_NONE;
      }
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| MA Crossover Strategy                                            |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::ExecuteMACrossStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Check for valid buffers
   if(m_buffers.ma_fast[0] == 0 || m_buffers.ma_slow[0] == 0)
      return signal;
   
   //--- Detect crossover
   bool bullish_cross = (m_buffers.ma_fast[2] <= m_buffers.ma_slow[2] && 
                         m_buffers.ma_fast[1] > m_buffers.ma_slow[1]);
   bool bearish_cross = (m_buffers.ma_fast[2] >= m_buffers.ma_slow[2] && 
                         m_buffers.ma_fast[1] < m_buffers.ma_slow[1]);
   
   //--- Apply filter if available
   double current_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   bool above_filter = (m_buffers.ma_filter[0] == 0) || (current_price > m_buffers.ma_filter[0]);
   bool below_filter = (m_buffers.ma_filter[0] == 0) || (current_price < m_buffers.ma_filter[0]);
   
   //--- Generate signal
   if(bullish_cross && above_filter)
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.comment = "MA Bullish Cross";
      signal.confidence = 70;
      
      //--- Calculate crossover strength
      double cross_angle = MathAbs(m_buffers.ma_fast[1] - m_buffers.ma_slow[1]) / _Point;
      if(cross_angle > 20) signal.confidence += 10;
      if(cross_angle > 50) signal.confidence += 10;
   }
   else if(bearish_cross && below_filter)
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.comment = "MA Bearish Cross";
      signal.confidence = 70;
      
      double cross_angle = MathAbs(m_buffers.ma_fast[1] - m_buffers.ma_slow[1]) / _Point;
      if(cross_angle > 20) signal.confidence += 10;
      if(cross_angle > 50) signal.confidence += 10;
   }
   
   //--- Set initial stops
   if(signal.signal_type != SIGNAL_NONE)
   {
      double atr = GetATR();
      signal.stop_loss_distance = atr * 2.0;
      signal.take_profit_distance = atr * 3.0;
      signal.atr_value = atr;
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Momentum Strategy                                                |
//+------------------------------------------------------------------+
EntrySignal CEntrySystem::ExecuteMomentumStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   
   //--- Check ADX for trend strength
   if(m_buffers.adx[0] < 25)
      return signal;
   
   //--- Get directional indicators
   double di_plus = m_buffers.adx[1];
   double di_minus = m_buffers.adx[2];
   
   //--- Bullish momentum
   if(m_buffers.rsi[0] > 50 && m_buffers.rsi[0] < 70 &&
      m_buffers.rsi[0] > m_buffers.rsi[1] &&
      di_plus > di_minus &&
      m_buffers.macd_main[0] > m_buffers.macd_signal[0])
   {
      signal.signal_type = SIGNAL_BUY;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      signal.comment = "Momentum Buy";
      
      signal.confidence = 60;
      signal.confidence += (m_buffers.adx[0] - 25) * 0.8;
      signal.confidence += (m_buffers.rsi[0] - 50) * 0.3;
      signal.confidence = MathMin(signal.confidence, 95);
   }
   //--- Bearish momentum
   else if(m_buffers.rsi[0] < 50 && m_buffers.rsi[0] > 30 &&
           m_buffers.rsi[0] < m_buffers.rsi[1] &&
           di_minus > di_plus &&
           m_buffers.macd_main[0] < m_buffers.macd_signal[0])
   {
      signal.signal_type = SIGNAL_SELL;
      signal.entry_price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      signal.comment = "Momentum Sell";
      
      signal.confidence = 60;
      signal.confidence += (m_buffers.adx[0] - 25) * 0.8;
      signal.confidence += (50 - m_buffers.rsi[0]) * 0.3;
      signal.confidence = MathMin(signal.confidence, 95);
   }
   
   //--- Set stops based on momentum strength
   if(signal.signal_type != SIGNAL_NONE)
   {
      double atr = GetATR();
      double stop_multiplier = (m_buffers.adx[0] > 40) ? 1.5 : 2.0;
      double target_multiplier = (m_buffers.adx[0] > 40) ? 4.0 : 3.0;
      
      signal.stop_loss_distance = atr * stop_multiplier;
      signal.take_profit_distance = atr * target_multiplier;
      signal.atr_value = atr;
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Update indicator buffers                                         |
//+------------------------------------------------------------------+
bool CEntrySystem::UpdateBuffers()
{
   //--- Check if update needed (cache for 1 second)
   if(TimeCurrent() - m_buffers.last_update < 1)
      return true;
   
   bool success = true;
   
   //--- Update ATR
   if(m_indicators.atr != INVALID_HANDLE)
   {
      if(CopyBuffer(m_indicators.atr, 0, 0, 1, m_buffers.atr) < 1)
         success = false;
   }
   
   //--- Update MA buffers
   if(m_indicators.ma_fast != INVALID_HANDLE)
   {
      if(CopyBuffer(m_indicators.ma_fast, 0, 0, 3, m_buffers.ma_fast) < 3)
         success = false;
   }
   
   if(m_indicators.ma_slow != INVALID_HANDLE)
   {
      if(CopyBuffer(m_indicators.ma_slow, 0, 0, 3, m_buffers.ma_slow) < 3)
         success = false;
   }
   
   if(m_indicators.ma_filter != INVALID_HANDLE)
   {
      if(CopyBuffer(m_indicators.ma_filter, 0, 0, 1, m_buffers.ma_filter) < 1)
         success = false;
   }
   
   //--- Update RSI
   if(m_indicators.rsi != INVALID_HANDLE)
   {
      if(CopyBuffer(m_indicators.rsi, 0, 0, 3, m_buffers.rsi) < 3)
         success = false;
   }
   
   //--- Update ADX
   if(m_indicators.adx != INVALID_HANDLE)
   {
      if(CopyBuffer(m_indicators.adx, 0, 0, 3, m_buffers.adx) < 3)
         success = false;
   }
   
   //--- Update Bollinger Bands
   if(m_indicators.bb != INVALID_HANDLE)
   {
      CopyBuffer(m_indicators.bb, 0, 0, 3, m_buffers.bb_middle);
      CopyBuffer(m_indicators.bb, 1, 0, 3, m_buffers.bb_upper);
      CopyBuffer(m_indicators.bb, 2, 0, 3, m_buffers.bb_lower);
   }
   
   //--- Update MACD
   if(m_indicators.macd != INVALID_HANDLE)
   {
      CopyBuffer(m_indicators.macd, 0, 0, 3, m_buffers.macd_main);
      CopyBuffer(m_indicators.macd, 1, 0, 3, m_buffers.macd_signal);
   }
   
   m_buffers.last_update = TimeCurrent();
   return success;
}

//+------------------------------------------------------------------+
//| Get ATR value                                                    |
//+------------------------------------------------------------------+
double CEntrySystem::GetATR()
{
   if(m_buffers.atr[0] > 0)
      return m_buffers.atr[0];
   
   //--- Fallback calculation
   double sum = 0;
   for(int i = 1; i <= 14; i++)
   {
      double high = iHigh(_Symbol, PERIOD_CURRENT, i);
      double low = iLow(_Symbol, PERIOD_CURRENT, i);
      double prev_close = iClose(_Symbol, PERIOD_CURRENT, i + 1);
      
      double tr = MathMax(high - low, 
                         MathMax(MathAbs(high - prev_close), 
                                MathAbs(low - prev_close)));
      sum += tr;
   }
   
   double atr = sum / 14.0;
   
   //--- Ensure valid value
   if(atr <= 0)
      atr = 50 * SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   
   return atr;
}

//+------------------------------------------------------------------+
//| Enhance signal with market context                               |
//+------------------------------------------------------------------+
void CEntrySystem::EnhanceSignalWithContext(EntrySignal &signal, const MarketConditions &market)
{
   signal.atr_value = GetATR();
   signal.spread_value = market.spread;
   
   //--- Add nearest key levels (properly convert SRLevel to KeyLevel)
   int levels_added = 0;
   
   for(int i = 0; i < market.sr_count && i < 10 && levels_added < 5; i++)
   {
      double level_distance = MathAbs(signal.entry_price - market.sr_levels[i].price);
      
      if(level_distance < signal.atr_value * 2)
      {
         signal.key_levels[levels_added] = ConvertSRToKeyLevel(market.sr_levels[i]);
         levels_added++;
      }
   }
   
   //--- Calculate expected R:R
   if(signal.stop_loss_distance > 0)
      signal.expected_rr = signal.take_profit_distance / signal.stop_loss_distance;
   else
      signal.expected_rr = 0;
   
   //--- Suggest risk based on confidence
   if(signal.confidence >= 80)
      signal.suggested_risk = 2.0;
   else if(signal.confidence >= 60)
      signal.suggested_risk = 1.0;
   else
      signal.suggested_risk = 0.5;
}

//+------------------------------------------------------------------+
//| Convert SR level to Key level                                    |
//+------------------------------------------------------------------+
KeyLevel CEntrySystem::ConvertSRToKeyLevel(const SRLevel &sr)
{
   KeyLevel key;
   key.price = sr.price;
   key.strength = sr.strength;
   key.created = sr.last_touch;
   key.type = sr.is_support ? "Support" : "Resistance";
   return key;
}

//+------------------------------------------------------------------+
//| Optimize stop and target distances                               |
//+------------------------------------------------------------------+
void CEntrySystem::OptimizeStopTargets(EntrySignal &signal, const MarketConditions &market)
{
   //--- Minimum stop distance
   double min_stop = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL) * 
                    SymbolInfoDouble(_Symbol, SYMBOL_POINT) * 1.1;
   
   //--- Adjust for market conditions
   double volatility_factor = 1.0;
   
   switch(market.condition)
   {
      case MARKET_VOLATILE:
         volatility_factor = 1.3;
         break;
      case MARKET_QUIET:
         volatility_factor = 0.8;
         break;
      case MARKET_TRENDING:
      case MARKET_TRENDING_UP:
      case MARKET_TRENDING_DOWN:
         volatility_factor = 1.1;
         break;
   }
   
   //--- Apply adjustments
   signal.stop_loss_distance *= volatility_factor;
   signal.take_profit_distance *= volatility_factor;
   
   //--- Ensure minimums
   signal.stop_loss_distance = MathMax(signal.stop_loss_distance, min_stop);
   signal.take_profit_distance = MathMax(signal.take_profit_distance, min_stop);
   
   //--- Ensure minimum R:R
   if(m_config.min_rr_ratio > 0)
   {
      double min_tp = signal.stop_loss_distance * m_config.min_rr_ratio;
      signal.take_profit_distance = MathMax(signal.take_profit_distance, min_tp);
   }
   
   //--- Normalize to point
   signal.stop_loss_distance = NormalizeDouble(signal.stop_loss_distance, _Digits);
   signal.take_profit_distance = NormalizeDouble(signal.take_profit_distance, _Digits);
}

//+------------------------------------------------------------------+
//| Calculate signal score                                           |
//+------------------------------------------------------------------+
double CEntrySystem::CalculateSignalScore(const EntrySignal &signal, const MarketConditions &market)
{
   double score = signal.confidence;
   
   //--- Market alignment bonus
   if((signal.signal_type == SIGNAL_BUY && 
       (market.condition == MARKET_TRENDING_UP || market.condition == MARKET_TRENDING)) ||
      (signal.signal_type == SIGNAL_SELL && 
       (market.condition == MARKET_TRENDING_DOWN || market.condition == MARKET_TRENDING)))
   {
      score += 10;
   }
   
   //--- Trend strength bonus
   if(MathAbs(market.trend_strength) > 30)
      score += 5;
   if(MathAbs(market.trend_strength) > 50)
      score += 5;
   
   //--- Volatility adjustment
   if(market.volatility_percentile > 80)
      score -= 5;
   else if(market.volatility_percentile < 20)
      score += 5;
   
   //--- Support/Resistance proximity bonus
   for(int i = 0; i < market.sr_count && i < 10; i++)
   {
      double distance = MathAbs(signal.entry_price - market.sr_levels[i].price);
      if(distance < market.atr * 0.5)
      {
         score += market.sr_levels[i].strength / 20.0;
      }
   }
   
   return MathMin(score, 100);
}

//+------------------------------------------------------------------+
//| Validate signal quality                                          |
//+------------------------------------------------------------------+
bool CEntrySystem::ValidateSignalQuality(const EntrySignal &signal, const MarketConditions &market)
{
   //--- Check stop/target validity
   if(signal.stop_loss_distance <= 0 || signal.take_profit_distance <= 0)
      return false;
   
   //--- Check spread
   double max_spread = signal.stop_loss_distance * 0.2;
   if(market.spread > max_spread)
      return false;
   
   //--- Check news filter
   if(m_config.filter_news && market.news_event)
      return false;
   
   //--- Check R:R ratio
   double rr_ratio = signal.take_profit_distance / signal.stop_loss_distance;
   if(m_config.min_rr_ratio > 0 && rr_ratio < m_config.min_rr_ratio)
      return false;
   
   //--- Strategy-specific validation
   if(m_config.entry_mode == ENTRY_MOMENTUM && 
      (market.condition == MARKET_RANGING || market.condition == MARKET_QUIET))
      return false;
   
   if(m_config.entry_mode == ENTRY_MEAN_REVERSION && 
      (market.condition == MARKET_TRENDING_UP || market.condition == MARKET_TRENDING_DOWN))
      return false;
   
   return true;
}

//+------------------------------------------------------------------+
//| Validate market conditions                                       |
//+------------------------------------------------------------------+
bool CEntrySystem::ValidateMarketConditions(const MarketConditions &market)
{
   if(market.volatility <= 0)
      return false;
   
   if(market.atr <= 0)
      return false;
   
   if(market.spread < 0)
      return false;
   
   return true;
}

//+------------------------------------------------------------------+
//| Validate configuration                                           |
//+------------------------------------------------------------------+
bool CEntrySystem::ValidateConfiguration()
{
   if(m_config.max_positions <= 0)
      m_config.max_positions = 1;
   
   if(m_config.min_time_between < 0)
      m_config.min_time_between = 0;
   
   if(m_config.signal_threshold < 0)
      m_config.signal_threshold = 0;
   if(m_config.signal_threshold > 100)
      m_config.signal_threshold = 100;
   
   if(m_config.start_hour < 0 || m_config.start_hour > 23)
      m_config.start_hour = 0;
   
   if(m_config.end_hour < 1 || m_config.end_hour > 24)
      m_config.end_hour = 24;
   
   if(m_config.min_rr_ratio < 0)
      m_config.min_rr_ratio = 0;
   
   return true;
}

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

//+------------------------------------------------------------------+
//| Validate market hours                                            |
//+------------------------------------------------------------------+
bool CEntrySystem::ValidateMarketHours()
{
   if(!m_config.use_market_hours)
      return true;
   
   MqlDateTime current_time;
   TimeCurrent(current_time);
   
   //--- Weekend check
   if(current_time.day_of_week == 0 || current_time.day_of_week == 6)
      return false;
   
   //--- Friday close
   if(m_config.friday_close && current_time.day_of_week == 5 && current_time.hour >= 20)
      return false;
   
   //--- Trading hours
   if(current_time.hour < m_config.start_hour || current_time.hour >= m_config.end_hour)
      return false;
   
   return true;
}

//+------------------------------------------------------------------+
//| Log signal details                                               |
//+------------------------------------------------------------------+
void CEntrySystem::LogSignal(const EntrySignal &signal)
{
   Print("EntrySystem Signal: ", signal.comment,
         " | Type: ", SignalTypeToString(signal.signal_type),
         " | Confidence: ", DoubleToString(signal.confidence, 1), "%",
         " | R:R: ", DoubleToString(signal.expected_rr, 2),
         " | Risk: ", DoubleToString(signal.suggested_risk, 1), "%");
}

//+------------------------------------------------------------------+
//| Update statistics                                                |
//+------------------------------------------------------------------+
void CEntrySystem::UpdateStatistics(const EntrySignal &signal)
{
   m_performance.total_signals++;
   m_performance.avg_confidence = 
      (m_performance.avg_confidence * (m_performance.total_signals - 1) + signal.confidence) / 
      m_performance.total_signals;
}

//+------------------------------------------------------------------+
//| Get system status                                                |
//+------------------------------------------------------------------+
string CEntrySystem::GetStatus()
{
   string status = "EntrySystem Status:\n";
   status += "Mode: " + EnumToString(m_config.entry_mode) + "\n";
   status += "Signals Generated: " + IntegerToString(m_tracker.signals_generated) + "\n";
   status += "Signals Filtered: " + IntegerToString(m_tracker.signals_filtered) + "\n";
   status += "Accuracy: " + DoubleToString(m_tracker.signal_accuracy * 100, 1) + "%\n";
   status += "Last Signal: " + TimeToString(m_tracker.last_signal_time) + "\n";
   
   return status;
}

//+------------------------------------------------------------------+
//| Additional strategy implementations (stubs for extension)        |
//+------------------------------------------------------------------+

EntrySignal CEntrySystem::ExecuteBreakoutStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   // Implementation here
   return signal;
}

EntrySignal CEntrySystem::ExecuteMeanReversionStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   // Implementation here
   return signal;
}

EntrySignal CEntrySystem::ExecuteContrarianStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   // Implementation here
   return signal;
}

EntrySignal CEntrySystem::ExecuteMultiStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   // Implementation here
   return signal;
}

EntrySignal CEntrySystem::ExecuteCustomStrategy(const MarketConditions &market)
{
   EntrySignal signal;
   signal.signal_type = SIGNAL_NONE;
   // Custom implementation here
   return signal;
}

//+------------------------------------------------------------------+
//| Update performance tracking                                      |
//+------------------------------------------------------------------+
void CEntrySystem::UpdatePerformance(ulong ticket, bool success, double rr_achieved)
{
   if(success)
      m_performance.successful_signals++;
   
   m_performance.avg_rr_achieved = 
      (m_performance.avg_rr_achieved * m_performance.total_signals + rr_achieved) / 
      (m_performance.total_signals + 1);
   
   //--- Update accuracy
   double alpha = 0.1;
   m_tracker.signal_accuracy = m_tracker.signal_accuracy * (1 - alpha) + (success ? 1.0 : 0.0) * alpha;
}

//+------------------------------------------------------------------+
//| Check if system is ready                                         |
//+------------------------------------------------------------------+
bool CEntrySystem::IsReady() const
{
   return m_indicators.atr != INVALID_HANDLE;
}

//+------------------------------------------------------------------+
//| Reset system                                                     |
//+------------------------------------------------------------------+
void CEntrySystem::Reset()
{
   m_tracker.Reset();
   m_performance.Reset();
   m_cache.Invalidate();
   m_buffers.Reset();
}

#endif // ENTRY_SYSTEM_MQH