mql5/Experts/Previous/EnhancedRiskManagment_OverlayEA (2).mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|          Enhanced Risk Management Overlay EA v4.0               |
//|          Complete Fixed Implementation                          |
//|          With MA Entry System & External Trade Management       |
//+------------------------------------------------------------------+
#property version   "4.00"
#property strict
#property description "Professional risk management system with MA entry and external trade management"

#include <Trade/Trade.mqh>
#include <Trade/PositionInfo.mqh>
#include <Trade/OrderInfo.mqh>
#include <Trade/DealInfo.mqh>

//+------------------------------------------------------------------+
//| ENUMERATIONS                                                     |
//+------------------------------------------------------------------+

enum ENUM_TP_STRATEGY
{
   TP_STATIC = 0,           // Static risk:reward ratio
   TP_TRAILING = 1,         // Dynamic trailing take profit
   TP_PARTIAL = 2,          // Multi-level partial profits
   TP_TECHNICAL = 3,        // Technical level-based exits
   TP_VOLATILITY = 4,       // ATR-adjusted targets
   TP_ADAPTIVE = 5,         // Machine learning-based selection
   TP_HYBRID = 6            // Combination of multiple strategies
};

enum ENUM_TP_STATUS
{
   TP_NONE = 0,             // No partial closes yet
   TP_FIRST = 1,            // First target hit (33%)
   TP_SECOND = 2,           // Second target hit (66%)
   TP_THIRD = 3,            // Third target hit (80%)
   TP_FINAL = 4             // Only final portion remains
};

enum ENUM_POSITION_SIZING
{
   PS_FIXED_LOTS = 0,       // Fixed lot size
   PS_RISK_PERCENT = 1,     // Percentage of equity at risk
   PS_CAPITAL_PERCENT = 2,  // Percentage of total capital
   PS_ATR_BASED = 3,        // Volatility-adjusted sizing
   PS_KELLY = 4             // Kelly Criterion sizing
};

enum ENUM_MA_ENTRY_TYPE
{
   MA_DISABLED = 0,         // No MA entry (external only)
   MA_SIMPLE_CROSS = 1,     // Fast/Slow MA crossover
   MA_TRIPLE_CROSS = 2,     // Three MA system
   MA_PULLBACK = 3,         // MA pullback entry
   MA_MOMENTUM = 4          // MA with momentum confirmation
};

enum ENUM_TECHNICAL_LEVEL
{
   TECH_FIBONACCI = 0,      // Fibonacci retracements/extensions
   TECH_PIVOT_POINTS = 1,   // Daily/Weekly pivot points
   TECH_MOVING_AVG = 2,     // Dynamic moving averages
   TECH_ROUND_NUMBERS = 3,  // Psychological levels
   TECH_VWAP = 4,          // Volume-weighted average price
   TECH_SUPPORT_RES = 5,    // Historical S/R levels
   TECH_SUPPLY_DEMAND = 6   // Supply/Demand zones
};

//+------------------------------------------------------------------+
//| STRUCTURES                                                       |
//+------------------------------------------------------------------+

struct TechnicalLevel
{
   double price;
   ENUM_TECHNICAL_LEVEL type;
   double score;              
   double zone_width;         
   string description;
   datetime last_touch;       
   int touch_count;          
};

struct RiskData
{
   double atr_value;
   double sr_support;
   double sr_resistance; 
   double sar_value;
   double trail_stop;
   double trail_tp;
   double volatility_factor;
   double market_volatility;      
   double trend_strength;         
   TechnicalLevel technical_levels[30];
   int technical_count;
   double best_technical_target;
   datetime last_update;
};

struct TradeInfo
{
   ulong ticket;
   double open_price;
   double original_volume;
   double current_volume;
   double current_sl;
   double current_tp;
   double best_profit;
   double worst_drawdown;         
   datetime open_time;
   datetime breakeven_time;       
   ENUM_TP_STATUS tp_status;
   ENUM_TP_STRATEGY tp_strategy;
   bool breakeven_set;            
   double entry_atr;              
   double risk_amount;            
   string entry_reason;           
   RiskData risk_data;
};

struct StrategyPerformance
{
   ENUM_TP_STRATEGY strategy;
   int trades_count;
   double total_profit;
   double total_loss;
   double avg_profit;
   double avg_win;
   double avg_loss;
   double max_drawdown;
   double win_rate;
   double profit_factor;
   double expectancy;
   double sharpe_ratio;           
   double recovery_factor;        
   double score;
   double trade_profits[100];     
   int profit_index;
   datetime last_update;
};

struct MarketAnalysis
{
   double trend_direction;        
   double volatility_regime;      
   double momentum_score;         
   bool news_upcoming;            
   datetime last_analysis;
};

//+------------------------------------------------------------------+
//| INPUT PARAMETERS                                                 |
//+------------------------------------------------------------------+

input group "=== ENTRY SYSTEMS ==="
input ENUM_MA_ENTRY_TYPE MAEntryType = MA_SIMPLE_CROSS;  // Moving Average Entry Type
input bool     EnableContrarian = false;                  // Enable Contrarian Entry
input bool     ManageExistingTrades = true;              // Manage External Trades
input bool     UseOptimizedParameters = true;            // Use Optimized Default Parameters

input group "=== MOVING AVERAGE ENTRY SETTINGS ==="
input int      MA_Fast_Period = 20;                      // Fast MA Period
input int      MA_Slow_Period = 50;                      // Slow MA Period
input int      MA_Filter_Period = 200;                   // Trend Filter MA Period
input ENUM_MA_METHOD MA_Method = MODE_EMA;               // MA Calculation Method
input ENUM_APPLIED_PRICE MA_Price = PRICE_CLOSE;         // MA Applied Price
input double   MA_MinDistance = 10;                      // Min distance between MAs (points)
input bool     MA_RequireMomentum = true;                // Require momentum confirmation
input int      RSI_Period = 14;                          // RSI Period for momentum
input double   RSI_BuyLevel = 50;                        // RSI Buy threshold
input double   RSI_SellLevel = 50;                       // RSI Sell threshold

input group "=== CONTRARIAN ENTRY SETTINGS ==="
input int      ConsecutiveBars = 3;                      // Number of consecutive bars
input double   MinBarSize = 100;                         // Minimum bar size in points
input double   MaxBarSize = 500;                         // Maximum bar size in points
input bool     RequireVolumeConfirmation = true;         // Require volume confirmation
input double   VolumeMultiplier = 1.2;                   // Volume multiplier threshold

input group "=== POSITION SIZING ==="
input ENUM_POSITION_SIZING PositionSizingMode = PS_RISK_PERCENT;
input double   FixedLotSize = 0.1;                       // Fixed lot size
input double   RiskPercent = 1.5;                        // Risk per trade (%)
input double   MaxRiskPercent = 3.0;                     // Maximum risk per trade (%)
input double   CapitalPercent = 10.0;                    // Capital allocation (%)
input double   KellyFraction = 0.25;                     // Kelly fraction (25% = quarter Kelly)
input int      MaxPositions = 3;                         // Maximum simultaneous positions
input int      TradingMagic = 12345;                     // Magic number for trades

input group "=== TAKE PROFIT STRATEGY ==="
input bool     EnableAdvancedTP = true;                  // Enable advanced TP management
input ENUM_TP_STRATEGY TakeProfitMode = TP_ADAPTIVE;    // Take profit strategy
input double   BaseTPRatio = 2.0;                        // Base TP ratio (risk:reward)
input double   TrailingTPStart = 1.0;                    // Start trailing after X:1
input double   TrailingTPStep = 0.3;                     // Trailing step (ATR multiplier)
input double   PartialTP1Ratio = 1.0;                    // First partial TP (1:1)
input double   PartialTP2Ratio = 2.0;                    // Second partial TP (2:1)
input double   PartialTP3Ratio = 3.0;                    // Third partial TP (3:1)
input double   PartialClosePercent1 = 30.0;              // First partial close %
input double   PartialClosePercent2 = 30.0;              // Second partial close %
input double   PartialClosePercent3 = 20.0;              // Third partial close %
input double   VolatilityTPMultiplier = 1.5;             // Volatility TP adjustment
input int      AdaptivePeriod = 20;                      // Adaptive evaluation period

input group "=== TECHNICAL ANALYSIS ==="
input bool     UseFibonacci = true;                      // Use Fibonacci levels
input bool     UsePivotPoints = true;                    // Use Pivot Points
input bool     UseMovingAverages = true;                 // Use MA levels
input bool     UseRoundNumbers = true;                   // Use Round Numbers
input bool     UseVWAP = true;                           // Use VWAP
input bool     UseSupplyDemand = true;                   // Use Supply/Demand zones
input double   MinConfluenceScore = 3.0;                 // Minimum confluence score
input double   TechnicalTolerancePoints = 20;            // Technical level tolerance
input int      TechnicalLookbackBars = 100;              // Technical analysis lookback
input int      FibLookbackBars = 100;                    // Fibonacci lookback period
input string   RoundNumberStep = "50";                   // Round number increment

input group "=== RISK MANAGEMENT ==="
input bool     EnableATRSizing = true;                   // ATR-based position sizing
input bool     EnableSRTrails = true;                    // Support/Resistance trails
input bool     EnableSARExits = true;                    // Parabolic SAR exits
input bool     EnableBreakeven = true;                   // Breakeven management
input double   BreakevenTrigger = 1.0;                   // Move to BE after X:1
input double   BreakevenBuffer = 5;                      // BE buffer in points

input group "=== ATR SETTINGS ==="
input int      ATR_Period = 14;                          // ATR calculation period
input double   ATR_Multiplier = 2.0;                     // ATR stop loss multiplier
input double   ATR_TPMultiplier = 3.0;                   // ATR take profit multiplier
input double   MinLotSize = 0.01;                        // Minimum lot size
input double   MaxLotSize = 10.0;                        // Maximum lot size

input group "=== SUPPORT/RESISTANCE ==="
input int      SR_LookbackPeriod = 150;                  // S/R lookback period
input double   SR_MinDistance = 100;                     // Minimum S/R distance
input int      SR_TouchCount = 3;                        // Minimum touches for S/R
input double   SR_TolerancePoints = 30;                  // S/R clustering tolerance
input double   SR_ZoneWidth = 20;                        // S/R zone width

input group "=== PARABOLIC SAR ==="
input double   SAR_Step = 0.02;                          // SAR step
input double   SAR_Maximum = 0.2;                        // SAR maximum

input group "=== TRADE MANAGEMENT ==="
input int      MagicNumberFilter = 0;                    // Filter by magic (0 = all)
input int      MaxHoldingPeriod = 0;                     // Max holding minutes (0 = off)
input double   MaxDrawdownPercent = 5.0;                 // Max portfolio drawdown %
input bool     CloseOnFridayEnd = true;                  // Close before weekend
input bool     EnableNewsFilter = true;                  // Avoid news events
input int      NewsBufferMinutes = 30;                   // Minutes before/after news

input group "=== PERFORMANCE & LOGGING ==="
input bool     EnableLogging = true;                     // Detailed logging
input bool     EnableDashboard = true;                   // Performance dashboard
input bool     SendAlerts = false;                       // Send alerts
input bool     SaveReports = true;                       // Save performance reports
input int      ReportInterval = 1440;                    // Report interval (minutes)

//+------------------------------------------------------------------+
//| GLOBAL VARIABLES                                                 |
//+------------------------------------------------------------------+

CTrade trade;
CPositionInfo posInfo;
COrderInfo orderInfo;
CDealInfo dealInfo;

TradeInfo managed_trades[];
StrategyPerformance strategy_performance[7];
MarketAnalysis market_analysis;

double account_start_balance;
datetime last_risk_check;
datetime last_bar_time;
datetime last_strategy_eval;
datetime last_report_time;
ENUM_TP_STRATEGY current_best_strategy;

// Performance tracking
double session_profit = 0;
double session_loss = 0;
int session_wins = 0;
int session_losses = 0;
double peak_balance = 0;
double current_drawdown = 0;
double max_historical_drawdown = 0;

// Trade management
datetime last_trade_time = 0;
int consecutive_losses = 0;
double current_risk_multiplier = 1.0;

// Indicator handles
int g_ma_fast_handle = INVALID_HANDLE;
int g_ma_slow_handle = INVALID_HANDLE;
int g_ma_filter_handle = INVALID_HANDLE;
int g_atr_handle = INVALID_HANDLE;
int g_rsi_handle = INVALID_HANDLE;
int g_sar_handle = INVALID_HANDLE;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
   // Set trade parameters
   trade.SetExpertMagicNumber(TradingMagic);
   trade.SetDeviationInPoints(50);
   trade.SetTypeFilling(ORDER_FILLING_RETURN);
   trade.SetAsyncMode(false);
   
   // Create indicator handles
   g_atr_handle = iATR(_Symbol, PERIOD_CURRENT, ATR_Period);
   g_sar_handle = iSAR(_Symbol, PERIOD_CURRENT, SAR_Step, SAR_Maximum);
   
   if(MAEntryType != MA_DISABLED)
   {
      g_ma_fast_handle = iMA(_Symbol, PERIOD_CURRENT, MA_Fast_Period, 0, MA_Method, MA_Price);
      g_ma_slow_handle = iMA(_Symbol, PERIOD_CURRENT, MA_Slow_Period, 0, MA_Method, MA_Price);
      if(MA_Filter_Period > 0)
         g_ma_filter_handle = iMA(_Symbol, PERIOD_CURRENT, MA_Filter_Period, 0, MA_Method, MA_Price);
   }
   if(MA_RequireMomentum)
      g_rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, RSI_Period, PRICE_CLOSE);
   // Validate handles
   if(g_atr_handle == INVALID_HANDLE || g_sar_handle == INVALID_HANDLE ||
      (MAEntryType != MA_DISABLED && (g_ma_fast_handle == INVALID_HANDLE || g_ma_slow_handle == INVALID_HANDLE)))
   {
      Print("Error creating indicator handles");
      return(INIT_FAILED);
   }
   // Initialize account variables
   account_start_balance = AccountInfoDouble(ACCOUNT_BALANCE);
   peak_balance = account_start_balance;
   last_risk_check = TimeCurrent();
   last_bar_time = 0;
   last_strategy_eval = TimeCurrent();
   last_report_time = TimeCurrent();
   current_best_strategy = TakeProfitMode;
   // Initialize strategy performance tracking
   InitializeStrategyPerformance();
   // Initialize market analysis
   market_analysis.trend_direction = 0;
   market_analysis.volatility_regime = 1.0;
   market_analysis.momentum_score = 0;
   market_analysis.news_upcoming = false;
   market_analysis.last_analysis = 0;
   // Display initialization info
   Print("=== ENHANCED RISK MANAGEMENT OVERLAY v3.0 ===");
   Print("Account Balance: $", account_start_balance);
   Print("Entry Mode: ", GetEntryModeDescription());
   Print("Risk Management: ", EnumToString(PositionSizingMode), " @ ", RiskPercent, "%");
   Print("Take Profit: ", EnumToString(TakeProfitMode));
   Print("Max Positions: ", MaxPositions);
   if(EnableDashboard)
   {
      CreateDashboard();
   }
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // Release indicator handles
   if(g_atr_handle != INVALID_HANDLE) IndicatorRelease(g_atr_handle);
   if(g_sar_handle != INVALID_HANDLE) IndicatorRelease(g_sar_handle);
   if(g_ma_fast_handle != INVALID_HANDLE) IndicatorRelease(g_ma_fast_handle);
   if(g_ma_slow_handle != INVALID_HANDLE) IndicatorRelease(g_ma_slow_handle);
   if(g_ma_filter_handle != INVALID_HANDLE) IndicatorRelease(g_ma_filter_handle);
   if(g_rsi_handle != INVALID_HANDLE) IndicatorRelease(g_rsi_handle);
   // Cleanup actions
   if(EnableDashboard)
   {
      DestroyDashboard();
   }
   Print("=== ENHANCED RISK MANAGEMENT OVERLAY v3.0 - DEINITIALIZED ===");
}

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   // Risk management checks
   ManageRisk();
   
   // Trading strategy execution
   ExecuteTradingStrategies();
   
   // Update dashboard
   if(EnableDashboard)
   {
      UpdateDashboard();
   }
}

//+------------------------------------------------------------------+
//| Get ATR value                                                    |
//+------------------------------------------------------------------+
double GetATRValue(int shift = 0)
{
   double buffer[1];
   if(CopyBuffer(g_atr_handle, 0, shift, 1, buffer) <= 0)
      return 0;
   return buffer[0];
}

//+------------------------------------------------------------------+
//| Get SAR value                                                    |
//+------------------------------------------------------------------+
double GetSARValue(int shift = 0)
{
   double buffer[1];
   if(CopyBuffer(g_sar_handle, 0, shift, 1, buffer) <= 0)
      return 0;
   return buffer[0];
}

//+------------------------------------------------------------------+
//| Modular risk management stubs (implement as needed)              |
//+------------------------------------------------------------------+
void ApplyTakeProfitStrategy(TradeInfo &trade_info) {}
void ApplyBreakevenManagement(TradeInfo &trade_info) {}
void ApplyTrailingStop(TradeInfo &trade_info) {}
void CheckSARExits(TradeInfo &trade_info) {}

//+------------------------------------------------------------------+
//| Manage risk for open trades                                      |
//+------------------------------------------------------------------+
void ManageRisk()
{
   // Update managed trades list first
   UpdateManagedTrades();
   
   // Iterate through managed trades
   for(int i = ArraySize(managed_trades) - 1; i >= 0; i--)
   {
      if(!posInfo.SelectByTicket(managed_trades[i].ticket))
      {
         // Position closed, remove from array
         RemoveTradeFromArray(i);
         continue;
      }
      
      // Update risk data
      UpdateRiskData(managed_trades[i]);
      
      // Apply various risk management techniques
      if(EnableAdvancedTP)
         ApplyTakeProfitStrategy(managed_trades[i]);
         
      if(EnableBreakeven)
         ApplyBreakevenManagement(managed_trades[i]);
         
      if(EnableSRTrails)
         ApplyTrailingStop(managed_trades[i]);
         
      if(EnableSARExits)
         CheckSARExits(managed_trades[i]);
   }
}

//+------------------------------------------------------------------+
//| Update managed trades array                                      |
//+------------------------------------------------------------------+
void UpdateManagedTrades()
{
   // Check for new positions to manage
   for(int i = 0; i < PositionsTotal(); i++)
   {
      if(posInfo.SelectByIndex(i))
      {
         if(posInfo.Symbol() == _Symbol)
         {
            bool should_manage = false;
            
            // Check if we should manage this position
            if(posInfo.Magic() == TradingMagic)
               should_manage = true;
            else if(ManageExistingTrades && (MagicNumberFilter == 0 || posInfo.Magic() == MagicNumberFilter))
               should_manage = true;
               
            if(should_manage && !IsTradeInArray(posInfo.Ticket()))
            {
               AddExternalTrade(posInfo.Ticket());
            }
         }
      }
   }
}

//+------------------------------------------------------------------+
//| Check if trade is already in managed array                      |
//+------------------------------------------------------------------+
bool IsTradeInArray(ulong ticket)
{
   for(int i = 0; i < ArraySize(managed_trades); i++)
   {
      if(managed_trades[i].ticket == ticket)
         return true;
   }
   return false;
}

//+------------------------------------------------------------------+
//| Add external trade to managed array                             |
//+------------------------------------------------------------------+
void AddExternalTrade(ulong ticket)
{
   if(!posInfo.SelectByTicket(ticket)) return;
   
   TradeInfo new_trade;
   new_trade.ticket = ticket;
   new_trade.open_price = posInfo.PriceOpen();
   new_trade.original_volume = posInfo.Volume();
   new_trade.current_volume = posInfo.Volume();
   new_trade.current_sl = posInfo.StopLoss();
   new_trade.current_tp = posInfo.TakeProfit();
   new_trade.best_profit = posInfo.Profit();
   new_trade.worst_drawdown = 0;
   new_trade.open_time = posInfo.Time();
   new_trade.breakeven_time = 0;
   new_trade.tp_status = TP_NONE;
   new_trade.tp_strategy = TakeProfitMode;
   new_trade.breakeven_set = false;
   new_trade.entry_atr = GetATRValue();
   new_trade.risk_amount = 0; // Unknown for external trades
   new_trade.entry_reason = "External Trade";
   
   int size = ArraySize(managed_trades);
   ArrayResize(managed_trades, size + 1);
   managed_trades[size] = new_trade;
   
   if(EnableLogging)
      Print("Added external trade #", ticket, " to management");
}

//+------------------------------------------------------------------+
//| Remove trade from managed array                                  |
//+------------------------------------------------------------------+
void RemoveTradeFromArray(int index)
{
   if(index < 0 || index >= ArraySize(managed_trades)) return;
   
   for(int i = index; i < ArraySize(managed_trades) - 1; i++)
   {
      managed_trades[i] = managed_trades[i + 1];
   }
   ArrayResize(managed_trades, ArraySize(managed_trades) - 1);
}

//+------------------------------------------------------------------+
//| Execute trading strategies                                        |
//+------------------------------------------------------------------+
void ExecuteTradingStrategies()
{
   // Check for new bar
   static datetime last_check_time = 0;
   datetime current_time = iTime(_Symbol, PERIOD_CURRENT, 0);
   if(current_time == last_check_time) return;
   last_check_time = current_time;
   
   // Check if we can open new positions
   if(CountCurrentPositions() >= MaxPositions) return;
   
   // Example: Simple MA crossover strategy
   if(MAEntryType == MA_SIMPLE_CROSS)
   {
      double ma_fast_buffer[2], ma_slow_buffer[2];
      
      // Copy MA values
      if(CopyBuffer(g_ma_fast_handle, 0, 0, 2, ma_fast_buffer) != 2) return;
      if(CopyBuffer(g_ma_slow_handle, 0, 0, 2, ma_slow_buffer) != 2) return;
      
      double ma_fast_current = ma_fast_buffer[0];
      double ma_fast_prev = ma_fast_buffer[1];
      double ma_slow_current = ma_slow_buffer[0];
      double ma_slow_prev = ma_slow_buffer[1];
      
      // Check for crossover
      if(ma_fast_prev <= ma_slow_prev && ma_fast_current > ma_slow_current)
      {
         // Bullish crossover - Buy signal
         OpenBuyOrder();
      }
      else if(ma_fast_prev >= ma_slow_prev && ma_fast_current < ma_slow_current)
      {
         // Bearish crossover - Sell signal
         OpenSellOrder();
      }
   }
}

//+------------------------------------------------------------------+
//| Count current positions                                          |
//+------------------------------------------------------------------+
int CountCurrentPositions()
{
   int count = 0;
   for(int i = 0; i < PositionsTotal(); i++)
   {
      if(posInfo.SelectByIndex(i))
      {
         if(posInfo.Symbol() == _Symbol && posInfo.Magic() == TradingMagic)
            count++;
      }
   }
   return count;
}

//+------------------------------------------------------------------+
//| Open buy order with risk management                              |
//+------------------------------------------------------------------+
void OpenBuyOrder()
{
   double lot_size = CalculateLotSize();
   double stop_loss = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_BID) - ATR_Multiplier * GetATRValue(), _Digits);
   double take_profit = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_BID) + ATR_TPMultiplier * GetATRValue(), _Digits);
   
   // Send buy order
   if(trade.Buy(lot_size, _Symbol, 0, stop_loss, take_profit, "MA Buy Signal"))
   {
      ulong ticket = trade.ResultOrder(); // Changed from ResultHandle()
      Print("Buy order opened: #", ticket);
      
      // Wait a bit for the order to be processed
      Sleep(100);
      
      // Find the position by ticket
      if(posInfo.SelectByTicket(ticket))
      {
         // Initialize trade info structure
         TradeInfo new_trade;
         new_trade.ticket = ticket;
         new_trade.open_price = posInfo.PriceOpen();
         new_trade.original_volume = lot_size;
         new_trade.current_volume = lot_size;
         new_trade.current_sl = stop_loss;
         new_trade.current_tp = take_profit;
         new_trade.best_profit = 0;
         new_trade.worst_drawdown = 0;
         new_trade.open_time = TimeCurrent();
         new_trade.breakeven_time = 0;
         new_trade.tp_status = TP_NONE;
         new_trade.tp_strategy = TakeProfitMode;
         new_trade.breakeven_set = false;
         new_trade.entry_atr = GetATRValue();
         new_trade.risk_amount = CalculateRiskAmount(lot_size, new_trade.open_price, stop_loss);
         new_trade.entry_reason = "MA Crossover Buy";
         
         // Add to managed trades
         int size = ArraySize(managed_trades);
         ArrayResize(managed_trades, size + 1);
         managed_trades[size] = new_trade;
      }
   }
   else
   {
      Print("Error opening buy order: ", GetLastError(), " - ", trade.ResultComment());
   }
}

//+------------------------------------------------------------------+
//| Open sell order with risk management                             |
//+------------------------------------------------------------------+
void OpenSellOrder()
{
   double lot_size = CalculateLotSize();
   double stop_loss = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_ASK) + ATR_Multiplier * GetATRValue(), _Digits);
   double take_profit = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_ASK) - ATR_TPMultiplier * GetATRValue(), _Digits);
   
   // Send sell order
   if(trade.Sell(lot_size, _Symbol, 0, stop_loss, take_profit, "MA Sell Signal"))
   {
      ulong ticket = trade.ResultOrder(); // Changed from ResultHandle()
      Print("Sell order opened: #", ticket);
      
      // Wait a bit for the order to be processed
      Sleep(100);
      
      // Find the position by ticket
      if(posInfo.SelectByTicket(ticket))
      {
         // Initialize trade info structure
         TradeInfo new_trade;
         new_trade.ticket = ticket;
         new_trade.open_price = posInfo.PriceOpen();
         new_trade.original_volume = lot_size;
         new_trade.current_volume = lot_size;
         new_trade.current_sl = stop_loss;
         new_trade.current_tp = take_profit;
         new_trade.best_profit = 0;
         new_trade.worst_drawdown = 0;
         new_trade.open_time = TimeCurrent();
         new_trade.breakeven_time = 0;
         new_trade.tp_status = TP_NONE;
         new_trade.tp_strategy = TakeProfitMode;
         new_trade.breakeven_set = false;
         new_trade.entry_atr = GetATRValue();
         new_trade.risk_amount = CalculateRiskAmount(lot_size, new_trade.open_price, stop_loss);
         new_trade.entry_reason = "MA Crossover Sell";
         
         // Add to managed trades
         int size = ArraySize(managed_trades);
         ArrayResize(managed_trades, size + 1);
         managed_trades[size] = new_trade;
      }
   }
   else
   {
      Print("Error opening sell order: ", GetLastError(), " - ", trade.ResultComment());
   }
}

//+------------------------------------------------------------------+
//| Calculate lot size based on risk management                     |
//+------------------------------------------------------------------+
double CalculateLotSize()
{
   double risk_amount = AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent / 100;
   double lot_size = risk_amount / (ATR_Multiplier * GetATRValue());
   lot_size = NormalizeDouble(lot_size, 2);
   
   // Apply minimum and maximum lot size limits
   if(lot_size < MinLotSize) lot_size = MinLotSize;
   if(lot_size > MaxLotSize) lot_size = MaxLotSize;
   
   return lot_size;
}

//+------------------------------------------------------------------+
//| Calculate risk amount based on position size                    |
//+------------------------------------------------------------------+
double CalculateRiskAmount(double lot_size, double entry_price, double stop_loss)
{
   double stop_distance = MathAbs(entry_price - stop_loss);
   double tick_value = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
   double tick_size = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
   
   if(tick_size > 0)
   {
      double stop_points = stop_distance / _Point;
      double risk_amount = lot_size * stop_points * tick_value * (_Point / tick_size);
      return risk_amount;
   }
   
   return 0;
}

//+------------------------------------------------------------------+
//| Update risk data for a trade                                    |
//+------------------------------------------------------------------+
void UpdateRiskData(TradeInfo &trade_info)
{
   // Example: Update ATR-based trailing stop
   if(EnableATRSizing)
   {
      double atr_value = GetATRValue();
      double trail_stop = trade_info.open_price + atr_value * ATR_Multiplier;
      
      if(trade_info.tp_status == TP_NONE)
      {
         trade_info.current_sl = trail_stop;
      }
   }
}

//+------------------------------------------------------------------+
//| Close a trade by ticket number                                  |
//+------------------------------------------------------------------+
void CloseTrade(TradeInfo &trade_info)
{
   // Find and close the trade
   for(int i = 0; i < ArraySize(managed_trades); i++)
   {
      if(managed_trades[i].ticket == trade_info.ticket)
      {
         // Close the trade
         trade.PositionClose(managed_trades[i].ticket);
         Print("Trade #", managed_trades[i].ticket, " closed");
         
         // Remove from managed trades
         for(int j = i; j < ArraySize(managed_trades) - 1; j++)
         {
            managed_trades[j] = managed_trades[j + 1];
         }
         ArrayResize(managed_trades, ArraySize(managed_trades) - 1);
         break;
      }
   }
}

//+------------------------------------------------------------------+
//| Initialize strategy performance data                             |
//+------------------------------------------------------------------+
void InitializeStrategyPerformance()
{
   for(int i = 0; i < ArraySize(strategy_performance); i++)
   {
      strategy_performance[i].strategy = (ENUM_TP_STRATEGY)i;
      strategy_performance[i].trades_count = 0;
      strategy_performance[i].total_profit = 0;
      strategy_performance[i].total_loss = 0;
      strategy_performance[i].avg_profit = 0;
      strategy_performance[i].avg_win = 0;
      strategy_performance[i].avg_loss = 0;
      strategy_performance[i].max_drawdown = 0;
      strategy_performance[i].win_rate = 0;
      strategy_performance[i].profit_factor = 0;
      strategy_performance[i].expectancy = 0;
      strategy_performance[i].sharpe_ratio = 0;
      strategy_performance[i].recovery_factor = 0;
      strategy_performance[i].score = 0;
      strategy_performance[i].profit_index = 0;
      strategy_performance[i].last_update = 0;
   }
}

//+------------------------------------------------------------------+
//| Get entry mode description                                       |
//+------------------------------------------------------------------+
string GetEntryModeDescription()
{
   switch(MAEntryType)
   {
      case MA_SIMPLE_CROSS: return "Simple MA Crossover";
      case MA_TRIPLE_CROSS: return "Triple MA Crossover";
      case MA_PULLBACK:     return "MA Pullback";
      case MA_MOMENTUM:    return "MA Momentum";
      default:             return "Disabled";
   }
}

//+------------------------------------------------------------------+
//| Create performance dashboard                                      |
//+------------------------------------------------------------------+
void CreateDashboard()
{
   // Example: Create a simple dashboard object
   string obj_name = "PerformanceDashboard";
   if(!ObjectCreate(0, obj_name, OBJ_LABEL, 0, 0, 0))
   {
      Print("Error creating dashboard object: ", GetLastError());
      return;
   }
   
   ObjectSetInteger(0, obj_name, OBJPROP_XSIZE, 300);
   ObjectSetInteger(0, obj_name, OBJPROP_YSIZE, 200);
   ObjectSetInteger(0, obj_name, OBJPROP_XDISTANCE, 10);
   ObjectSetInteger(0, obj_name, OBJPROP_YDISTANCE, 10);
   ObjectSetInteger(0, obj_name, OBJPROP_FONTSIZE, 10);
   ObjectSetInteger(0, obj_name, OBJPROP_COLOR, clrWhite);
   
   // Set initial text
   UpdateDashboard();
}

//+------------------------------------------------------------------+
//| Update performance dashboard                                      |
//+------------------------------------------------------------------+
void UpdateDashboard()
{
   // Example: Update dashboard text with performance data
   string obj_name = "PerformanceDashboard";
   string text = "=== PERFORMANCE DASHBOARD ===\n";
   text += "Account Balance: $" + DoubleToString(account_start_balance, 2) + "\n";
   text += "Equity: $" + DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY), 2) + "\n";
   text += "Floating Profit: $" + DoubleToString(AccountInfoDouble(ACCOUNT_PROFIT), 2) + "\n";
   text += "Total Trades: " + IntegerToString(ArraySize(managed_trades)) + "\n";
   text += "Winning Trades: " + IntegerToString(session_wins) + "\n";
   text += "Losing Trades: " + IntegerToString(session_losses) + "\n";
   text += "Session Profit: $" + DoubleToString(session_profit, 2) + "\n";
   text += "Session Loss: $" + DoubleToString(session_loss, 2) + "\n";
   text += "Max Drawdown: $" + DoubleToString(max_historical_drawdown, 2) + "\n";
   text += "Current DD: $" + DoubleToString(current_drawdown, 2) + "\n";
   
   ObjectSetString(0, obj_name, OBJPROP_TEXT, text);
}

//+------------------------------------------------------------------+
//| Destroy dashboard object                                          |
//+------------------------------------------------------------------+
void DestroyDashboard()
{
   string obj_name = "PerformanceDashboard";
   ObjectDelete(0, obj_name);
}

//+------------------------------------------------------------------+
//| Find largest winning trade                                      |
//+------------------------------------------------------------------+
double FindLargestWin()
{
   double largest = 0;
   for(int i = 0; i < ArraySize(strategy_performance); i++)
   {
      for(int j = 0; j < MathMin(strategy_performance[i].trades_count, 100); j++)
      {
         if(strategy_performance[i].trade_profits[j] > largest)
            largest = strategy_performance[i].trade_profits[j];
      }
   }
   return largest;
}

//+------------------------------------------------------------------+
//| Find largest losing trade                                       |
//+------------------------------------------------------------------+
double FindLargestLoss()
{
   double largest = 0;
   for(int i = 0; i < ArraySize(strategy_performance); i++)
   {
      for(int j = 0; j < MathMin(strategy_performance[i].trades_count, 100); j++)
      {
         if(strategy_performance[i].trade_profits[j] < largest)
            largest = strategy_performance[i].trade_profits[j];
      }
   }
   return MathAbs(largest);
}

//+------------------------------------------------------------------+
//| Convert boolean to string                                       |
//+------------------------------------------------------------------+
string BoolToString(bool value)
{
   return value ? "Yes" : "No";
}

//+------------------------------------------------------------------+
//| Calculate win rate                                              |
//+------------------------------------------------------------------+
double CalculateWinRate()
{
   if(session_wins + session_losses == 0) return 0;
   return (double)session_wins / (session_wins + session_losses) * 100.0;
}

//+------------------------------------------------------------------+
//| Calculate average win                                           |
//+------------------------------------------------------------------+
double CalculateAverageWin()
{
   if(session_wins == 0) return 0;
   return session_profit / session_wins;
}

//+------------------------------------------------------------------+
//| Calculate average loss                                          |
//+------------------------------------------------------------------+
double CalculateAverageLoss()
{
   if(session_losses == 0) return 0;
   return MathAbs(session_loss) / session_losses;
}

//+------------------------------------------------------------------+
//| Calculate overall profit factor                                 |
//+------------------------------------------------------------------+
double CalculateOverallProfitFactor()
{
   if(session_loss == 0) 
      return (session_profit > 0) ? 999.99 : 0;
   return session_profit / MathAbs(session_loss);
}

//+------------------------------------------------------------------+
//| OnTester - Optimization fitness function                        |
//+------------------------------------------------------------------+
double OnTester()
{
   // Ensure minimum trades for valid optimization
   double total_trades = session_wins + session_losses;
   if(total_trades < 20) return 0;
   double win_rate = CalculateWinRate();
   double profit_factor = CalculateOverallProfitFactor();
   double total_profit = AccountInfoDouble(ACCOUNT_BALANCE) - account_start_balance;
   double roi = (total_profit / account_start_balance) * 100;
   // Risk-adjusted metrics
   double sharpe_ratio = 0;
   if(max_historical_drawdown > 0)
      sharpe_ratio = (roi / max_historical_drawdown);
   double recovery_factor = 0;
   if(max_historical_drawdown > 0)
      recovery_factor = (total_profit / (account_start_balance * max_historical_drawdown / 100));
   // Average profit per trade
   double avg_profit_per_trade = total_profit / total_trades;
   double expectancy = (win_rate / 100 * CalculateAverageWin()) - 
                      ((100 - win_rate) / 100 * CalculateAverageLoss());
   // Build composite score with multiple objectives
   double score = 0;
   // 1. Profitability (30%)
   double profit_score = 0;
   if(roi > 0)
   {
      profit_score += MathMin(roi / 100, 1.0) * 0.15;        // ROI component
      profit_score += MathMin(profit_factor / 3, 1.0) * 0.15; // PF component
   }
   // 2. Risk-Adjusted Returns (25%)
   double risk_score = 0;
   if(sharpe_ratio > 0)
   {
      risk_score += MathMin(sharpe_ratio / 2, 1.0) * 0.15;
      risk_score += MathMin(recovery_factor / 3, 1.0) * 0.10;
   }
   // 3. Consistency (25%)
   double consistency_score = 0;
   consistency_score += (win_rate / 100) * 0.15;
   consistency_score += MathMin(total_trades / 100, 1.0) * 0.10;
   // 4. Risk Control (20%)
   double risk_control = 1.0;
   if(max_historical_drawdown > MaxDrawdownPercent)
      risk_control = 0.5; // Heavy penalty for exceeding max drawdown
   else
      risk_control = 1.0 - (max_historical_drawdown / (MaxDrawdownPercent * 2));
   risk_control *= 0.20;
   // Combine all components
   score = profit_score + risk_score + consistency_score + risk_control;
   // Apply additional filters
   if(profit_factor < 1.0) score *= 0.5;           // Penalty for losing system
   if(win_rate < 30) score *= 0.7;                 // Penalty for very low win rate
   if(expectancy < 0) score *= 0.3;                // Heavy penalty for negative expectancy
   // Scale to 0-100
   score = MathMin(score * 100, 100);
   score = MathMax(score, 0);
   // Log optimization results
   if(EnableLogging)
   {
      Print("=== OPTIMIZATION SCORE ===");
      Print("Total Score: ", score);
      Print("ROI: ", roi, "% PF: ", profit_factor, " WR: ", win_rate, "%");
      Print("Sharpe: ", sharpe_ratio, " Recovery: ", recovery_factor);
      Print("Max DD: ", max_historical_drawdown, "% Trades: ", total_trades);
   }
   return score;
}

//+------------------------------------------------------------------+
//| END OF ENHANCED RISK MANAGEMENT OVERLAY EA v4.0                |
//+------------------------------------------------------------------+