mql5/Shared Projects/ERMT-ML/Modules-ML8x/TradeManager_v71.mqh

//+------------------------------------------------------------------+
//|                      TradeManager_v71.mqh                        |
//|           Smart Trade Execution Module v7.1                      |
//|     Iceberg Orders, TWAP/VWAP, Execution Optimization          |
//+------------------------------------------------------------------+
#ifndef TRADE_MANAGER_V71_MQH
#define TRADE_MANAGER_V71_MQH

#include "DataTypes_v71.mqh"
#include <Trade/Trade.mqh>
#include <Trade/SymbolInfo.mqh>
#include <Trade/PositionInfo.mqh>
#include <Trade/OrderInfo.mqh>

//+------------------------------------------------------------------+
//| Trade Manager Class - Institutional Execution                    |
//+------------------------------------------------------------------+
class CTradeManagerV71
{
private:
   //--- Configuration
   TradeManagerConfigV71 m_config;
   
   //--- Trade operations
   CTrade               m_trade;
   CPositionInfo        m_position;
   COrderInfo           m_order;
   
   //--- Execution tracking
   ExecutionStats       m_exec_stats;
   datetime             m_last_execution;
   
   //--- Iceberg order management
   struct IcebergOrder
   {
      ulong             parent_ticket;
      string            symbol;
      ENUM_ORDER_TYPE   type;
      double            total_volume;
      double            displayed_volume;
      double            filled_volume;
      double            price_limit;
      datetime          expiry;
      bool              is_active;
   };
   IcebergOrder         m_iceberg_orders[];
   
   //--- TWAP/VWAP tracking
   struct TWAPOrder
   {
      string            symbol;
      ENUM_ORDER_TYPE   type;
      double            total_volume;
      double            filled_volume;
      datetime          start_time;
      datetime          end_time;
      int               slices;
      double            last_slice_time;
   };
   TWAPOrder            m_twap_orders[];
   
   //--- Smart routing cache
   struct LiquidityProvider
   {
      string            name;
      double            spread;
      double            depth;
      double            last_latency;
      int               priority;
   };
   LiquidityProvider    m_liquidity_providers[];
   
   //--- Helper methods
   bool                 ExecuteMarketOrder(string symbol, ENUM_ORDER_TYPE type, double volume);
   bool                 ExecuteLimitOrder(string symbol, ENUM_ORDER_TYPE type, double volume, double price);
   bool                 ExecuteIcebergSlice(IcebergOrder &order);
   bool                 ExecuteTWAPSlice(TWAPOrder &order);
   double               CalculateOptimalSliceSize(string symbol, double total_volume);
   double               GetBestExecutionPrice(string symbol, ENUM_ORDER_TYPE type, double volume);
   void                 UpdateExecutionMetrics(double slippage, ulong latency);
   
public:
                        CTradeManagerV71();
                       ~CTradeManagerV71();
   
   //--- Initialization
   bool                 Initialize(const TradeManagerConfigV71 &config);
   
   //--- Standard trade operations
   bool                 OpenPosition(string symbol, ENUM_ORDER_TYPE type, double volume,
                                   double sl = 0, double tp = 0, string comment = "");
   bool                 ClosePosition(ulong ticket);
   bool                 ClosePositionOptimized(ulong ticket);
   bool                 ModifyPosition(ulong ticket, double sl, double tp);
   
   //--- Smart execution methods
   bool                 ExecuteSmartOrder(ExecutionPlan &plan);
   bool                 ExecuteAdaptiveOrder(string symbol, ENUM_ORDER_TYPE type, double volume);
   bool                 ExecuteTWAPOrder(string symbol, ENUM_ORDER_TYPE type, double volume, int minutes);
   bool                 ExecuteVWAPOrder(string symbol, ENUM_ORDER_TYPE type, double volume);
   bool                 ExecuteIcebergOrder(string symbol, ENUM_ORDER_TYPE type, 
                                          double total_volume, double display_percent);
   
   //--- Position management
   void                 ManageTrade(ManagedTradeV71 &trade);
   void                 ManageTradeOptimized(ManagedTradeV71 &trade, SymbolDataV71 &symbol_data);
   bool                 ApplyBreakeven(ManagedTradeV71 &trade);
   bool                 ApplyTrailingStop(ManagedTradeV71 &trade);
   bool                 ApplyPartialClose(ManagedTradeV71 &trade);
   
   //--- Advanced operations
   bool                 PartialCloseOptimized(ulong ticket, double volume);
   bool                 AddToPositionOptimized(ManagedTradeV71 &trade, double add_volume);
   void                 ProcessPendingOrders();
   void                 ProcessIcebergOrders();
   void                 ProcessTWAPOrders();
   
   //--- Emergency operations
   bool                 ExecuteEmergencyClose(ulong ticket);
   void                 CloseAllPositions();
   void                 CancelAllPendingOrders();
   
   //--- Execution quality
   double               GetLastExecutionSlippage() { return m_exec_stats.last_slippage; }
   ExecutionStats       GetExecutionStats() { return m_exec_stats; }
   double               CalculateSlippage(string symbol, ENUM_ORDER_TYPE type, 
                                         double expected_price, double fill_price);
   
   //--- Setters
   void                 SetSlippageLimit(double pips) { m_config.max_slippage = pips; }
   void                 SetExecutionAlgorithm(ENUM_EXECUTION_ALGO algo) { m_config.execution_algo = algo; }
};

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CTradeManagerV71::CTradeManagerV71()
{
   m_last_execution = 0;
   
   //--- Initialize execution stats
   m_exec_stats.last_slippage = 0;
   m_exec_stats.last_fill_time = 0;
   m_exec_stats.avg_slippage = 0;
   m_exec_stats.positive_slippage_rate = 0;
   m_exec_stats.total_fills = 0;
   m_exec_stats.total_rejected = 0;
   m_exec_stats.improvement_amount = 0;
   m_exec_stats.vwap_tracking_error = 0;
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CTradeManagerV71::~CTradeManagerV71()
{
   ArrayFree(m_iceberg_orders);
   ArrayFree(m_twap_orders);
   ArrayFree(m_liquidity_providers);
}

//+------------------------------------------------------------------+
//| Initialize trade manager                                         |
//+------------------------------------------------------------------+
bool CTradeManagerV71::Initialize(const TradeManagerConfigV71 &config)
{
   m_config = config;
   
   //--- Setup trade object
   m_trade.SetExpertMagicNumber(m_config.magic_number);
   m_trade.SetDeviationInPoints((int)(m_config.max_slippage * 10));
   m_trade.SetTypeFilling(ORDER_FILLING_IOC);
   
   //--- Initialize liquidity providers (simplified)
   ArrayResize(m_liquidity_providers, 3);
   m_liquidity_providers[0].name = "Primary";
   m_liquidity_providers[0].priority = 1;
   m_liquidity_providers[1].name = "ECN";
   m_liquidity_providers[1].priority = 2;
   m_liquidity_providers[2].name = "Dark";
   m_liquidity_providers[2].priority = 3;
   
   Print("TradeManagerV71 initialized with smart execution");
   return true;
}

//+------------------------------------------------------------------+
//| Execute smart order based on plan                                |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteSmartOrder(ExecutionPlan &plan)
{
   bool result = false;
   ulong start_time = GetMicrosecondCount();
   
   switch(plan.algorithm)
   {
      case EXEC_MARKET:
         result = ExecuteMarketOrder(plan.symbol, plan.direction, plan.total_volume);
         break;
         
      case EXEC_LIMIT:
         result = ExecuteLimitOrder(plan.symbol, plan.direction, plan.total_volume, plan.limit_price);
         break;
         
      case EXEC_ADAPTIVE:
         result = ExecuteAdaptiveOrder(plan.symbol, plan.direction, plan.total_volume);
         break;
         
      case EXEC_TWAP:
         result = ExecuteTWAPOrder(plan.symbol, plan.direction, plan.total_volume, plan.time_horizon / 60);
         break;
         
      case EXEC_VWAP:
         result = ExecuteVWAPOrder(plan.symbol, plan.direction, plan.total_volume);
         break;
         
      case EXEC_ICEBERG:
         {
            double display_percent = plan.display_volume / plan.total_volume * 100;
            result = ExecuteIcebergOrder(plan.symbol, plan.direction, plan.total_volume, display_percent);
         }
         break;
         
      case EXEC_SNIPER:
         //--- Aggressive fill at best available price
         m_trade.SetDeviationInPoints(100); // Wider slippage for aggressive fill
         result = ExecuteMarketOrder(plan.symbol, plan.direction, plan.total_volume);
         m_trade.SetDeviationInPoints((int)(m_config.max_slippage * 10)); // Reset
         break;
   }
   
   //--- Update execution metrics
   if(result)
   {
      ulong execution_time = GetMicrosecondCount() - start_time;
      m_exec_stats.last_fill_time = execution_time / 1000.0; // Convert to ms
      m_exec_stats.total_fills++;
   }
   else
   {
      m_exec_stats.total_rejected++;
   }
   
   return result;
}

//+------------------------------------------------------------------+
//| Execute adaptive order based on market conditions                |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteAdaptiveOrder(string symbol, ENUM_ORDER_TYPE type, double volume)
{
   //--- Analyze current market conditions
   double spread = SymbolInfoInteger(symbol, SYMBOL_SPREAD);
   double avg_spread = spread; // Simplified - would track average
   
   MqlTick tick;
   SymbolInfoTick(symbol, tick);
   
   //--- Check liquidity
   double bid_volume = tick.volume_real;
   
   //--- Adaptive logic
   if(spread > avg_spread * 1.5)
   {
      //--- Wide spread - use limit order
      double price = (type == ORDER_TYPE_BUY) ? tick.ask - SymbolInfoDouble(symbol, SYMBOL_POINT) :
                                                tick.bid + SymbolInfoDouble(symbol, SYMBOL_POINT);
      return ExecuteLimitOrder(symbol, type, volume, price);
   }
   else if(volume > bid_volume * 0.1 && m_config.use_iceberg)
   {
      //--- Large order relative to liquidity - use iceberg
      return ExecuteIcebergOrder(symbol, type, volume, 20); // Show 20%
   }
   else
   {
      //--- Normal conditions - market order
      return ExecuteMarketOrder(symbol, type, volume);
   }
}

//+------------------------------------------------------------------+
//| Execute TWAP order                                               |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteTWAPOrder(string symbol, ENUM_ORDER_TYPE type, 
                                        double volume, int minutes)
{
   //--- Create TWAP order
   TWAPOrder twap;
   twap.symbol = symbol;
   twap.type = type;
   twap.total_volume = volume;
   twap.filled_volume = 0;
   twap.start_time = TimeCurrent();
   twap.end_time = twap.start_time + minutes * 60;
   twap.slices = MathMax(5, minutes); // One slice per minute, minimum 5
   twap.last_slice_time = 0;
   
   //--- Add to tracking array
   int size = ArraySize(m_twap_orders);
   ArrayResize(m_twap_orders, size + 1);
   m_twap_orders[size] = twap;
   
   //--- Execute first slice immediately
   ProcessTWAPOrders();
   
   return true;
}

//+------------------------------------------------------------------+
//| Execute VWAP order                                               |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteVWAPOrder(string symbol, ENUM_ORDER_TYPE type, double volume)
{
   //--- Analyze volume profile
   double total_volume = 0;
   double vwap = 0;
   
   //--- Get recent ticks for volume analysis
   MqlTick ticks[];
   int copied = CopyTicks(symbol, ticks, COPY_TICKS_TRADE, TimeCurrent() - 3600, 1000);
   
   if(copied > 0)
   {
      //--- Calculate VWAP
      for(int i = 0; i < copied; i++)
      {
         vwap += ticks[i].last * ticks[i].volume_real;
         total_volume += ticks[i].volume_real;
      }
      
      if(total_volume > 0)
         vwap /= total_volume;
   }
   
   //--- Execute based on VWAP
   if(vwap > 0)
   {
      MqlTick current_tick;
      SymbolInfoTick(symbol, current_tick);
      
      //--- If price is better than VWAP, execute immediately
      if((type == ORDER_TYPE_BUY && current_tick.ask <= vwap) ||
         (type == ORDER_TYPE_SELL && current_tick.bid >= vwap))
      {
         return ExecuteMarketOrder(symbol, type, volume);
      }
      else
      {
         //--- Use limit order at VWAP
         return ExecuteLimitOrder(symbol, type, volume, vwap);
      }
   }
   
   //--- Fallback to market order
   return ExecuteMarketOrder(symbol, type, volume);
}

//+------------------------------------------------------------------+
//| Execute iceberg order                                            |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteIcebergOrder(string symbol, ENUM_ORDER_TYPE type,
                                           double total_volume, double display_percent)
{
   //--- Calculate displayed volume
   double displayed = total_volume * display_percent / 100.0;
   
   //--- Normalize to lot step
   double lot_step = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
   displayed = MathRound(displayed / lot_step) * lot_step;
   
   //--- Ensure minimum lot
   double min_lot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
   displayed = MathMax(displayed, min_lot);
   
   //--- Create iceberg order
   IcebergOrder iceberg;
   iceberg.parent_ticket = 0;
   iceberg.symbol = symbol;
   iceberg.type = type;
   iceberg.total_volume = total_volume;
   iceberg.displayed_volume = displayed;
   iceberg.filled_volume = 0;
   iceberg.price_limit = 0;
   iceberg.expiry = TimeCurrent() + 86400; // 24 hours
   iceberg.is_active = true;
   
   //--- Add to tracking
   int size = ArraySize(m_iceberg_orders);
   ArrayResize(m_iceberg_orders, size + 1);
   m_iceberg_orders[size] = iceberg;
   
   //--- Execute first slice
   return ExecuteIcebergSlice(m_iceberg_orders[size]);
}

//+------------------------------------------------------------------+
//| Execute market order                                             |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteMarketOrder(string symbol, ENUM_ORDER_TYPE type, double volume)
{
   //--- Get current price
   MqlTick tick;
   if(!SymbolInfoTick(symbol, tick))
      return false;
   
   double price = (type == ORDER_TYPE_BUY) ? tick.ask : tick.bid;
   
   //--- Execute order
   bool result = false;
   
   if(type == ORDER_TYPE_BUY)
      result = m_trade.Buy(volume, symbol);
   else
      result = m_trade.Sell(volume, symbol);
   
   //--- Track execution quality
   if(result)
   {
      //--- Get fill price
      if(m_trade.ResultDeal() > 0)
      {
         double fill_price = m_trade.ResultPrice();
         double slippage = CalculateSlippage(symbol, type, price, fill_price);
         UpdateExecutionMetrics(slippage, m_trade.ResultRetcodeDescription());
      }
   }
   
   return result;
}

//+------------------------------------------------------------------+
//| Execute limit order                                              |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteLimitOrder(string symbol, ENUM_ORDER_TYPE type, 
                                        double volume, double price)
{
   bool result = false;
   
   if(type == ORDER_TYPE_BUY)
      result = m_trade.BuyLimit(volume, price, symbol);
   else
      result = m_trade.SellLimit(volume, price, symbol);
   
   return result;
}

//+------------------------------------------------------------------+
//| Execute iceberg slice                                            |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteIcebergSlice(IcebergOrder &order)
{
   //--- Calculate remaining volume
   double remaining = order.total_volume - order.filled_volume;
   if(remaining <= 0)
   {
      order.is_active = false;
      return true;
   }
   
   //--- Determine slice size
   double slice_volume = MathMin(order.displayed_volume, remaining);
   
   //--- Execute slice
   bool result = ExecuteMarketOrder(order.symbol, order.type, slice_volume);
   
   if(result)
   {
      order.filled_volume += slice_volume;
      
      //--- Store parent ticket if first slice
      if(order.parent_ticket == 0 && m_trade.ResultDeal() > 0)
      {
         order.parent_ticket = m_trade.ResultDeal();
      }
   }
   
   return result;
}

//+------------------------------------------------------------------+
//| Process pending iceberg orders                                   |
//+------------------------------------------------------------------+
void CTradeManagerV71::ProcessIcebergOrders()
{
   for(int i = 0; i < ArraySize(m_iceberg_orders); i++)
   {
      if(!m_iceberg_orders[i].is_active)
         continue;
      
      //--- Check if current slice is filled
      if(m_iceberg_orders[i].parent_ticket > 0)
      {
         //--- Check position
         if(!PositionSelectByTicket(m_iceberg_orders[i].parent_ticket))
         {
            //--- Position closed, execute next slice
            ExecuteIcebergSlice(m_iceberg_orders[i]);
         }
      }
      
      //--- Check expiry
      if(TimeCurrent() > m_iceberg_orders[i].expiry)
      {
         m_iceberg_orders[i].is_active = false;
      }
   }
}

//+------------------------------------------------------------------+
//| Process TWAP orders                                              |
//+------------------------------------------------------------------+
void CTradeManagerV71::ProcessTWAPOrders()
{
   datetime current_time = TimeCurrent();
   
   for(int i = 0; i < ArraySize(m_twap_orders); i++)
   {
      TWAPOrder &twap = m_twap_orders[i];
      
      //--- Check if order is complete
      if(twap.filled_volume >= twap.total_volume || current_time > twap.end_time)
         continue;
      
      //--- Calculate time for next slice
      double time_elapsed = current_time - twap.start_time;
      double total_time = twap.end_time - twap.start_time;
      double progress = time_elapsed / total_time;
      
      //--- Calculate expected filled volume
      double expected_filled = twap.total_volume * progress;
      
      //--- Execute slice if behind schedule
      if(twap.filled_volume < expected_filled)
      {
         double slice_size = (expected_filled - twap.filled_volume);
         
         //--- Normalize
         double lot_step = SymbolInfoDouble(twap.symbol, SYMBOL_VOLUME_STEP);
         slice_size = MathRound(slice_size / lot_step) * lot_step;
         
         //--- Ensure minimum
         double min_lot = SymbolInfoDouble(twap.symbol, SYMBOL_VOLUME_MIN);
         slice_size = MathMax(slice_size, min_lot);
         
         //--- Execute
         if(ExecuteMarketOrder(twap.symbol, twap.type, slice_size))
         {
            twap.filled_volume += slice_size;
            twap.last_slice_time = current_time;
         }
      }
   }
}

//+------------------------------------------------------------------+
//| Manage trade with optimized logic                                |
//+------------------------------------------------------------------+
void CTradeManagerV71::ManageTradeOptimized(ManagedTradeV71 &trade, SymbolDataV71 &symbol_data)
{
   //--- Quick checks using cached data
   if(!trade.is_managed || trade.ticket == 0)
      return;
   
   //--- Get current price from last tick
   double current_price = (trade.type == POSITION_TYPE_BUY) ?
                         SymbolInfoDouble(trade.symbol, SYMBOL_BID) :
                         SymbolInfoDouble(trade.symbol, SYMBOL_ASK);
   
   //--- Calculate current profit in points
   double profit_points = (trade.type == POSITION_TYPE_BUY) ?
                         (current_price - trade.open_price) :
                         (trade.open_price - current_price);
   
   profit_points /= symbol_data.point;
   
   //--- Breakeven management
   if(!trade.be_activated && profit_points >= m_config.be_trigger_atr * 100)
   {
      double new_sl = (trade.type == POSITION_TYPE_BUY) ?
                     trade.open_price + m_config.be_offset_atr * symbol_data.volatility_5m :
                     trade.open_price - m_config.be_offset_atr * symbol_data.volatility_5m;
      
      if((trade.type == POSITION_TYPE_BUY && new_sl > trade.sl) ||
         (trade.type == POSITION_TYPE_SELL && new_sl < trade.sl))
      {
         if(m_trade.PositionModify(trade.ticket, new_sl, trade.tp))
         {
            trade.sl = new_sl;
            trade.be_activated = true;
         }
      }
   }
   
   //--- Trailing stop
   if(trade.be_activated && profit_points >= m_config.trail_trigger_atr * 100)
   {
      double trail_distance = m_config.trail_distance_atr * symbol_data.volatility_5m;
      double new_sl = (trade.type == POSITION_TYPE_BUY) ?
                     current_price - trail_distance :
                     current_price + trail_distance;
      
      if((trade.type == POSITION_TYPE_BUY && new_sl > trade.sl) ||
         (trade.type == POSITION_TYPE_SELL && new_sl < trade.sl))
      {
         if(m_trade.PositionModify(trade.ticket, new_sl, trade.tp))
         {
            trade.sl = new_sl;
            trade.trailing_activated = true;
         }
      }
   }
   
   //--- Partial close with smart execution
   if(m_config.use_partial_close && trade.partial_count == 0 &&
      profit_points >= m_config.partial_close_trigger * 100)
   {
      double close_volume = trade.volume * m_config.partial_close_percent / 100.0;
      
      //--- Use iceberg for partial close if large
      if(close_volume > symbol_data.min_lot * 10 && m_config.use_iceberg)
      {
         ExecuteIcebergOrder(trade.symbol, 
                           (trade.type == POSITION_TYPE_BUY) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY,
                           close_volume, 30); // Show 30%
      }
      else
      {
         PartialCloseOptimized(trade.ticket, close_volume);
      }
      
      trade.partial_count++;
   }
}

//+------------------------------------------------------------------+
//| Close position with optimization                                 |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ClosePositionOptimized(ulong ticket)
{
   if(!PositionSelectByTicket(ticket))
      return false;
   
   string symbol = PositionGetString(POSITION_SYMBOL);
   double volume = PositionGetDouble(POSITION_VOLUME);
   ENUM_POSITION_TYPE type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
   
   //--- Use smart execution for large positions
   if(volume > SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN) * 20 && m_config.use_smart_routing)
   {
      ExecutionPlan plan;
      plan.symbol = symbol;
      plan.direction = (type == POSITION_TYPE_BUY) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY;
      plan.total_volume = volume;
      plan.algorithm = m_config.execution_algo;
      plan.urgency = 0.8; // High urgency for closes
      
      return ExecuteSmartOrder(plan);
   }
   
   //--- Standard close
   return m_trade.PositionClose(ticket);
}

//+------------------------------------------------------------------+
//| Partial close with optimization                                  |
//+------------------------------------------------------------------+
bool CTradeManagerV71::PartialCloseOptimized(ulong ticket, double volume)
{
   if(!PositionSelectByTicket(ticket))
      return false;
   
   //--- Normalize volume
   string symbol = PositionGetString(POSITION_SYMBOL);
   double lot_step = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
   volume = MathRound(volume / lot_step) * lot_step;
   
   //--- Ensure minimum
   double min_lot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
   volume = MathMax(volume, min_lot);
   
   //--- Execute partial close
   return m_trade.PositionClosePartial(ticket, volume);
}

//+------------------------------------------------------------------+
//| Add to position with smart execution                             |
//+------------------------------------------------------------------+
bool CTradeManagerV71::AddToPositionOptimized(ManagedTradeV71 &trade, double add_volume)
{
   //--- Create execution plan
   ExecutionPlan plan;
   plan.symbol = trade.symbol;
   plan.direction = (trade.type == POSITION_TYPE_BUY) ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
   plan.total_volume = add_volume;
   plan.algorithm = m_config.execution_algo;
   plan.urgency = 0.5; // Medium urgency for additions
   
   return ExecuteSmartOrder(plan);
}

//+------------------------------------------------------------------+
//| Calculate slippage                                               |
//+------------------------------------------------------------------+
double CTradeManagerV71::CalculateSlippage(string symbol, ENUM_ORDER_TYPE type,
                                           double expected_price, double fill_price)
{
   double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
   if(point == 0) return 0;
   
   double slippage = 0;
   
   if(type == ORDER_TYPE_BUY || type == ORDER_TYPE_BUY_LIMIT)
      slippage = (fill_price - expected_price) / point;
   else
      slippage = (expected_price - fill_price) / point;
   
   return slippage / 10.0; // Convert to pips
}

//+------------------------------------------------------------------+
//| Update execution metrics                                         |
//+------------------------------------------------------------------+
void CTradeManagerV71::UpdateExecutionMetrics(double slippage, ulong latency)
{
   m_exec_stats.last_slippage = slippage;
   
   //--- Update average slippage
   m_exec_stats.avg_slippage = (m_exec_stats.avg_slippage * m_exec_stats.total_fills + slippage) /
                              (m_exec_stats.total_fills + 1);
   
   //--- Track positive slippage
   if(slippage < 0) // Negative slippage is positive for trader
   {
      m_exec_stats.positive_slippage_rate = 
         (m_exec_stats.positive_slippage_rate * m_exec_stats.total_fills + 1) /
         (m_exec_stats.total_fills + 1);
      
      m_exec_stats.improvement_amount += MathAbs(slippage);
   }
   else
   {
      m_exec_stats.positive_slippage_rate = 
         (m_exec_stats.positive_slippage_rate * m_exec_stats.total_fills) /
         (m_exec_stats.total_fills + 1);
   }
}

//+------------------------------------------------------------------+
//| Execute emergency close                                          |
//+------------------------------------------------------------------+
bool CTradeManagerV71::ExecuteEmergencyClose(ulong ticket)
{
   //--- Set maximum slippage for emergency
   int old_deviation = m_trade.GetDeviationInPoints();
   m_trade.SetDeviationInPoints(1000); // 100 pips emergency slippage
   
   bool result = m_trade.PositionClose(ticket);
   
   //--- Restore normal slippage
   m_trade.SetDeviationInPoints(old_deviation);
   
   return result;
}

#endif // TRADE_MANAGER_V71_MQH