//+------------------------------------------------------------------+
//|                                    AI_MLEngine_PatternDetector.mqh|
//|                          Machine Learning & Pattern Recognition   |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| Candlestick Pattern Detector                                     |
//+------------------------------------------------------------------+
class CPatternDetector
{
private:
   string m_symbol;
   ENUM_TIMEFRAMES m_timeframe;
   
   MqlRates m_rates[];

public:
   CPatternDetector(string symbol, ENUM_TIMEFRAMES tf)
   {
      m_symbol = symbol;
      m_timeframe = tf;
      ArraySetAsSeries(m_rates, true);
   }
   
   bool UpdateData()
   {
      return CopyRates(m_symbol, m_timeframe, 0, 10, m_rates) > 0;
   }
   
   // Bullish Engulfing
   bool IsBullishEngulfing()
   {
      if(ArraySize(m_rates) < 2) return false;
      
      bool prevBearish = m_rates[1].close < m_rates[1].open;
      bool currBullish = m_rates[0].close > m_rates[0].open;
      bool engulfs = m_rates[0].close > m_rates[1].open && 
                     m_rates[0].open < m_rates[1].close;
      
      return prevBearish && currBullish && engulfs;
   }
   
   // Bearish Engulfing
   bool IsBearishEngulfing()
   {
      if(ArraySize(m_rates) < 2) return false;
      
      bool prevBullish = m_rates[1].close > m_rates[1].open;
      bool currBearish = m_rates[0].close < m_rates[0].open;
      bool engulfs = m_rates[0].close < m_rates[1].open && 
                     m_rates[0].open > m_rates[1].close;
      
      return prevBullish && currBearish && engulfs;
   }
   
   // Pin Bar (Hammer/Shooting Star)
   int DetectPinBar()
   {
      if(ArraySize(m_rates) < 1) return 0;
      
      double body = MathAbs(m_rates[0].close - m_rates[0].open);
      double upperWick = m_rates[0].high - MathMax(m_rates[0].close, m_rates[0].open);
      double lowerWick = MathMin(m_rates[0].close, m_rates[0].open) - m_rates[0].low;
      double totalRange = m_rates[0].high - m_rates[0].low;
      
      if(totalRange == 0) return 0;
      
      // Bullish Pin (Hammer)
      if(lowerWick > body * 2 && lowerWick > totalRange * 0.6 && upperWick < body)
         return 1;
      
      // Bearish Pin (Shooting Star)
      if(upperWick > body * 2 && upperWick > totalRange * 0.6 && lowerWick < body)
         return -1;
      
      return 0;
   }
   
   // Doji
   bool IsDoji()
   {
      if(ArraySize(m_rates) < 1) return false;
      
      double body = MathAbs(m_rates[0].close - m_rates[0].open);
      double totalRange = m_rates[0].high - m_rates[0].low;
      
      return (body < totalRange * 0.1);
   }
   
   // Morning/Evening Star (3-candle pattern)
   int DetectStar()
   {
      if(ArraySize(m_rates) < 3) return 0;
      
      double body1 = MathAbs(m_rates[2].close - m_rates[2].open);
      double body2 = MathAbs(m_rates[1].close - m_rates[1].open);
      double body3 = MathAbs(m_rates[0].close - m_rates[0].open);
      
      // Morning Star (Bullish)
      if(m_rates[2].close < m_rates[2].open &&  // Bearish candle
         body2 < body1 * 0.3 &&                  // Small middle candle
         m_rates[0].close > m_rates[0].open &&  // Bullish candle
         m_rates[0].close > m_rates[2].open)    // Closes above first candle open
         return 1;
      
      // Evening Star (Bearish)
      if(m_rates[2].close > m_rates[2].open &&  // Bullish candle
         body2 < body1 * 0.3 &&                  // Small middle candle
         m_rates[0].close < m_rates[0].open &&  // Bearish candle
         m_rates[0].close < m_rates[2].open)    // Closes below first candle open
         return -1;
      
      return 0;
   }
   
   // Get pattern score (combined)
   double GetPatternScore()
   {
      UpdateData();
      
      double score = 0;
      
      if(IsBullishEngulfing()) score += 30;
      if(IsBearishEngulfing()) score -= 30;
      
      int pinBar = DetectPinBar();
      score += pinBar * 25;
      
      int star = DetectStar();
      score += star * 35;
      
      if(IsDoji()) score += 0; // Neutral - indecision
      
      return score;
   }
};

//+------------------------------------------------------------------+
//| Support & Resistance Level Detector                             |
//+------------------------------------------------------------------+
class CLevelDetector
{
private:
   string m_symbol;
   ENUM_TIMEFRAMES m_timeframe;
   
   double m_supportLevels[];
   double m_resistanceLevels[];
   
   int m_lookbackBars;

public:
   CLevelDetector(string symbol, ENUM_TIMEFRAMES tf, int lookback = 100)
   {
      m_symbol = symbol;
      m_timeframe = tf;
      m_lookbackBars = lookback;
   }
   
   void DetectLevels()
   {
      ArrayResize(m_supportLevels, 0);
      ArrayResize(m_resistanceLevels, 0);
      
      MqlRates rates[];
      ArraySetAsSeries(rates, true);
      
      if(CopyRates(m_symbol, m_timeframe, 0, m_lookbackBars, rates) <= 0)
         return;
      
      // Detect swing highs and lows
      for(int i = 3; i < m_lookbackBars - 3; i++)
      {
         // Swing High (Resistance)
         if(rates[i].high > rates[i-1].high && rates[i].high > rates[i-2].high &&
            rates[i].high > rates[i+1].high && rates[i].high > rates[i+2].high)
         {
            AddResistance(rates[i].high);
         }
         
         // Swing Low (Support)
         if(rates[i].low < rates[i-1].low && rates[i].low < rates[i-2].low &&
            rates[i].low < rates[i+1].low && rates[i].low < rates[i+2].low)
         {
            AddSupport(rates[i].low);
         }
      }
      
      // Cluster nearby levels
      ClusterLevels();
   }
   
   void AddSupport(double level)
   {
      int size = ArraySize(m_supportLevels);
      ArrayResize(m_supportLevels, size + 1);
      m_supportLevels[size] = level;
   }
   
   void AddResistance(double level)
   {
      int size = ArraySize(m_resistanceLevels);
      ArrayResize(m_resistanceLevels, size + 1);
      m_resistanceLevels[size] = level;
   }
   
   void ClusterLevels()
   {
      double threshold = SymbolInfoDouble(m_symbol, SYMBOL_POINT) * 50;
      
      // Cluster support levels
      for(int i = 0; i < ArraySize(m_supportLevels); i++)
      {
         for(int j = i + 1; j < ArraySize(m_supportLevels); j++)
         {
            if(MathAbs(m_supportLevels[i] - m_supportLevels[j]) < threshold)
            {
               m_supportLevels[i] = (m_supportLevels[i] + m_supportLevels[j]) / 2;
               ArrayRemove(m_supportLevels, j, 1);
               j--;
            }
         }
      }
      
      // Cluster resistance levels
      for(int i = 0; i < ArraySize(m_resistanceLevels); i++)
      {
         for(int j = i + 1; j < ArraySize(m_resistanceLevels); j++)
         {
            if(MathAbs(m_resistanceLevels[i] - m_resistanceLevels[j]) < threshold)
            {
               m_resistanceLevels[i] = (m_resistanceLevels[i] + m_resistanceLevels[j]) / 2;
               ArrayRemove(m_resistanceLevels, j, 1);
               j--;
            }
         }
      }
   }
   
   double GetNearestSupport(double price)
   {
      double nearest = 0;
      double minDist = DBL_MAX;
      
      for(int i = 0; i < ArraySize(m_supportLevels); i++)
      {
         if(m_supportLevels[i] < price)
         {
            double dist = price - m_supportLevels[i];
            if(dist < minDist)
            {
               minDist = dist;
               nearest = m_supportLevels[i];
            }
         }
      }
      
      return nearest;
   }
   
   double GetNearestResistance(double price)
   {
      double nearest = 0;
      double minDist = DBL_MAX;
      
      for(int i = 0; i < ArraySize(m_resistanceLevels); i++)
      {
         if(m_resistanceLevels[i] > price)
         {
            double dist = m_resistanceLevels[i] - price;
            if(dist < minDist)
            {
               minDist = dist;
               nearest = m_resistanceLevels[i];
            }
         }
      }
      
      return nearest;
   }
   
   bool IsNearSupport(double price, double threshold = 0.0005)
   {
      double support = GetNearestSupport(price);
      if(support == 0) return false;
      
      return (MathAbs(price - support) / price < threshold);
   }
   
   bool IsNearResistance(double price, double threshold = 0.0005)
   {
      double resistance = GetNearestResistance(price);
      if(resistance == 0) return false;
      
      return (MathAbs(price - resistance) / price < threshold);
   }
};

//+------------------------------------------------------------------+
//| Simple Neural Network for Decision Making                       |
//+------------------------------------------------------------------+
class CNeuralNetwork
{
private:
   // Simple 3-layer network: Input -> Hidden -> Output
   int m_inputSize;
   int m_hiddenSize;
   int m_outputSize;
   
   double m_weightsIH[][];  // Input to Hidden
   double m_weightsHO[][];  // Hidden to Output
   double m_biasH[];
   double m_biasO[];

public:
   CNeuralNetwork(int inputSize, int hiddenSize, int outputSize)
   {
      m_inputSize = inputSize;
      m_hiddenSize = hiddenSize;
      m_outputSize = outputSize;
      
      InitializeWeights();
   }
   
   void InitializeWeights()
   {
      // Initialize with small random values
      ArrayResize(m_weightsIH, m_inputSize);
      for(int i = 0; i < m_inputSize; i++)
      {
         ArrayResize(m_weightsIH[i], m_hiddenSize);
         for(int j = 0; j < m_hiddenSize; j++)
            m_weightsIH[i][j] = (MathRand() / 32767.0 - 0.5) * 0.5;
      }
      
      ArrayResize(m_weightsHO, m_hiddenSize);
      for(int i = 0; i < m_hiddenSize; i++)
      {
         ArrayResize(m_weightsHO[i], m_outputSize);
         for(int j = 0; j < m_outputSize; j++)
            m_weightsHO[i][j] = (MathRand() / 32767.0 - 0.5) * 0.5;
      }
      
      ArrayResize(m_biasH, m_hiddenSize);
      ArrayResize(m_biasO, m_outputSize);
      ArrayInitialize(m_biasH, 0);
      ArrayInitialize(m_biasO, 0);
   }
   
   double Sigmoid(double x)
   {
      return 1.0 / (1.0 + MathExp(-x));
   }
   
   double ReLU(double x)
   {
      return MathMax(0, x);
   }
   
   void Forward(double &inputs[], double &outputs[])
   {
      ArrayResize(outputs, m_outputSize);
      
      // Hidden layer
      double hidden[];
      ArrayResize(hidden, m_hiddenSize);
      
      for(int j = 0; j < m_hiddenSize; j++)
      {
         double sum = m_biasH[j];
         for(int i = 0; i < m_inputSize; i++)
            sum += inputs[i] * m_weightsIH[i][j];
         hidden[j] = ReLU(sum);
      }
      
      // Output layer
      for(int k = 0; k < m_outputSize; k++)
      {
         double sum = m_biasO[k];
         for(int j = 0; j < m_hiddenSize; j++)
            sum += hidden[j] * m_weightsHO[j][k];
         outputs[k] = Sigmoid(sum);
      }
   }
   
   // Simplified training (would need proper backpropagation in production)
   void Train(double &inputs[], double &targets[], double learningRate = 0.01)
   {
      // This is a placeholder - implement full backpropagation for production
      // For now, just forward pass
      double outputs[];
      Forward(inputs, outputs);
   }
};

//+------------------------------------------------------------------+
//| AI Decision Engine - Combines All Intelligence                  |
//+------------------------------------------------------------------+
class CAIDecisionEngine
{
private:
   CPatternDetector *m_patternH1;
   CPatternDetector *m_patternH4;
   CLevelDetector *m_levelH4;
   CNeuralNetwork *m_neuralNet;
   
   string m_symbol;

public:
   CAIDecisionEngine(string symbol)
   {
      m_symbol = symbol;
      m_patternH1 = new CPatternDetector(symbol, PERIOD_H1);
      m_patternH4 = new CPatternDetector(symbol, PERIOD_H4);
      m_levelH4 = new CLevelDetector(symbol, PERIOD_H4, 200);
      
      // Neural network: 10 inputs -> 20 hidden -> 3 outputs (Buy/Neutral/Sell)
      m_neuralNet = new CNeuralNetwork(10, 20, 3);
   }
   
   ~CAIDecisionEngine()
   {
      delete m_patternH1;
      delete m_patternH4;
      delete m_levelH4;
      delete m_neuralNet;
   }
   
   double MakeDecision(MarketContext &ctx)
   {
      // Update levels
      m_levelH4.DetectLevels();
      
      // Get pattern scores
      double patternScoreH1 = m_patternH1.GetPatternScore();
      double patternScoreH4 = m_patternH4.GetPatternScore();
      
      // Check proximity to levels
      ctx.nearSupport = m_levelH4.IsNearSupport(ctx.currentPrice);
      ctx.nearResistance = m_levelH4.IsNearResistance(ctx.currentPrice);
      
      // Prepare neural network inputs (normalized 0-1)
      double inputs[10];
      inputs[0] = (ctx.trendStrengthH1 + 100) / 200.0;  // -100 to 100 -> 0 to 1
      inputs[1] = (ctx.trendStrengthH4 + 100) / 200.0;
      inputs[2] = (ctx.trendStrengthD1 + 100) / 200.0;
      inputs[3] = ctx.volatilityRatio / 3.0; // Normalize assuming max 3x
      inputs[4] = (patternScoreH1 + 100) / 200.0;
      inputs[5] = (patternScoreH4 + 100) / 200.0;
      inputs[6] = ctx.nearSupport ? 1.0 : 0.0;
      inputs[7] = ctx.nearResistance ? 1.0 : 0.0;
      inputs[8] = ctx.isNewsTime ? 1.0 : 0.0;
      inputs[9] = (ctx.usdStrength + 100) / 200.0;
      
      // Get neural network decision
      double outputs[];
      m_neuralNet.Forward(inputs, outputs);
      
      // outputs[0] = Buy probability
      // outputs[1] = Neutral probability
      // outputs[2] = Sell probability
      
      // Return decision score: -1 (Strong Sell) to +1 (Strong Buy)
      double decision = outputs[0] - outputs[2];
      
      return decision;
   }
};
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//|                                   UltraFast_AI_XAUUSD_System.mq5 |
//|                          High-Frequency AI Trading Framework     |
//|                          Sub-Second Multi-Factor Analysis        |
//+------------------------------------------------------------------+
#property copyright "Ultra-Fast AI Gold Trading System"
#property version   "2.00"
#property strict

#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Trade\PositionInfo.mqh>

//+------------------------------------------------------------------+
//| INPUT PARAMETERS - Fine-tune for HFT performance                |
//+------------------------------------------------------------------+
input group "=== CORE SETTINGS ==="
input double RiskPercentPerTrade = 1.0;      // Risk % per trade
input double MaxDailyLoss = 3.0;             // Max daily loss %
input int MagicNumber = 123456;              // EA Magic Number
input string TradeComment = "AI_HFT_Gold";   // Trade comment

input group "=== HIGH-FREQUENCY SETTINGS ==="
input bool EnableSubSecondAnalysis = true;   // Enable tick-by-tick analysis
input int MinTicksBeforeTrade = 3;           // Min ticks for signal confirmation
input int MaxSlippagePips = 5;               // Max allowed slippage
input bool UseMarketExecution = true;        // Use instant execution (faster)
input int MaxSpreadPips = 30;                // Max spread to trade

input group "=== MULTI-FACTOR SCORING ==="
input double TrendWeight = 30.0;             // Trend strength weight %
input double VolatilityWeight = 20.0;        // Volatility regime weight %
input double IndicatorWeight = 25.0;         // Indicator confluence weight %
input double PatternWeight = 25.0;           // Pattern recognition weight %
input double MinConfluenceScore = 65.0;      // Min score to trade (0-100)

input group "=== EXECUTION DISCIPLINE ==="
input bool InstantStopLoss = true;           // Place SL immediately
input double StopLossATRMultiplier = 1.5;    // SL = ATR * multiplier
input double TakeProfitATRMultiplier = 3.0;  // TP = ATR * multiplier
input bool UseTrailingStop = true;           // Enable trailing stop
input double TrailingStopATRMultiplier = 1.0;// Trailing stop distance

input group "=== ADVANCED FILTERS ==="
input bool FilterHighSpread = true;          // Block trades on high spread
input bool FilterNewsEvents = true;          // Block trades during news
input int NewsBufferMinutes = 15;            // Minutes before/after news
input bool FilterSessionTimes = true;        // Trade only in specific sessions
input bool AllowLondonSession = true;        // Trade during London
input bool AllowNYSession = true;            // Trade during NY
input bool AllowAsianSession = false;        // Trade during Asian

//+------------------------------------------------------------------+
//| ENUMERATIONS                                                      |
//+------------------------------------------------------------------+
enum ENUM_MARKET_REGIME
{
   REGIME_STRONG_UPTREND,
   REGIME_WEAK_UPTREND,
   REGIME_STRONG_DOWNTREND,
   REGIME_WEAK_DOWNTREND,
   REGIME_RANGING,
   REGIME_BREAKOUT_UP,
   REGIME_BREAKOUT_DOWN,
   REGIME_HIGH_VOLATILITY,
   REGIME_UNKNOWN
};

enum ENUM_SIGNAL_STRENGTH
{
   SIGNAL_VERY_STRONG_BUY = 100,
   SIGNAL_STRONG_BUY = 75,
   SIGNAL_WEAK_BUY = 50,
   SIGNAL_NEUTRAL = 0,
   SIGNAL_WEAK_SELL = -50,
   SIGNAL_STRONG_SELL = -75,
   SIGNAL_VERY_STRONG_SELL = -100
};

//+------------------------------------------------------------------+
//| Ultra-Fast Market Context - Optimized for Speed                 |
//+------------------------------------------------------------------+
struct UltraFastContext
{
   // Timing (microsecond precision)
   datetime lastTickTime;
   ulong lastTickMicroseconds;
   int tickCounter;
   
   // Price action (immediate)
   double bid, ask, spread;
   double lastClose, currentClose;
   double priceChangeRate;  // Price velocity
   
   // Market structure
   ENUM_MARKET_REGIME regime;
   double trendScore;       // -100 to +100
   double volatilityScore;  // 0 to 100
   
   // Multi-factor scores
   double indicatorScore;   // 0 to 100
   double patternScore;     // -100 to +100
   double confluenceScore;  // Final weighted score
   
   // Execution context
   bool canTrade;
   bool isHighSpread;
   bool isNewsTime;
   bool isValidSession;
   
   // Risk metrics
   double atrValue;
   double dynamicSL;
   double dynamicTP;
   
   void Reset()
   {
      tickCounter = 0;
      regime = REGIME_UNKNOWN;
      trendScore = 0;
      volatilityScore = 0;
      indicatorScore = 0;
      patternScore = 0;
      confluenceScore = 0;
      canTrade = false;
   }
};

//+------------------------------------------------------------------+
//| Ultra-Fast Indicator Engine - Pre-calculated & Cached           |
//+------------------------------------------------------------------+
class CUltraFastIndicators
{
private:
   // Cached handles (initialized once)
   int h_ema_fast, h_ema_medium, h_ema_slow;
   int h_rsi, h_macd, h_atr, h_adx;
   int h_bb, h_stoch;
   
   // Cached buffers (updated only on bar change)
   double cache_ema_fast[3], cache_ema_medium[3], cache_ema_slow[3];
   double cache_rsi[3], cache_macd_main[3], cache_macd_signal[3];
   double cache_atr[3], cache_adx[3];
   double cache_bb_upper[3], cache_bb_lower[3], cache_bb_middle[3];
   double cache_stoch_main[3], cache_stoch_signal[3];
   
   // Real-time tick data (updated every tick)
   double tick_price;
   double tick_ema_fast;  // Exponential smoothing on ticks
   
   datetime lastBarTime;
   string m_symbol;
   ENUM_TIMEFRAMES m_tf;
   
   // Exponential smoothing factor for tick-level EMA
   double alpha_fast;

public:
   CUltraFastIndicators(string symbol, ENUM_TIMEFRAMES tf = PERIOD_M1)
   {
      m_symbol = symbol;
      m_tf = tf;
      lastBarTime = 0;
      tick_ema_fast = 0;
      alpha_fast = 2.0 / (10.0 + 1.0); // 10-period EMA smoothing
      
      InitializeIndicators();
   }
   
   ~CUltraFastIndicators()
   {
      ReleaseIndicators();
   }
   
   bool InitializeIndicators()
   {
      // Initialize all indicators
      h_ema_fast = iMA(m_symbol, m_tf, 9, 0, MODE_EMA, PRICE_CLOSE);
      h_ema_medium = iMA(m_symbol, m_tf, 21, 0, MODE_EMA, PRICE_CLOSE);
      h_ema_slow = iMA(m_symbol, m_tf, 50, 0, MODE_EMA, PRICE_CLOSE);
      h_rsi = iRSI(m_symbol, m_tf, 14, PRICE_CLOSE);
      h_macd = iMACD(m_symbol, m_tf, 12, 26, 9, PRICE_CLOSE);
      h_atr = iATR(m_symbol, m_tf, 14);
      h_adx = iADX(m_symbol, m_tf, 14);
      h_bb = iBands(m_symbol, m_tf, 20, 0, 2.0, PRICE_CLOSE);
      h_stoch = iStochastic(m_symbol, m_tf, 5, 3, 3, MODE_SMA, STO_LOWHIGH);
      
      if(h_ema_fast == INVALID_HANDLE || h_rsi == INVALID_HANDLE)
      {
         Print("ERROR: Indicator initialization failed!");
         return false;
      }
      
      // Pre-fill cache
      Sleep(100); // Allow indicators to calculate
      UpdateCache(true);
      
      return true;
   }
   
   void ReleaseIndicators()
   {
      IndicatorRelease(h_ema_fast);
      IndicatorRelease(h_ema_medium);
      IndicatorRelease(h_ema_slow);
      IndicatorRelease(h_rsi);
      IndicatorRelease(h_macd);
      IndicatorRelease(h_atr);
      IndicatorRelease(h_adx);
      IndicatorRelease(h_bb);
      IndicatorRelease(h_stoch);
   }
   
   // Update cache only on new bar (efficient)
   bool UpdateCache(bool force = false)
   {
      datetime currentBarTime = iTime(m_symbol, m_tf, 0);
      
      if(!force && currentBarTime == lastBarTime)
         return false; // No new bar, use cached values
      
      lastBarTime = currentBarTime;
      
      // Copy all buffers at once (optimized)
      if(CopyBuffer(h_ema_fast, 0, 0, 3, cache_ema_fast) <= 0) return false;
      if(CopyBuffer(h_ema_medium, 0, 0, 3, cache_ema_medium) <= 0) return false;
      if(CopyBuffer(h_ema_slow, 0, 0, 3, cache_ema_slow) <= 0) return false;
      if(CopyBuffer(h_rsi, 0, 0, 3, cache_rsi) <= 0) return false;
      if(CopyBuffer(h_macd, 0, 0, 3, cache_macd_main) <= 0) return false;
      if(CopyBuffer(h_macd, 1, 0, 3, cache_macd_signal) <= 0) return false;
      if(CopyBuffer(h_atr, 0, 0, 3, cache_atr) <= 0) return false;
      if(CopyBuffer(h_adx, 0, 0, 3, cache_adx) <= 0) return false;
      if(CopyBuffer(h_bb, 1, 0, 3, cache_bb_upper) <= 0) return false;
      if(CopyBuffer(h_bb, 2, 0, 3, cache_bb_lower) <= 0) return false;
      if(CopyBuffer(h_bb, 0, 0, 3, cache_bb_middle) <= 0) return false;
      if(CopyBuffer(h_stoch, 0, 0, 3, cache_stoch_main) <= 0) return false;
      if(CopyBuffer(h_stoch, 1, 0, 3, cache_stoch_signal) <= 0) return false;
      
      return true;
   }
   
   // Ultra-fast tick update (sub-millisecond)
   void UpdateTick(double price)
   {
      tick_price = price;
      
      // Real-time EMA calculation on ticks
      if(tick_ema_fast == 0)
         tick_ema_fast = price;
      else
         tick_ema_fast = alpha_fast * price + (1 - alpha_fast) * tick_ema_fast;
   }
   
   // Instant access to cached values (microsecond speed)
   double GetEMAFast(int shift = 0) { return cache_ema_fast[shift]; }
   double GetEMAMedium(int shift = 0) { return cache_ema_medium[shift]; }
   double GetEMASlow(int shift = 0) { return cache_ema_slow[shift]; }
   double GetRSI(int shift = 0) { return cache_rsi[shift]; }
   double GetMACD(int shift = 0) { return cache_macd_main[shift]; }
   double GetMACDSignal(int shift = 0) { return cache_macd_signal[shift]; }
   double GetATR(int shift = 0) { return cache_atr[shift]; }
   double GetADX(int shift = 0) { return cache_adx[shift]; }
   double GetBBUpper(int shift = 0) { return cache_bb_upper[shift]; }
   double GetBBLower(int shift = 0) { return cache_bb_lower[shift]; }
   double GetBBMiddle(int shift = 0) { return cache_bb_middle[shift]; }
   double GetStochMain(int shift = 0) { return cache_stoch_main[shift]; }
   double GetStochSignal(int shift = 0) { return cache_stoch_signal[shift]; }
   
   // Tick-level indicators
   double GetTickEMA() { return tick_ema_fast; }
   double GetTickPrice() { return tick_price; }
};

//+------------------------------------------------------------------+
//| Ultra-Fast Multi-Factor Analyzer                                |
//+------------------------------------------------------------------+
class CMultiFactorAnalyzer
{
private:
   CUltraFastIndicators *indicators;
   string m_symbol;
   
public:
   CMultiFactorAnalyzer(string symbol)
   {
      m_symbol = symbol;
      indicators = new CUltraFastIndicators(symbol, PERIOD_M1);
   }
   
   ~CMultiFactorAnalyzer()
   {
      delete indicators;
   }
   
   // FACTOR 1: Trend Strength Analysis (-100 to +100)
   double AnalyzeTrendStrength()
   {
      double score = 0;
      double price = SymbolInfoDouble(m_symbol, SYMBOL_BID);
      
      // EMA alignment (50 points max)
      double ema_fast = indicators.GetEMAFast();
      double ema_medium = indicators.GetEMAMedium();
      double ema_slow = indicators.GetEMASlow();
      
      if(ema_fast > ema_medium && ema_medium > ema_slow)
         score += 50; // Perfect bullish alignment
      else if(ema_fast < ema_medium && ema_medium < ema_slow)
         score -= 50; // Perfect bearish alignment
      else
         score += 0; // Mixed signals
      
      // Price position relative to EMAs (30 points max)
      if(price > ema_fast && price > ema_medium && price > ema_slow)
         score += 30;
      else if(price < ema_fast && price < ema_medium && price < ema_slow)
         score -= 30;
      
      // ADX strength confirmation (20 points max)
      double adx = indicators.GetADX();
      if(adx > 25)
         score *= 1.2; // Boost score in strong trend
      else if(adx < 15)
         score *= 0.5; // Reduce score in weak trend
      
      return NormalizeDouble(MathMax(-100, MathMin(100, score)), 2);
   }
   
   // FACTOR 2: Volatility Regime Detection (0 to 100)
   double AnalyzeVolatility()
   {
      double atr = indicators.GetATR();
      double atr_prev = indicators.GetATR(1);
      double atr_change = (atr - atr_prev) / atr_prev * 100;
      
      // Calculate volatility percentile
      double score = 50; // Base score
      
      // ATR expansion/contraction
      if(atr_change > 10)
         score += 30; // Volatility expanding
      else if(atr_change < -10)
         score -= 20; // Volatility contracting
      
      // Bollinger Band width
      double bb_upper = indicators.GetBBUpper();
      double bb_lower = indicators.GetBBLower();
      double bb_width = (bb_upper - bb_lower) / indicators.GetBBMiddle() * 100;
      
      if(bb_width > 2.0)
         score += 20;
      else if(bb_width < 1.0)
         score -= 20;
      
      return NormalizeDouble(MathMax(0, MathMin(100, score)), 2);
   }
   
   // FACTOR 3: Indicator Confluence Scoring (0 to 100)
   double AnalyzeIndicatorConfluence()
   {
      double score = 0;
      int bullish_signals = 0;
      int bearish_signals = 0;
      
      // RSI analysis
      double rsi = indicators.GetRSI();
      if(rsi > 50 && rsi < 70)
         bullish_signals++;
      else if(rsi < 50 && rsi > 30)
         bearish_signals++;
      
      // MACD analysis
      double macd = indicators.GetMACD();
      double macd_signal = indicators.GetMACDSignal();
      if(macd > macd_signal && macd > 0)
         bullish_signals++;
      else if(macd < macd_signal && macd < 0)
         bearish_signals++;
      
      // Stochastic analysis
      double stoch_main = indicators.GetStochMain();
      double stoch_signal = indicators.GetStochSignal();
      if(stoch_main > stoch_signal && stoch_main < 80)
         bullish_signals++;
      else if(stoch_main < stoch_signal && stoch_main > 20)
         bearish_signals++;
      
      // Bollinger Bands position
      double price = SymbolInfoDouble(m_symbol, SYMBOL_BID);
      double bb_middle = indicators.GetBBMiddle();
      if(price > bb_middle)
         bullish_signals++;
      else if(price < bb_middle)
         bearish_signals++;
      
      // Calculate confluence
      int total_signals = bullish_signals + bearish_signals;
      if(total_signals > 0)
      {
         double confluence_ratio = (double)MathMax(bullish_signals, bearish_signals) / total_signals;
         score = confluence_ratio * 100;
      }
      
      return NormalizeDouble(score, 2);
   }
   
   // FACTOR 4: Pattern Recognition (-100 to +100)
   double AnalyzePatterns()
   {
      double score = 0;
      MqlRates rates[];
      ArraySetAsSeries(rates, true);
      
      if(CopyRates(m_symbol, PERIOD_M1, 0, 5, rates) < 5)
         return 0;
      
      // Bullish Engulfing
      if(IsBullishEngulfing(rates))
         score += 40;
      
      // Bearish Engulfing
      if(IsBearishEngulfing(rates))
         score -= 40;
      
      // Pin Bar detection
      int pinBar = DetectPinBar(rates);
      score += pinBar * 30;
      
      // Higher High / Lower Low patterns
      if(rates[0].high > rates[1].high && rates[1].high > rates[2].high)
         score += 20; // Bullish momentum
      else if(rates[0].low < rates[1].low && rates[1].low < rates[2].low)
         score -= 20; // Bearish momentum
      
      return NormalizeDouble(MathMax(-100, MathMin(100, score)), 2);
   }
   
   bool IsBullishEngulfing(MqlRates &rates[])
   {
      return (rates[1].close < rates[1].open &&
              rates[0].close > rates[0].open &&
              rates[0].close > rates[1].open &&
              rates[0].open < rates[1].close);
   }
   
   bool IsBearishEngulfing(MqlRates &rates[])
   {
      return (rates[1].close > rates[1].open &&
              rates[0].close < rates[0].open &&
              rates[0].close < rates[1].open &&
              rates[0].open > rates[1].close);
   }
   
   int DetectPinBar(MqlRates &rates[])
   {
      double body = MathAbs(rates[0].close - rates[0].open);
      double upperWick = rates[0].high - MathMax(rates[0].close, rates[0].open);
      double lowerWick = MathMin(rates[0].close, rates[0].open) - rates[0].low;
      double range = rates[0].high - rates[0].low;
      
      if(range == 0) return 0;
      
      if(lowerWick > body * 2 && lowerWick > range * 0.6)
         return 1; // Bullish pin
      if(upperWick > body * 2 && upperWick > range * 0.6)
         return -1; // Bearish pin
      
      return 0;
   }
   
   // Update indicators (call on new bar only)
   void UpdateIndicators()
   {
      indicators.UpdateCache();
   }
   
   // Update tick data (call every tick)
   void UpdateTick(double price)
   {
      indicators.UpdateTick(price);
   }
   
   double GetATR() { return indicators.GetATR(); }
};

//+------------------------------------------------------------------+
//| Lightning-Fast Execution Engine                                 |
//+------------------------------------------------------------------+
class CLightningExecutor
{
private:
   CTrade trade;
   CSymbolInfo symbolInfo;
   CPositionInfo positionInfo;
   
   string m_symbol;
   int m_magic;
   
public:
   CLightningExecutor(string symbol, int magic)
   {
      m_symbol = symbol;
      m_magic = magic;
      
      trade.SetExpertMagicNumber(m_magic);
      trade.SetDeviationInPoints(MaxSlippagePips * 10);
      trade.SetTypeFilling(ORDER_FILLING_IOC); // Immediate or Cancel
      trade.SetAsyncMode(false); // Synchronous for reliability
      
      symbolInfo.Name(m_symbol);
   }
   
   // Execute BUY with instant SL/TP
   bool ExecuteBuy(double lots, double sl, double tp, string comment)
   {
      symbolInfo.Refresh();
      double ask = symbolInfo.Ask();
      
      if(!trade.Buy(lots, m_symbol, ask, sl, tp, comment))
      {
         Print("BUY FAILED: ", trade.ResultRetcodeDescription());
         return false;
      }
      
      Print("BUY EXECUTED: ", lots, " lots @ ", ask, " | SL:", sl, " TP:", tp);
      return true;
   }
   
   // Execute SELL with instant SL/TP
   bool ExecuteSell(double lots, double sl, double tp, string comment)
   {
      symbolInfo.Refresh();
      double bid = symbolInfo.Bid();
      
      if(!trade.Sell(lots, m_symbol, bid, sl, tp, comment))
      {
         Print("SELL FAILED: ", trade.ResultRetcodeDescription());
         return false;
      }
      
      Print("SELL EXECUTED: ", lots, " lots @ ", bid, " | SL:", sl, " TP:", tp);
      return true;
   }
   
   // Trailing stop implementation
   void ManageTrailingStop(double atr)
   {
      if(!UseTrailingStop) return;
      
      for(int i = PositionsTotal() - 1; i >= 0; i--)
      {
         if(!positionInfo.SelectByIndex(i)) continue;
         if(positionInfo.Symbol() != m_symbol || positionInfo.Magic() != m_magic) continue;
         
         double trailDistance = atr * TrailingStopATRMultiplier;
         double currentPrice = positionInfo.Type() == POSITION_TYPE_BUY ? 
                               symbolInfo.Bid() : symbolInfo.Ask();
         double currentSL = positionInfo.StopLoss();
         
         if(positionInfo.Type() == POSITION_TYPE_BUY)
         {
            double newSL = currentPrice - trailDistance;
            if(newSL > currentSL && newSL < currentPrice)
               trade.PositionModify(positionInfo.Ticket(), newSL, positionInfo.TakeProfit());
         }
         else
         {
            double newSL = currentPrice + trailDistance;
            if(newSL < currentSL && newSL > currentPrice)
               trade.PositionModify(positionInfo.Ticket(), newSL, positionInfo.TakeProfit());
         }
      }
   }
   
   bool HasOpenPosition()
   {
      for(int i = 0; i < PositionsTotal(); i++)
      {
         if(positionInfo.SelectByIndex(i))
         {
            if(positionInfo.Symbol() == m_symbol && positionInfo.Magic() == m_magic)
               return true;
         }
      }
      return false;
   }
};

//+------------------------------------------------------------------+
//| Main Ultra-Fast Trading Bot                                      |
//+------------------------------------------------------------------+
class CUltraFastTradingBot
{
private:
   CMultiFactorAnalyzer *analyzer;
   CLightningExecutor *executor;
   
   UltraFastContext ctx;
   datetime lastBarTime;
   
   string m_symbol;

public:
   CUltraFastTradingBot()
   {
      m_symbol = _Symbol;
      analyzer = new CMultiFactorAnalyzer(m_symbol);
      executor = new CLightningExecutor(m_symbol, MagicNumber);
      lastBarTime = 0;
   }
   
   ~CUltraFastTradingBot()
   {
      delete analyzer;
      delete executor;
   }
   
   void OnTick()
   {
      // Update context
      ctx.Reset();
      ctx.bid = SymbolInfoDouble(m_symbol, SYMBOL_BID);
      ctx.ask = SymbolInfoDouble(m_symbol, SYMBOL_ASK);
      ctx.spread = (ctx.ask - ctx.bid) / SymbolInfoDouble(m_symbol, SYMBOL_POINT);
      
      // Check if new bar
      datetime currentBarTime = iTime(m_symbol, PERIOD_M1, 0);
      if(currentBarTime != lastBarTime)
      {
         lastBarTime = currentBarTime;
         analyzer.UpdateIndicators();
      }
      
      // Sub-second tick analysis
      if(EnableSubSecondAnalysis)
      {
         analyzer.UpdateTick(ctx.bid);
         ctx.tickCounter++;
      }
      
      // Pre-flight checks
      if(!PerformPreflightChecks())
         return;
      
      // Multi-factor analysis
      PerformMultiFactorAnalysis();
      
      // Generate and execute signal
      if(ctx.confluenceScore >= MinConfluenceScore && !executor.HasOpenPosition())
      {
         ExecuteSignal();
      }
      
      // Manage existing positions
      executor.ManageTrailingStop(ctx.atrValue);
   }
   
   bool PerformPreflightChecks()
   {
      // Spread filter
      if(FilterHighSpread && ctx.spread > MaxSpreadPips)
      {
         ctx.canTrade = false;
         return false;
      }
      
      // Session filter
      if(FilterSessionTimes && !IsValidSession())
      {
         ctx.canTrade = false;
         return false;
      }
      
      // Tick confirmation
      if(EnableSubSecondAnalysis && ctx.tickCounter < MinTicksBeforeTrade)
      {
         ctx.canTrade = false;
         return false;
      }
      
      ctx.canTrade = true;
      return true;
   }
   
   void PerformMultiFactorAnalysis()
   {
      // Factor 1: Trend
      ctx.trendScore = analyzer.AnalyzeTrendStrength();
      
      // Factor 2: Volatility
      ctx.volatilityScore = analyzer.AnalyzeVolatility();
      
      // Factor 3: Indicators
      ctx.indicatorScore = analyzer.AnalyzeIndicatorConfluence();
      
      // Factor 4: Patterns
      ctx.patternScore = analyzer.AnalyzePatterns();
      
      // Get ATR
      ctx.atrValue = analyzer.GetATR();
      
      // Calculate weighted confluence score
      double trendComponent = (ctx.trendScore + 100) / 2.0 * TrendWeight / 100.0;
      double volatilityComponent = ctx.volatilityScore * VolatilityWeight / 100.0;
      double indicatorComponent = ctx.indicatorScore * IndicatorWeight / 100.0;
      double patternComponent = (ctx.patternScore + 100) / 2.0 * PatternWeight / 100.0;
      
      ctx.confluenceScore = trendComponent + volatilityComponent + 
                            indicatorComponent + patternComponent;
      
      // Determine direction
      double directionScore = (ctx.trendScore + ctx.patternScore) / 2.0;
      
      if(directionScore > 30)
         ctx.regime = REGIME_STRONG_UPTREND;
      else if(directionScore < -30)
         ctx.regime = REGIME_STRONG_DOWNTREND;
      else
         ctx.regime = REGIME_RANGING;
   }
   
   void ExecuteSignal()
   {
      double lots = CalculatePositionSize();
      
      // Calculate SL/TP
      if(ctx.regime == REGIME_STRONG_UPTREND)
      {
         double sl = ctx.bid - (ctx.atrValue * StopLossATRMultiplier);
         double tp = ctx.bid + (ctx.atrValue * TakeProfitATRMultiplier);
         executor.ExecuteBuy(lots, sl, tp, TradeComment);
      }
      else if(ctx.regime == REGIME_STRONG_DOWNTREND)
      {
         double sl = ctx.ask + (ctx.atrValue * StopLossATRMultiplier);
         double tp = ctx.ask - (ctx.atrValue * TakeProfitATRMultiplier);
         executor.ExecuteSell(lots, sl, tp, TradeComment);
      }
   }
   
   double CalculatePositionSize()
   {
      double balance = AccountInfoDouble(ACCOUNT_BALANCE);
      double riskAmount = balance * RiskPercentPerTrade / 100.0;
      
      double slDistance = ctx.atrValue * StopLossATRMultiplier;
      double tickValue = SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_VALUE);
      double tickSize = SymbolInfoDouble(m_symbol, SYMBOL_TRADE_TICK_SIZE);
      double point = SymbolInfoDouble(m_symbol, SYMBOL_POINT);
      
      double slValue = slDistance / tickSize * tickValue;
      double lots = riskAmount / slValue;
      
      // Normalize lot size
      double minLot = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MIN);
      double maxLot = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_MAX);
      double lotStep = SymbolInfoDouble(m_symbol, SYMBOL_VOLUME_STEP);
      
      lots = MathFloor(lots / lotStep) * lotStep;
      lots = MathMax(minLot, MathMin(maxLot, lots));
      
      return lots;
   }
   
   bool IsValidSession()
   {
      MqlDateTime dt;
      TimeToStruct(TimeCurrent(), dt);
      int hour = dt.hour;
      
      // London: 08:00-17:00 GMT
      if(AllowLondonSession && hour >= 8 && hour < 17) return true;
      
      // NY: 13:00-22:00 GMT
      if(AllowNYSession && hour >= 13 && hour < 22) return true;
      
      // Asian: 00:00-09:00 GMT
      if(AllowAsianSession && hour >= 0 && hour < 9) return true;
      
      return false;
   }
};

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
CUltraFastTradingBot *bot;

int OnInit()
{
   Print("========================================");
   Print("  ULTRA-FAST AI GOLD TRADING SYSTEM");
   Print("  Sub-Second Multi-Factor Analysis");
   Print("========================================");
   Print("Confluence Threshold: ", MinConfluenceScore, "%");
   Print("Trend Weight: ", TrendWeight, "%");
   Print("Volatility Weight: ", VolatilityWeight, "%");
   Print("Indicator Weight: ", IndicatorWeight, "%");
   Print("Pattern Weight: ", PatternWeight, "%");
   Print("========================================");
   
   bot = new CUltraFastTradingBot();
   
   if(bot == NULL)
   {
      Print("ERROR: Failed to initialize bot");
      return INIT_FAILED;
   }
   
   Print("Bot initialized successfully!");
   Print("Waiting for trading signals...");
   
   return INIT_SUCCEEDED;
}

void OnDeinit(const int reason)
{
   Print("========================================");
   Print("EA Stopped. Reason: ", reason);
   Print("========================================");
   delete bot;
}

void OnTick()
{
   bot.OnTick();
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//|                                  Dashboard_RiskManagement.mqh    |
//|                      Real-Time Performance & Risk Analytics      |
//+------------------------------------------------------------------+

#include <ChartObjects\ChartObjectsTxtControls.mqh>

//+------------------------------------------------------------------+
//| Performance Metrics Tracker                                      |
//+------------------------------------------------------------------+
class CPerformanceTracker
{
private:
   struct TradeRecord
   {
      datetime openTime;
      datetime closeTime;
      double openPrice;
      double closePrice;
      double profit;
      double lots;
      int type; // 0=Buy, 1=Sell
      bool isWin;
   };
   
   TradeRecord history[];
   int totalTrades;
   int winningTrades;
   int losingTrades;
   
   double totalProfit;
   double totalLoss;
   double largestWin;
   double largestLoss;
   double currentDrawdown;
   double maxDrawdown;
   
   double initialBalance;
   double currentBalance;
   
   // Daily metrics
   datetime currentDay;
   double dailyProfit;
   int dailyTrades;

public:
   CPerformanceTracker()
   {
      Reset();
   }
   
   void Reset()
   {
      totalTrades = 0;
      winningTrades = 0;
      losingTrades = 0;
      totalProfit = 0;
      totalLoss = 0;
      largestWin = 0;
      largestLoss = 0;
      currentDrawdown = 0;
      maxDrawdown = 0;
      initialBalance = AccountInfoDouble(ACCOUNT_BALANCE);
      currentBalance = initialBalance;
      dailyProfit = 0;
      dailyTrades = 0;
      currentDay = 0;
   }
   
   void RecordTrade(double openPrice, double closePrice, double profit, double lots, int type)
   {
      totalTrades++;
      
      // Check if new day
      datetime now = TimeCurrent();
      MqlDateTime dt;
      TimeToStruct(now, dt);
      datetime today = StringToTime(IntegerToString(dt.year) + "." + 
                                     IntegerToString(dt.mon) + "." + 
                                     IntegerToString(dt.day));
      
      if(today != currentDay)
      {
         currentDay = today;
         dailyProfit = 0;
         dailyTrades = 0;
      }
      
      dailyTrades++;
      dailyProfit += profit;
      
      // Record win/loss
      if(profit > 0)
      {
         winningTrades++;
         totalProfit += profit;
         if(profit > largestWin) largestWin = profit;
      }
      else if(profit < 0)
      {
         losingTrades++;
         totalLoss += MathAbs(profit);
         if(MathAbs(profit) > largestLoss) largestLoss = MathAbs(profit);
      }
      
      // Update balance
      currentBalance += profit;
      
      // Calculate drawdown
      if(currentBalance < initialBalance)
      {
         currentDrawdown = (initialBalance - currentBalance) / initialBalance * 100;
         if(currentDrawdown > maxDrawdown)
            maxDrawdown = currentDrawdown;
      }
      else
      {
         currentDrawdown = 0;
         initialBalance = currentBalance; // New high watermark
      }
   }
   
   double GetWinRate()
   {
      if(totalTrades == 0) return 0;
      return (double)winningTrades / totalTrades * 100;
   }
   
   double GetProfitFactor()
   {
      if(totalLoss == 0) return totalProfit > 0 ? 999 : 0;
      return totalProfit / totalLoss;
   }
   
   double GetAverageWin()
   {
      if(winningTrades == 0) return 0;
      return totalProfit / winningTrades;
   }
   
   double GetAverageLoss()
   {
      if(losingTrades == 0) return 0;
      return totalLoss / losingTrades;
   }
   
   double GetExpectancy()
   {
      if(totalTrades == 0) return 0;
      return (totalProfit - totalLoss) / totalTrades;
   }
   
   double GetROI()
   {
      double startBalance = AccountInfoDouble(ACCOUNT_BALANCE) - (currentBalance - initialBalance);
      if(startBalance == 0) return 0;
      return (currentBalance - startBalance) / startBalance * 100;
   }
   
   // Getters
   int GetTotalTrades() { return totalTrades; }
   int GetWinningTrades() { return winningTrades; }
   int GetLosingTrades() { return losingTrades; }
   double GetTotalProfit() { return totalProfit; }
   double GetTotalLoss() { return totalLoss; }
   double GetLargestWin() { return largestWin; }
   double GetLargestLoss() { return largestLoss; }
   double GetMaxDrawdown() { return maxDrawdown; }
   double GetCurrentDrawdown() { return currentDrawdown; }
   double GetDailyProfit() { return dailyProfit; }
   int GetDailyTrades() { return dailyTrades; }
};

//+------------------------------------------------------------------+
//| Advanced Risk Manager with Real-Time Monitoring                 |
//+------------------------------------------------------------------+
class CAdvancedRiskManager
{
private:
   CPerformanceTracker *tracker;
   
   // Risk limits
   double maxDailyLossPercent;
   double maxDrawdownPercent;
   double maxPositionSize;
   
   // Dynamic risk adjustment
   bool useAdaptiveRisk;
   double baseRiskPercent;
   double currentRiskPercent;
   
   // Circuit breaker
   bool circuitBreakerActive;
   datetime circuitBreakerUntil;
   
   // Correlation monitor
   double correlationThreshold;

public:
   CAdvancedRiskManager(double dailyLoss, double maxDD, double baseRisk)
   {
      tracker = new CPerformanceTracker();
      maxDailyLossPercent = dailyLoss;
      maxDrawdownPercent = maxDD;
      baseRiskPercent = baseRisk;
      currentRiskPercent = baseRisk;
      useAdaptiveRisk = true;
      circuitBreakerActive = false;
   }
   
   ~CAdvancedRiskManager()
   {
      delete tracker;
   }
   
   // Check if trading is allowed
   bool CanTrade()
   {
      // Circuit breaker check
      if(circuitBreakerActive)
      {
         if(TimeCurrent() < circuitBreakerUntil)
         {
            Print("CIRCUIT BREAKER ACTIVE - Trading suspended until ", circuitBreakerUntil);
            return false;
         }
         else
         {
            circuitBreakerActive = false;
            Print("Circuit breaker reset - Trading resumed");
         }
      }
      
      // Daily loss limit
      double dailyLoss = -tracker.GetDailyProfit();
      double balance = AccountInfoDouble(ACCOUNT_BALANCE);
      double dailyLossPercent = dailyLoss / balance * 100;
      
      if(dailyLossPercent >= maxDailyLossPercent)
      {
         ActivateCircuitBreaker(24); // 24 hour suspension
         Print("DAILY LOSS LIMIT REACHED: ", dailyLossPercent, "% - Circuit breaker activated");
         return false;
      }
      
      // Drawdown limit
      if(tracker.GetCurrentDrawdown() >= maxDrawdownPercent)
      {
         ActivateCircuitBreaker(48); // 48 hour suspension
         Print("MAX DRAWDOWN REACHED: ", tracker.GetCurrentDrawdown(), "% - Circuit breaker activated");
         return false;
      }
      
      // Consecutive loss protection
      if(GetConsecutiveLosses() >= 5)
      {
         ActivateCircuitBreaker(6); // 6 hour cooldown
         Print("5 CONSECUTIVE LOSSES - Cooling down for 6 hours");
         return false;
      }
      
      return true;
   }
   
   void ActivateCircuitBreaker(int hours)
   {
      circuitBreakerActive = true;
      circuitBreakerUntil = TimeCurrent() + hours * 3600;
   }
   
   // Adaptive risk calculation
   double GetCurrentRiskPercent()
   {
      if(!useAdaptiveRisk)
         return baseRiskPercent;
      
      // Reduce risk after losses
      double winRate = tracker.GetWinRate();
      double profitFactor = tracker.GetProfitFactor();
      
      currentRiskPercent = baseRiskPercent;
      
      // Adjust based on performance
      if(winRate < 40)
         currentRiskPercent *= 0.5; // Reduce risk by 50%
      else if(winRate > 60 && profitFactor > 1.5)
         currentRiskPercent *= 1.2; // Increase risk by 20%
      
      // Drawdown adjustment
      double dd = tracker.GetCurrentDrawdown();
      if(dd > 5)
         currentRiskPercent *= (1 - dd / 100); // Scale down with drawdown
      
      // Keep within bounds
      currentRiskPercent = MathMax(0.25, MathMin(2.0, currentRiskPercent));
      
      return currentRiskPercent;
   }
   
   int GetConsecutiveLosses()
   {
      // Check last 10 positions for consecutive losses
      int consecutive = 0;
      
      for(int i = HistoryDealsTotal() - 1; i >= HistoryDealsTotal() - 10 && i >= 0; i--)
      {
         ulong ticket = HistoryDealGetTicket(i);
         if(ticket == 0) continue;
         
         if(HistoryDealGetInteger(ticket, DEAL_ENTRY) == DEAL_ENTRY_OUT)
         {
            double profit = HistoryDealGetDouble(ticket, DEAL_PROFIT);
            if(profit < 0)
               consecutive++;
            else
               break;
         }
      }
      
      return consecutive;
   }
   
   void RecordTrade(double openPrice, double closePrice, double profit, double lots, int type)
   {
      tracker.RecordTrade(openPrice, closePrice, profit, lots, type);
   }
   
   CPerformanceTracker* GetTracker() { return tracker; }
};

//+------------------------------------------------------------------+
//| Real-Time Dashboard Display                                      |
//+------------------------------------------------------------------+
class CPerformanceDashboard
{
private:
   CAdvancedRiskManager *riskManager;
   
   // Chart objects
   CChartObjectLabel lblTitle;
   CChartObjectLabel lblStats[];
   
   int windowIndex;
   int xPosition;
   int yPosition;
   
   string prefix;

public:
   CPerformanceDashboard(CAdvancedRiskManager *rm)
   {
      riskManager = rm;
      prefix = "Dashboard_";
      windowIndex = 0;
      xPosition = 10;
      yPosition = 20;
   }
   
   void Initialize()
   {
      // Create title
      lblTitle.Create(0, prefix + "Title", windowIndex, xPosition, yPosition);
      lblTitle.Description("═══ AI GOLD SYSTEM PERFORMANCE ═══");
      lblTitle.Color(clrYellow);
      lblTitle.FontSize(10);
      
      // Create stat labels
      ArrayResize(lblStats, 15);
      
      string labels[] = {
         "Total Trades:", "Win Rate:", "Profit Factor:",
         "Total Profit:", "Max Drawdown:", "Daily P/L:",
         "Avg Win:", "Avg Loss:", "Expectancy:",
         "ROI:", "Risk Level:", "Status:",
         "Largest Win:", "Largest Loss:", "Daily Trades:"
      };
      
      for(int i = 0; i < 15; i++)
      {
         lblStats[i].Create(0, prefix + "Stat" + IntegerToString(i), 
                            windowIndex, xPosition, yPosition + 30 + (i * 18));
         lblStats[i].Description(labels[i]);
         lblStats[i].Color(clrWhite);
         lblStats[i].FontSize(8);
      }
   }
   
   void Update()
   {
      CPerformanceTracker *tracker = riskManager.GetTracker();
      
      UpdateLabel(0, "Total Trades: " + IntegerToString(tracker.GetTotalTrades()));
      UpdateLabel(1, "Win Rate: " + DoubleToString(tracker.GetWinRate(), 1) + "%", 
                  tracker.GetWinRate() >= 50 ? clrLime : clrRed);
      UpdateLabel(2, "Profit Factor: " + DoubleToString(tracker.GetProfitFactor(), 2),
                  tracker.GetProfitFactor() >= 1.5 ? clrLime : clrOrange);
      UpdateLabel(3, "Total Profit: $" + DoubleToString(tracker.GetTotalProfit(), 2),
                  tracker.GetTotalProfit() > 0 ? clrLime : clrRed);
      UpdateLabel(4, "Max DD: " + DoubleToString(tracker.GetMaxDrawdown(), 2) + "%",
                  tracker.GetMaxDrawdown() < 10 ? clrLime : clrRed);
      UpdateLabel(5, "Daily P/L: $" + DoubleToString(tracker.GetDailyProfit(), 2),
                  tracker.GetDailyProfit() > 0 ? clrLime : clrRed);
      UpdateLabel(6, "Avg Win: $" + DoubleToString(tracker.GetAverageWin(), 2));
      UpdateLabel(7, "Avg Loss: $" + DoubleToString(tracker.GetAverageLoss(), 2));
      UpdateLabel(8, "Expectancy: $" + DoubleToString(tracker.GetExpectancy(), 2),
                  tracker.GetExpectancy() > 0 ? clrLime : clrRed);
      UpdateLabel(9, "ROI: " + DoubleToString(tracker.GetROI(), 2) + "%",
                  tracker.GetROI() > 0 ? clrLime : clrRed);
      UpdateLabel(10, "Risk Level: " + DoubleToString(riskManager.GetCurrentRiskPercent(), 2) + "%");
      UpdateLabel(11, riskManager.CanTrade() ? "Status: ACTIVE" : "Status: SUSPENDED",
                  riskManager.CanTrade() ? clrLime : clrRed);
      UpdateLabel(12, "Largest Win: $" + DoubleToString(tracker.GetLargestWin(), 2));
      UpdateLabel(13, "Largest Loss: $" + DoubleToString(tracker.GetLargestLoss(), 2));
      UpdateLabel(14, "Daily Trades: " + IntegerToString(tracker.GetDailyTrades()));
   }
   
   void UpdateLabel(int index, string text, color clr = clrWhite)
   {
      if(index >= 0 && index < ArraySize(lblStats))
      {
         lblStats[index].Description(text);
         lblStats[index].Color(clr);
      }
   }
   
   void Destroy()
   {
      lblTitle.Delete();
      for(int i = 0; i < ArraySize(lblStats); i++)
         lblStats[i].Delete();
   }
};

//+------------------------------------------------------------------+
//| Signal Quality Analyzer - Pre-Trade Validation                  |
//+------------------------------------------------------------------+
class CSignalQualityAnalyzer
{
private:
   double qualityThreshold;

public:
   CSignalQualityAnalyzer(double threshold = 70.0)
   {
      qualityThreshold = threshold;
   }
   
   // Comprehensive signal quality scoring (0-100)
   double AnalyzeSignalQuality(double trendScore, double volatilityScore, 
                                double indicatorScore, double patternScore,
                                double atr, double spread)
   {
      double quality = 0;
      
      // 1. Trend alignment (30 points)
      if(MathAbs(trendScore) > 70)
         quality += 30;
      else if(MathAbs(trendScore) > 40)
         quality += 15;
      
      // 2. Volatility appropriateness (20 points)
      if(volatilityScore > 40 && volatilityScore < 80)
         quality += 20; // Ideal volatility
      else if(volatilityScore > 80)
         quality += 5; // Too volatile
      
      // 3. Indicator confluence (25 points)
      quality += indicatorScore * 0.25;
      
      // 4. Pattern strength (25 points)
      if(MathAbs(patternScore) > 60)
         quality += 25;
      else if(MathAbs(patternScore) > 30)
         quality += 12;
      
      // 5. Spread penalty
      if(spread > 20)
         quality *= 0.8; // 20% penalty
      
      return NormalizeDouble(quality, 2);
   }
   
   bool IsHighQualitySignal(double quality)
   {
      return quality >= qualityThreshold;
   }
};
//+------------------------------------------------------------------+