Add file-prefix isolation and strict split-order parsing

docs/MyProject/HIT-EA_spec_en.md

@@ -11,7 +11,7 @@
 
 - No standard or custom indicators are used.
 - OHLC data is retrieved with `CopyRates(_Symbol, timeframe, OHLC_START_SHIFT, HISTORY_BARS, rates)`.
-- M15 entry confirmation uses the latest closed bar, the previous closed bar, average range, candle direction, rejection shape, and distance to the candidate entry price.
+- M15 entry confirmation uses candle shape, average range, and distance to the candidate price for T2/T4. For T1/T3 it uses M15 impulse confirmation when that option is enabled.
 
 ## 3. Parameters
 
@@ -21,6 +21,13 @@
 - `spread_limit = 60`: Maximum allowed spread in points.
 - `magic_number = 10001`: Magic number used to identify this EA's orders and positions.
 - `initial_order = 0`: Enables initial H4/H1 processing on startup when set to `1`.
+- `input_position_limit = 10`: Practical limit for this EA's pending orders plus positions. Values above the internal `POSITION_LIMIT` are clamped.
+- `use_split_entry_zone = false`: Enables split entries based on H1 predicted zones.
+- `split_entry_count = 3`: Number of split entry orders, clamped to 1..10.
+- `split_lot_mode = SPLIT_LOT_TOTAL`: Split lot mode. `SPLIT_LOT_TOTAL` divides the total lot across slots, and `SPLIT_LOT_FIXED` uses a fixed lot per order.
+- `split_total_lot_size = 0.09`: Total lot used by total-split mode.
+- `split_fixed_lot_size = 0.01`: Per-order lot used by fixed-split mode.
+- `cancel_old_split_pending_on_new_zone = true`: Cancels older split pending orders when a new H1 zone set is loaded.
 - `use_m15_entry_filter = true`: Enables M15 closed-bar entry timing confirmation.
 - `m15_entry_zone_atr_multiplier = 1.50`: Allowed proximity multiplier based on the M15 average range.
 - `use_m15_imbalance_confirmation = true`: Adds M15 impulse confirmation for T1/T3 trend-following candidates.
@@ -28,15 +35,15 @@
 - `m15_imbalance_sensitivity = 2.0`: Required multiple of the average body for M15 impulse confirmation.
 - `m15_imbalance_min_avg_body_points = 1.0`: Minimum M15 average body in points.
 - `use_m15_imbalance_debug_log = false`: Enables detailed M15 impulse-confirmation logs.
-- `input_entry_max_candidate_age_minutes = 45`: Maximum age, in minutes, for using an H1 candidate for new execution. This blocks delayed entries when M15 confirmation appears too late.
+- `input_entry_max_candidate_age_minutes = 120`: Maximum age, in minutes, for using an H1 candidate for new execution. This blocks delayed entries when M15 confirmation appears too late.
 - `input_sltp_manager_enabled = false`: Enables UI-driven existing-position SL management through `CSLTPManager`.
 - `input_sltp_show_panel = true`: Shows the SLTP control panel on the chart.
 - `input_sltp_use_breakeven = false`: Enables normal break-even.
 - `input_sltp_breakeven_trigger_pips = 30.0`: Profit threshold for normal break-even.
-- `input_sltp_breakeven_buffer_pips = 0.0`: Profit-side entry buffer used by normal break-even.
+- `input_sltp_breakeven_buffer_pips = 3.0`: Profit-side entry buffer used by normal break-even.
 - `input_sltp_use_elapsed_breakeven = false`: Enables elapsed-time break-even.
 - `input_sltp_elapsed_breakeven_hours = 4.0`: Holding time required before elapsed-time break-even is allowed.
-- `input_sltp_elapsed_breakeven_buffer_pips = 0.0`: Profit-side entry buffer used by elapsed-time break-even.
+- `input_sltp_elapsed_breakeven_buffer_pips = 3.0`: Profit-side entry buffer used by elapsed-time break-even.
 - `input_sltp_use_active_trailing = false`: Enables active step trailing.
 - `input_sltp_active_breakeven_pips = 30.0`: Profit threshold that starts active trailing.
 - `input_sltp_active_stop_loss_offset_pips = 5.0`: Initial locked profit offset from entry.
@@ -50,7 +57,7 @@
 ### Main Constants
 
 - `POSITION_LIMIT = 48`: Maximum number of this EA's pending orders plus positions.
-- `ENTRY_H1_LIMIT = 1`: Pending-order lifetime in H1 bars.
+- `ENTRY_H1_LIMIT = 2`: Pending-order lifetime in H1 bars.
 - `CLOSE_H1_LIMIT = 12`: Position lifetime in H1 bars.
 - `HISTORY_BARS = 72`: Number of OHLC bars exported to Python.
 - `OHLC_START_SHIFT = 1`: Shift used to export closed bars only.
@@ -58,41 +65,46 @@
 - `ENTRY_RETRY_SECONDS = 60`: Retry interval for entry checks.
 - `ENTRY_RETRY_LIMIT = 10`: Maximum retry count for one H1 candidate set.
 - `TARGET_SIZE = 13`: Number of numeric values expected in `target_prices.txt`.
+- `TARGET_ZONE_SCHEMA_VERSION = 2`: Schema version used by `target_zones.txt`.
 - `PYTHON_TIMEOUT_SECONDS = 600`: External Python wait threshold.
 
 ### Python Entry-Candidate Guard
 
 - After H1 candidate generation, Python invalidates any `entry` that is too far from the current price.
-- The maximum distance is `max(H1 EATR * 0.65, 5.00)`. A strategy beyond that limit is rewritten to `0.00,0.00,0.00`.
+- The maximum distance is strategy-specific: T1/T3 Stop candidates use `max(H1 EATR * 1.50, 5.00)`, and T2/T4 Limit candidates use `max(H1 EATR * 1.00, 5.00)`. A strategy beyond its limit is rewritten to `0.00,0.00,0.00`.
 - This post-filter is intended to reduce delayed entries from deep limit orders or distant breakout waits after M15 confirmation arrives late.
 
 ## 4. File Layout
 
-- `Experts/MyProject/HIT-EA_refactor_ver5.mq5`: EA entry point. Keeps `OnInit`, `OnDeinit`, `OnTick`, inputs, global state, and DLL imports.
+- `Experts/MyProject/HIT-EA_refactor_ver6.mq5`: EA entry point. Keeps `OnInit`, `OnDeinit`, `OnTick`, inputs, global state, and DLL imports.
 - `Include/MyLib/Common/HITRuntimeController.mqh`: Tick flow, H4/H1/M15 update control, status comments, and spread checks.
 - `Include/MyLib/Signals/HITEntrySignal.mqh`: Entry preconditions, order-type price validation, M15 filter, and retry-state updates.
 - `Include/MyLib/Common/HITExternalProcess.mqh`: done/running files, external process handles, PID recovery, exit-code checks, and timeout recovery.
-- `Include/MyLib/Signals/HITPythonSignalGateway.mqh`: OHLC CSV export, Python batch launch, and `trend_state.txt` / `target_prices.txt` loading.
+- `Include/MyLib/Signals/HITPythonSignalGateway.mqh`: OHLC CSV export, Python batch launch, and `trend_state.txt` / `target_prices.txt` / `target_zones.txt` loading.
 - `Include/MyLib/Trading/HITTradeManager.mqh`: Order sending, filling policy, pending-order expiration, order/position counting, expired order cancellation, and expired position closing.
 - `Include/MyLib/Trading/SLTPManager.mqh`: Existing-position break-even, elapsed-time break-even, active trailing, TP-progress SL, and high-volatility SL management.
 - `Include/MyLib/Panel/SLTPManagerPanel.mqh`: Chart panel that toggles `CSLTPManager` features, validates numeric inputs, and applies settings to the EA.
 
 ## 5. Python Integration Files
 
+During `OnInit()`, the EA builds a `HIT_<sanitized symbol>_<magic_number>` prefix from `_Symbol` and `magic_number`, then applies it to all MT5 `Files` linkage names. Example: `HIT_GOLD_10001_ohlc_H4.csv`. The same prefix is passed to the batch file as the first argument, and the batch file exposes it to Python as `MT5_EA_FILE_PREFIX`.
+
+When no prefix is provided, such as manual Python execution, Python keeps using the legacy names like `ohlc_H4.csv`.
+
 ### H4 Trend Analysis
 
-- MQL5 output: `ohlc_H4.csv`
-- Python output: `trend_state.txt`
-- Done marker: `process_done_trend.txt`
-- Running marker: `process_running_trend.txt`
+- MQL5 output: `<prefix>_ohlc_H4.csv`
+- Python output: `<prefix>_trend_state.txt`
+- Done marker: `<prefix>_process_done_trend.txt`
+- Running marker: `<prefix>_process_running_trend.txt`
 - Batch file: `<TerminalDataPath>\MQL5\python_for_ea\bat\get_trend_reply.bat`
 
 ### H1 Entry Candidate Generation
 
-- MQL5 output: `ohlc_H1.csv`
-- Python output: `target_prices.txt`
-- Done marker: `process_done_entry.txt`
-- Running marker: `process_running_entry.txt`
+- MQL5 output: `<prefix>_ohlc_H1.csv`
+- Python output: `<prefix>_target_prices.txt`, `<prefix>_target_zones.txt`
+- Done marker: `<prefix>_process_done_entry.txt`
+- Running marker: `<prefix>_process_running_entry.txt`
 - Batch file: `<TerminalDataPath>\MQL5\python_for_ea\bat\get_entry_reply.bat`
 
 During `OnInit()`, the EA resolves `MQL5\python_for_ea` from `TerminalInfoString(TERMINAL_DATA_PATH)` and builds absolute batch-file paths. Each batch file resolves the Python project root from its own location, so runtime execution no longer depends on `C:\ea_py`.
@@ -107,6 +119,20 @@ Lines 8-10:  T3 Sell Stop entry/tp/sl
 Lines 11-13: T4 Sell Limit entry/tp/sl
 ```
 
+`target_zones.txt` must contain 7 lines for split entries:
+
+```text
+Line 1: schema_version (2)
+Line 2: res_chk
+Line 3: candidate_id derived from the closed H1 bar time
+Line 4: T1 Buy Stop strategy, zone_low, zone_high, tp, sl
+Line 5: T2 Buy Limit strategy, zone_low, zone_high, tp, sl
+Line 6: T3 Sell Stop strategy, zone_low, zone_high, tp, sl
+Line 7: T4 Sell Limit strategy, zone_low, zone_high, tp, sl
+```
+
+Python creates `process_done_entry.txt` only after both `target_prices.txt` and `target_zones.txt` have been written. When split entries are disabled, the EA keeps using the legacy 13-line `target_prices.txt` path.
+
 ## 6. Entry Conditions
 
 New entries are allowed only when all conditions below are satisfied:
@@ -120,8 +146,9 @@ New entries are allowed only when all conditions below are satisfied:
 - The selected order type has valid `entry/tp/sl` values greater than `0.0`.
 - The order type is allowed by the H4 `market_state`.
 - The order-type price relationship and broker minimum distance rules are satisfied.
-- When `use_m15_entry_filter = true`, the M15 closed-bar timing confirmation is satisfied.
-- This EA's pending orders plus positions are below `POSITION_LIMIT`.
+- When `use_m15_entry_filter = true`, T2/T4 satisfy the M15 direction, rejection, and proximity checks. T1/T3 satisfy M15 impulse confirmation when `use_m15_imbalance_confirmation = true`.
+- This EA's pending orders plus positions are below `input_position_limit`.
+- When split entries are enabled, `target_zones.txt` has `res_chk = 1`, the predicted zone prices are valid, split lots fit `SYMBOL_VOLUME_MIN/MAX/STEP`, and no duplicate order or position exists for the same `candidate_id` + slot.
 
 ### market_state and Allowed Order Types
 
@@ -131,7 +158,7 @@ New entries are allowed only when all conditions below are satisfied:
 - `3 MARKET_HIGH_VOL_UP`: Allows T1 Buy Stop / T2 Buy Limit.
 - `4 MARKET_LOW_VOL_DOWN`: Allows T3 Sell Stop / T4 Sell Limit.
 - `5 MARKET_HIGH_VOL_DOWN`: Allows T3 Sell Stop / T4 Sell Limit.
-- `6 MARKET_ABNORMAL_VOL_STOP`: Blocks new entries.
+- `6 MARKET_TECHNICAL_ERROR_STOP`: Blocks new entries.
 
 ### Order-Type Price Rules
 
@@ -161,32 +188,50 @@ New entries are allowed only when all conditions below are satisfied:
 ## 8. Risk Management
 
 - Managed orders and positions are limited to matching `_Symbol` and `magic_number`.
-- `POSITION_LIMIT` counts only this EA's orders and positions, not the full account.
+- `input_position_limit` counts only this EA's orders and positions, not the full account. The hard internal limit is `POSITION_LIMIT`.
 - The EA selects the filling policy from `SYMBOL_FILLING_MODE`, preferring IOC, then FOK, then RETURN.
 - Pending orders receive server-side expiration when the broker supports it.
 - `OrderSend` return values and `MqlTradeResult.retcode` are checked. Failures are logged with `GetLastError()` or the retcode.
+- Split-entry order comments include `candidate_id` and slot number to prevent duplicate slot execution.
+- When `cancel_old_split_pending_on_new_zone = true`, a new valid `candidate_id` cancels older split pending orders, and an invalid or stopped `target_zones.txt` cancels all existing split pending orders for this EA/symbol/magic.
 - SLTP management only targets existing positions matching `_Symbol` and `magic_number`, and it preserves each position's current TP.
 - SL changes are sent only when the candidate improves protection relative to the current SL and satisfies broker stop-level and freeze-level constraints.
 
 ## 9. Error Handling
 
-- If `trend_state.txt` is missing, unreadable, or outside `0..6`, the EA uses `MARKET_ABNORMAL_VOL_STOP`.
-- If `target_prices.txt` is missing, unreadable, or shorter than 13 lines, the EA uses `res_chk = 0`.
+- If `trend_state.txt` is missing, unreadable, not strictly parseable as an integer, or outside `0..6`, the EA uses `MARKET_TECHNICAL_ERROR_STOP`.
+- If `target_prices.txt` is missing, unreadable, shorter than 13 lines, or contains a non-strict numeric line, the EA uses `res_chk = 0`.
+- When split entries are enabled, missing `target_zones.txt`, schema mismatch, fewer than 7 lines, `res_chk != 1`, or non-strict numeric values stop new split orders.
 - If a Python process exits with a non-zero code, the code is logged and the next trigger may retry.
 - If only a stale running marker remains, the EA attempts PID recovery. If recovery fails and the marker is timed out, it removes the stale marker.
 
 ## 10. Changelog
 
+### 2026-05-30
+
+- Added the `HIT_<symbol>_<magic_number>` linkage-file prefix contract on both the MT5 and Python sides to avoid collisions across multiple EAs or symbols in the same terminal.
+- Updated T1/T3 trend-following candidates so `use_m15_imbalance_confirmation = true` requires M15 impulse confirmation.
+- Added strict numeric parsing requirements for `trend_state.txt`, `target_prices.txt`, and `target_zones.txt`, with invalid content handled as a safe stop state.
+- Added stale split-pending cancellation behavior when `target_zones.txt` is invalid or stopped.
+- Synchronized current defaults for `input_entry_max_candidate_age_minutes`, `ENTRY_H1_LIMIT`, SLTP buffers, and the Python entry-distance guard.
+
 ### 2026-05-27
 
 - Moved the Python helper application specification from `C:\ea_py` to `MQL5\python_for_ea` under the MT5 data folder.
 - Updated the EA startup path model so batch paths are built from `TerminalInfoString(TERMINAL_DATA_PATH)`, and the external process working directory is derived from the batch-file location.
 - Updated Python path discovery so the default MT5 linkage is the adjacent `MQL5\Files` directory, with `MT5_FILES_DIR` or `MT5_DATA_PATH` available for explicit overrides.
 
+### 2026-05-24
+
+- Added Python-side `target_zones.txt` output and made `process_done_entry.txt` appear only after both `target_prices.txt` and `target_zones.txt` are written.
+- Added `use_split_entry_zone`, `split_entry_count`, `split_lot_mode`, `split_total_lot_size`, `split_fixed_lot_size`, and `input_position_limit`.
+- Added split-zone pending order placement with total-lot or fixed-lot sizing.
+- Added `candidate_id` + slot identification to prevent duplicate split orders.
+
 ### 2026-05-13
 
-- Added a Python-side H1 EATR distance guard that invalidates candidates farther than `max(H1 EATR * 0.65, 5.00)` from the current price before they are passed to MT5.
-- Added `input_entry_max_candidate_age_minutes = 45` on the EA side so stale H1 candidates are not executed when M15 confirmation arrives late.
+- Added a Python-side H1 EATR distance guard that invalidates candidates too far from the current price before they are passed to MT5.
+- Added `input_entry_max_candidate_age_minutes` on the EA side so stale H1 candidates are not executed when M15 confirmation arrives late.
 - Added H1 candidate age to entry skip logs to make delayed entries, M15 rejection, and price mismatch easier to diagnose.
 
 ### 2026-05-05