# HIT-EA Specification (English)

## 1. Overview

- This EA sends confirmed H4 OHLC data to an external Python process for market-state analysis and confirmed H1 OHLC data for entry candidate generation.
- The MQL5 side reads Python output files and places pending orders only after checking the H4 market state, H1 candidate prices, M15 confirmation filter, spread, and broker distance constraints.
- For backtest reproducibility, OHLC export uses `OHLC_START_SHIFT = 1`, so the forming bar is excluded and only closed bars are passed to Python.
- For live resilience, the EA tracks external-process running files, process IDs, exit codes, and timeouts to prevent duplicate launches and CSV overwrites.

## 2. Indicators

- 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.

## 3. Parameters

### input

- `lot_size = 0.01`: Order volume.
- `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`.
- `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.
- `m15_imbalance_avg_body_period = 20`: Average-body period used by M15 impulse confirmation.
- `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_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_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_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.
- `input_sltp_active_step_trigger_pips = 10.0`: Additional profit interval required for each SL step.
- `input_sltp_active_step_move_pips = 5.0`: SL movement added per completed step.
- `input_sltp_use_tp_progress_stop = false`: Enables TP-progress-based SL locking.
- `input_sltp_tp_progress_trigger_percent = 70.0`: TP progress required before the SL lock is applied.
- `input_sltp_tp_progress_sl_lock_percent = 30.0`: Entry-to-TP distance percentage locked by SL.
- `input_sltp_use_high_volatility_limit = false`: Enables short-term high-volatility SL tightening.

### 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.
- `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.
- `M15_CONFIRM_BARS = 30`: Number of M15 bars used for average-range calculation.
- `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`.
- `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`.
- 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.
- `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/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

### 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`
- Batch file: `C:\ea_py\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`
- Batch file: `C:\ea_py\bat\get_entry_reply.bat`

`target_prices.txt` must contain 13 lines:

```text
Line 1: res_chk
Lines 2-4:   T1 Buy Stop entry/tp/sl
Lines 5-7:   T2 Buy Limit entry/tp/sl
Lines 8-10:  T3 Sell Stop entry/tp/sl
Lines 11-13: T4 Sell Limit entry/tp/sl
```

## 6. Entry Conditions

New entries are allowed only when all conditions below are satisfied:

- Spread is less than or equal to `spread_limit`.
- H4 trend analysis is complete and `trend_state.txt` can be loaded.
- H1 entry candidate generation is complete and `target_prices.txt` can be loaded.
- `res_chk = 1`.
- The H1 candidate set has not expired under `ENTRY_H1_LIMIT`.
- The H1 candidate set has not exceeded `input_entry_max_candidate_age_minutes` since it was loaded.
- 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`.

### market_state and Allowed Order Types

- `0 MARKET_LOW_VOL_RANGE`: Allows T2 Buy Limit / T4 Sell Limit.
- `1 MARKET_HIGH_VOL_RANGE`: Allows T2 Buy Limit / T4 Sell Limit.
- `2 MARKET_LOW_VOL_UP`: Allows T1 Buy Stop / T2 Buy Limit.
- `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.

### Order-Type Price Rules

- T1 Buy Stop: `Ask < entry`, `tp > entry`, `sl < entry`
- T2 Buy Limit: `Ask > entry`, `tp > entry`, `sl < entry`
- T3 Sell Stop: `Bid > entry`, `tp < entry`, `sl > entry`
- T4 Sell Limit: `Bid < entry`, `tp < entry`, `sl > entry`

## 7. Exit Conditions

- Pending orders are cancelled after `ENTRY_H1_LIMIT * PeriodSeconds(PERIOD_H1)` has elapsed from setup time.
- Positions are closed after `CLOSE_H1_LIMIT * PeriodSeconds(PERIOD_H1)` has elapsed from entry time.
- Time-limit handling runs early in `OnTick` and is independent of Python readiness or spread checks.
- On EA removal, `OnDeinit()` releases external-process state and the SLTP panel, then clears the chart status text with `Comment("")` and `ChartRedraw(0)`.
- When `input_sltp_manager_enabled` or the panel `Manager` toggle is ON, the EA runs `CSLTPManager::ManagePositions()` and `HighVolatilityLimit()` after time-limit handling. Existing-position SL protection therefore continues while Python results are pending or new entries are skipped.
- Normal break-even and active trailing are mutually exclusive. The panel turns one mode off when the other is enabled, and `CSLTPManager::ValidateSettings()` also validates the exclusion.

## 7.1 SLTP Control Panel

- The panel is created when `input_sltp_show_panel = true` and appears near the chart's upper-right area.
- If panel creation fails, the EA logs the failure and continues with the already-applied input-based SLTP settings.
- The `Manager` button toggles all SLTP management. When OFF, panel values remain stored but `OnTick` does not modify SL values.
- The `BreakEven`, `Elapsed BE`, `Active Trail`, `TP Progress`, and `High Vol` buttons toggle each `CSLTPManager` feature.
- Numeric fields are validated when `APPLY` is pressed. Invalid or out-of-range values show a `MessageBox`, are logged, and revert to the previous valid value.
- Settings are copied into `CSLTPManager` only after `APPLY` succeeds. The EA then calls `ValidateSettings()`; if validation fails, SLTP management is stopped and the reason is logged.

## 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.
- 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.
- 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 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

### 2026-05-13

- 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 H1 candidate age to entry skip logs to make delayed entries, M15 rejection, and price mismatch easier to diagnose.

### 2026-05-05

- Added `Comment("")` and `ChartRedraw(0)` to `OnDeinit()` so the chart status comment is removed when the EA is deleted.
- Connected `CSLTPManager` and the dedicated chart panel `SLTPManagerPanel.mqh` to `HIT-EA_refactor_ver5.mq5`, allowing UI control of break-even, elapsed-time break-even, active trailing, TP-progress SL, and high-volatility SL tightening.
- Added SLTP management immediately after time-limit handling in `OnTick`, so existing-position protection continues independently of Python readiness and spread checks.
- Added SLTP panel inputs, mutual exclusion for normal break-even versus active trailing, and numeric validation on `APPLY`.
- Split the function implementations from `HIT-EA_refactor_ver5.mq5` into purpose-specific `.mqh` files.
- Kept `OnInit`, `OnDeinit`, `OnTick`, inputs, and global state in the EA source while moving behavior functions under `Include/MyLib/`.
- Updated the specification to match the current `CreateProcessW` Python process tracking, M15 filter, `market_state` range `0..6`, and `spread_limit = 60`.

### 2026-05-02

- Added entry suppression when `res_chk = 0`.
- Moved time-limit handling before Python readiness and spread checks.
- Split startup flags for H4 and H1 initial processing.
- Switched OHLC retrieval to `CopyRates` and exported closed bars only.