diff --git a/.gitignore b/.gitignore
new file mode 100644
index 0000000..14ece33
--- /dev/null
+++ b/.gitignore
@@ -0,0 +1,2 @@
+*.ex5
+*.log
diff --git a/MQL5/Experts/MultiAgentTest/Core/Orchestrator.mqh b/MQL5/Experts/MultiAgentTest/Core/Orchestrator.mqh
index 9f72a8b..3a6e2a7 100644
--- a/MQL5/Experts/MultiAgentTest/Core/Orchestrator.mqh
+++ b/MQL5/Experts/MultiAgentTest/Core/Orchestrator.mqh
@@ -18,9 +18,55 @@ struct BarSnapshot {
    double   combinedZ;
 };
 
+struct AgentSnapshot {
+   double   lastZScore;
+   double   weight;
+   double   rho;
+   double   bias;
+   double   biasStd;
+   double   rhoLearn;
+   double   rawSignal;
+};
+
+struct TradeRecord {
+   int      ticket;
+   bool     isBuy;
+   datetime entryTime;
+   datetime closeTime;
+   double   entryPrice;
+   double   closePrice;
+   double   entryATR;
+   double   entryZ;
+   double   slPrice;
+   double   highestPrice;
+   double   lowestPrice;
+   int      barsHeld;
+   double   maeATR;
+   double   mfeATR;
+   double   actualReturn;
+   double   entryZScores[MAX_AGENTS];
+   double   entryFeatures[NN_FEATURES];
+   string   exitReason;
+};
+
+struct DecisionRecord {
+   datetime time;
+   string   action;
+   int      direction;
+   double   zScore;
+   double   combinedZ;
+   double   price;
+   int      ticket;
+   int      agreeingCount;
+   int      totalAgents;
+   double   confidence;
+   double   minZ;
+};
+
 // Posizione aperta tracciata con MAE/MFE
 struct TrackedTrade {
    int      ticket;
+   datetime entryTime;
    double   entryPrice;
    double   entryATR;
    double   entryZ;
@@ -127,6 +173,14 @@ private:
     BarSnapshot history[MAX_HISTORY];
     int    histIdx;
     int    histCount;
+
+    // --- Export buffers ---
+    AgentSnapshot agentHistory[MAX_HISTORY][MAX_AGENTS];
+    TradeRecord   completedTrades[];
+    int           completedTradeCount;
+    DecisionRecord decisionLog[];
+    int           decisionCount;
+    int           decisionCapacity;
    
    void InitCorrelation(int idx) {
       corrMeanX[idx] = 0;
@@ -250,11 +304,20 @@ public:
           m_trainBuffer = new NNTrainBuffer();
        }
 
-       histIdx = 0;
-       histCount = 0;
-    }
+        histIdx = 0;
+        histCount = 0;
 
-    ~Orchestrator() {
+        completedTradeCount = 0;
+        ArrayResize(completedTrades, 200);
+        decisionCount = 0;
+        decisionCapacity = 500;
+        ArrayResize(decisionLog, decisionCapacity);
+        for(int ai = 0; ai < MAX_HISTORY; ai++)
+           for(int aj = 0; aj < MAX_AGENTS; aj++)
+              agentHistory[ai][aj].lastZScore = 0;
+     }
+
+     ~Orchestrator() {
        ReleaseAgents();
        if(m_neuralNet)  delete m_neuralNet;
        if(m_trainBuffer) delete m_trainBuffer;
@@ -425,10 +488,11 @@ public:
             return -1;
          }
 openTrades[idx].ticket     = ticket;
-        openTrades[idx].entryPrice  = price;
-        openTrades[idx].entryATR    = MathMax(atr, 1e-10);
-        openTrades[idx].entryZ      = z;
-        openTrades[idx].isBuy       = isBuy;
+         openTrades[idx].entryPrice  = price;
+         openTrades[idx].entryATR    = MathMax(atr, 1e-10);
+         openTrades[idx].entryZ      = z;
+         openTrades[idx].isBuy       = isBuy;
+         openTrades[idx].entryTime  = TimeCurrent();
         openTrades[idx].highestPrice = price;
         openTrades[idx].lowestPrice  = price;
         openTrades[idx].barsHeld    = 0;
@@ -463,11 +527,40 @@ openTrades[idx].ticket     = ticket;
         return idx;
      }
 
-     void OnTradeOpen(int ticket, double price, double atr) {
-        AddTrade(ticket, price, atr, combinedZ, combinedZ > 0);
-     }
-   
-void OnTradeClose(int ticket, double closePrice) {
+      void OnTradeOpen(int ticket, double price, double atr) {
+         AddTrade(ticket, price, atr, combinedZ, combinedZ > 0);
+         LogDecision("ENTRY", combinedZ > 0 ? 1 : -1, 0, price, ticket);
+      }
+
+      void LogDecision(string action, int dir, double minZ, double price, int ticket = 0) {
+         if(decisionCount >= decisionCapacity) {
+            decisionCapacity *= 2;
+            ArrayResize(decisionLog, decisionCapacity);
+         }
+         DecisionRecord d;
+         d.time = TimeCurrent();
+         d.action = action;
+         d.direction = dir;
+         d.zScore = MathAbs(combinedZ);
+         d.combinedZ = combinedZ;
+         d.price = price;
+         d.ticket = ticket;
+         d.agreeingCount = 0;
+         d.totalAgents = agentCount;
+         d.confidence = MathAbs(combinedZ);
+         d.minZ = minZ;
+         if(action == "SIGNAL" || action == "ENTRY") {
+            for(int i=0; i<agentCount; i++) {
+               if(agents[i].enabled && MathAbs(agents[i].lastZScore) > 0.1) {
+                  if((agents[i].lastZScore > 0) == (dir > 0)) d.agreeingCount++;
+               }
+            }
+         }
+         decisionLog[decisionCount] = d;
+         decisionCount++;
+      }
+    
+void OnTradeClose(int ticket, double closePrice, string exitReason = "MANUAL") {
        // Trova il trade nell'array
        int idx = -1;
        for(int i=0; i<maxOpenTrades; i++) {
@@ -572,10 +665,34 @@ UpdateCorrelation(i, openTrades[idx].entryZScores[i], actualReturnZ);
        }
 
 UpdateHealth(actualReturn);
-        LogHealth();
+         LogHealth();
 
-        openTrades[idx].active = false;
-    }
+         // Save completed trade record
+         int ct = completedTradeCount;
+         ArrayResize(completedTrades, ct + 1);
+         completedTrades[ct].ticket     = openTrades[idx].ticket;
+         completedTrades[ct].isBuy      = openTrades[idx].isBuy;
+         completedTrades[ct].entryPrice = openTrades[idx].entryPrice;
+         completedTrades[ct].closePrice = closePrice;
+         completedTrades[ct].entryATR   = openTrades[idx].entryATR;
+         completedTrades[ct].entryZ     = openTrades[idx].entryZ;
+         completedTrades[ct].slPrice    = openTrades[idx].slPrice;
+         completedTrades[ct].highestPrice = openTrades[idx].highestPrice;
+         completedTrades[ct].lowestPrice  = openTrades[idx].lowestPrice;
+         completedTrades[ct].barsHeld   = openTrades[idx].barsHeld;
+         completedTrades[ct].maeATR     = openTrades[idx].maeATR;
+         completedTrades[ct].mfeATR     = openTrades[idx].mfeATR;
+         completedTrades[ct].actualReturn = actualReturn;
+         completedTrades[ct].entryTime  = 0;
+         completedTrades[ct].closeTime  = TimeCurrent();
+         completedTrades[ct].exitReason = exitReason;
+         for(int ei = 0; ei < agentCount; ei++) completedTrades[ct].entryZScores[ei] = openTrades[idx].entryZScores[ei];
+         for(int ef = 0; ef < NN_FEATURES; ef++) completedTrades[ct].entryFeatures[ef] = openTrades[idx].entryFeatures[ef];
+
+         LogDecision("EXIT", openTrades[idx].isBuy ? 1 : -1, 0, closePrice, ticket);
+
+         openTrades[idx].active = false;
+     }
 
    // Trova un trade per ticket
    int FindTrade(int ticket) const {
@@ -776,11 +893,20 @@ UpdateHealth(actualReturn);
        for(int i=0; i<MAX_AGENTS; i++) prevCorr[i] = 0;
        for(int i=0; i<ROLLING_TRADES; i++) rollingReturns[i] = 0;
        
-       histIdx = 0;
-       histCount = 0;
-    }
-   
-   // --- Self-evaluation ---
+        histIdx = 0;
+        histCount = 0;
+
+        completedTradeCount = 0;
+        ArrayResize(completedTrades, 200);
+        decisionCount = 0;
+        decisionCapacity = 500;
+        ArrayResize(decisionLog, decisionCapacity);
+        for(int ai = 0; ai < MAX_HISTORY; ai++)
+           for(int aj = 0; aj < MAX_AGENTS; aj++)
+              agentHistory[ai][aj].lastZScore = 0;
+     }
+    
+    // --- Self-evaluation ---
    void UpdateHealth(double actualReturn) {
       // Rolling returns buffer
       rollingReturns[rollingIdx] = actualReturn;
@@ -856,8 +982,16 @@ UpdateHealth(actualReturn);
    void LogBarHistory(datetime time) {
       history[histIdx].time = time;
       history[histIdx].combinedZ = combinedZ;
-      for(int i=0; i<agentCount; i++)
+      for(int i=0; i<agentCount; i++) {
          history[histIdx].z[i] = agents[i].lastZScore;
+         agentHistory[histIdx][i].lastZScore = agents[i].lastZScore;
+         agentHistory[histIdx][i].weight     = agents[i].weight;
+         agentHistory[histIdx][i].rho        = GetCorrelation(i);
+         agentHistory[histIdx][i].bias       = agents[i].predictionError.Mean();
+         agentHistory[histIdx][i].biasStd    = agents[i].predictionError.Std();
+         agentHistory[histIdx][i].rhoLearn   = agents[i].predCorr.Ready() ? agents[i].predCorr.Correlation() : 0;
+         agentHistory[histIdx][i].rawSignal  = agents[i].lastRawSignal;
+      }
       histIdx = (histIdx + 1) % MAX_HISTORY;
       if(histCount < MAX_HISTORY) histCount++;
    }
@@ -1299,5 +1433,165 @@ UpdateHealth(actualReturn);
         FileClose(fh);
         Print("Analisi salvata: ", fn);
      }
+
+     // ===================== SAVE BAR HISTORY CSV =====================
+     void SaveBarHistoryCSV(string symbol, ENUM_TIMEFRAMES tf) const {
+        string fn = "BarHistory_" + symbol + "_" + EnumToString(tf) + ".csv";
+        int fh = FileOpen(fn, FILE_TXT|FILE_WRITE|FILE_COMMON);
+        if(fh == INVALID_HANDLE) { Print("BarHistoryCSV: errore apertura ", fn); return; }
+
+        string header = "bar,time,combinedZ";
+        string agentNames[MAX_AGENTS];
+        for(int i=0; i<agentCount; i++) {
+           agentNames[i] = agents[i].name;
+           header += "," + agentNames[i] + "_z";
+        }
+        header += ",regimeH,adxRaw,regimeConsensus,agreement,trendStrength,patternName";
+        FileWriteString(fh, header + "\r\n");
+
+        int n = MathMin(histCount, MAX_HISTORY);
+        int start = (histCount >= MAX_HISTORY) ? histIdx : 0;
+        for(int i=0; i<n; i++) {
+           int ii = (start + i) % MAX_HISTORY;
+           string line = (string)i + "," + TimeToString(history[ii].time) + "," + StringFormat("%+.6f", history[ii].combinedZ);
+           for(int j=0; j<agentCount; j++)
+              line += "," + StringFormat("%+.6f", history[ii].z[j]);
+           line += "," + StringFormat("%.4f", SHARED_regimeH);
+           line += "," + StringFormat("%.1f", SHARED_adxRaw);
+           line += "," + StringFormat("%+.4f", SHARED_regimeConsensus);
+           line += "," + StringFormat("%.4f", SHARED_regimeAgreement);
+           line += "," + StringFormat("%.4f", SHARED_trendStrength);
+           line += "," + SHARED_patternName;
+           FileWriteString(fh, line + "\r\n");
+        }
+        FileClose(fh);
+        Print("Bar history salvata: ", fn, " (", n, " barre)");
+     }
+
+     // ===================== SAVE TRADE HISTORY CSV =====================
+     void SaveTradeHistoryCSV(string symbol, ENUM_TIMEFRAMES tf) const {
+        string fn = "TradeHistory_" + symbol + "_" + EnumToString(tf) + ".csv";
+        int fh = FileOpen(fn, FILE_TXT|FILE_WRITE|FILE_COMMON);
+        if(fh == INVALID_HANDLE) { Print("TradeHistoryCSV: errore apertura ", fn); return; }
+
+        string header = "ticket,isBuy,entryTime,closeTime,barsHeld,entryPrice,closePrice,entryATR,entryZ,slPrice,highestPrice,lowestPrice,maeATR,mfeATR,actualReturn,exitReason";
+        string agentNames[MAX_AGENTS];
+        for(int i=0; i<agentCount; i++) {
+           agentNames[i] = agents[i].name;
+           header += "," + agentNames[i] + "_entryZ";
+        }
+        string featLabels[NN_FEATURES] = {"Hurst","ADX","MA","Momentum","Consensus","Hunter","Agreement","TrendStr"};
+        for(int f=0; f<NN_FEATURES; f++) header += ",feat_" + featLabels[f];
+        FileWriteString(fh, header + "\r\n");
+
+        // Completed trades
+        for(int t=0; t<completedTradeCount; t++) {
+           string line = (string)completedTrades[t].ticket;
+           line += "," + (string)(completedTrades[t].isBuy ? 1 : 0);
+           line += "," + TimeToString(completedTrades[t].entryTime);
+           line += "," + TimeToString(completedTrades[t].closeTime);
+           line += "," + (string)completedTrades[t].barsHeld;
+           line += "," + StringFormat("%.5f", completedTrades[t].entryPrice);
+           line += "," + StringFormat("%.5f", completedTrades[t].closePrice);
+           line += "," + StringFormat("%.4f", completedTrades[t].entryATR);
+           line += "," + StringFormat("%+.4f", completedTrades[t].entryZ);
+           line += "," + StringFormat("%.5f", completedTrades[t].slPrice);
+           line += "," + StringFormat("%.5f", completedTrades[t].highestPrice);
+           line += "," + StringFormat("%.5f", completedTrades[t].lowestPrice);
+           line += "," + StringFormat("%.4f", completedTrades[t].maeATR);
+           line += "," + StringFormat("%.4f", completedTrades[t].mfeATR);
+           line += "," + StringFormat("%+.4f", completedTrades[t].actualReturn);
+           line += "," + completedTrades[t].exitReason;
+           for(int j=0; j<agentCount; j++)
+              line += "," + StringFormat("%+.4f", completedTrades[t].entryZScores[j]);
+           for(int f=0; f<NN_FEATURES; f++)
+              line += "," + StringFormat("%+.4f", completedTrades[t].entryFeatures[f]);
+           FileWriteString(fh, line + "\r\n");
+        }
+
+        // Open trades (still active)
+        for(int i=0; i<maxOpenTrades; i++) {
+           if(!openTrades[i].active) continue;
+           string line = (string)openTrades[i].ticket;
+           line += "," + (string)(openTrades[i].isBuy ? 1 : 0);
+           line += ",,";  // no close time yet
+           line += "," + (string)openTrades[i].barsHeld;
+           line += "," + StringFormat("%.5f", openTrades[i].entryPrice);
+           line += ",";  // no close price yet
+           line += "," + StringFormat("%.4f", openTrades[i].entryATR);
+           line += "," + StringFormat("%+.4f", openTrades[i].entryZ);
+           line += "," + StringFormat("%.5f", openTrades[i].slPrice);
+           line += "," + StringFormat("%.5f", openTrades[i].highestPrice);
+           line += "," + StringFormat("%.5f", openTrades[i].lowestPrice);
+           line += "," + StringFormat("%.4f", openTrades[i].maeATR);
+           line += "," + StringFormat("%.4f", openTrades[i].mfeATR);
+           line += ",,OPEN";  // no return, exit=OPEN
+           for(int j=0; j<agentCount; j++)
+              line += "," + StringFormat("%+.4f", openTrades[i].entryZScores[j]);
+           for(int f=0; f<NN_FEATURES; f++)
+              line += "," + StringFormat("%+.4f", openTrades[i].entryFeatures[f]);
+           FileWriteString(fh, line + "\r\n");
+        }
+        FileClose(fh);
+        Print("Trade history salvata: ", fn, " (", completedTradeCount, " completati, ", OpenTradeCount(), " aperti)");
+     }
+
+     // ===================== SAVE AGENT INTERACTION CSV =====================
+     void SaveAgentInteractionCSV(string symbol, ENUM_TIMEFRAMES tf) const {
+        string fn = "AgentInteraction_" + symbol + "_" + EnumToString(tf) + ".csv";
+        int fh = FileOpen(fn, FILE_TXT|FILE_WRITE|FILE_COMMON);
+        if(fh == INVALID_HANDLE) { Print("AgentInteractionCSV: errore apertura ", fn); return; }
+
+        string header = "bar,time,combinedZ";
+        for(int i=0; i<agentCount; i++) {
+           string n = agents[i].name;
+           header += "," + n + "_z," + n + "_weight," + n + "_rho," + n + "_bias," + n + "_biasStd," + n + "_rhoLearn," + n + "_rawSignal";
+        }
+        FileWriteString(fh, header + "\r\n");
+
+        int n = MathMin(histCount, MAX_HISTORY);
+        int start = (histCount >= MAX_HISTORY) ? histIdx : 0;
+        for(int i=0; i<n; i++) {
+           int ii = (start + i) % MAX_HISTORY;
+           string line = (string)i + "," + TimeToString(history[ii].time) + "," + StringFormat("%+.6f", history[ii].combinedZ);
+           for(int j=0; j<agentCount; j++) {
+              line += "," + StringFormat("%+.4f", agentHistory[ii][j].lastZScore);
+              line += "," + StringFormat("%.4f", agentHistory[ii][j].weight);
+              line += "," + StringFormat("%+.4f", agentHistory[ii][j].rho);
+              line += "," + StringFormat("%+.4f", agentHistory[ii][j].bias);
+              line += "," + StringFormat("%.4f", agentHistory[ii][j].biasStd);
+              line += "," + StringFormat("%+.4f", agentHistory[ii][j].rhoLearn);
+              line += "," + StringFormat("%+.4f", agentHistory[ii][j].rawSignal);
+           }
+           FileWriteString(fh, line + "\r\n");
+        }
+        FileClose(fh);
+        Print("Agent interaction salvata: ", fn, " (", n, " barre)");
+     }
+
+     // ===================== SAVE DECISION LOG CSV =====================
+     void SaveDecisionLogCSV(string symbol, ENUM_TIMEFRAMES tf) const {
+        string fn = "DecisionLog_" + symbol + "_" + EnumToString(tf) + ".csv";
+        int fh = FileOpen(fn, FILE_TXT|FILE_WRITE|FILE_COMMON);
+        if(fh == INVALID_HANDLE) { Print("DecisionLogCSV: errore apertura ", fn); return; }
+
+        FileWriteString(fh, "time,action,direction,zScore,combinedZ,price,ticket,agreeingCount,totalAgents,confidence,minZ\r\n");
+        for(int d=0; d<decisionCount; d++) {
+           string line = TimeToString(decisionLog[d].time);
+           line += "," + decisionLog[d].action;
+           line += "," + (string)decisionLog[d].direction;
+           line += "," + StringFormat("%+.4f", decisionLog[d].zScore);
+           line += "," + StringFormat("%+.4f", decisionLog[d].combinedZ);
+           line += "," + StringFormat("%.5f", decisionLog[d].price);
+           line += "," + (string)decisionLog[d].ticket;
+           line += "," + (string)decisionLog[d].agreeingCount;
+           line += "," + (string)decisionLog[d].totalAgents;
+           line += "," + StringFormat("%.4f", decisionLog[d].confidence);
+           line += "," + StringFormat("%.4f", decisionLog[d].minZ);
+           FileWriteString(fh, line + "\r\n");
+        }
+        FileClose(fh);
+        Print("Decision log salvato: ", fn, " (", decisionCount, " decisioni)");
+     }
  };
  #endif
diff --git a/MQL5/Experts/MultiAgentTest/MultiAgentTest.mq5 b/MQL5/Experts/MultiAgentTest/MultiAgentTest.mq5
index e86692e..57df31d 100644
--- a/MQL5/Experts/MultiAgentTest/MultiAgentTest.mq5
+++ b/MQL5/Experts/MultiAgentTest/MultiAgentTest.mq5
@@ -169,15 +169,27 @@ void OnDeinit(const int reason) {
       }
    }
 
-    // Agent learning summary
-    orchestrator.PrintAgentLearningSummary();
-    orchestrator.SaveAgentLearningCsv();
+     // Agent learning summary
+     orchestrator.PrintAgentLearningSummary();
+     orchestrator.SaveAgentLearningCsv();
 
-    // Analisi completa: tutti i parametri derivati, soglie, periodi, stats
-    orchestrator.SaveAnalysisCSV(sym, Inp_TF);
+     // Per-bar agent z-scores, combinedZ, SHARED variables
+     orchestrator.SaveBarHistoryCSV(sym, Inp_TF);
 
-    // Save state file (include NN weights inline se addestrata)
-    orchestrator.SaveState(sym, Inp_TF);
+     // Per-bar agent weights, biases, correlations, raw signals
+     orchestrator.SaveAgentInteractionCSV(sym, Inp_TF);
+
+     // Per-trade details with PnL, exitReason, full features
+     orchestrator.SaveTradeHistoryCSV(sym, Inp_TF);
+
+     // Entry/exit decision log
+     orchestrator.SaveDecisionLogCSV(sym, Inp_TF);
+
+     // Analisi completa: tutti i parametri derivati, soglie, periodi, stats
+     orchestrator.SaveAnalysisCSV(sym, Inp_TF);
+
+     // Save state file (include NN weights inline se addestrata)
+     orchestrator.SaveState(sym, Inp_TF);
 
    // Salva anche NN standalone (utile per debug/backup)
    if(nnTrained || orchestrator.IsNeuralReady())
@@ -300,11 +312,11 @@ void ManagePositions(const MarketData &data, const FinalSignal &fs) {
           if(PositionSelectByTicket(tkt)) {
              bool isBuy = orchestrator.IsBuyTrade(tkt);
              double closePrice = isBuy ? SymbolInfoDouble(sym, SYMBOL_BID) : SymbolInfoDouble(sym, SYMBOL_ASK);
-             orchestrator.OnTradeClose(tkt, closePrice);
-             trade.PositionClose(tkt);
-          }
-       }
-    }
+              orchestrator.OnTradeClose(tkt, closePrice, "REVERSAL");
+              trade.PositionClose(tkt);
+           }
+        }
+     }
 
     // 3. Aggiorna trailing stop sul terminale (tester supporta PositionModify)
     for(int i=PositionsTotal()-1; i>=0; i--) {
@@ -409,6 +421,10 @@ void LogSignal(const MarketData &data, const FinalSignal &fs) {
    }
    printCounter++;
    
+   // Log decision even for non-actionable signals
+   double minZ = (Inp_MinZ > 0) ? Inp_MinZ : orchestrator.AdaptiveMinZ();
+   orchestrator.LogDecision("SIGNAL", fs.direction, minZ, data.Close(0));
+   
    if(MathAbs(fs.zScore) > Inp_MinZ) {
       Print(log);
       Print("  Agents: ", fs.contributingAgents);
@@ -438,7 +454,7 @@ void OnTrade() {
             // Trade closed by SL/TP (not by ManagePositions)
             bool isBuy = orchestrator.IsBuyTrade(tkt);
             double closePrice = isBuy ? SymbolInfoDouble(sym, SYMBOL_BID) : SymbolInfoDouble(sym, SYMBOL_ASK);
-            orchestrator.OnTradeClose(tkt, closePrice);
+            orchestrator.OnTradeClose(tkt, closePrice, "SLTP");
             onTradeCloses++;
             Print("SL/TP chiuso trade #", tkt, " (totale SL/TP: ", onTradeCloses, ")");
             if(onTradeCloses % saveInterval == 0)