// ============================================================================
// Shiller_EURUSD.c  —  Zorro / lite-C demonstration script (EUR/USD)
// ============================================================================
// GOAL
// -----
// This script illustrates two classic ideas often discussed in the
// 'variance bounds' / 'dividend–price ratio' (dp) literature:
//
//   Part A) An *illustrative* check of "excess volatility":
//           compare the variance of price P_t to a discounted-sum proxy P*_t
//           constructed from a toy 'dividend' series D_t (here: carry proxy).
//
//   Part B) A very simple *return predictability* example using the
//           dividend-price ratio dp_t := log(D_t / P_t) to predict future
//           K-day returns via a rolling univariate OLS slope.
//
// NOTES (Zorro / lite-C specifics)
// --------------------------------
// • This is a research demo; it trades with a minimal rule only to show how to
//   translate a scalar signal into actions. It is *not* a strategy.
// • Positive series index in Zorro points to the PAST. Example: X[1] is
//   the previous bar, X[K] is K bars ago; X[0] is the current bar.
// • `vars` are rolling series returned by `series(...)`; `var` is a scalar.
// • `asset("EUR/USD")` selects the EUR/USD symbol defined by your asset list.
// • `Lots` is set to 1 purely for a visible action in Part B.
//
// SAFETY / ROBUSTNESS
// -------------------
// • We clamp denominators with a small epsilon to avoid log(0) or division by 0.
// • Window sizes and horizons are explicitly checked against LookBack and Bar.
//
// VERSION
// -------
// Tested with Zorro 2.x / lite-C syntax.
// ============================================================================

function run()
{
    // ------------------------------------------------------------------------
    // SESSION / DATA SETTINGS
    // ------------------------------------------------------------------------
    BarPeriod = 1440;      // 1440 minutes = 1 day bars
    StartDate = 2010;      // start year (use your data span)
    LookBack  = 600;       // bars held in rolling series (must cover max windows)
    asset("EUR/USD");
    set(PLOTNOW);          // auto-plot series as they are produced

    // ------------------------------------------------------------------------
    // PRICE SERIES
    // ------------------------------------------------------------------------
    // P_t: close price; R1: 1-bar (1-day) log return (not used later, kept for ref)
    vars P  = series(priceClose());           // P[0]=today, P[1]=yesterday, ...
    vars R1 = series(log(P[0]/P[1]));         // ln(P_t / P_{t-1})

    // ------------------------------------------------------------------------
    // "DIVIDEND" PROXY D_t  (here: a constant carry series for demonstration)
    // ------------------------------------------------------------------------
    // In FX, a carry-like proxy could be the interest rate differential.
    // Here we just set a constant daily carry to mimic ~1.5% per annum.
    var  eps        = 1e-12;                  // small epsilon for safe divisions
    var  carryDaily = 0.015/252.;             // ? 1.5% p.a. / 252 trading days
    vars D          = series(carryDaily);     // D_t aligned with bars

    // =========================================================================
    // PART A: "Ex post" discounted-sum proxy P*_t for an excess-volatility check
    // =========================================================================
    // Construct a simple discounted sum of past D_t as a toy P*_t proxy:
    //     P*_t ? ?_{k=1..Kmax} D_{t-k} / (1+r_d)^k
    // This is ONLY an illustration, not a proper present-value model.
    int   Kmax = 126;                          // look-back horizon (~6 months)
    var   r_d  = 0.0001;                       // daily discount ? 0.01% (~2.5% p.a.)
    vars  Px   = series(0);                    // rolling proxy P*_t

    if (Bar > LookBack)
    {
        // Build discounted sum from *past* values of D (D[1]..D[Kmax])
        var sumDisc = 0;
        var disc    = 1;
        int k;
        for (k=1; k<=Kmax; k++)
        {
            disc   /= (1 + r_d);               // (1+r)^(-k)
            var Dp  = D[k];                    // D_{t-k}
            sumDisc += disc * Dp;
        }
        Px[0] = sumDisc;                       // write current P*_t proxy

        // Compare rolling variances of P and P* over a window W
        int W = 500;
        if (Bar > LookBack + Kmax + W)
        {
            // Means
            var meanP = 0, meanPx = 0;
            int i;
            for (i=0; i<W; i++) { meanP += P[i]; meanPx += Px[i]; }
            meanP  /= (var)W;
            meanPx /= (var)W;

            // Sample variances
            var varP = 0, varPx = 0;
            for (i=0; i<W; i++) {
                var a = P[i]-meanP;
                var b = Px[i]-meanPx;
                varP  += a*a;
                varPx += b*b;
            }
            varP  /= (var)(W-1);
            varPx /= (var)(W-1);

            // Plots for visual inspection
            plot("Var(P)",  varP,  NEW, 0);
            plot("Var(P*)", varPx, 0,   0);

            // Console line every ~50 bars
            if (Bar%50==0)
                printf("\n[EXCESS VOL] W=%d Var(P)=%.6g Var(P*)=%.6g ratio=%.3f",
                       W, varP, varPx, varP/(varPx+eps));
        }
    }

    // =========================================================================
    // PART B: Return predictability via the dividend-price ratio, dp_t
    // =========================================================================
    // We compute:
    //   dp_t := log(D_t / P_t)
    // and regress *past* K-day realized returns on dp over a rolling window Wreg
    // to estimate a slope 'beta'. A positive beta implies higher dp predicts
    // higher future returns (in this toy setup).
    //
    // Then we convert the instantaneous dp z-score into a small long/short
    // trade signal, clipped and scaled to the range [-0.5, +0.5] (Lev).
    int   K   = 20;                                            // horizon (~1 month)
    vars  DP  = series(log(max(eps, D[0]) / max(eps, P[0])));  // dp_t series
    vars  RK  = series(log(P[0]/P[K]));                        // realized K-day return

    int   Wreg = 500;                                          // regression window
    if (Bar > LookBack + K + Wreg)
    {
        // ----------------------------
        // Rolling univariate OLS slope
        // ----------------------------
        var sumX=0, sumY=0, sumXX=0, sumXY=0;
        int i;
        for (i=0;i<Wreg;i++){
            var x = DP[i];     // predictor
            var y = RK[i];     // response (past K-day return)
            sumX  += x;
            sumY  += y;
            sumXX += x*x;
            sumXY += x*y;
        }
        var meanX = sumX/Wreg;
        var meanY = sumY/Wreg;
        var denom = sumXX - Wreg*meanX*meanX;

        var beta = 0;                                         // OLS slope
        if (denom != 0)
            beta = (sumXY - Wreg*meanX*meanY)/denom;

        plot("beta(dp->Kret)", beta, NEW, 0);

        // ----------------------------
        // z-score of current dp_t
        // ----------------------------
        var meanDP=0, varDP=0;
        for (i=0;i<Wreg;i++) meanDP += DP[i];
        meanDP/=Wreg;
        for (i=0;i<Wreg;i++){ var d=DP[i]-meanDP; varDP += d*d; }
        varDP /= (Wreg-1);
        var sDP  = sqrt(max(eps,varDP));
        var zDP  = (DP[0]-meanDP)/sDP;

        // Clip z to avoid huge outliers
        var zClip = zDP;
        if (zClip >  2) zClip =  2;
        if (zClip < -2) zClip = -2;

        // Direction follows beta sign
        var sig = 0;
        if (beta > 0)      sig = zClip;
        else if (beta < 0) sig = -zClip;

        // ----------------------------
        // POSITION TRANSLATION
        // ----------------------------
        // Map raw signal in [-2,+2] to leverage-like knob in [-1,+1],
        // then cap at ±0.5 to keep actions small in the demo.
        var Target = sig;          // raw -2..+2
        var MaxLev = 0.5;          // clamp bound
        var Lev    = Target/2.0;   // scale to -1..+1 then cap
        if (Lev >  MaxLev) Lev =  MaxLev;
        if (Lev < -MaxLev) Lev = -MaxLev;

        // Minimal action rule:
        // if Lev is meaningfully positive => long; if negative => short; else flat.
        // We keep Lots=1 for visibility; no money management here.
        if (Lev > 0.05) { exitShort(); enterLong();  Lots = 1; }
        else if (Lev < -0.05) { exitLong(); enterShort(); Lots = 1; }
        else { exitLong(); exitShort(); }

        // Plots for monitoring
        plot("z(dp)", zDP, 0, 0);
        plot("lev",  Lev,  0, 0);
    }

    // End of run() — Zorro handles bar stepping automatically.
}

// ============================================================================
// Shiller NN EUR/USD — ML trading demo (Zorro / lite-C)
//
// • Learner: PERCEPTRON (+BALANCED) on a compact 8-feature vector.
// • Trigger: edge = predL - predS with a simple RSI + momentum fallback.
// • Plots: (name, value, color, style); panels anchored correctly.
// ============================================================================

#include <default.c>

// ===== Configuration =====
#define LOOKBACK   200     // Bars required before running the model/logic
#define BarMins    1440    // Daily bars
#define LotsFixed  1       // Position size per entry
#define EdgeMin    0.05    // ML edge threshold (predL - predS) to trigger a trade

// ===== Safe helpers =====
var safe_div(var a, var b)
{
  if (invalid(a) || invalid(b) || b == 0) return 0;
  return a/b;
}

var safe_logratio(var a, var b)
{
  if (invalid(a) || invalid(b) || b == 0) return 0;
  var r = a/b;
  if (invalid(r) || r <= 0) return 0;
  return log(r);
}

// NOTE: plot(name, value, color, style)
// We'll pass color first, then style flags (e.g., LINE, NEW, MAIN, etc.)
void plot_safe(string name, var v, int color, int style)
{
  if (!invalid(v) && v > -1e-12 && v < 1e12)
    plot(name, v, color, style);
}

// ===== Main strategy =====
function run()
{
  // Session (file-free; no RULES ? no rule files created/loaded)
  StartDate = 2010;
  EndDate   = 2025;
  BarPeriod = BarMins;
  LookBack  = LOOKBACK;
  Capital   = 10000;
  set(PARAMETERS|PLOTNOW);
  Hedge = 0;
  asset("EUR/USD");

  // Base series
  vars PC = series(priceClose());  // Close series for returns/momentum
  vars PX = series(price());       // Price series for RSI

  // Derived series (allocated once, updated every bar)
  static vars R1;     if (!R1)    R1    = series(0);  // 1-bar log return
  static vars MOM5;   if (!MOM5)  MOM5  = series(0);  // 5-bar momentum
  static vars MOM20;  if (!MOM20) MOM20 = series(0);  // 20-bar momentum
  static vars DP;     if (!DP)    DP    = series(0);  // dp proxy = log(D/P)

  if (Bar > 0)  R1[0]    = safe_logratio(PC[0], PC[1]);   else R1[0]    = 0;
  if (Bar > 5)  MOM5[0]  = safe_logratio(PC[0], PC[5]);   else MOM5[0]  = 0;
  if (Bar > 20) MOM20[0] = safe_logratio(PC[0], PC[20]);  else MOM20[0] = 0;

  // Constant carry vs price ? dp_t = log(D_t / P_t) (simple demonstration proxy)
  var carryDaily = 0.015/252.;  // ~1.5% p.a.
  if (Bar > 0) DP[0] = safe_logratio(carryDaily, PC[0]); else DP[0] = 0;

  // Indicators with warmup guards
  var vola  = 0;  if (Bar >= 21) vola  = StdDev(R1, 20);
  var atr20 = 0;  if (Bar >= 21) atr20 = ATR(20);
  var rsi14 = 50; if (Bar >= 15) rsi14 = RSI(PX, 14);

  // dp z-score (window Wz)
  var zDP = 0; int Wz = 500;
  if (Bar >= Wz) {
    int i; var mean = 0, s2 = 0;
    for (i = 0; i < Wz; i++) mean += DP[i];
    mean /= (var)Wz;
    for (i = 0; i < Wz; i++) { var d = DP[i] - mean; s2 += d*d; }
    var sd = sqrt(max(1e-12, s2/(Wz - 1)));
    if (sd > 0) {
      zDP = (DP[0] - mean) / sd;
      if (zDP >  10) zDP =  10;
      if (zDP < -10) zDP = -10;
    }
  }

  if (Bar < LOOKBACK) {
    // Anchor price panel early so the chart opens immediately
    plot_safe("Close", priceClose(), 0, MAIN|LINE);
    return;
  }

  // Feature vector (?20)
  var F[8];
  F[0] = zDP;
  F[1] = MOM5[0];
  F[2] = MOM20[0];
  F[3] = vola;
  F[4] = rsi14/100.;
  F[5] = safe_div(atr20, PC[0]);
  F[6] = R1[0];
  F[7] = safe_logratio(PC[0], PC[10]);

  // Built-in ML (file-free: no RULES)
  var predL = adviseLong (PERCEPTRON + BALANCED, 0, F, 8);
  var predS = adviseShort(PERCEPTRON + BALANCED, 0, F, 8);

  // Trading logic: edge trigger with simple fallback
  var edge = predL - predS;
  Lots = LotsFixed;

  int didTrade = 0;
  if (!invalid(edge) && edge > EdgeMin) {
    exitShort(); enterLong();  didTrade = 1;
  } else if (!invalid(edge) && edge < -EdgeMin) {
    exitLong();  enterShort(); didTrade = 1;
  }

  if (!didTrade) {
    if (rsi14 > 55 && MOM5[0] > 0) { exitShort(); enterLong();  didTrade = 1; }
    else if (rsi14 < 45 && MOM5[0] < 0) { exitLong(); enterShort(); didTrade = 1; }
    else { exitLong(); exitShort(); }
  }

  // ===== Plots (color, style) =====
  // Price on the main chart
  plot_safe("Close", priceClose(), 0, MAIN|LINE);

  // Open a NEW indicator panel with 'edge', then add other lines to the same panel
  plot_safe("edge",  edge,  0, NEW|LINE);   // NEW opens the panel
  plot_safe("predL", predL, 0, LINE);
  plot_safe("predS", predS, 0, LINE);
  plot_safe("RSI",   rsi14, 0, LINE);
  plot_safe("z(dp)", zDP,   0, LINE);
}

// ============================================================================
// BLA03x10_WFO_train_test.c
// EUR/USD — Single-script ML trading with explicit Train/Test separation.
// Zorro / lite-C
//
// • Train run (click “Train”): writes per-cycle RULE files (no TESTNOW).
// • Test/Trade run (click “Test” or “Trade”): loads the RULE files created in Train.
// • Learner: PERCEPTRON + BALANCED 
// • WFO supported via NumWFOCycles + DataHorizon (same in Train & Test).
// • Consistent asset() + algo() + advise* signature in both phases.
// • No ternary operator; guarded indicators; compact 8-feature vector.
// ============================================================================

#include <default.c>

// ===== Switches / Knobs =====
#define USE_WFO         1        // 0 = single IS block; 1 = Walk-Forward (IS/OOS cycles)
#define WFO_CYCLES      6        // number of WFO cycles (Train & Test must match)
#define WFO_OOS_BARS    252      // OOS length per cycle in bars (daily ? 1y)

#define LOOKBACK        200      // warmup bars before any model/logic
#define BarMins         1440     // 1D bars
#define LotsFixed       1        // fixed position size
#define EdgeMin         0.05     // edge = predL - predS threshold

// ===== Safe helpers =====
var safe_div(var a,var b){ if(invalid(a)||invalid(b)||b==0) return 0; return a/b; }
var safe_logratio(var a,var b){
  if(invalid(a)||invalid(b)||b==0) return 0;
  var r=a/b; if(invalid(r)||r<=0) return 0; return log(r);
}
// plot(name, value, color, style)
void plot_safe(string n, var v, int c, int s){ if(!invalid(v)&&v>-1e12&&v<1e12) plot(n,v,c,s); }

// ===== Main =====
function run()
{
  // -------- Session (identical in Train and Test except RULES/Hedge flags) --------
  StartDate = 2010;
  EndDate   = 2025;
  BarPeriod = BarMins;
  LookBack  = LOOKBACK;
  Capital   = 10000;

  if(USE_WFO){
    NumWFOCycles = WFO_CYCLES;
    DataHorizon  = WFO_OOS_BARS;         // OOS size per cycle
  } else {
    NumWFOCycles = 1;
    DataHorizon  = 0;
  }

  set(PARAMETERS|PLOTNOW);               // common flags

  // Explicit Train/Test separation (no TESTNOW auto phase switching)
  if(Train){
    set(RULES);                          // write RULE files during Train only
    Hedge = 2;                           // generate both L/S samples while training
  } else {
    Hedge = 0;                           // Test/Trade loads RULE files, no writing
  }

  asset("EUR/USD");
  algo("dp");                            // part of RULE key: <Asset>:<Algo>:<L|S>

  // -------- Base series --------
  vars PC = series(priceClose());        // close for returns/momentum
  vars PX = series(price());             // price for RSI

  // -------- Derived series (allocated once, updated every bar) --------
  static vars R1;     if(!R1)    R1    = series(0);  // 1-bar log return
  static vars MOM5;   if(!MOM5)  MOM5  = series(0);  // 5-bar log momentum
  static vars MOM20;  if(!MOM20) MOM20 = series(0);  // 20-bar log momentum
  static vars DP;     if(!DP)    DP    = series(0);  // dp proxy = log(D/P)

  if(Bar > 0)  R1[0]    = safe_logratio(PC[0],PC[1]);  else R1[0]    = 0;
  if(Bar > 5)  MOM5[0]  = safe_logratio(PC[0],PC[5]);  else MOM5[0]  = 0;
  if(Bar > 20) MOM20[0] = safe_logratio(PC[0],PC[20]); else MOM20[0] = 0;

  var carryDaily = 0.015/252.;
  if(Bar > 0) DP[0] = safe_logratio(carryDaily, PC[0]); else DP[0] = 0;

  // -------- Indicators with guards --------
  var vola  = 0;  if(Bar >= 21) vola  = StdDev(R1,20);
  var atr20 = 0;  if(Bar >= 21) atr20 = ATR(20);
  var rsi14 = 50; if(Bar >= 15) rsi14 = RSI(PX,14);

  // -------- dp z-score (window Wz) --------
  var zDP = 0; int Wz = 500;
  if(Bar >= Wz){
    int i; var mean=0, s2=0;
    for(i=0;i<Wz;i++) mean += DP[i];
    mean /= (var)Wz;
    for(i=0;i<Wz;i++){ var d = DP[i]-mean; s2 += d*d; }
    var sd = sqrt(max(1e-12, s2/(Wz-1)));
    if(sd > 0){
      zDP = (DP[0]-mean)/sd;
      if(zDP > 10)  zDP = 10;
      if(zDP < -10) zDP = -10;
    }
  }

  // Anchor main panel early
  if(Bar < LOOKBACK){
    plot_safe("Close", priceClose(), BLACK, MAIN|LINE);
    return;
  }

  // -------- Feature vector (? 20) --------
  var F[8];
  F[0] = zDP;
  F[1] = MOM5[0];
  F[2] = MOM20[0];
  F[3] = vola;
  F[4] = rsi14/100.;
  F[5] = safe_div(atr20, PC[0]);
  F[6] = R1[0];
  F[7] = safe_logratio(PC[0], PC[10]);

  // -------- Built-in ML calls (IDENTICAL in Train & Test) --------
  // Important: same method flags, same slot number, same feature length & order,
  // same asset() and algo() ? ensures matching rule keys and file names.
  var predL = adviseLong (PERCEPTRON + BALANCED, 0, F, 8);
  var predS = adviseShort(PERCEPTRON + BALANCED, 0, F, 8);

  // -------- Execution logic (common) --------
  var edge = predL - predS;
  Lots = LotsFixed;

  int didTrade = 0;
  if(!invalid(edge) && edge > EdgeMin){ exitShort(); enterLong();  didTrade = 1; }
  else if(!invalid(edge) && edge < -EdgeMin){ exitLong(); enterShort(); didTrade = 1; }

  if(!didTrade){
    if(rsi14 > 55 && MOM5[0] > 0) { exitShort(); enterLong();  didTrade = 1; }
    else if(rsi14 < 45 && MOM5[0] < 0) { exitLong(); enterShort(); didTrade = 1; }
    else { exitLong(); exitShort(); }
  }

  // -------- Plots --------
  plot_safe("Close", priceClose(), BLACK, MAIN|LINE);
  plot_safe("edge",  edge,  GREEN, NEW|LINE);
  plot_safe("predL", predL, BLUE,  LINE);
  plot_safe("predS", predS, RED,   LINE);
  plot_safe("RSI",   rsi14, 0x404040, LINE);
  plot_safe("z(dp)", zDP,   0x800080, LINE);
}

// ======================================================
//  SAR MOMENTUM BOT
//  SAR direction entries, optional momentum filter,
//  + optimizable SAR step / delayed SL / StopLoss / TakeProfit / Max holding time
// ======================================================

#include <default.c>
#include <stdio.h>   // for file-based debug logging

//------------------------------------------------------//
//  USER PARAMETERS (defaults – some are overwritten by optimize())
//------------------------------------------------------//

// Bar timeframe for SAR etc. (minutes)
int      TRADE_TIMEFRAME      = 5;       // M5

// Parabolic SAR params (Zorro SAR(Step,Min,Max))
var      SAR_STEP             = 0.02;
var      SAR_MAX              = 0.20;
var      SAR_MIN              = 0.02;    // usually same as step

// Distance from price for pending order (in pips)
int      SAR_BUFFER_POINTS    = 25;

// Trading session
int      USE_GMT_TIME         = 1;       // (unused – hour(0) is used)
int      SESSION_START_HOUR   = 7;       // 0..23
int      SESSION_END_HOUR     = 21;      // 0..23

// News filter (stub – always off unless implemented)
int      USE_NEWS_FILTER      = 0;

// Lot size modes
#define LOT_FIXED_LOT         0
#define LOT_BALANCE_PERCENT   1
#define LOT_EQUITY_PERCENT    2
#define LOT_FIXED_RISK_MONEY  3

int      LotMode            = LOT_BALANCE_PERCENT;
var      FIXED_LOT_SIZE     = 0.10;
var      RISK_PERCENT       = 0.5;     // for BALANCE/EQUITY
var      FIXED_RISK_MONEY   = 50.0;    // account currency

// Momentum filter window (seconds)
int      ACTIVATE_WINDOW_SEC  = 900;   // default ~15 minutes
int      ACTIVATE_MOVE_POINTS = 10;    // min move in window (pips)

// Pending expiry / staleness windows (seconds)
int      PENDING_EXPIRE_SEC   = 30;   // hard life of pending (unused with market)
int      STALE_WINDOW_SEC     = 15;   // after this, require min move
int      STALE_MOVE_POINTS    = 30;   // else cancel

// Delayed stop-loss (used only by TMF when Stop==0)
int      DRAW_BEFORE_SL_POINTS  = 60;  // move against trade before SL is drawn
int      EXTRA_SL_BUFFER_POINTS = 25;  // SL extra buffer beyond current price

// Concurrency & spread
int      MAX_CONCURRENT_ORDERS  = 1;   // informational only
var      MAX_SPREAD_POINTS      = 20;  // in pips

// Explicit exits (in pips, will be converted to price units by *PIP)
// THESE THREE + SAR_STEP + DRAW_BEFORE_SL_POINTS ARE OPTIMIZED
int      STOP_POINTS            = 40;   // fixed SL in pips
int      TAKEPROFIT_POINTS      = 60;   // fixed TP in pips
int      MAX_HOLD_BARS          = 72;   // max bars a trade can stay open

//------------------------------------------------------//
//  INTERNAL STATE
//------------------------------------------------------//

#define HISTORY_SIZE 200

var   PriceHistory[HISTORY_SIZE];   // tick Bid approximation
var   TimeHistory[HISTORY_SIZE];    // windows DATE stamps
var   SpreadHistory[HISTORY_SIZE];  // spread in pips

// Last SAR value (updated per bar in run())
var   SarValue = 0;

// Optional status text for UI / debugging
string RestrictionReason = "";

// small debug switch (set to 1 if you want printf logs)
int    DEBUG_LOG = 0;

// debug counter: how many times entry conditions were true
int    EntrySignalCount = 0;

// helper switches for backtest
int    RELAX_FILTERS_FOR_BACKTEST      = 1;  // 1 = no spread/session/momentum/news blocking
int    USE_MARKET_ORDERS_FOR_BACKTEST  = 1;  // 1 = Entry=0 (market), 0 = pending stops

// file-based debug logging
FILE*  DebugFile = 0;       // will write GoldSarDebug.csv

//------------------------------------------------------//
//  FORWARD DECLARATIONS
//------------------------------------------------------//

void  ShiftHistoryArrays();
int   IsWithinTradingSession();
int   IsNewsTime();
void  ComputeRecentMove(var nowDate, int windowSec, var *pMaxUp, var *pMaxDown);
int   CountAllOrdersForThisEA();
int   NotExistingPendingBuyStop();
int   NotExistingPendingSellStop();
var   ComputeLotSize(int mode, var riskPercent, var fixedRiskMoney, var fixedLot, int stopPoints);
var   NormalizeLot(var lot);

// Trade management function: delayed SL + pending expiry/staleness
int   SarTMF(var placementDate);

// we'll call tick() from run()
void  tick();

// debug logging helper
void  LogDebugState(var nowDate, var barPrice, var spreadPips,
                    var moveUp, var moveDown,
                    int sarBelowBar, int sarAboveBar,
                    int longSignal, int shortSignal,
                    var lotsLogged);

//------------------------------------------------------//
//  INIT & MAIN BAR LOOP
//------------------------------------------------------//

function run()
{
	// enable optimization & log file (same idea as the simple script)
	set(PARAMETERS + LOGFILE);

	// global test / bar settings
	BarPeriod = TRADE_TIMEFRAME;  // e.g. 5-minute bars
	StartDate = 2005;             // adjust as you like
	EndDate   = 0;
	LookBack  = 200;

	// select the asset exactly as in the simple script
	asset("EUR/USD");

	// one-time initialization stuff
	if (is(INITRUN)) 
	{
		// init histories
		int i;
		for (i = 0; i < HISTORY_SIZE; i++) {
			PriceHistory[i]  = 0;
			TimeHistory[i]   = 0;
			SpreadHistory[i] = 0;
		}

		RestrictionReason = "INIT";

		// open debug CSV (overwrite each run)
		DebugFile = fopen("GoldSarDebug.csv","w");
		if (DebugFile) {
			fprintf(DebugFile,"Bar;Date;Price;SAR;SpreadPips;MoveUp;MoveDown;");
			fprintf(DebugFile,"SarBelowBar;SarAboveBar;LongSignal;ShortSignal;TotalOrders;LotMode;Lots;RestrictionReason\n");
			fflush(DebugFile);
		}
	}

	// EXITRUN cleanup
	if (is(EXITRUN)) {
		if (DEBUG_LOG)
			printf("\nExitRun: EntrySignalCount = %d",EntrySignalCount);
		if (DebugFile) {
			fclose(DebugFile);
			DebugFile = 0;
		}
		return;
	}

	//--------------------------------------------------
	// OPTIMIZED PARAMETERS (5 params total)
	//  1) SAR_STEP              – SAR sensitivity
	//     (SAR_MIN follows it)
	//  2) DRAW_BEFORE_SL_POINTS – distance before delayed SL activates
	//  3) STOP_POINTS           – fixed SL in pips
	//  4) TAKEPROFIT_POINTS     – fixed TP in pips
	//  5) MAX_HOLD_BARS         – max bar age of trade
	//--------------------------------------------------

	// 1 – SAR step (0.01 .. 0.06, step 0.01)
	SAR_STEP = optimize(0.02, 0.01, 0.06, 0.01);
	SAR_MIN  = SAR_STEP;       // tie min to step
	// SAR_MAX stays fixed at 0.20

	// 2 – delayed SL activation distance (20..120 pips, step 10)
	DRAW_BEFORE_SL_POINTS = (int)optimize(60, 20, 120, 10);

	// 3 – Fixed SL in pips (20..120, step 10)
	STOP_POINTS = (int)optimize(40, 20, 120, 10);

	// 4 – Fixed TP in pips (20..240, step 20)
	TAKEPROFIT_POINTS = (int)optimize(60, 20, 240, 20);

	// 5 – Max holding time in bars (24..288, step 24)
	MAX_HOLD_BARS = (int)optimize(72, 24, 288, 24);

	//--------------------------------------------------
	// INDICATORS (bar-based)
	//--------------------------------------------------

	// Compute current SAR on bar data (one SAR series)
	SarValue = SAR(SAR_STEP, SAR_MIN, SAR_MAX);

	// Let tick() handle trade logic
	tick();
}

//------------------------------------------------------//
//  TICK-BASED MAIN LOGIC (per incoming bar)
//------------------------------------------------------//

function tick()
{
	asset("EUR/USD");

	// ------------------------------
	// Mid price and spread
	// ------------------------------
	var mid = price();        // bar price (close)

	// Zorro's Spread is in pips for FX
	var spreadPips  = Spread;          // pips
	var spreadPrice = spreadPips*PIP;  // convert to price units

	// Approximate Bid/Ask from mid and spread in price units
	var bid = mid - 0.5*spreadPrice;
	var ask = mid + 0.5*spreadPrice;

	// Also keep a direct "price" for SAR comparison
	var barPrice = mid;

	// Current time in DATE format
	var nowDate = wdate(0);   // current bar time in Windows DATE

	// Update history (always, even during warmup)
	ShiftHistoryArrays();
	PriceHistory[0]  = bid;
	TimeHistory[0]   = nowDate;
	SpreadHistory[0] = spreadPips;

	// momentum & signal variables
	var moveUp = 0, moveDown = 0;
	int sarBelowBar = 0, sarAboveBar = 0;
	int longSignal = 0, shortSignal = 0;

	// ------------------------------
	// WARMUP: fill history & SAR first
	// ------------------------------
	if (Bar < LookBack) {
		RestrictionReason = "Warming up history";
		LogDebugState(nowDate, barPrice, spreadPips,
			0, 0, 0, 0, 0, 0, 0);
		return;
	}

	// ------------------------------
	// TIME EXIT: close trades that are too old
	// ------------------------------
	if (MAX_HOLD_BARS > 0 && (NumOpenLong > 0 || NumOpenShort > 0)) {
		int needExit = 0;
		for (open_trades) {
			int ageBars = Bar - TradeBarOpen;
			if (ageBars >= MAX_HOLD_BARS) {
				needExit = 1;
				// IMPORTANT FIX: use break_trades instead of plain break
				break_trades;
			}
		}
		if (needExit) {
			exitLong();
			exitShort();
		}
	}

	// recalc orders after possible time exits
	int totalOrders = CountAllOrdersForThisEA();

	// precompute SAR vs bar price for logging & signals
	sarBelowBar = (SarValue < barPrice);
	sarAboveBar = (SarValue > barPrice);

	// ------------------------------
	// BASIC FILTERS: SPREAD / SESSION / NEWS
	// ------------------------------	
	if (!RELAX_FILTERS_FOR_BACKTEST && spreadPips > MAX_SPREAD_POINTS) {
		RestrictionReason = "Spread too high";
		LogDebugState(nowDate, barPrice, spreadPips,
			moveUp, moveDown, sarBelowBar, sarAboveBar, 0, 0, 0);
		return;
	}

	if (!RELAX_FILTERS_FOR_BACKTEST && !IsWithinTradingSession()) {
		RestrictionReason = "Outside trading session";
		LogDebugState(nowDate, barPrice, spreadPips,
			moveUp, moveDown, sarBelowBar, sarAboveBar, 0, 0, 0);
		return;
	}

	if (!RELAX_FILTERS_FOR_BACKTEST && USE_NEWS_FILTER && IsNewsTime()) {
		RestrictionReason = "News filter active";
		LogDebugState(nowDate, barPrice, spreadPips,
			moveUp, moveDown, sarBelowBar, sarAboveBar, 0, 0, 0);
		return;
	}

	RestrictionReason = "OK";

	// ------------------------------
	// MOMENTUM CHECK (bar-based)
	// ------------------------------
	ComputeRecentMove(nowDate, ACTIVATE_WINDOW_SEC, &moveUp, &moveDown);

	if (!RELAX_FILTERS_FOR_BACKTEST && ACTIVATE_MOVE_POINTS > 0) { 
		if (moveUp < ACTIVATE_MOVE_POINTS && fabs(moveDown) < ACTIVATE_MOVE_POINTS) {
			RestrictionReason = "Not enough momentum";
			LogDebugState(nowDate, barPrice, spreadPips,
				moveUp, moveDown, sarBelowBar, sarAboveBar, 0, 0, 0);
			return;
		}
	}

	// ------------------------------
	// SAR VALUE & TREND BIAS
	// ------------------------------
	if (SarValue == 0) {
		RestrictionReason = "SAR unavailable";
		LogDebugState(nowDate, barPrice, spreadPips,
			moveUp, moveDown, sarBelowBar, sarAboveBar, 0, 0, 0);
		return;
	}

	// ------------------------------
	// BUILD SIGNALS (LONG / SHORT)
	// ------------------------------
	longSignal  = sarBelowBar;
	shortSignal = sarAboveBar;

	if (!RELAX_FILTERS_FOR_BACKTEST && ACTIVATE_MOVE_POINTS > 0) {
		if (longSignal && moveUp < ACTIVATE_MOVE_POINTS)
			longSignal = 0;
		if (shortSignal && fabs(moveDown) < ACTIVATE_MOVE_POINTS)
			shortSignal = 0;
	}

	// ------------------------------
	// EXIT LOGIC: flip on opposite SAR signal
	// ------------------------------
	if (NumOpenLong > 0 && shortSignal)
		exitLong();
	if (NumOpenShort > 0 && longSignal)
		exitShort();

	// recalc after flip exits
	totalOrders = CountAllOrdersForThisEA();

	// ------------------------------
	// DEBUG: entry condition monitoring
	// ------------------------------
	if (longSignal) {
		EntrySignalCount++;
		if (DEBUG_LOG) {
			printf("\nBar %d LONG signal: moveUp=%.1f, SAR=%.5f, bid=%.5f, ask=%.5f, barPrice=%.5f",
				Bar, moveUp, SarValue, bid, ask, barPrice);
		}
	}
	if (shortSignal) {
		EntrySignalCount++;
		if (DEBUG_LOG) {
			printf("\nBar %d SHORT signal: moveDown=%.1f, SAR=%.5f, bid=%.5f, ask=%.5f, barPrice=%.5f",
				Bar, moveDown, SarValue, bid, ask, barPrice);
		}
	}

	// ------------------------------
	// PLACE BUY / SELL (market orders in backtest)
	// ------------------------------
	if (totalOrders == 0)
	{
		// Stop / TP in PRICE units
		Stop       = STOP_POINTS       * PIP;
		TakeProfit = TAKEPROFIT_POINTS * PIP;
		Trail      = 0;
		OrderDuration = PENDING_EXPIRE_SEC;

		// BUY
		if (longSignal) {
			int stopPointsB = DRAW_BEFORE_SL_POINTS + EXTRA_SL_BUFFER_POINTS;

			var lotB = 1;
			Lots  = lotB;

			if (USE_MARKET_ORDERS_FOR_BACKTEST)
				Entry = 0;
			else
				Entry = SAR_BUFFER_POINTS; // pips offset if you ever use pending

			if (DEBUG_LOG) {
				printf("\nBar %d  enterLong: Lots=%.2f EntryOffset=%g stopPoints=%d StopPips=%d TPpips=%d",
					Bar, Lots, (var)Entry, stopPointsB, STOP_POINTS, TAKEPROFIT_POINTS);
			}

			enterLong(SarTMF, nowDate);

			LogDebugState(nowDate, barPrice, spreadPips,
				moveUp, moveDown, sarBelowBar, sarAboveBar,
				longSignal, shortSignal, Lots);

			return;
		}

		// SELL
		if (shortSignal) {
			int stopPointsS = DRAW_BEFORE_SL_POINTS + EXTRA_SL_BUFFER_POINTS;

			var lotS = 1;
			Lots  = lotS;

			if (USE_MARKET_ORDERS_FOR_BACKTEST)
				Entry = 0;
			else
				Entry = SAR_BUFFER_POINTS;

			if (DEBUG_LOG) {
				printf("\nBar %d  enterShort: Lots=%.2f EntryOffset=%g stopPoints=%d StopPips=%d TPpips=%d",
					Bar, Lots, (var)Entry, stopPointsS, STOP_POINTS, TAKEPROFIT_POINTS);
			}

			enterShort(SarTMF, nowDate);

			LogDebugState(nowDate, barPrice, spreadPips,
				moveUp, moveDown, sarBelowBar, sarAboveBar,
				longSignal, shortSignal, Lots);

			return;
		}
	}

	// no trade placed on this bar -> log state
	LogDebugState(nowDate, barPrice, spreadPips,
		moveUp, moveDown, sarBelowBar, sarAboveBar,
		0, 0, 0);
}

//------------------------------------------------------//
//  DEBUG LOGGING HELPER
//------------------------------------------------------//

void LogDebugState(var nowDate, var barPrice, var spreadPips,
                   var moveUp, var moveDown,
                   int sarBelowBar, int sarAboveBar,
                   int longSignal, int shortSignal,
                   var lotsLogged)
{
	if (!DebugFile || Bar < LookBack)
		return;

	fprintf(DebugFile,
		"%d;%.6f;%.5f;%.5f;%.1f;%.1f;%.1f;%d;%d;%d;%d;%d;%d;%.2f;%s\n",
		Bar, nowDate, barPrice, SarValue, spreadPips,
		moveUp, moveDown,
		sarBelowBar, sarAboveBar,
		longSignal, shortSignal,
		CountAllOrdersForThisEA(),
		LotMode, lotsLogged,
		RestrictionReason
	);
	fflush(DebugFile);
}

//------------------------------------------------------//
//  HISTORY SHIFT
//------------------------------------------------------//

void ShiftHistoryArrays()
{
	int i;
	for (i = HISTORY_SIZE-1; i > 0; i--) {
		PriceHistory[i]  = PriceHistory[i-1];
		TimeHistory[i]   = TimeHistory[i-1];
		SpreadHistory[i] = SpreadHistory[i-1];
	}
}

//------------------------------------------------------//
//  SESSION FILTER (hour-based)
//------------------------------------------------------//

int IsWithinTradingSession()
{
	if (SESSION_START_HOUR == SESSION_END_HOUR)
		return 1;

	int hourNow = hour(0);   // bar/tick time in BarZone

	if (SESSION_START_HOUR < SESSION_END_HOUR) {
		if (hourNow >= SESSION_START_HOUR && hourNow < SESSION_END_HOUR)
			return 1;
		else
			return 0;
	} else {
		if (hourNow >= SESSION_START_HOUR || hourNow < SESSION_END_HOUR)
			return 1;
		else
			return 0;
	}
}

//------------------------------------------------------//
//  NEWS FILTER – STUB
//------------------------------------------------------//

int IsNewsTime()
{
	if (!USE_NEWS_FILTER)
		return 0;

	return 0;
}

//------------------------------------------------------//
//  RECENT PRICE MOVE (bar-based window derived from seconds)
//------------------------------------------------------//

void ComputeRecentMove(var nowDate, int windowSec, var *pMaxUp, var *pMaxDown)
{
	var maxUp   = 0;
	var maxDown = 0;

	var secondsPerBar = 60*TRADE_TIMEFRAME;      // e.g. 5min -> 300s
	int windowBars = (int)(windowSec / secondsPerBar);
	if (windowBars < 1) windowBars = 1;
	if (windowBars >= HISTORY_SIZE) windowBars = HISTORY_SIZE-1;

	var refPrice = PriceHistory[0];

	int i;
	for (i = 1; i <= windowBars; i++) {
		if (PriceHistory[i] == 0)
			continue;

		var deltaPoints = (refPrice - PriceHistory[i]) / PIP; // in pips

		if (deltaPoints > maxUp)
			maxUp = deltaPoints;
		if (deltaPoints < maxDown)
			maxDown = deltaPoints;
	}

	*pMaxUp   = maxUp;
	*pMaxDown = maxDown;
}

//------------------------------------------------------//
//  LOT SIZE CALCULATION (using PIPCost)
//------------------------------------------------------//

var ComputeLotSize(int mode,
                   var riskPercent,
                   var fixedRiskMoney,
                   var fixedLot,
                   int stopPoints)
{
	if (stopPoints <= 0) {
		return NormalizeLot(fixedLot);
	}

	var riskPerLotMoney = stopPoints * PIPCost;
	var lot;

	if (mode == LOT_FIXED_LOT) {
		lot = fixedLot;
	} 
	else if (mode == LOT_BALANCE_PERCENT) {
		var accBal = Balance;
		var maxRiskMoney = accBal * (riskPercent/100.);
		lot = maxRiskMoney / riskPerLotMoney;
	} 
	else if (mode == LOT_EQUITY_PERCENT) {
		var accEq  = Equity;
		var maxRiskMoney = accEq * (riskPercent/100.);
		lot = maxRiskMoney / riskPerLotMoney;
	} 
	else if (mode == LOT_FIXED_RISK_MONEY) {
		lot = fixedRiskMoney / riskPerLotMoney;
	} 
	else {
		lot = fixedLot;
	}

	return NormalizeLot(lot);
}

//------------------------------------------------------//
//  LOT NORMALIZATION – basic integer clipping
//------------------------------------------------------//

var NormalizeLot(var lot)
{
	if (lot <= 0)
		return 0;

	if (lot < 1)
		lot = 1;

	lot = floor(lot);
	return lot;
}

//------------------------------------------------------//
//  ORDER COUNT FOR THIS SCRIPT / ASSET
//------------------------------------------------------//

int CountAllOrdersForThisEA()
{
	return NumOpenLong + NumOpenShort + NumPendingLong + NumPendingShort;
}

//------------------------------------------------------//
//  EXISTING PENDING CHECKS
//------------------------------------------------------//

int NotExistingPendingBuyStop()
{
	if (NumPendingLong > 0)
		return 0;
	return 1;
}

int NotExistingPendingSellStop()
{
	if (NumPendingShort > 0)
		return 0;
	return 1;
}

//------------------------------------------------------//
//  TMF: MANAGE OPEN & PENDING TRADES
//------------------------------------------------------//

int SarTMF(var placementDate)
{
	var nowDate = wdate(0);
	var ageSec  = (nowDate - placementDate) * 24*60*60;

	// ---- Pending trades: expiry & staleness ----
	if (TradeIsPending) {
		// Could use ageSec, STALE_WINDOW_SEC, etc. if you
		// re-enable pending orders.
		return 0;
	}

	// ---- Open trades: delayed SL activation ----
	if (TradeIsOpen) {
		if (TradeStopLimit == 0.) {
			var curPrice = price();
			var lossPoints;

			if (TradeIsLong)
				lossPoints = (TradePriceOpen - curPrice) / PIP;
			else
				lossPoints = (curPrice - TradePriceOpen) / PIP;

			if (lossPoints >= DRAW_BEFORE_SL_POINTS) {
				if (TradeIsLong)
					TradeStopLimit = curPrice - EXTRA_SL_BUFFER_POINTS*PIP;
				else
					TradeStopLimit = curPrice + EXTRA_SL_BUFFER_POINTS*PIP;
			}
		}
	}

	return 0;
}