// ArimaIndicatorMatrix_v03_feedback.c

#define NUM_MODULES 12
#define TF_M30 1
#define TF_H1  2
#define TF_H2  4
#define TF_H4  8
#define TF_D1  48

// -----------------------------------------------------------------------------
// ARIMA package interface
// -----------------------------------------------------------------------------
// UseARIMAFilter is the old close-price confirmation filter.
// The main strategy below does not rely on that old filter. It creates ARIMA
// forecasts of the module indicator series themselves.
// -----------------------------------------------------------------------------

#define PRAGMA_API init_auto_arima_result;AutoAri32!init_auto_arima_result
#define PRAGMA_API free_auto_arima_result;AutoAri32!free_auto_arima_result
#define PRAGMA_API auto_arima_forecast;AutoAri32!auto_arima_forecast
#define PRAGMA_API aa_validate_price_series;AutoAri32!aa_validate_price_series

int UseARIMAFilter = 0; // old close-price gate; indicator ARIMA is the main logic
int ARIMA_N = 160;          // number of close prices used for the forecast
int ARIMA_MaxP = 3;         // maximum AR order searched by auto_arima_forecast
int ARIMA_MaxQ = 3;         // maximum MA order searched by auto_arima_forecast
var ARIMA_MinPips = 2.0;    // minimum forecast edge in pips
int ARIMA_PlotForecast = 0; // plots old price forecast only if UseARIMAFilter is enabled

int UseARIMAIndicatorPrediction = 1;
var ARIMA_MinOscDelta = 0.75;    // RSI/Stoch/Band position forecast delta
var ARIMA_MinTrendDelta = 0.60;  // trend/pressure forecast delta
var ARIMA_MinWidthDelta = 0.00001;

// -----------------------------------------------------------------------------
// ARIMA meta-prediction layer
// -----------------------------------------------------------------------------
// This layer measures the previous success rate of every indicator forecast.
// It then applies auto_arima_forecast(...) to the hit/miss stream itself.
// The CSV output lets us later discover under which indicator conditions the
// ARIMA prediction stream was reliable.
//
// Hit stream scale:
//   80 = previous forecast direction was correct
//   20 = previous forecast direction was wrong
//   50 = previous forecast edge was too small / neutral

#define META_FIELD_SLOTS 28
#define META_SERIES_CAP 80
#define META_RATE_CAP 20

int UseARIMAMetaPrediction = 1;
int UseARIMAMetaLog = 1;
int ARIMA_MetaN = META_SERIES_CAP;
int ARIMA_MetaRateN = META_RATE_CAP;

var GMetaForecast[META_FIELD_SLOTS][META_SERIES_CAP];
var GMetaHit[META_FIELD_SLOTS][META_SERIES_CAP];
int GMetaInitialized[META_FIELD_SLOTS];
int GMetaLastBar[META_FIELD_SLOTS];

// v03 feedback-controller state.
// These parameters are changed from previous prediction quality before the
// next indicator ARIMA forecast is calculated.
int UseARIMAParameterFeedback = 1;
int ARIMA_MinAdaptiveN = 80;
int ARIMA_MaxAdaptiveN = 240;
int ARIMA_MaxAdaptiveOrder = 5;

var ARIMA_ReliabilityLow = 0.46;
var ARIMA_ReliabilityHigh = 0.62;
var ARIMA_ErrorHigh = 1.40;

int GMetaUseN[META_FIELD_SLOTS];
int GMetaUseP[META_FIELD_SLOTS];
int GMetaUseQ[META_FIELD_SLOTS];
var GMetaDeltaMult[META_FIELD_SLOTS];
var GMetaLastRate[META_FIELD_SLOTS];
var GMetaLastRel[META_FIELD_SLOTS];
var GMetaLastErr[META_FIELD_SLOTS];
var GMetaParamQuality[META_FIELD_SLOTS];

typedef struct AUTO_ARIMA_RESULT
{
	int p;
	int d;
	int q;
	int converged;
	var sse;
	var aicc;
	var forecast;
	var* ar;
	var* ma;
	int arCap;
	int maCap;
} AUTO_ARIMA_RESULT;

AUTO_ARIMA_RESULT GArimaResult;
int GArimaInitialized = 0;

// ARIMA DLL imports.
// The README signature for auto_arima_forecast is:
// int auto_arima_forecast(vars Close,int N,var TickSize,int MaxP,int MaxQ,AUTO_ARIMA_RESULT* Result)
int auto_arima_forecast(vars Close,int N,var TickSize,int MaxP,int MaxQ,AUTO_ARIMA_RESULT* Result);
int aa_validate_price_series(vars Close,int N);
void init_auto_arima_result(AUTO_ARIMA_RESULT* R);
void free_auto_arima_result(AUTO_ARIMA_RESULT* R);

void InitARIMAOnce()
{
	if(GArimaInitialized)
		return;

	init_auto_arima_result(&GArimaResult);
	GArimaInitialized = 1;
}

void ResetARIMAResult()
{
	if(!GArimaInitialized)
		return;

	free_auto_arima_result(&GArimaResult);
	init_auto_arima_result(&GArimaResult);
}

int ARIMAAllowsDirection(int dir,vars C)
{
	if(!UseARIMAFilter)
		return 1;

	if(ARIMA_N < 30)
		return 1;

	if(Bar < LookBack)
		return 0;

	InitARIMAOnce();

	// Avoid accumulating result-owned coefficient arrays between calls.
	ResetARIMAResult();

	if(!aa_validate_price_series(C,ARIMA_N))
		return 0;

	int ok = auto_arima_forecast(C,ARIMA_N,PIP,ARIMA_MaxP,ARIMA_MaxQ,&GArimaResult);

	if(!ok)
	{
		printf("\nARIMA forecast failed: Asset=%s Algo=%s Bar=%i",Asset,Algo,Bar);
		return 0;
	}

	var Threshold = ARIMA_MinPips*PIP;
	var Edge = GArimaResult.forecast - C[0];
	int Signal = 0;
	if(Edge > Threshold)
		Signal = 1;
	else if(Edge < -Threshold)
		Signal = -1;

	if(ARIMA_PlotForecast)
		plot("ARIMA Forecast",GArimaResult.forecast,LINE,BLUE);

	if(dir > 0 && Signal > 0)
		return 1;

	if(dir < 0 && Signal < 0)
		return 1;

	return 0;
}

var ARIMAForecastSeries(vars Data,int N,var TickSize,int MaxP,int MaxQ,int* OK)
{
	*OK = 0;

	if(!UseARIMAIndicatorPrediction)
	{
		*OK = 1;
		return Data[0];
	}

	if(N < 30)
		return Data[0];

	if(Bar < LookBack)
		return Data[0];

	InitARIMAOnce();
	ResetARIMAResult();

	if(!aa_validate_price_series(Data,N))
		return Data[0];

	int Status = auto_arima_forecast(
		Data,
		N,
		TickSize,
		MaxP,
		MaxQ,
		&GArimaResult
	);

	if(!Status)
		return Data[0];

	if(!GArimaResult.converged)
		return Data[0];

	if(invalid(GArimaResult.forecast))
		return Data[0];

	*OK = 1;
	return GArimaResult.forecast;
}

int ARIMAForecastUp(var Forecast,var CurrentValue,var MinDelta)
{
	if(Forecast - CurrentValue > MinDelta)
		return 1;
	return 0;
}

int ARIMAForecastDown(var Forecast,var CurrentValue,var MinDelta)
{
	if(CurrentValue - Forecast > MinDelta)
		return 1;
	return 0;
}

var ARIMAMetaRate(vars HitS,int N)
{
	if(N < 1)
		return 0.50;

	var Sum = 0;
	int i;
	for(i=0;i<N;i++)
		Sum += HitS[i];

	return clamp((Sum/N)/100.0,0.,1.);
}

void InitMetaParams(int Slot)
{
	if(Slot < 0 || Slot >= META_FIELD_SLOTS)
		return;

	GMetaUseN[Slot] = ARIMA_N;
	GMetaUseP[Slot] = ARIMA_MaxP;
	GMetaUseQ[Slot] = ARIMA_MaxQ;
	GMetaDeltaMult[Slot] = 1.0;
	GMetaLastRate[Slot] = 0.50;
	GMetaLastRel[Slot] = 0.50;
	GMetaLastErr[Slot] = 1.0;
	GMetaParamQuality[Slot] = 0.50;
}

void ResetMetaState()
{
	int i;
	for(i=0;i<META_FIELD_SLOTS;i++)
	{
		GMetaInitialized[i] = 0;
		GMetaLastBar[i] = -1;
		InitMetaParams(i);
	}
}

void AdaptMetaParams(int Slot,var Rate,var Rel,var ErrNorm,var DriftNorm)
{
	if(Slot < 0 || Slot >= META_FIELD_SLOTS)
		return;

	if(!UseARIMAParameterFeedback)
	{
		InitMetaParams(Slot);
		return;
	}

	var Quality = 0.50*Rate + 0.50*Rel;
	int NewN = ARIMA_N;
	int NewP = ARIMA_MaxP;
	int NewQ = ARIMA_MaxQ;
	var NewDeltaMult = 1.0;

	// Good recent prediction stream: shorter memory, lower order, more responsive.
	if(Quality >= ARIMA_ReliabilityHigh and ErrNorm < ARIMA_ErrorHigh)
	{
		NewN = ARIMA_N - 40;
		NewP = ARIMA_MaxP - 1;
		NewQ = ARIMA_MaxQ - 1;
		NewDeltaMult = 0.85;
	}

	// Weak prediction stream: longer memory, more flexible model, stricter delta.
	if(Quality <= ARIMA_ReliabilityLow)
	{
		NewN = ARIMA_N + 60;
		NewP = ARIMA_MaxP + 1;
		NewQ = ARIMA_MaxQ + 1;
		NewDeltaMult = 1.25;
	}

	// High realized forecast error: make the next forecast more conservative.
	if(ErrNorm > ARIMA_ErrorHigh)
	{
		NewN = NewN + 40;
		NewP = NewP + 1;
		NewQ = NewQ + 1;
		NewDeltaMult += 0.20;
	}

	// Large recent forecast edge but poor quality: demand a bigger future edge.
	if(abs(DriftNorm) > 2.0 and Quality < 0.55)
		NewDeltaMult += 0.15;

	if(NewN < ARIMA_MinAdaptiveN)
		NewN = ARIMA_MinAdaptiveN;

	if(NewN > ARIMA_MaxAdaptiveN)
		NewN = ARIMA_MaxAdaptiveN;

	if(NewP < 1)
		NewP = 1;

	if(NewQ < 1)
		NewQ = 1;

	if(NewP > ARIMA_MaxAdaptiveOrder)
		NewP = ARIMA_MaxAdaptiveOrder;

	if(NewQ > ARIMA_MaxAdaptiveOrder)
		NewQ = ARIMA_MaxAdaptiveOrder;

	GMetaUseN[Slot] = NewN;
	GMetaUseP[Slot] = NewP;
	GMetaUseQ[Slot] = NewQ;
	GMetaDeltaMult[Slot] = clamp(NewDeltaMult,0.70,1.70);
	GMetaLastRate[Slot] = Rate;
	GMetaLastRel[Slot] = Rel;
	GMetaLastErr[Slot] = ErrNorm;
	GMetaParamQuality[Slot] = Quality;
}

int MetaFieldSlot(string ModuleName,string FieldName)
{
	if(strstr(ModuleName,"AP1_BandOsc")) {
		if(strstr(FieldName,"band")) return 0;
		if(strstr(FieldName,"stoch")) return 1;
		if(strstr(FieldName,"width")) return 2;
	}
	if(strstr(ModuleName,"AP2_RSIState")) {
		if(strstr(FieldName,"band")) return 3;
		if(strstr(FieldName,"rsi")) return 4;
	}
	if(strstr(ModuleName,"AP3_ChannelOsc")) {
		if(strstr(FieldName,"kpos")) return 5;
		if(strstr(FieldName,"stoch")) return 6;
	}
	if(strstr(ModuleName,"AP4_CloudFlow")) {
		if(strstr(FieldName,"spread")) return 7;
		if(strstr(FieldName,"cloud")) return 8;
		if(strstr(FieldName,"stoch")) return 9;
	}
	if(strstr(ModuleName,"AP5_Pressure")) {
		if(strstr(FieldName,"pressure")) return 10;
		if(strstr(FieldName,"rsi")) return 11;
		if(strstr(FieldName,"trend")) return 12;
	}
	if(strstr(ModuleName,"AP6_DriftADX")) {
		if(strstr(FieldName,"ema")) return 13;
		if(strstr(FieldName,"trend")) return 14;
		if(strstr(FieldName,"di")) return 15;
		if(strstr(FieldName,"adx")) return 16;
	}
	if(strstr(ModuleName,"AP7_RangeFlow")) {
		if(strstr(FieldName,"pos")) return 17;
		if(strstr(FieldName,"trend")) return 18;
	}
	if(strstr(ModuleName,"AP8_MacdFlow")) {
		if(strstr(FieldName,"hist")) return 19;
		if(strstr(FieldName,"trend")) return 20;
	}
	if(strstr(ModuleName,"AP9_RSIPath")) return 21;
	if(strstr(ModuleName,"AP10_BandEnergy")) {
		if(strstr(FieldName,"width")) return 22;
		if(strstr(FieldName,"pos")) return 23;
	}
	if(strstr(ModuleName,"AP11_GreyPath")) {
		if(strstr(FieldName,"grey")) return 24;
		if(strstr(FieldName,"slope")) return 25;
	}
	if(strstr(ModuleName,"AP12_ShapePath")) {
		if(strstr(FieldName,"pole")) return 26;
		if(strstr(FieldName,"break")) return 27;
	}
	return -1;
}

void MetaShift(var* Data,int Count)
{
	int i;
	for(i=Count-1;i>0;i--)
		Data[i] = Data[i-1];
}

void EnsureMetaSlot(int Slot,var ForecastValue)
{
	int i;
	if(Slot < 0 || Slot >= META_FIELD_SLOTS)
		return;

	if(!GMetaInitialized[Slot])
	{
		for(i=0;i<META_SERIES_CAP;i++)
		{
			GMetaForecast[Slot][i] = ForecastValue;
			GMetaHit[Slot][i] = 50.;
		}
		GMetaInitialized[Slot] = 1;
		GMetaLastBar[Slot] = Bar;
		InitMetaParams(Slot);
		return;
	}

	if(GMetaLastBar[Slot] != Bar)
	{
		MetaShift(&GMetaForecast[Slot][0],META_SERIES_CAP);
		MetaShift(&GMetaHit[Slot][0],META_SERIES_CAP);
		GMetaLastBar[Slot] = Bar;
	}
}

var ARIMAMetaRel(vars ValueS,vars ForecastS,vars HitS,var MinDelta,int* OK)
{
	*OK = 0;

	if(!UseARIMAMetaPrediction)
	{
		*OK = 1;
		return 1.0;
	}

	var PrevEdge = ForecastS[1] - ValueS[1];
	var ActualMove = ValueS[0] - ValueS[1];
	var Hit = 50.0;

	if(abs(PrevEdge) > MinDelta)
	{
		if(PrevEdge * ActualMove > 0)
			Hit = 80.0;
		else
			Hit = 20.0;
	}

	HitS[0] = Hit;

	int HOk = 0;
	var HF = ARIMAForecastSeries(HitS,ARIMA_MetaN,0.01,ARIMA_MaxP,ARIMA_MaxQ,&HOk);

	if(!HOk)
		return ARIMAMetaRate(HitS,ARIMA_MetaRateN);

	*OK = 1;
	return clamp(HF/100.0,0.,1.);
}

var ARIMAForecastMeta(string ModuleName,string FieldName,vars Data,int N,var TickSize,var MinDelta,int* OK)
{
	int RawOK = 0;
	int Slot = MetaFieldSlot(ModuleName,FieldName);
	int MetaOK = 0;

	int UseN = N;
	int UseP = ARIMA_MaxP;
	int UseQ = ARIMA_MaxQ;
	var UseDelta = MinDelta;

	var Rel = 1.0;
	var Rate = 0.50;
	var ErrNorm = 0.;
	var DriftNorm = 0.;
	var Quality = 0.50;
	var DeltaMultLog = 1.0;

	if(Slot >= 0)
	{
		EnsureMetaSlot(Slot,Data[0]);

		// Step 1: evaluate the previous indicator forecast now that the actual
		// current indicator value is known. This is causal: only previous
		// forecast quality can influence the current forecast parameters.
		var PrevForecast = GMetaForecast[Slot][1];
		var PrevEdge = PrevForecast - Data[1];
		var PrevError = abs(PrevForecast - Data[0]);

		ErrNorm = PrevError / fix0(MinDelta*4.0);
		DriftNorm = PrevEdge / fix0(MinDelta);

		Rel = ARIMAMetaRel(Data,&GMetaForecast[Slot][0],&GMetaHit[Slot][0],MinDelta,&MetaOK);
		Rate = ARIMAMetaRate(&GMetaHit[Slot][0],ARIMA_MetaRateN);

		// Step 2: adapt the parameters for the next indicator ARIMA call.
		AdaptMetaParams(Slot,Rate,Rel,ErrNorm,DriftNorm);

		UseN = GMetaUseN[Slot];
		UseP = GMetaUseP[Slot];
		UseQ = GMetaUseQ[Slot];
		UseDelta = MinDelta * GMetaDeltaMult[Slot];
		Quality = GMetaParamQuality[Slot];
		DeltaMultLog = GMetaDeltaMult[Slot];
	}

	// Step 3: current indicator forecast uses parameters already modified by
	// the previous forecast-success model.
	var F = ARIMAForecastSeries(Data,UseN,TickSize,UseP,UseQ,&RawOK);

	if(Slot >= 0)
		GMetaForecast[Slot][0] = F;

	if(UseARIMAMetaLog)
	{
		file_append("Log\\ArimaIndicatorMeta.csv",
			strf("%s,%i,%s,%s,%.6f,%.6f,%.6f,%.4f,%.4f,%i,%i,%i,%i,%i,%.4f,%.4f,%.4f\n",
				Asset,Bar,ModuleName,FieldName,Data[0],F,F-Data[0],
				Rate,Rel,RawOK,MetaOK,UseN,UseP,UseQ,DeltaMultLog,ErrNorm,Quality),0);
	}

	*OK = RawOK;

	// Return the forecast. The caller still uses ARIMAForecastUp/Down, but now
	// its MinDelta should be interpreted through the Slot's current delta
	// multiplier. To keep module code stable, the forecast itself is adjusted
	// toward Data[0] when the adaptive threshold is high.
	if(Slot >= 0 and UseDelta > MinDelta)
	{
		var Shrink = clamp((UseDelta/MinDelta - 1.0)*0.50,0.,0.35);
		F = Data[0] + (F-Data[0])*(1.0-Shrink);
	}

	return F;
}

void FreeARIMA()
{
	if(!GArimaInitialized)
		return;

	free_auto_arima_result(&GArimaResult);
	GArimaInitialized = 0;
}


// -----------------------------------------------------------------------------
// Global inputs
// -----------------------------------------------------------------------------

var RiskPercent = 2.0;
int ATR_Period = 14;

int UseSessionFilter = 1;
int SessionStartHour = 7;
int SessionEndHour = 20;

int UseFixedRiskBase = 1;
var FixedRiskBalance = 10000;
var MaxLotCap = 0; // not used directly; Zorro sizes through Risk/Margin/Lots.

int UseTrailing = 1;
int UseBreakeven = 1;

int UseRegimeDirection = 1;
int Regime_MA = 200;
int Regime_UseSlope = 1;
int Regime_NeutralAllowBoth = 1;
int AllowLongs = 1;
int AllowShorts = 0;

int UseTrendQualityGate = 1;
int TQ_ADX_Period = 14;
var TQ_ADX_Min = 18.0;

int UseRiskCap = 1;
var MaxPortfolioRiskPct = 15.0;
int MaxOpenPositions = 12;

int UseAdaptiveMults = 1;
int Adapt_FastATR = 14;
int Adapt_SlowATR = 100;
var Adapt_Min = 0.75;
var Adapt_Max = 1.50;

// Module master switches
int Use_BB_Stoch       = 1; // M1
int Use_BB_RSI         = 1; // M2
int Use_Keltner_Stoch  = 1; // M3
int Use_Ichimoku_Stoch = 1; // M4
int Use_Supertrend_RSI = 1; // M5
int Use_EMA_ADX        = 1; // M6
int Use_Donchian       = 1; // M7
int Use_MACD_EMA       = 1; // M8
int Use_RSI_MR         = 1; // M9
int Use_BB_Squeeze     = 1; // M10
int Use_Grey           = 1; // M11
int Use_Flag           = 1; // M12

// M1
int M1_BB_Period = 20; var M1_BB_Dev = 2.0;
int M1_Stoch_K = 14; int M1_Stoch_D = 3; int M1_Stoch_Slowing = 3;
var M1_Stoch_OS = 20.0; var M1_Stoch_OB = 80.0;
int M1_UseRangeFilter = 1; int M1_ADX_Period = 14; var M1_ADX_RangeMax = 25.0;
int M1_UseReversionConfirm = 1;
var M1_TrailMult = 1.0; var M1_TrailStart = 1.0;
var M1_BE_Mult = 1.0; var M1_SL_Mult = 1.5; var M1_TP_Mult = 1.5;

// M2
int M2_BB_Period = 20; var M2_BB_Dev = 2.0;
int M2_RSI_Period = 14; var M2_RSI_OS = 30.0; var M2_RSI_OB = 70.0;
int M2_UseRangeFilter = 1; int M2_ADX_Period = 14; var M2_ADX_RangeMax = 25.0;
int M2_UseReversionConfirm = 1;
int M2_TP_AtMid = 1;
int M2_StructuralSL = 1;
var M2_SL_Buffer = 0.5;
var M2_TrailMult = 1.0; var M2_TrailStart = 0.8;
var M2_BE_Mult = 1.0; var M2_SL_Mult = 1.5; var M2_TP_Mult = 2.0;

// M3
int M3_EMA_Period = 20; int M3_ATR_Period = 10; var M3_ATR_Mult = 2.0;
int M3_Stoch_K = 14; int M3_Stoch_D = 3; int M3_Stoch_Slowing = 3;
var M3_Stoch_OS = 20.0; var M3_Stoch_OB = 80.0;
int M3_UseRangeFilter = 0; int M3_ADX_Period = 14; var M3_ADX_RangeMax = 25.0;
var M3_TrailMult = 1.5; var M3_TrailStart = 1.0;
var M3_BE_Mult = 1.0; var M3_SL_Mult = 1.5; var M3_TP_Mult = 2.5;

// M4
int M4_Tenkan = 9; int M4_Kijun = 26; int M4_Senkou = 52;
int M4_Stoch_K = 14; int M4_Stoch_D = 3; int M4_Stoch_Slowing = 3;
var M4_Stoch_OS = 40.0; var M4_Stoch_OB = 60.0;
int M4_UseADXFilter = 0; int M4_ADX_Period = 14; var M4_ADX_Min = 20.0;
var M4_TrailMult = 2.0; var M4_TrailStart = 1.5;
var M4_BE_Mult = 1.0; var M4_SL_Mult = 1.5; var M4_TP_Mult = 3.0;

// M5
int M5_ATR_Period = 10; var M5_ATR_Mult = 3.0;
int M5_RSI_Period = 14; var M5_RSI_OS = 35.0; var M5_RSI_OB = 65.0;
var M5_RSI_BuyLo = 40.0; var M5_RSI_SellHi = 60.0;
int M5_UseADXFilter = 1; int M5_ADX_Period = 14; var M5_ADX_Min = 25.0;
int M5_UseTrendAlign = 1; int M5_TrendEMA = 100;
int M5_MomConfirm = 1;
var M5_TrailMult = 2.5; var M5_TrailStart = 1.5;
var M5_BE_Mult = 1.0; var M5_SL_Mult = 1.5; var M5_TP_Mult = 3.0;

// M6
int M6_EMA_Fast = 9; int M6_EMA_Slow = 21; int M6_EMA_Trend = 50;
int M6_ADX_Period = 14; var M6_ADX_Min = 25.0; var M6_DI_Sep = 3.0;
int M6_RequirePullback = 0; int M6_UseSlopeFilter = 1;
var M6_TrailMult = 2.0; var M6_TrailStart = 1.5;
var M6_BE_Mult = 1.0; var M6_SL_Mult = 1.5; var M6_TP_Mult = 3.0;

// M7
int M7_Donch_Period = 20;
int M7_UseADXFilter = 1; int M7_ADX_Period = 14; var M7_ADX_Min = 30.0;
int M7_UseTrendAlign = 1; int M7_TrendEMA = 100;
int M7_UseSlopeFilter = 1;
var M7_MaxExtATR = 1.0;
var M7_TrailMult = 2.5; var M7_TrailStart = 1.5;
var M7_BE_Mult = 1.0; var M7_SL_Mult = 1.5; var M7_TP_Mult = 3.5;

// M8
int M8_MACD_Fast = 12; int M8_MACD_Slow = 26; int M8_MACD_Signal = 9;
int M8_TrendEMA = 100;
int M8_RequireZeroSide = 1;
int M8_UseSlopeFilter = 0;
int M8_UseADXFilter = 1; int M8_ADX_Period = 14; var M8_ADX_Min = 20.0;
var M8_TrailMult = 2.0; var M8_TrailStart = 1.5;
var M8_BE_Mult = 1.0; var M8_SL_Mult = 1.5; var M8_TP_Mult = 3.0;

// M9
int M9_RSI_Period = 14; var M9_RSI_OS = 35.0; var M9_RSI_OB = 65.0;
int M9_UseRangeFilter = 1; int M9_ADX_Period = 14; var M9_ADX_RangeMax = 25.0;
int M9_RequireSustain = 1;
var M9_TrailMult = 1.0; var M9_TrailStart = 0.8;
var M9_BE_Mult = 1.0; var M9_SL_Mult = 1.5; var M9_TP_Mult = 1.8;

// M10
int M10_BB_Period = 20; var M10_BB_Dev = 2.0; var M10_SqueezeRatio = 0.8;
int M10_UseADXFilter = 1; int M10_ADX_Period = 14; var M10_ADX_Min = 30.0;
int M10_UseTrendAlign = 1; int M10_TrendEMA = 100;
var M10_TrailMult = 2.5; var M10_TrailStart = 1.5;
var M10_BE_Mult = 1.0; var M10_SL_Mult = 1.5; var M10_TP_Mult = 3.5;

// M11
int M11_Period = 24;
int M11_Filter = 250;
int M11_UseTrendFilter = 1; int M11_TrendEMA = 100;
int M11_RequirePersist = 1;
var M11_TrailMult = 2.0; var M11_TrailStart = 1.5;
var M11_BE_Mult = 1.0; var M11_SL_Mult = 1.5; var M11_TP_Mult = 3.0;

// M12
int M12_PoleBars = 5;
var M12_PoleATRMult = 1.8;
int M12_FlagBars = 5;
var M12_FlagMaxATR = 1.6;
int M12_UseTrendFilter = 1; int M12_MA_Period = 200;
var M12_SL_PoleMult = 1.0;
var M12_TP_PoleMult = 1.5;
var M12_TrailMult = 2.5; var M12_TrailStart = 1.5;
var M12_BE_Mult = 1.0;

// Zorro asset names. Adjust to your Assets*.csv / broker mapping.
// lite-C can be picky with global string-array initializers, so use a function
// instead of: string Symbols[3] = { "EUR/USD", "GBP/USD", "XAU/USD" };
#define NUM_SYMBOLS 3

int Use_EURUSD = 1;
int Use_GBPUSD = 0; // enable after importing GBPUSD history files
int Use_XAUUSD = 0; // enable after importing XAUUSD history files

string SymbolName(int Index)
{
	if(Index == 0) return "EUR/USD";
	if(Index == 1) return "GBP/USD";
	if(Index == 2) return "XAU/USD";
	return "";
}

int SymbolEnabled(int Index)
{
	if(Index == 0) return Use_EURUSD;
	if(Index == 1) return Use_GBPUSD;
	if(Index == 2) return Use_XAUUSD;
	return 0;
}

// -----------------------------------------------------------------------------
// Utility
// -----------------------------------------------------------------------------

int contains(string s,string token)
{
	if(strstr(s,token) != 0) return 1;
	return 0;
}

int isForexAsset()
{
	if(contains(Asset,"EUR")) return 1;
	if(contains(Asset,"GBP")) return 1;
	if(contains(Asset,"USD") && !contains(Asset,"XAU")) return 1;
	return 0;
}

int isMetalAsset()
{
	if(contains(Asset,"XAU")) return 1;
	if(contains(Asset,"XAG")) return 1;
	if(contains(Asset,"GOLD")) return 1;
	if(contains(Asset,"SILVER")) return 1;
	return 0;
}

int ModuleRuns(int idx)
{
	if(idx == 0 && !Use_BB_Stoch) return 0;
	if(idx == 1 && !Use_BB_RSI) return 0;
	if(idx == 2 && !Use_Keltner_Stoch) return 0;
	if(idx == 3 && !Use_Ichimoku_Stoch) return 0;
	if(idx == 4 && !Use_Supertrend_RSI) return 0;
	if(idx == 5 && !Use_EMA_ADX) return 0;
	if(idx == 6 && !Use_Donchian) return 0;
	if(idx == 7 && !Use_MACD_EMA) return 0;
	if(idx == 8 && !Use_RSI_MR) return 0;
	if(idx == 9 && !Use_BB_Squeeze) return 0;
	if(idx == 10 && !Use_Grey) return 0;
	if(idx == 11 && !Use_Flag) return 0;

	// v8.11 logic from the uploaded EA:
	// FOREX = M3 + M9 only.
	if(isForexAsset())
	{
		if(idx == 2) return 1;
		if(idx == 8) return 1;
		return 0;
	}

	// METALS = M3,M5,M6,M7,M8,M9,M10,M12.
	if(isMetalAsset())
	{
		if(idx == 2) return 1;
		if(idx == 4) return 1;
		if(idx == 5) return 1;
		if(idx == 6) return 1;
		if(idx == 7) return 1;
		if(idx == 8) return 1;
		if(idx == 9) return 1;
		if(idx == 11) return 1;
		return 0;
	}

	return 1;
}

int IsModuleBar(int tf)
{
	if(tf <= 1) return 1;
	if(Bar % tf == 0) return 1;
	return 0;
}

int SessionOK(int tf)
{
	if(!UseSessionFilter) return 1;
	if(tf >= TF_D1) return 1;
	if(hour(0) >= SessionStartHour && hour(0) < SessionEndHour) return 1;
	return 0;
}

int CountTotalOpen()
{
	int n = 0;
	for(open_trades)
		n++;
	return n;
}

int CurrentAlgoHasOpen()
{
	int n = 0;
	for(current_trades)
		n++;
	if(n > 0) return 1;
	return 0;
}

var clampv(var x,var lo,var hi)
{
	if(x < lo) return lo;
	if(x > hi) return hi;
	return x;
}

var highestS(vars Data,int offset,int period)
{
	var h = Data[offset];
	int i;
	for(i=offset+1;i<offset+period;i++)
		if(Data[i] > h) h = Data[i];
	return h;
}

var lowestS(vars Data,int offset,int period)
{
	var l = Data[offset];
	int i;
	for(i=offset+1;i<offset+period;i++)
		if(Data[i] < l) l = Data[i];
	return l;
}

var smaAt(vars Data,int offset,int period)
{
	var sum = 0;
	int i;
	for(i=offset;i<offset+period;i++)
		sum += Data[i];
	return sum/period;
}

var stdAt(vars Data,int offset,int period)
{
	var m = smaAt(Data,offset,period);
	var sum = 0;
	int i;
	for(i=offset;i<offset+period;i++)
		sum += (Data[i]-m)*(Data[i]-m);
	return sqrt(sum/period);
}

var emaAt(vars Data,int offset,int period)
{
	int start = offset + period*3;
	var a = 2.0/(period+1.0);
	var e = Data[start];
	int i;
	for(i=start-1;i>=offset;i--)
		e = a*Data[i] + (1.0-a)*e;
	return e;
}

void bbAt(vars C,int period,var dev,int offset,var* mid,var* upper,var* lower)
{
	*mid = smaAt(C,offset,period);
	var sd = stdAt(C,offset,period);
	*upper = *mid + dev*sd;
	*lower = *mid - dev*sd;
}

var atrAt(vars H,vars L,vars C,int offset,int period)
{
	var sum = 0;
	int i;
	for(i=offset;i<offset+period;i++)
	{
		var a = H[i]-L[i];
		var b = abs(H[i]-C[i+1]);
		var c = abs(L[i]-C[i+1]);
		var tr = max(a,max(b,c));
		sum += tr;
	}
	return sum/period;
}

var rsiAt(vars C,int offset,int period)
{
	var up = 0;
	var dn = 0;
	int i;
	for(i=offset;i<offset+period;i++)
	{
		var d = C[i]-C[i+1];
		if(d > 0) up += d;
		else dn -= d;
	}
	if(dn <= 0) return 100;
	var rs = up/dn;
	return 100.0 - 100.0/(1.0+rs);
}

void stochAt(vars H,vars L,vars C,int kPeriod,int dPeriod,int offset,var* kOut,var* dOut)
{
	var hh = highestS(H,offset,kPeriod);
	var ll = lowestS(L,offset,kPeriod);
	if(hh == ll)
		*kOut = 50;
	else
		*kOut = 100.0*(C[offset]-ll)/(hh-ll);

	var sum = 0;
	int j;
	for(j=0;j<dPeriod;j++)
	{
		var h2 = highestS(H,offset+j,kPeriod);
		var l2 = lowestS(L,offset+j,kPeriod);
		var k2 = 50;
		if(h2 != l2) k2 = 100.0*(C[offset+j]-l2)/(h2-l2);
		sum += k2;
	}
	*dOut = sum/dPeriod;
}

var adxApprox(vars H,vars L,vars C,int offset,int period,var* diPlus,var* diMinus)
{
	var trsum = 0;
	var pdm = 0;
	var mdm = 0;
	int i;
	for(i=offset;i<offset+period;i++)
	{
		var upMove = H[i]-H[i+1];
		var dnMove = L[i+1]-L[i];
		if(upMove > dnMove && upMove > 0) pdm += upMove;
		if(dnMove > upMove && dnMove > 0) mdm += dnMove;

		var tr = max(H[i]-L[i],max(abs(H[i]-C[i+1]),abs(L[i]-C[i+1])));
		trsum += tr;
	}
	if(trsum <= 0)
	{
		*diPlus = 0;
		*diMinus = 0;
		return 0;
	}
	*diPlus = 100.0*pdm/trsum;
	*diMinus = 100.0*mdm/trsum;

	var den = *diPlus + *diMinus;
	if(den <= 0) return 0;
	return 100.0*abs(*diPlus-*diMinus)/den;
}

var macdLineAt(vars C,int offset,int fast,int slow)
{
	return emaAt(C,offset,fast)-emaAt(C,offset,slow);
}

var macdSignalAt(vars C,int offset,int fast,int slow,int sig)
{
	var tmp[100];
	int i;
	int n = sig*3;
	if(n > 90) n = 90;
	for(i=0;i<n;i++)
		tmp[i] = macdLineAt(C,offset+i,fast,slow);
	var a = 2.0/(sig+1.0);
	var e = tmp[n-1];
	for(i=n-2;i>=0;i--)
		e = a*tmp[i] + (1.0-a)*e;
	return e;
}

int trendQualityOK(vars H,vars L,vars C,int regime)
{
	if(!UseTrendQualityGate) return 1;
	if(regime != -1) return 1;

	var p,m;
	var adx = adxApprox(H,L,C,0,TQ_ADX_Period,&p,&m);
	if(adx >= TQ_ADX_Min) return 1;
	return 0;
}

var adaptFactor(vars H,vars L,vars C)
{
	if(!UseAdaptiveMults) return 1.0;
	var fast = atrAt(H,L,C,0,Adapt_FastATR);
	var slow = atrAt(H,L,C,0,Adapt_SlowATR);
	if(slow <= 0) return 1.0;
	return clampv(fast/slow,Adapt_Min,Adapt_Max);
}

int directionBlocked(int dir,vars C)
{
	int isBuy = 0;
	if(dir > 0) isBuy = 1;

	if(UseRegimeDirection)
	{
		// Uses current module's timeframe as a practical approximation.
		// For a strict D1 regime filter, move this calculation into a dedicated D1 TimeFrame block.
		var ma0 = smaAt(C,0,Regime_MA);
		var ma1 = smaAt(C,1,Regime_MA);
		int slopeUp = 0;
		int slopeDn = 0;
		if(ma0 > ma1) slopeUp = 1;
		if(ma0 < ma1) slopeDn = 1;

		if(C[0] > ma0 && (!Regime_UseSlope || slopeUp))
		{
			if(!isBuy) return 1;
			return 0;
		}
		if(C[0] < ma0 && (!Regime_UseSlope || slopeDn))
		{
			if(isBuy) return 1;
			return 0;
		}
		if(Regime_NeutralAllowBoth) return 0;
		return 1;
	}

	if(isBuy && !AllowLongs) return 1;
	if(!isBuy && !AllowShorts) return 1;
	return 0;
}

void openTradeDir(int dir,string name,var slDist,var tpDist,var trailMult,var trailStart,var beMult,vars C)
{
	if(slDist <= 0 || tpDist <= 0) return;
	if(directionBlocked(dir,C)) return;
	if(!ARIMAAllowsDirection(dir,C)) return;
	if(UseRiskCap && MaxOpenPositions > 0 && CountTotalOpen() >= MaxOpenPositions) return;

	algo(name);
	if(CurrentAlgoHasOpen()) return;

	Stop = slDist;
	TakeProfit = tpDist;

	// Zorro has no global BreakEven variable.
	// Breakeven-style behavior is approximated through TrailLock.
	// TrailLock = 1 moves the stop to about entry/breakeven once the Trail trigger is reached.
	// IMPORTANT: reset all trail-related globals before every new trade so values do not leak
	// from one module/component into the next.
	Trail = 0;
	TrailSlope = 100;
	TrailLock = 0;
	TrailStep = 0;

	if(UseTrailing)
		Trail = trailMult*slDist;

	if(UseBreakeven && Trail > 0)
		TrailLock = 1;

	var base = FixedRiskBalance;
	if(!UseFixedRiskBase) base = Balance;
	Risk = base*RiskPercent/100.0;

	if(dir > 0)
		enterLong();
	else
		enterShort();
}

// -----------------------------------------------------------------------------
// M11 Grey estimator
// -----------------------------------------------------------------------------

var greyMA(vars O,int offset,int period)
{
	if(period < 3) period = 3;

	var grey[80];
	var rez[1600];
	int j,k,cnt;
	if(period > 40) period = 40;

	for(j=0;j<period;j++)
		grey[j] = O[offset+j];

	for(j=period-2;j>=0;j--)
		grey[j] = grey[j] + grey[j+1];

	cnt = 0;
	for(j=period-2;j>=0;j--)
	{
		for(k=j+1;k<period;k++)
		{
			rez[cnt] = (grey[j]-grey[k])/(k-j);
			cnt++;
		}
	}

	// simple ascending sort
	int a,b;
	for(a=0;a<cnt-1;a++)
	{
		for(b=a+1;b<cnt;b++)
		{
			if(rez[b] < rez[a])
			{
				var t = rez[a];
				rez[a] = rez[b];
				rez[b] = t;
			}
		}
	}

	int i1 = cnt/2;
	int i2 = i1;
	if(cnt%2 == 0) i2 = i1 + 1;
	if(i2 >= cnt) i2 = cnt-1;

	return (rez[i1]+rez[i2])/2.0;
}

// -----------------------------------------------------------------------------
// Modules
// -----------------------------------------------------------------------------

void Module1_BB_Stoch()
{
	if(!ModuleRuns(0)) return;

	TimeFrame = TF_M30;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars BandPosS = series(0,ARIMA_MaxAdaptiveN);
	vars StochKS = series(0,ARIMA_MaxAdaptiveN);
	vars WidthS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_M30)) return;
	if(!SessionOK(TF_M30)) return;

	if(!trendQualityOK(H,L,C,1)) return;

	var dip,dim;
	if(M1_UseRangeFilter)
		if(adxApprox(H,L,C,0,M1_ADX_Period,&dip,&dim) >= M1_ADX_RangeMax) return;

	var m1,u1,l1,m2,u2,l2;
	bbAt(C,M1_BB_Period,M1_BB_Dev,0,&m1,&u1,&l1);
	bbAt(C,M1_BB_Period,M1_BB_Dev,1,&m2,&u2,&l2);

	var k1,d1;
	stochAt(H,L,C,M1_Stoch_K,M1_Stoch_D,0,&k1,&d1);

	var bandRange = u1-l1;
	if(bandRange <= 0) return;

	var bandPos = 100.0*(C[0]-l1)/bandRange;
	bandPos = clampv(bandPos,1.,99.);

	var widthNow = (u1-l1)/fix0(m1);
	if(widthNow <= 0) widthNow = 0.0001;

	BandPosS[0] = bandPos;
	StochKS[0] = clampv(k1,1.,99.);
	WidthS[0] = widthNow;

	int BOk = 0;
	int SOk = 0;
	int WOk = 0;
	var bandF = ARIMAForecastMeta("AP1_BandOsc","band",BandPosS,ARIMA_N,0.01,ARIMA_MinOscDelta,&BOk);
	var stochF = ARIMAForecastMeta("AP1_BandOsc","stoch",StochKS,ARIMA_N,0.01,ARIMA_MinOscDelta,&SOk);
	var widthF = ARIMAForecastMeta("AP1_BandOsc","width",WidthS,ARIMA_N,0.0001,ARIMA_MinWidthDelta,&WOk);

	int buy = 0;
	int sell = 0;

	if(BOk && SOk && WOk)
	{
		if(bandPos < 40. and ARIMAForecastUp(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastUp(stochF,k1,ARIMA_MinOscDelta)
			and widthF <= widthNow*1.08)
			buy = 1;

		if(bandPos > 60. and ARIMAForecastDown(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastDown(stochF,k1,ARIMA_MinOscDelta)
			and widthF <= widthNow*1.08)
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP1_BandOsc",M1_SL_Mult*af*atr,M1_TP_Mult*af*atr,M1_TrailMult,M1_TrailStart,M1_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP1_BandOsc",M1_SL_Mult*af*atr,M1_TP_Mult*af*atr,M1_TrailMult,M1_TrailStart,M1_BE_Mult,C);
}


void Module2_BB_RSI()
{
	if(!ModuleRuns(1)) return;

	TimeFrame = TF_H2;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars BandPosS = series(0,ARIMA_MaxAdaptiveN);
	vars RSIS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H2)) return;
	if(!SessionOK(TF_H2)) return;

	var dip,dim;
	if(M2_UseRangeFilter)
		if(adxApprox(H,L,C,0,M2_ADX_Period,&dip,&dim) >= M2_ADX_RangeMax) return;

	var m1,u1,l1,m2,u2,l2;
	bbAt(C,M2_BB_Period,M2_BB_Dev,0,&m1,&u1,&l1);
	bbAt(C,M2_BB_Period,M2_BB_Dev,1,&m2,&u2,&l2);

	var r0 = rsiAt(C,0,M2_RSI_Period);

	var bandRange = u1-l1;
	if(bandRange <= 0) return;

	var bandPos = 100.0*(C[0]-l1)/bandRange;
	bandPos = clampv(bandPos,1.,99.);

	BandPosS[0] = bandPos;
	RSIS[0] = clampv(r0,1.,99.);

	int BOk = 0;
	int ROk = 0;
	var bandF = ARIMAForecastMeta("AP2_RSIState","band",BandPosS,ARIMA_N,0.01,ARIMA_MinOscDelta,&BOk);
	var rF = ARIMAForecastMeta("AP2_RSIState","rsi",RSIS,ARIMA_N,0.01,ARIMA_MinOscDelta,&ROk);

	int buy = 0;
	int sell = 0;

	if(BOk && ROk)
	{
		if(bandPos < 42. and r0 < M2_RSI_OS+10.
			and ARIMAForecastUp(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastUp(rF,r0,ARIMA_MinOscDelta))
			buy = 1;

		if(bandPos > 58. and r0 > M2_RSI_OB-10.
			and ARIMAForecastDown(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastDown(rF,r0,ARIMA_MinOscDelta))
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	var slDist = M2_SL_Mult*af*atr;
	var tpDist = M2_TP_Mult*af*atr;

	if(M2_TP_AtMid)
	{
		if(buy)
		{
			tpDist = max(m1-priceClose(0),0.8*af*atr);
			if(M2_StructuralSL)
				slDist = max(priceClose(0)-(min(L[0],L[1])-M2_SL_Buffer*af*atr),0.5*af*atr);
			openTradeDir(1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
		}
		if(sell)
		{
			tpDist = max(priceClose(0)-m1,0.8*af*atr);
			if(M2_StructuralSL)
				slDist = max((max(H[0],H[1])+M2_SL_Buffer*af*atr)-priceClose(0),0.5*af*atr);
			openTradeDir(-1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
		}
	}
	else
	{
		if(buy) openTradeDir(1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
		if(sell) openTradeDir(-1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
	}
}


void Module3_Keltner_Stoch()
{
	if(!ModuleRuns(2)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars KPosS = series(0,ARIMA_MaxAdaptiveN);
	vars StochS = series(0,ARIMA_MaxAdaptiveN);

	var dip,dim;
	if(M3_UseRangeFilter)
		if(adxApprox(H,L,C,0,M3_ADX_Period,&dip,&dim) >= M3_ADX_RangeMax) return;

	var ema0 = emaAt(C,0,M3_EMA_Period);
	var atrK0 = atrAt(H,L,C,0,M3_ATR_Period);
	if(atrK0 <= 0) return;

	var k0,d0;
	stochAt(H,L,C,M3_Stoch_K,M3_Stoch_D,0,&k0,&d0);

	var kPos = 50.0 + 50.0*(C[0]-ema0)/fix0(M3_ATR_Mult*atrK0);
	kPos = clampv(kPos,1.,99.);

	KPosS[0] = kPos;
	StochS[0] = clampv(k0,1.,99.);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	int KOk = 0;
	int SOk = 0;
	var kPosF = ARIMAForecastMeta("AP3_ChannelOsc","kpos",KPosS,ARIMA_N,0.01,ARIMA_MinOscDelta,&KOk);
	var stF = ARIMAForecastMeta("AP3_ChannelOsc","stoch",StochS,ARIMA_N,0.01,ARIMA_MinOscDelta,&SOk);

	int buy = 0;
	int sell = 0;

	if(KOk && SOk)
	{
		if(kPos < 45. and ARIMAForecastUp(kPosF,kPos,ARIMA_MinOscDelta)
			and ARIMAForecastUp(stF,k0,ARIMA_MinOscDelta))
			buy = 1;

		if(kPos > 55. and ARIMAForecastDown(kPosF,kPos,ARIMA_MinOscDelta)
			and ARIMAForecastDown(stF,k0,ARIMA_MinOscDelta))
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP3_ChannelOsc",M3_SL_Mult*af*atr,M3_TP_Mult*af*atr,M3_TrailMult,M3_TrailStart,M3_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP3_ChannelOsc",M3_SL_Mult*af*atr,M3_TP_Mult*af*atr,M3_TrailMult,M3_TrailStart,M3_BE_Mult,C);
}


void Module4_Ichimoku_Stoch()
{
	if(!ModuleRuns(3)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars SpreadS = series(0,ARIMA_MaxAdaptiveN);
	vars CloudS = series(0,ARIMA_MaxAdaptiveN);
	vars StochS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dip,dim;
	if(M4_UseADXFilter)
		if(adxApprox(H,L,C,0,M4_ADX_Period,&dip,&dim) < M4_ADX_Min) return;

	var tenkan0 = (highestS(H,0,M4_Tenkan)+lowestS(L,0,M4_Tenkan))/2.0;
	var kijun0  = (highestS(H,0,M4_Kijun)+lowestS(L,0,M4_Kijun))/2.0;
	var senkouA = (tenkan0+kijun0)/2.0;
	var senkouB = (highestS(H,0,M4_Senkou)+lowestS(L,0,M4_Senkou))/2.0;
	var top = max(senkouA,senkouB);
	var bot = min(senkouA,senkouB);
	var cloudMid = (top+bot)/2.0;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;
	if(top-bot < atr*0.3) return;

	var k,d;
	stochAt(H,L,C,M4_Stoch_K,M4_Stoch_D,0,&k,&d);

	var spreadScore = 50.0 + 20.0*(tenkan0-kijun0)/atr;
	var cloudScore = 50.0 + 20.0*(C[0]-cloudMid)/atr;
	spreadScore = clampv(spreadScore,1.,99.);
	cloudScore = clampv(cloudScore,1.,99.);

	SpreadS[0] = spreadScore;
	CloudS[0] = cloudScore;
	StochS[0] = clampv(k,1.,99.);

	int SpOk = 0;
	int ClOk = 0;
	int StOk = 0;
	var spF = ARIMAForecastMeta("AP4_CloudFlow","spread",SpreadS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&SpOk);
	var clF = ARIMAForecastMeta("AP4_CloudFlow","cloud",CloudS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&ClOk);
	var stF = ARIMAForecastMeta("AP4_CloudFlow","stoch",StochS,ARIMA_N,0.01,ARIMA_MinOscDelta,&StOk);

	int buy = 0;
	int sell = 0;

	if(SpOk && ClOk && StOk)
	{
		if(spF > 52. and clF > 52.
			and ARIMAForecastUp(spF,spreadScore,ARIMA_MinTrendDelta)
			and ARIMAForecastUp(clF,cloudScore,ARIMA_MinTrendDelta)
			and stF > k)
			buy = 1;

		if(spF < 48. and clF < 48.
			and ARIMAForecastDown(spF,spreadScore,ARIMA_MinTrendDelta)
			and ARIMAForecastDown(clF,cloudScore,ARIMA_MinTrendDelta)
			and stF < k)
			sell = 1;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP4_CloudFlow",M4_SL_Mult*af*atr,M4_TP_Mult*af*atr,M4_TrailMult,M4_TrailStart,M4_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP4_CloudFlow",M4_SL_Mult*af*atr,M4_TP_Mult*af*atr,M4_TrailMult,M4_TrailStart,M4_BE_Mult,C);
}


int superDir(vars H,vars L,vars C,int atrPeriod,var mult,int offset)
{
	var atr = atrAt(H,L,C,offset,atrPeriod);
	var mid = (H[offset]+L[offset])/2.0;
	if(C[offset] > mid + mult*atr*0.25) return 1;
	if(C[offset] < mid - mult*atr*0.25) return -1;
	return 0;
}

void Module5_Supertrend_RSI()
{
	if(!ModuleRuns(4)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars PressureS = series(0,ARIMA_MaxAdaptiveN);
	vars RSIS = series(0,ARIMA_MaxAdaptiveN);
	vars TrendS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dip,dim;
	if(M5_UseADXFilter)
		if(adxApprox(H,L,C,0,M5_ADX_Period,&dip,&dim) < M5_ADX_Min) return;

	var atrST = atrAt(H,L,C,0,M5_ATR_Period);
	if(atrST <= 0) return;

	var mid = (H[0]+L[0])/2.0;
	var pressure = 50.0 + 20.0*(C[0]-mid)/fix0(M5_ATR_Mult*atrST);
	pressure = clampv(pressure,1.,99.);

	var r0 = rsiAt(C,0,M5_RSI_Period);
	var emaT = emaAt(C,0,M5_TrendEMA);
	var trendScore = 50.0 + 20.0*(C[0]-emaT)/fix0(atrST);
	trendScore = clampv(trendScore,1.,99.);

	PressureS[0] = pressure;
	RSIS[0] = clampv(r0,1.,99.);
	TrendS[0] = trendScore;

	int POk = 0;
	int ROk = 0;
	int TOk = 0;
	var pF = ARIMAForecastMeta("AP5_Pressure","pressure",PressureS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&POk);
	var rF = ARIMAForecastMeta("AP5_Pressure","rsi",RSIS,ARIMA_N,0.01,ARIMA_MinOscDelta,&ROk);
	var tF = ARIMAForecastMeta("AP5_Pressure","trend",TrendS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&TOk);

	int buy = 0;
	int sell = 0;

	if(POk && ROk && TOk)
	{
		if(pF > 52. and tF > 52. and rF > M5_RSI_BuyLo
			and ARIMAForecastUp(pF,pressure,ARIMA_MinTrendDelta)
			and ARIMAForecastUp(rF,r0,ARIMA_MinOscDelta))
			buy = 1;

		if(pF < 48. and tF < 48. and rF < M5_RSI_SellHi
			and ARIMAForecastDown(pF,pressure,ARIMA_MinTrendDelta)
			and ARIMAForecastDown(rF,r0,ARIMA_MinOscDelta))
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);

	if(buy)
		openTradeDir(1,"AP5_Pressure",M5_SL_Mult*af*atr,M5_TP_Mult*af*atr,M5_TrailMult,M5_TrailStart,M5_BE_Mult,C);

	if(sell)
		openTradeDir(-1,"AP5_Pressure",M5_SL_Mult*af*atr,M5_TP_Mult*af*atr,M5_TrailMult,M5_TrailStart,M5_BE_Mult,C);
}


void Module6_EMA_ADX()
{
	if(!ModuleRuns(5)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars EmaS = series(0,ARIMA_MaxAdaptiveN);
	vars TrendS = series(0,ARIMA_MaxAdaptiveN);
	vars DiS = series(0,ARIMA_MaxAdaptiveN);
	vars AdxS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var eF0 = emaAt(C,0,M6_EMA_Fast);
	var eS0 = emaAt(C,0,M6_EMA_Slow);
	var eT0 = emaAt(C,0,M6_EMA_Trend);
	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var dp,dm;
	var adx0 = adxApprox(H,L,C,0,M6_ADX_Period,&dp,&dm);

	var emaScore = 50.0 + 20.0*(eF0-eS0)/atr;
	var trendScore = 50.0 + 20.0*(C[0]-eT0)/atr;
	var diScore = 50.0 + (dp-dm);
	emaScore = clampv(emaScore,1.,99.);
	trendScore = clampv(trendScore,1.,99.);
	diScore = clampv(diScore,1.,99.);

	EmaS[0] = emaScore;
	TrendS[0] = trendScore;
	DiS[0] = diScore;
	AdxS[0] = clampv(adx0,1.,99.);

	int EOk = 0;
	int TOk = 0;
	int DOk = 0;
	int AOk = 0;
	var eF = ARIMAForecastMeta("AP6_DriftADX","ema",EmaS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&EOk);
	var tF = ARIMAForecastMeta("AP6_DriftADX","trend",TrendS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&TOk);
	var dF = ARIMAForecastMeta("AP6_DriftADX","di",DiS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&DOk);
	var aF = ARIMAForecastMeta("AP6_DriftADX","adx",AdxS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&AOk);

	int buy = 0;
	int sell = 0;

	if(EOk && TOk && DOk && AOk)
	{
		if(eF > 52. and tF > 52. and dF > 52. and aF > M6_ADX_Min
			and ARIMAForecastUp(eF,emaScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(eF < 48. and tF < 48. and dF < 48. and aF > M6_ADX_Min
			and ARIMAForecastDown(eF,emaScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP6_DriftADX",M6_SL_Mult*af*atr,M6_TP_Mult*af*atr,M6_TrailMult,M6_TrailStart,M6_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP6_DriftADX",M6_SL_Mult*af*atr,M6_TP_Mult*af*atr,M6_TrailMult,M6_TrailStart,M6_BE_Mult,C);
}


void Module7_Donchian()
{
	if(!ModuleRuns(6)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars PosS = series(0,ARIMA_MaxAdaptiveN);
	vars TrendS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dp,dm;
	if(M7_UseADXFilter)
		if(adxApprox(H,L,C,0,M7_ADX_Period,&dp,&dm) < M7_ADX_Min) return;

	var dHi = highestS(H,1,M7_Donch_Period);
	var dLo = lowestS(L,1,M7_Donch_Period);
	var width = dHi-dLo;
	if(width <= 0) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var pos = 100.0*(C[0]-dLo)/width;
	pos = clampv(pos,1.,99.);

	var eT0 = emaAt(C,0,M7_TrendEMA);
	var trendScore = 50.0 + 20.0*(C[0]-eT0)/atr;
	trendScore = clampv(trendScore,1.,99.);

	PosS[0] = pos;
	TrendS[0] = trendScore;

	int POk = 0;
	int TOk = 0;
	var pF = ARIMAForecastMeta("AP7_RangeFlow","pos",PosS,ARIMA_N,0.01,ARIMA_MinOscDelta,&POk);
	var tF = ARIMAForecastMeta("AP7_RangeFlow","trend",TrendS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&TOk);

	int buy = 0;
	int sell = 0;

	if(POk && TOk)
	{
		if(pF > 80. and tF > 52.
			and ARIMAForecastUp(pF,pos,ARIMA_MinOscDelta))
			buy = 1;

		if(pF < 20. and tF < 48.
			and ARIMAForecastDown(pF,pos,ARIMA_MinOscDelta))
			sell = 1;
	}

	if(M7_MaxExtATR > 0 && atr > 0)
	{
		if(buy && (C[0]-dHi) > M7_MaxExtATR*atr) buy = 0;
		if(sell && (dLo-C[0]) > M7_MaxExtATR*atr) sell = 0;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP7_RangeFlow",M7_SL_Mult*af*atr,M7_TP_Mult*af*atr,M7_TrailMult,M7_TrailStart,M7_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP7_RangeFlow",M7_SL_Mult*af*atr,M7_TP_Mult*af*atr,M7_TrailMult,M7_TrailStart,M7_BE_Mult,C);
}


void Module8_MACD_EMA()
{
	if(!ModuleRuns(7)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars HistS = series(0,ARIMA_MaxAdaptiveN);
	vars TrendS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dp,dm;
	if(M8_UseADXFilter)
		if(adxApprox(H,L,C,0,M8_ADX_Period,&dp,&dm) < M8_ADX_Min) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var macd0 = macdLineAt(C,0,M8_MACD_Fast,M8_MACD_Slow);
	var sig0 = macdSignalAt(C,0,M8_MACD_Fast,M8_MACD_Slow,M8_MACD_Signal);
	var hist = macd0-sig0;
	var histScore = 50.0 + 50.0*hist/atr;
	histScore = clampv(histScore,1.,99.);

	var eT0 = emaAt(C,0,M8_TrendEMA);
	var trendScore = 50.0 + 20.0*(C[0]-eT0)/atr;
	trendScore = clampv(trendScore,1.,99.);

	HistS[0] = histScore;
	TrendS[0] = trendScore;

	int HOk = 0;
	int TOk = 0;
	var hF = ARIMAForecastMeta("AP8_MacdFlow","hist",HistS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&HOk);
	var tF = ARIMAForecastMeta("AP8_MacdFlow","trend",TrendS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&TOk);

	int buy = 0;
	int sell = 0;

	if(HOk && TOk)
	{
		if(hF > 52. and tF > 52.
			and ARIMAForecastUp(hF,histScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(hF < 48. and tF < 48.
			and ARIMAForecastDown(hF,histScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP8_MacdFlow",M8_SL_Mult*af*atr,M8_TP_Mult*af*atr,M8_TrailMult,M8_TrailStart,M8_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP8_MacdFlow",M8_SL_Mult*af*atr,M8_TP_Mult*af*atr,M8_TrailMult,M8_TrailStart,M8_BE_Mult,C);
}


void Module9_RSI_MR()
{
	if(!ModuleRuns(8)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars RSIS = series(0,ARIMA_MaxAdaptiveN);

	var dp,dm;
	if(M9_UseRangeFilter)
		if(adxApprox(H,L,C,0,M9_ADX_Period,&dp,&dm) >= M9_ADX_RangeMax) return;

	var r0 = rsiAt(C,0,M9_RSI_Period);
	var r2 = rsiAt(C,2,M9_RSI_Period);

	RSIS[0] = clampv(r0,1.,99.);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	int ROk = 0;
	var rF = ARIMAForecastMeta("AP9_RSIPath","rsi",RSIS,ARIMA_N,0.01,ARIMA_MinOscDelta,&ROk);

	int buy = 0;
	int sell = 0;

	if(ROk)
	{
		if(r0 < 45. and ARIMAForecastUp(rF,r0,ARIMA_MinOscDelta))
			buy = 1;

		if(r0 > 55. and ARIMAForecastDown(rF,r0,ARIMA_MinOscDelta))
			sell = 1;
	}

	if(M9_RequireSustain)
	{
		if(buy && r2 > 50.) buy = 0;
		if(sell && r2 < 50.) sell = 0;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP9_RSIPath",M9_SL_Mult*af*atr,M9_TP_Mult*af*atr,M9_TrailMult,M9_TrailStart,M9_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP9_RSIPath",M9_SL_Mult*af*atr,M9_TP_Mult*af*atr,M9_TrailMult,M9_TrailStart,M9_BE_Mult,C);
}


void Module10_BB_Squeeze()
{
	if(!ModuleRuns(9)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars WidthS = series(0,ARIMA_MaxAdaptiveN);
	vars PosS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dp,dm;
	if(M10_UseADXFilter)
		if(adxApprox(H,L,C,0,M10_ADX_Period,&dp,&dm) < M10_ADX_Min) return;

	var m0,u0,l0;
	bbAt(C,M10_BB_Period,M10_BB_Dev,0,&m0,&u0,&l0);
	var range = u0-l0;
	if(range <= 0) return;

	var avgW = 0;
	int i;
	for(i=1;i<21;i++)
	{
		var mi,ui,li;
		bbAt(C,M10_BB_Period,M10_BB_Dev,i,&mi,&ui,&li);
		avgW += (ui-li)/fix0(mi);
	}
	avgW /= 20.0;

	var widthNow = range/fix0(m0);
	if(widthNow <= 0) widthNow = 0.0001;

	var bandPos = 100.0*(C[0]-l0)/range;
	bandPos = clampv(bandPos,1.,99.);

	WidthS[0] = widthNow;
	PosS[0] = bandPos;

	int WOk = 0;
	int POk = 0;
	var wF = ARIMAForecastMeta("AP10_BandEnergy","width",WidthS,ARIMA_N,0.0001,ARIMA_MinWidthDelta,&WOk);
	var pF = ARIMAForecastMeta("AP10_BandEnergy","pos",PosS,ARIMA_N,0.01,ARIMA_MinOscDelta,&POk);

	int buy = 0;
	int sell = 0;

	if(WOk && POk)
	{
		if(widthNow < avgW*1.05 and wF > widthNow + ARIMA_MinWidthDelta
			and pF > 62. and ARIMAForecastUp(pF,bandPos,ARIMA_MinOscDelta))
			buy = 1;

		if(widthNow < avgW*1.05 and wF > widthNow + ARIMA_MinWidthDelta
			and pF < 38. and ARIMAForecastDown(pF,bandPos,ARIMA_MinOscDelta))
			sell = 1;
	}

	if(M10_UseTrendAlign)
	{
		var e = emaAt(C,0,M10_TrendEMA);
		if(C[0] <= e) buy = 0;
		if(C[0] >= e) sell = 0;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP10_BandEnergy",M10_SL_Mult*af*atr,M10_TP_Mult*af*atr,M10_TrailMult,M10_TrailStart,M10_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP10_BandEnergy",M10_SL_Mult*af*atr,M10_TP_Mult*af*atr,M10_TrailMult,M10_TrailStart,M10_BE_Mult,C);
}


void Module11_Grey()
{
	if(!ModuleRuns(10)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars O = series(priceOpen());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars GreyS = series(0,ARIMA_MaxAdaptiveN);
	vars SlopeS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var g0 = greyMA(O,0,M11_Period);
	var g1 = greyMA(O,1,M11_Period);

	var greyScore = 50.0 + 20.0*(g0-O[0])/atr;
	var greySlope = 50.0 + 20.0*(g0-g1)/atr;
	greyScore = clampv(greyScore,1.,99.);
	greySlope = clampv(greySlope,1.,99.);

	GreyS[0] = greyScore;
	SlopeS[0] = greySlope;

	int GOk = 0;
	int SOk = 0;
	var gF = ARIMAForecastMeta("AP11_GreyPath","grey",GreyS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&GOk);
	var sF = ARIMAForecastMeta("AP11_GreyPath","slope",SlopeS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&SOk);

	int buy = 0;
	int sell = 0;

	if(GOk && SOk)
	{
		if(gF > 52. and sF > 52.
			and ARIMAForecastUp(gF,greyScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(gF < 48. and sF < 48.
			and ARIMAForecastDown(gF,greyScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	if(M11_UseTrendFilter)
	{
		var e = emaAt(C,0,M11_TrendEMA);
		if(O[0] <= e) buy = 0;
		if(O[0] >= e) sell = 0;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP11_GreyPath",M11_SL_Mult*af*atr,M11_TP_Mult*af*atr,M11_TrailMult,M11_TrailStart,M11_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP11_GreyPath",M11_SL_Mult*af*atr,M11_TP_Mult*af*atr,M11_TrailMult,M11_TrailStart,M11_BE_Mult,C);
}


void Module12_Flag()
{
	if(!ModuleRuns(11)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars PoleS = series(0,ARIMA_MaxAdaptiveN);
	vars BreakS = series(0,ARIMA_MaxAdaptiveN);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	int fB = M12_FlagBars;
	int pB = M12_PoleBars;

	int pNew = fB+1;
	int pOld = fB+pB;
	var poleMove = C[pNew]-C[pOld];

	var poleHigh = H[pNew];
	var poleLow = L[pNew];
	int k;
	for(k=pNew;k<=pOld;k++)
	{
		if(H[k] > poleHigh) poleHigh = H[k];
		if(L[k] < poleLow) poleLow = L[k];
	}

	var poleHeight = poleHigh-poleLow;
	if(poleHeight <= 0) return;

	var flagHigh = H[1];
	var flagLow = L[1];
	for(k=1;k<=fB;k++)
	{
		if(H[k] > flagHigh) flagHigh = H[k];
		if(L[k] < flagLow) flagLow = L[k];
	}

	if((flagHigh-flagLow) > M12_FlagMaxATR*atr) return;

	var flagMid = (flagHigh+flagLow)/2.0;
	var poleScore = 50.0 + 10.0*poleMove/atr;
	var breakScore = 50.0 + 20.0*(C[0]-flagMid)/atr;
	poleScore = clampv(poleScore,1.,99.);
	breakScore = clampv(breakScore,1.,99.);

	PoleS[0] = poleScore;
	BreakS[0] = breakScore;

	int POk = 0;
	int BOk = 0;
	var pF = ARIMAForecastMeta("AP12_ShapePath","pole",PoleS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&POk);
	var bF = ARIMAForecastMeta("AP12_ShapePath","break",BreakS,ARIMA_N,0.01,ARIMA_MinTrendDelta,&BOk);

	int buy = 0;
	int sell = 0;

	if(POk && BOk)
	{
		if(pF > 55. and bF > 55.
			and ARIMAForecastUp(bF,breakScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(pF < 45. and bF < 45.
			and ARIMAForecastDown(bF,breakScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	if(M12_UseTrendFilter)
	{
		var ma = smaAt(C,0,M12_MA_Period);
		if(C[0] <= ma) buy = 0;
		if(C[0] >= ma) sell = 0;
	}

	var af = adaptFactor(H,L,C);
	var slDist = poleHeight*M12_SL_PoleMult*af;
	var tpDist = poleHeight*M12_TP_PoleMult*af;

	if(buy) openTradeDir(1,"AP12_ShapePath",slDist,tpDist,M12_TrailMult,M12_TrailStart,M12_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP12_ShapePath",slDist,tpDist,M12_TrailMult,M12_TrailStart,M12_BE_Mult,C);
}


// -----------------------------------------------------------------------------
// End-of-test CSV style log
// -----------------------------------------------------------------------------

void logClosedTrades()
{
	if(!is(EXITRUN)) return;

	file_delete("Log\\MultiStrategy_Trades_Zorro.csv");
	file_append("Log\\MultiStrategy_Trades_Zorro.csv",
		"asset,algo,profit\n",0);

	for(closed_trades)
	{
		file_append("Log\\MultiStrategy_Trades_Zorro.csv",
			strf("%s,%s,%.2f\n",Asset,Algo,(var)TradeProfit),0);
	}
}

// -----------------------------------------------------------------------------
// Main strategy
// -----------------------------------------------------------------------------

function run()
{
	set(PARAMETERS|OFF);

	BarPeriod = 30;
	LookBack = 2000;
	Capital = FixedRiskBalance;
	Hedge = 2;        // allow independent long/short components in backtest
	Fill = 3;         // more realistic order filling; adjust to your broker/data
	Slippage = 0;
	Spread = Spread; // keep asset-list spread

	if(is(INITRUN))
	{
		printf("\nArimaIndicatorMatrix v03 feedback started.");
		printf("\nIndicator forecasts use feedback-adaptive AutoAri parameters from prior prediction success.");

		ResetMetaState();

		if(UseARIMAMetaLog)
		{
			file_delete("Log\\ArimaIndicatorMeta.csv");
			file_append("Log\\ArimaIndicatorMeta.csv",
				"asset,bar,module,field,value,forecast,delta,rate20,meta_rel,raw_ok,meta_ok,use_n,use_p,use_q,delta_mult,err_norm,param_quality\n",0);
		}
	}

	int i;
	for(i=0;i<NUM_SYMBOLS;i++)
	{
		if(!SymbolEnabled(i))
			continue;

		if(!asset(SymbolName(i)))
			continue;

		// Run all converted modules. ModuleRuns() applies the v8.11 instrument gating.
		Module1_BB_Stoch();
		Module2_BB_RSI();
		Module3_Keltner_Stoch();
		Module4_Ichimoku_Stoch();
		Module5_Supertrend_RSI();
		Module6_EMA_ADX();
		Module7_Donchian();
		Module8_MACD_EMA();
		Module9_RSI_MR();
		Module10_BB_Squeeze();
		Module11_Grey();
		Module12_Flag();

		TimeFrame = 1;
	}

	if(is(EXITRUN))
		FreeARIMA();

	logClosedTrades();
}

// ArimaIndicatorMatrix_v01.c
// 12-module strategy rewritten around ARIMA-predicted indicator states.
//
// The old strategy modules used direct indicator conditions such as:
//   - current RSI overbought / oversold
//   - current Bollinger / Keltner touch
//   - current MACD / EMA / Donchian / Ichimoku states
//
// This version changes the decision context:
//   indicator current value
//      -> indicator series
//      -> auto_arima_forecast(indicator series)
//      -> forecast delta / pressure
//      -> trade decision
//
// The ARIMA package functions are used with their exact declared signatures:
//   init_auto_arima_result(AUTO_ARIMA_RESULT* R)
//   free_auto_arima_result(AUTO_ARIMA_RESULT* R)
//   auto_arima_forecast(vars Data,int N,var TickSize,int MaxP,int MaxQ,AUTO_ARIMA_RESULT* Result)
//   aa_validate_price_series(vars Data,int N)
//
// Important: ARIMA is never called on a single var. Every forecast receives
// a vars time series generated from an indicator value with series(...).
//
// Source package: https://github.com/KoplaNum/ARIMA
//
// Setup:
//   Zorro.exe    -> AutoAri32.dll
//   Zorro64.exe  -> AutoAri64.dll

#define NUM_MODULES 12
#define TF_M30 1
#define TF_H1  2
#define TF_H2  4
#define TF_H4  8
#define TF_D1  48

// -----------------------------------------------------------------------------
// ARIMA package interface
// -----------------------------------------------------------------------------
// UseARIMAFilter is the old close-price confirmation filter.
// The main strategy below does not rely on that old filter. It creates ARIMA
// forecasts of the module indicator series themselves.
// -----------------------------------------------------------------------------

#define PRAGMA_API init_auto_arima_result;AutoAri32!init_auto_arima_result
#define PRAGMA_API free_auto_arima_result;AutoAri32!free_auto_arima_result
#define PRAGMA_API auto_arima_forecast;AutoAri32!auto_arima_forecast
#define PRAGMA_API aa_validate_price_series;AutoAri32!aa_validate_price_series

int UseARIMAFilter = 0; // old close-price gate; indicator ARIMA is the main logic
int ARIMA_N = 160;          // number of close prices used for the forecast
int ARIMA_MaxP = 3;         // maximum AR order searched by auto_arima_forecast
int ARIMA_MaxQ = 3;         // maximum MA order searched by auto_arima_forecast
var ARIMA_MinPips = 2.0;    // minimum forecast edge in pips
int ARIMA_PlotForecast = 0; // plots old price forecast only if UseARIMAFilter is enabled

int UseARIMAIndicatorPrediction = 1;
var ARIMA_MinOscDelta = 0.75;    // RSI/Stoch/Band position forecast delta
var ARIMA_MinTrendDelta = 0.60;  // trend/pressure forecast delta
var ARIMA_MinWidthDelta = 0.00001;

typedef struct AUTO_ARIMA_RESULT
{
	int p;
	int d;
	int q;
	int converged;
	var sse;
	var aicc;
	var forecast;
	var* ar;
	var* ma;
	int arCap;
	int maCap;
} AUTO_ARIMA_RESULT;

AUTO_ARIMA_RESULT GArimaResult;
int GArimaInitialized = 0;

// ARIMA DLL imports.
// The README signature for auto_arima_forecast is:
// int auto_arima_forecast(vars Close,int N,var TickSize,int MaxP,int MaxQ,AUTO_ARIMA_RESULT* Result)
int auto_arima_forecast(vars Close,int N,var TickSize,int MaxP,int MaxQ,AUTO_ARIMA_RESULT* Result);
int aa_validate_price_series(vars Close,int N);
void init_auto_arima_result(AUTO_ARIMA_RESULT* R);
void free_auto_arima_result(AUTO_ARIMA_RESULT* R);

void InitARIMAOnce()
{
	if(GArimaInitialized)
		return;

	init_auto_arima_result(&GArimaResult);
	GArimaInitialized = 1;
}

void ResetARIMAResult()
{
	if(!GArimaInitialized)
		return;

	free_auto_arima_result(&GArimaResult);
	init_auto_arima_result(&GArimaResult);
}

int ARIMAAllowsDirection(int dir,vars C)
{
	if(!UseARIMAFilter)
		return 1;

	if(ARIMA_N < 30)
		return 1;

	if(Bar < LookBack)
		return 0;

	InitARIMAOnce();

	// Avoid accumulating result-owned coefficient arrays between calls.
	ResetARIMAResult();

	if(!aa_validate_price_series(C,ARIMA_N))
		return 0;

	int ok = auto_arima_forecast(C,ARIMA_N,PIP,ARIMA_MaxP,ARIMA_MaxQ,&GArimaResult);

	if(!ok)
	{
		printf("\nARIMA forecast failed: Asset=%s Algo=%s Bar=%i",Asset,Algo,Bar);
		return 0;
	}

	var Threshold = ARIMA_MinPips*PIP;
	var Edge = GArimaResult.forecast - C[0];
	int Signal = 0;
	if(Edge > Threshold)
		Signal = 1;
	else if(Edge < -Threshold)
		Signal = -1;

	if(ARIMA_PlotForecast)
		plot("ARIMA Forecast",GArimaResult.forecast,LINE,BLUE);

	if(dir > 0 && Signal > 0)
		return 1;

	if(dir < 0 && Signal < 0)
		return 1;

	return 0;
}

var ARIMAForecastSeries(vars Data,int N,var TickSize,int MaxP,int MaxQ,int* OK)
{
	*OK = 0;

	if(!UseARIMAIndicatorPrediction)
	{
		*OK = 1;
		return Data[0];
	}

	if(N < 30)
		return Data[0];

	if(Bar < LookBack)
		return Data[0];

	InitARIMAOnce();
	ResetARIMAResult();

	if(!aa_validate_price_series(Data,N))
		return Data[0];

	int Status = auto_arima_forecast(
		Data,
		N,
		TickSize,
		MaxP,
		MaxQ,
		&GArimaResult
	);

	if(!Status)
		return Data[0];

	if(!GArimaResult.converged)
		return Data[0];

	if(invalid(GArimaResult.forecast))
		return Data[0];

	*OK = 1;
	return GArimaResult.forecast;
}

int ARIMAForecastUp(var Forecast,var CurrentValue,var MinDelta)
{
	if(Forecast - CurrentValue > MinDelta)
		return 1;
	return 0;
}

int ARIMAForecastDown(var Forecast,var CurrentValue,var MinDelta)
{
	if(CurrentValue - Forecast > MinDelta)
		return 1;
	return 0;
}

void FreeARIMA()
{
	if(!GArimaInitialized)
		return;

	free_auto_arima_result(&GArimaResult);
	GArimaInitialized = 0;
}


// -----------------------------------------------------------------------------
// Global inputs
// -----------------------------------------------------------------------------

var RiskPercent = 2.0;
int ATR_Period = 14;

int UseSessionFilter = 1;
int SessionStartHour = 7;
int SessionEndHour = 20;

int UseFixedRiskBase = 1;
var FixedRiskBalance = 10000;
var MaxLotCap = 0; // not used directly; Zorro sizes through Risk/Margin/Lots.

int UseTrailing = 1;
int UseBreakeven = 1;

int UseRegimeDirection = 1;
int Regime_MA = 200;
int Regime_UseSlope = 1;
int Regime_NeutralAllowBoth = 1;
int AllowLongs = 1;
int AllowShorts = 0;

int UseTrendQualityGate = 1;
int TQ_ADX_Period = 14;
var TQ_ADX_Min = 18.0;

int UseRiskCap = 1;
var MaxPortfolioRiskPct = 15.0;
int MaxOpenPositions = 12;

int UseAdaptiveMults = 1;
int Adapt_FastATR = 14;
int Adapt_SlowATR = 100;
var Adapt_Min = 0.75;
var Adapt_Max = 1.50;

// Module master switches
int Use_BB_Stoch       = 1; // M1
int Use_BB_RSI         = 1; // M2
int Use_Keltner_Stoch  = 1; // M3
int Use_Ichimoku_Stoch = 1; // M4
int Use_Supertrend_RSI = 1; // M5
int Use_EMA_ADX        = 1; // M6
int Use_Donchian       = 1; // M7
int Use_MACD_EMA       = 1; // M8
int Use_RSI_MR         = 1; // M9
int Use_BB_Squeeze     = 1; // M10
int Use_Grey           = 1; // M11
int Use_Flag           = 1; // M12

// M1
int M1_BB_Period = 20; var M1_BB_Dev = 2.0;
int M1_Stoch_K = 14; int M1_Stoch_D = 3; int M1_Stoch_Slowing = 3;
var M1_Stoch_OS = 20.0; var M1_Stoch_OB = 80.0;
int M1_UseRangeFilter = 1; int M1_ADX_Period = 14; var M1_ADX_RangeMax = 25.0;
int M1_UseReversionConfirm = 1;
var M1_TrailMult = 1.0; var M1_TrailStart = 1.0;
var M1_BE_Mult = 1.0; var M1_SL_Mult = 1.5; var M1_TP_Mult = 1.5;

// M2
int M2_BB_Period = 20; var M2_BB_Dev = 2.0;
int M2_RSI_Period = 14; var M2_RSI_OS = 30.0; var M2_RSI_OB = 70.0;
int M2_UseRangeFilter = 1; int M2_ADX_Period = 14; var M2_ADX_RangeMax = 25.0;
int M2_UseReversionConfirm = 1;
int M2_TP_AtMid = 1;
int M2_StructuralSL = 1;
var M2_SL_Buffer = 0.5;
var M2_TrailMult = 1.0; var M2_TrailStart = 0.8;
var M2_BE_Mult = 1.0; var M2_SL_Mult = 1.5; var M2_TP_Mult = 2.0;

// M3
int M3_EMA_Period = 20; int M3_ATR_Period = 10; var M3_ATR_Mult = 2.0;
int M3_Stoch_K = 14; int M3_Stoch_D = 3; int M3_Stoch_Slowing = 3;
var M3_Stoch_OS = 20.0; var M3_Stoch_OB = 80.0;
int M3_UseRangeFilter = 0; int M3_ADX_Period = 14; var M3_ADX_RangeMax = 25.0;
var M3_TrailMult = 1.5; var M3_TrailStart = 1.0;
var M3_BE_Mult = 1.0; var M3_SL_Mult = 1.5; var M3_TP_Mult = 2.5;

// M4
int M4_Tenkan = 9; int M4_Kijun = 26; int M4_Senkou = 52;
int M4_Stoch_K = 14; int M4_Stoch_D = 3; int M4_Stoch_Slowing = 3;
var M4_Stoch_OS = 40.0; var M4_Stoch_OB = 60.0;
int M4_UseADXFilter = 0; int M4_ADX_Period = 14; var M4_ADX_Min = 20.0;
var M4_TrailMult = 2.0; var M4_TrailStart = 1.5;
var M4_BE_Mult = 1.0; var M4_SL_Mult = 1.5; var M4_TP_Mult = 3.0;

// M5
int M5_ATR_Period = 10; var M5_ATR_Mult = 3.0;
int M5_RSI_Period = 14; var M5_RSI_OS = 35.0; var M5_RSI_OB = 65.0;
var M5_RSI_BuyLo = 40.0; var M5_RSI_SellHi = 60.0;
int M5_UseADXFilter = 1; int M5_ADX_Period = 14; var M5_ADX_Min = 25.0;
int M5_UseTrendAlign = 1; int M5_TrendEMA = 100;
int M5_MomConfirm = 1;
var M5_TrailMult = 2.5; var M5_TrailStart = 1.5;
var M5_BE_Mult = 1.0; var M5_SL_Mult = 1.5; var M5_TP_Mult = 3.0;

// M6
int M6_EMA_Fast = 9; int M6_EMA_Slow = 21; int M6_EMA_Trend = 50;
int M6_ADX_Period = 14; var M6_ADX_Min = 25.0; var M6_DI_Sep = 3.0;
int M6_RequirePullback = 0; int M6_UseSlopeFilter = 1;
var M6_TrailMult = 2.0; var M6_TrailStart = 1.5;
var M6_BE_Mult = 1.0; var M6_SL_Mult = 1.5; var M6_TP_Mult = 3.0;

// M7
int M7_Donch_Period = 20;
int M7_UseADXFilter = 1; int M7_ADX_Period = 14; var M7_ADX_Min = 30.0;
int M7_UseTrendAlign = 1; int M7_TrendEMA = 100;
int M7_UseSlopeFilter = 1;
var M7_MaxExtATR = 1.0;
var M7_TrailMult = 2.5; var M7_TrailStart = 1.5;
var M7_BE_Mult = 1.0; var M7_SL_Mult = 1.5; var M7_TP_Mult = 3.5;

// M8
int M8_MACD_Fast = 12; int M8_MACD_Slow = 26; int M8_MACD_Signal = 9;
int M8_TrendEMA = 100;
int M8_RequireZeroSide = 1;
int M8_UseSlopeFilter = 0;
int M8_UseADXFilter = 1; int M8_ADX_Period = 14; var M8_ADX_Min = 20.0;
var M8_TrailMult = 2.0; var M8_TrailStart = 1.5;
var M8_BE_Mult = 1.0; var M8_SL_Mult = 1.5; var M8_TP_Mult = 3.0;

// M9
int M9_RSI_Period = 14; var M9_RSI_OS = 35.0; var M9_RSI_OB = 65.0;
int M9_UseRangeFilter = 1; int M9_ADX_Period = 14; var M9_ADX_RangeMax = 25.0;
int M9_RequireSustain = 1;
var M9_TrailMult = 1.0; var M9_TrailStart = 0.8;
var M9_BE_Mult = 1.0; var M9_SL_Mult = 1.5; var M9_TP_Mult = 1.8;

// M10
int M10_BB_Period = 20; var M10_BB_Dev = 2.0; var M10_SqueezeRatio = 0.8;
int M10_UseADXFilter = 1; int M10_ADX_Period = 14; var M10_ADX_Min = 30.0;
int M10_UseTrendAlign = 1; int M10_TrendEMA = 100;
var M10_TrailMult = 2.5; var M10_TrailStart = 1.5;
var M10_BE_Mult = 1.0; var M10_SL_Mult = 1.5; var M10_TP_Mult = 3.5;

// M11
int M11_Period = 24;
int M11_Filter = 250;
int M11_UseTrendFilter = 1; int M11_TrendEMA = 100;
int M11_RequirePersist = 1;
var M11_TrailMult = 2.0; var M11_TrailStart = 1.5;
var M11_BE_Mult = 1.0; var M11_SL_Mult = 1.5; var M11_TP_Mult = 3.0;

// M12
int M12_PoleBars = 5;
var M12_PoleATRMult = 1.8;
int M12_FlagBars = 5;
var M12_FlagMaxATR = 1.6;
int M12_UseTrendFilter = 1; int M12_MA_Period = 200;
var M12_SL_PoleMult = 1.0;
var M12_TP_PoleMult = 1.5;
var M12_TrailMult = 2.5; var M12_TrailStart = 1.5;
var M12_BE_Mult = 1.0;

// Zorro asset names. Adjust to your Assets*.csv / broker mapping.
// lite-C can be picky with global string-array initializers, so use a function
// instead of: string Symbols[3] = { "EUR/USD", "GBP/USD", "XAU/USD" };
#define NUM_SYMBOLS 3

int Use_EURUSD = 1;
int Use_GBPUSD = 0; // enable after importing GBPUSD history files
int Use_XAUUSD = 0; // enable after importing XAUUSD history files

string SymbolName(int Index)
{
	if(Index == 0) return "EUR/USD";
	if(Index == 1) return "GBP/USD";
	if(Index == 2) return "XAU/USD";
	return "";
}

int SymbolEnabled(int Index)
{
	if(Index == 0) return Use_EURUSD;
	if(Index == 1) return Use_GBPUSD;
	if(Index == 2) return Use_XAUUSD;
	return 0;
}

// -----------------------------------------------------------------------------
// Utility
// -----------------------------------------------------------------------------

int contains(string s,string token)
{
	if(strstr(s,token) != 0) return 1;
	return 0;
}

int isForexAsset()
{
	if(contains(Asset,"EUR")) return 1;
	if(contains(Asset,"GBP")) return 1;
	if(contains(Asset,"USD") && !contains(Asset,"XAU")) return 1;
	return 0;
}

int isMetalAsset()
{
	if(contains(Asset,"XAU")) return 1;
	if(contains(Asset,"XAG")) return 1;
	if(contains(Asset,"GOLD")) return 1;
	if(contains(Asset,"SILVER")) return 1;
	return 0;
}

int ModuleRuns(int idx)
{
	if(idx == 0 && !Use_BB_Stoch) return 0;
	if(idx == 1 && !Use_BB_RSI) return 0;
	if(idx == 2 && !Use_Keltner_Stoch) return 0;
	if(idx == 3 && !Use_Ichimoku_Stoch) return 0;
	if(idx == 4 && !Use_Supertrend_RSI) return 0;
	if(idx == 5 && !Use_EMA_ADX) return 0;
	if(idx == 6 && !Use_Donchian) return 0;
	if(idx == 7 && !Use_MACD_EMA) return 0;
	if(idx == 8 && !Use_RSI_MR) return 0;
	if(idx == 9 && !Use_BB_Squeeze) return 0;
	if(idx == 10 && !Use_Grey) return 0;
	if(idx == 11 && !Use_Flag) return 0;

	// v8.11 logic from the uploaded EA:
	// FOREX = M3 + M9 only.
	if(isForexAsset())
	{
		if(idx == 2) return 1;
		if(idx == 8) return 1;
		return 0;
	}

	// METALS = M3,M5,M6,M7,M8,M9,M10,M12.
	if(isMetalAsset())
	{
		if(idx == 2) return 1;
		if(idx == 4) return 1;
		if(idx == 5) return 1;
		if(idx == 6) return 1;
		if(idx == 7) return 1;
		if(idx == 8) return 1;
		if(idx == 9) return 1;
		if(idx == 11) return 1;
		return 0;
	}

	return 1;
}

int IsModuleBar(int tf)
{
	if(tf <= 1) return 1;
	if(Bar % tf == 0) return 1;
	return 0;
}

int SessionOK(int tf)
{
	if(!UseSessionFilter) return 1;
	if(tf >= TF_D1) return 1;
	if(hour(0) >= SessionStartHour && hour(0) < SessionEndHour) return 1;
	return 0;
}

int CountTotalOpen()
{
	int n = 0;
	for(open_trades)
		n++;
	return n;
}

int CurrentAlgoHasOpen()
{
	int n = 0;
	for(current_trades)
		n++;
	if(n > 0) return 1;
	return 0;
}

var clampv(var x,var lo,var hi)
{
	if(x < lo) return lo;
	if(x > hi) return hi;
	return x;
}

var highestS(vars Data,int offset,int period)
{
	var h = Data[offset];
	int i;
	for(i=offset+1;i<offset+period;i++)
		if(Data[i] > h) h = Data[i];
	return h;
}

var lowestS(vars Data,int offset,int period)
{
	var l = Data[offset];
	int i;
	for(i=offset+1;i<offset+period;i++)
		if(Data[i] < l) l = Data[i];
	return l;
}

var smaAt(vars Data,int offset,int period)
{
	var sum = 0;
	int i;
	for(i=offset;i<offset+period;i++)
		sum += Data[i];
	return sum/period;
}

var stdAt(vars Data,int offset,int period)
{
	var m = smaAt(Data,offset,period);
	var sum = 0;
	int i;
	for(i=offset;i<offset+period;i++)
		sum += (Data[i]-m)*(Data[i]-m);
	return sqrt(sum/period);
}

var emaAt(vars Data,int offset,int period)
{
	int start = offset + period*3;
	var a = 2.0/(period+1.0);
	var e = Data[start];
	int i;
	for(i=start-1;i>=offset;i--)
		e = a*Data[i] + (1.0-a)*e;
	return e;
}

void bbAt(vars C,int period,var dev,int offset,var* mid,var* upper,var* lower)
{
	*mid = smaAt(C,offset,period);
	var sd = stdAt(C,offset,period);
	*upper = *mid + dev*sd;
	*lower = *mid - dev*sd;
}

var atrAt(vars H,vars L,vars C,int offset,int period)
{
	var sum = 0;
	int i;
	for(i=offset;i<offset+period;i++)
	{
		var a = H[i]-L[i];
		var b = abs(H[i]-C[i+1]);
		var c = abs(L[i]-C[i+1]);
		var tr = max(a,max(b,c));
		sum += tr;
	}
	return sum/period;
}

var rsiAt(vars C,int offset,int period)
{
	var up = 0;
	var dn = 0;
	int i;
	for(i=offset;i<offset+period;i++)
	{
		var d = C[i]-C[i+1];
		if(d > 0) up += d;
		else dn -= d;
	}
	if(dn <= 0) return 100;
	var rs = up/dn;
	return 100.0 - 100.0/(1.0+rs);
}

void stochAt(vars H,vars L,vars C,int kPeriod,int dPeriod,int offset,var* kOut,var* dOut)
{
	var hh = highestS(H,offset,kPeriod);
	var ll = lowestS(L,offset,kPeriod);
	if(hh == ll)
		*kOut = 50;
	else
		*kOut = 100.0*(C[offset]-ll)/(hh-ll);

	var sum = 0;
	int j;
	for(j=0;j<dPeriod;j++)
	{
		var h2 = highestS(H,offset+j,kPeriod);
		var l2 = lowestS(L,offset+j,kPeriod);
		var k2 = 50;
		if(h2 != l2) k2 = 100.0*(C[offset+j]-l2)/(h2-l2);
		sum += k2;
	}
	*dOut = sum/dPeriod;
}

var adxApprox(vars H,vars L,vars C,int offset,int period,var* diPlus,var* diMinus)
{
	var trsum = 0;
	var pdm = 0;
	var mdm = 0;
	int i;
	for(i=offset;i<offset+period;i++)
	{
		var upMove = H[i]-H[i+1];
		var dnMove = L[i+1]-L[i];
		if(upMove > dnMove && upMove > 0) pdm += upMove;
		if(dnMove > upMove && dnMove > 0) mdm += dnMove;

		var tr = max(H[i]-L[i],max(abs(H[i]-C[i+1]),abs(L[i]-C[i+1])));
		trsum += tr;
	}
	if(trsum <= 0)
	{
		*diPlus = 0;
		*diMinus = 0;
		return 0;
	}
	*diPlus = 100.0*pdm/trsum;
	*diMinus = 100.0*mdm/trsum;

	var den = *diPlus + *diMinus;
	if(den <= 0) return 0;
	return 100.0*abs(*diPlus-*diMinus)/den;
}

var macdLineAt(vars C,int offset,int fast,int slow)
{
	return emaAt(C,offset,fast)-emaAt(C,offset,slow);
}

var macdSignalAt(vars C,int offset,int fast,int slow,int sig)
{
	var tmp[100];
	int i;
	int n = sig*3;
	if(n > 90) n = 90;
	for(i=0;i<n;i++)
		tmp[i] = macdLineAt(C,offset+i,fast,slow);
	var a = 2.0/(sig+1.0);
	var e = tmp[n-1];
	for(i=n-2;i>=0;i--)
		e = a*tmp[i] + (1.0-a)*e;
	return e;
}

int trendQualityOK(vars H,vars L,vars C,int regime)
{
	if(!UseTrendQualityGate) return 1;
	if(regime != -1) return 1;

	var p,m;
	var adx = adxApprox(H,L,C,0,TQ_ADX_Period,&p,&m);
	if(adx >= TQ_ADX_Min) return 1;
	return 0;
}

var adaptFactor(vars H,vars L,vars C)
{
	if(!UseAdaptiveMults) return 1.0;
	var fast = atrAt(H,L,C,0,Adapt_FastATR);
	var slow = atrAt(H,L,C,0,Adapt_SlowATR);
	if(slow <= 0) return 1.0;
	return clampv(fast/slow,Adapt_Min,Adapt_Max);
}

int directionBlocked(int dir,vars C)
{
	int isBuy = 0;
	if(dir > 0) isBuy = 1;

	if(UseRegimeDirection)
	{
		// Uses current module's timeframe as a practical approximation.
		// For a strict D1 regime filter, move this calculation into a dedicated D1 TimeFrame block.
		var ma0 = smaAt(C,0,Regime_MA);
		var ma1 = smaAt(C,1,Regime_MA);
		int slopeUp = 0;
		int slopeDn = 0;
		if(ma0 > ma1) slopeUp = 1;
		if(ma0 < ma1) slopeDn = 1;

		if(C[0] > ma0 && (!Regime_UseSlope || slopeUp))
		{
			if(!isBuy) return 1;
			return 0;
		}
		if(C[0] < ma0 && (!Regime_UseSlope || slopeDn))
		{
			if(isBuy) return 1;
			return 0;
		}
		if(Regime_NeutralAllowBoth) return 0;
		return 1;
	}

	if(isBuy && !AllowLongs) return 1;
	if(!isBuy && !AllowShorts) return 1;
	return 0;
}

void openTradeDir(int dir,string name,var slDist,var tpDist,var trailMult,var trailStart,var beMult,vars C)
{
	if(slDist <= 0 || tpDist <= 0) return;
	if(directionBlocked(dir,C)) return;
	if(!ARIMAAllowsDirection(dir,C)) return;
	if(UseRiskCap && MaxOpenPositions > 0 && CountTotalOpen() >= MaxOpenPositions) return;

	algo(name);
	if(CurrentAlgoHasOpen()) return;

	Stop = slDist;
	TakeProfit = tpDist;

	// Zorro has no global BreakEven variable.
	// Breakeven-style behavior is approximated through TrailLock.
	// TrailLock = 1 moves the stop to about entry/breakeven once the Trail trigger is reached.
	// IMPORTANT: reset all trail-related globals before every new trade so values do not leak
	// from one module/component into the next.
	Trail = 0;
	TrailSlope = 100;
	TrailLock = 0;
	TrailStep = 0;

	if(UseTrailing)
		Trail = trailMult*slDist;

	if(UseBreakeven && Trail > 0)
		TrailLock = 1;

	var base = FixedRiskBalance;
	if(!UseFixedRiskBase) base = Balance;
	Risk = base*RiskPercent/100.0;

	if(dir > 0)
		enterLong();
	else
		enterShort();
}

// -----------------------------------------------------------------------------
// M11 Grey estimator
// -----------------------------------------------------------------------------

var greyMA(vars O,int offset,int period)
{
	if(period < 3) period = 3;

	var grey[80];
	var rez[1600];
	int j,k,cnt;
	if(period > 40) period = 40;

	for(j=0;j<period;j++)
		grey[j] = O[offset+j];

	for(j=period-2;j>=0;j--)
		grey[j] = grey[j] + grey[j+1];

	cnt = 0;
	for(j=period-2;j>=0;j--)
	{
		for(k=j+1;k<period;k++)
		{
			rez[cnt] = (grey[j]-grey[k])/(k-j);
			cnt++;
		}
	}

	// simple ascending sort
	int a,b;
	for(a=0;a<cnt-1;a++)
	{
		for(b=a+1;b<cnt;b++)
		{
			if(rez[b] < rez[a])
			{
				var t = rez[a];
				rez[a] = rez[b];
				rez[b] = t;
			}
		}
	}

	int i1 = cnt/2;
	int i2 = i1;
	if(cnt%2 == 0) i2 = i1 + 1;
	if(i2 >= cnt) i2 = cnt-1;

	return (rez[i1]+rez[i2])/2.0;
}

// -----------------------------------------------------------------------------
// Modules
// -----------------------------------------------------------------------------

void Module1_BB_Stoch()
{
	if(!ModuleRuns(0)) return;

	TimeFrame = TF_M30;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars BandPosS = series(0,ARIMA_N);
	vars StochKS = series(0,ARIMA_N);
	vars WidthS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_M30)) return;
	if(!SessionOK(TF_M30)) return;

	if(!trendQualityOK(H,L,C,1)) return;

	var dip,dim;
	if(M1_UseRangeFilter)
		if(adxApprox(H,L,C,0,M1_ADX_Period,&dip,&dim) >= M1_ADX_RangeMax) return;

	var m1,u1,l1,m2,u2,l2;
	bbAt(C,M1_BB_Period,M1_BB_Dev,0,&m1,&u1,&l1);
	bbAt(C,M1_BB_Period,M1_BB_Dev,1,&m2,&u2,&l2);

	var k1,d1;
	stochAt(H,L,C,M1_Stoch_K,M1_Stoch_D,0,&k1,&d1);

	var bandRange = u1-l1;
	if(bandRange <= 0) return;

	var bandPos = 100.0*(C[0]-l1)/bandRange;
	bandPos = clampv(bandPos,1.,99.);

	var widthNow = (u1-l1)/fix0(m1);
	if(widthNow <= 0) widthNow = 0.0001;

	BandPosS[0] = bandPos;
	StochKS[0] = clampv(k1,1.,99.);
	WidthS[0] = widthNow;

	int BOk = 0;
	int SOk = 0;
	int WOk = 0;
	var bandF = ARIMAForecastSeries(BandPosS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&BOk);
	var stochF = ARIMAForecastSeries(StochKS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&SOk);
	var widthF = ARIMAForecastSeries(WidthS,ARIMA_N,0.0001,ARIMA_MaxP,ARIMA_MaxQ,&WOk);

	int buy = 0;
	int sell = 0;

	if(BOk && SOk && WOk)
	{
		if(bandPos < 40. and ARIMAForecastUp(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastUp(stochF,k1,ARIMA_MinOscDelta)
			and widthF <= widthNow*1.08)
			buy = 1;

		if(bandPos > 60. and ARIMAForecastDown(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastDown(stochF,k1,ARIMA_MinOscDelta)
			and widthF <= widthNow*1.08)
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP1_BandOsc",M1_SL_Mult*af*atr,M1_TP_Mult*af*atr,M1_TrailMult,M1_TrailStart,M1_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP1_BandOsc",M1_SL_Mult*af*atr,M1_TP_Mult*af*atr,M1_TrailMult,M1_TrailStart,M1_BE_Mult,C);
}


void Module2_BB_RSI()
{
	if(!ModuleRuns(1)) return;

	TimeFrame = TF_H2;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars BandPosS = series(0,ARIMA_N);
	vars RSIS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H2)) return;
	if(!SessionOK(TF_H2)) return;

	var dip,dim;
	if(M2_UseRangeFilter)
		if(adxApprox(H,L,C,0,M2_ADX_Period,&dip,&dim) >= M2_ADX_RangeMax) return;

	var m1,u1,l1,m2,u2,l2;
	bbAt(C,M2_BB_Period,M2_BB_Dev,0,&m1,&u1,&l1);
	bbAt(C,M2_BB_Period,M2_BB_Dev,1,&m2,&u2,&l2);

	var r0 = rsiAt(C,0,M2_RSI_Period);

	var bandRange = u1-l1;
	if(bandRange <= 0) return;

	var bandPos = 100.0*(C[0]-l1)/bandRange;
	bandPos = clampv(bandPos,1.,99.);

	BandPosS[0] = bandPos;
	RSIS[0] = clampv(r0,1.,99.);

	int BOk = 0;
	int ROk = 0;
	var bandF = ARIMAForecastSeries(BandPosS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&BOk);
	var rF = ARIMAForecastSeries(RSIS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&ROk);

	int buy = 0;
	int sell = 0;

	if(BOk && ROk)
	{
		if(bandPos < 42. and r0 < M2_RSI_OS+10.
			and ARIMAForecastUp(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastUp(rF,r0,ARIMA_MinOscDelta))
			buy = 1;

		if(bandPos > 58. and r0 > M2_RSI_OB-10.
			and ARIMAForecastDown(bandF,bandPos,ARIMA_MinOscDelta)
			and ARIMAForecastDown(rF,r0,ARIMA_MinOscDelta))
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	var slDist = M2_SL_Mult*af*atr;
	var tpDist = M2_TP_Mult*af*atr;

	if(M2_TP_AtMid)
	{
		if(buy)
		{
			tpDist = max(m1-priceClose(0),0.8*af*atr);
			if(M2_StructuralSL)
				slDist = max(priceClose(0)-(min(L[0],L[1])-M2_SL_Buffer*af*atr),0.5*af*atr);
			openTradeDir(1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
		}
		if(sell)
		{
			tpDist = max(priceClose(0)-m1,0.8*af*atr);
			if(M2_StructuralSL)
				slDist = max((max(H[0],H[1])+M2_SL_Buffer*af*atr)-priceClose(0),0.5*af*atr);
			openTradeDir(-1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
		}
	}
	else
	{
		if(buy) openTradeDir(1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
		if(sell) openTradeDir(-1,"AP2_RSIState",slDist,tpDist,M2_TrailMult,M2_TrailStart,M2_BE_Mult,C);
	}
}


void Module3_Keltner_Stoch()
{
	if(!ModuleRuns(2)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars KPosS = series(0,ARIMA_N);
	vars StochS = series(0,ARIMA_N);

	var dip,dim;
	if(M3_UseRangeFilter)
		if(adxApprox(H,L,C,0,M3_ADX_Period,&dip,&dim) >= M3_ADX_RangeMax) return;

	var ema0 = emaAt(C,0,M3_EMA_Period);
	var atrK0 = atrAt(H,L,C,0,M3_ATR_Period);
	if(atrK0 <= 0) return;

	var k0,d0;
	stochAt(H,L,C,M3_Stoch_K,M3_Stoch_D,0,&k0,&d0);

	var kPos = 50.0 + 50.0*(C[0]-ema0)/fix0(M3_ATR_Mult*atrK0);
	kPos = clampv(kPos,1.,99.);

	KPosS[0] = kPos;
	StochS[0] = clampv(k0,1.,99.);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	int KOk = 0;
	int SOk = 0;
	var kPosF = ARIMAForecastSeries(KPosS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&KOk);
	var stF = ARIMAForecastSeries(StochS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&SOk);

	int buy = 0;
	int sell = 0;

	if(KOk && SOk)
	{
		if(kPos < 45. and ARIMAForecastUp(kPosF,kPos,ARIMA_MinOscDelta)
			and ARIMAForecastUp(stF,k0,ARIMA_MinOscDelta))
			buy = 1;

		if(kPos > 55. and ARIMAForecastDown(kPosF,kPos,ARIMA_MinOscDelta)
			and ARIMAForecastDown(stF,k0,ARIMA_MinOscDelta))
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP3_ChannelOsc",M3_SL_Mult*af*atr,M3_TP_Mult*af*atr,M3_TrailMult,M3_TrailStart,M3_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP3_ChannelOsc",M3_SL_Mult*af*atr,M3_TP_Mult*af*atr,M3_TrailMult,M3_TrailStart,M3_BE_Mult,C);
}


void Module4_Ichimoku_Stoch()
{
	if(!ModuleRuns(3)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars SpreadS = series(0,ARIMA_N);
	vars CloudS = series(0,ARIMA_N);
	vars StochS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dip,dim;
	if(M4_UseADXFilter)
		if(adxApprox(H,L,C,0,M4_ADX_Period,&dip,&dim) < M4_ADX_Min) return;

	var tenkan0 = (highestS(H,0,M4_Tenkan)+lowestS(L,0,M4_Tenkan))/2.0;
	var kijun0  = (highestS(H,0,M4_Kijun)+lowestS(L,0,M4_Kijun))/2.0;
	var senkouA = (tenkan0+kijun0)/2.0;
	var senkouB = (highestS(H,0,M4_Senkou)+lowestS(L,0,M4_Senkou))/2.0;
	var top = max(senkouA,senkouB);
	var bot = min(senkouA,senkouB);
	var cloudMid = (top+bot)/2.0;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;
	if(top-bot < atr*0.3) return;

	var k,d;
	stochAt(H,L,C,M4_Stoch_K,M4_Stoch_D,0,&k,&d);

	var spreadScore = 50.0 + 20.0*(tenkan0-kijun0)/atr;
	var cloudScore = 50.0 + 20.0*(C[0]-cloudMid)/atr;
	spreadScore = clampv(spreadScore,1.,99.);
	cloudScore = clampv(cloudScore,1.,99.);

	SpreadS[0] = spreadScore;
	CloudS[0] = cloudScore;
	StochS[0] = clampv(k,1.,99.);

	int SpOk = 0;
	int ClOk = 0;
	int StOk = 0;
	var spF = ARIMAForecastSeries(SpreadS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&SpOk);
	var clF = ARIMAForecastSeries(CloudS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&ClOk);
	var stF = ARIMAForecastSeries(StochS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&StOk);

	int buy = 0;
	int sell = 0;

	if(SpOk && ClOk && StOk)
	{
		if(spF > 52. and clF > 52.
			and ARIMAForecastUp(spF,spreadScore,ARIMA_MinTrendDelta)
			and ARIMAForecastUp(clF,cloudScore,ARIMA_MinTrendDelta)
			and stF > k)
			buy = 1;

		if(spF < 48. and clF < 48.
			and ARIMAForecastDown(spF,spreadScore,ARIMA_MinTrendDelta)
			and ARIMAForecastDown(clF,cloudScore,ARIMA_MinTrendDelta)
			and stF < k)
			sell = 1;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP4_CloudFlow",M4_SL_Mult*af*atr,M4_TP_Mult*af*atr,M4_TrailMult,M4_TrailStart,M4_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP4_CloudFlow",M4_SL_Mult*af*atr,M4_TP_Mult*af*atr,M4_TrailMult,M4_TrailStart,M4_BE_Mult,C);
}


int superDir(vars H,vars L,vars C,int atrPeriod,var mult,int offset)
{
	var atr = atrAt(H,L,C,offset,atrPeriod);
	var mid = (H[offset]+L[offset])/2.0;
	if(C[offset] > mid + mult*atr*0.25) return 1;
	if(C[offset] < mid - mult*atr*0.25) return -1;
	return 0;
}

void Module5_Supertrend_RSI()
{
	if(!ModuleRuns(4)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars PressureS = series(0,ARIMA_N);
	vars RSIS = series(0,ARIMA_N);
	vars TrendS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dip,dim;
	if(M5_UseADXFilter)
		if(adxApprox(H,L,C,0,M5_ADX_Period,&dip,&dim) < M5_ADX_Min) return;

	var atrST = atrAt(H,L,C,0,M5_ATR_Period);
	if(atrST <= 0) return;

	var mid = (H[0]+L[0])/2.0;
	var pressure = 50.0 + 20.0*(C[0]-mid)/fix0(M5_ATR_Mult*atrST);
	pressure = clampv(pressure,1.,99.);

	var r0 = rsiAt(C,0,M5_RSI_Period);
	var emaT = emaAt(C,0,M5_TrendEMA);
	var trendScore = 50.0 + 20.0*(C[0]-emaT)/fix0(atrST);
	trendScore = clampv(trendScore,1.,99.);

	PressureS[0] = pressure;
	RSIS[0] = clampv(r0,1.,99.);
	TrendS[0] = trendScore;

	int POk = 0;
	int ROk = 0;
	int TOk = 0;
	var pF = ARIMAForecastSeries(PressureS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&POk);
	var rF = ARIMAForecastSeries(RSIS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&ROk);
	var tF = ARIMAForecastSeries(TrendS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&TOk);

	int buy = 0;
	int sell = 0;

	if(POk && ROk && TOk)
	{
		if(pF > 52. and tF > 52. and rF > M5_RSI_BuyLo
			and ARIMAForecastUp(pF,pressure,ARIMA_MinTrendDelta)
			and ARIMAForecastUp(rF,r0,ARIMA_MinOscDelta))
			buy = 1;

		if(pF < 48. and tF < 48. and rF < M5_RSI_SellHi
			and ARIMAForecastDown(pF,pressure,ARIMA_MinTrendDelta)
			and ARIMAForecastDown(rF,r0,ARIMA_MinOscDelta))
			sell = 1;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);

	if(buy)
		openTradeDir(1,"AP5_Pressure",M5_SL_Mult*af*atr,M5_TP_Mult*af*atr,M5_TrailMult,M5_TrailStart,M5_BE_Mult,C);

	if(sell)
		openTradeDir(-1,"AP5_Pressure",M5_SL_Mult*af*atr,M5_TP_Mult*af*atr,M5_TrailMult,M5_TrailStart,M5_BE_Mult,C);
}


void Module6_EMA_ADX()
{
	if(!ModuleRuns(5)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars EmaS = series(0,ARIMA_N);
	vars TrendS = series(0,ARIMA_N);
	vars DiS = series(0,ARIMA_N);
	vars AdxS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var eF0 = emaAt(C,0,M6_EMA_Fast);
	var eS0 = emaAt(C,0,M6_EMA_Slow);
	var eT0 = emaAt(C,0,M6_EMA_Trend);
	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var dp,dm;
	var adx0 = adxApprox(H,L,C,0,M6_ADX_Period,&dp,&dm);

	var emaScore = 50.0 + 20.0*(eF0-eS0)/atr;
	var trendScore = 50.0 + 20.0*(C[0]-eT0)/atr;
	var diScore = 50.0 + (dp-dm);
	emaScore = clampv(emaScore,1.,99.);
	trendScore = clampv(trendScore,1.,99.);
	diScore = clampv(diScore,1.,99.);

	EmaS[0] = emaScore;
	TrendS[0] = trendScore;
	DiS[0] = diScore;
	AdxS[0] = clampv(adx0,1.,99.);

	int EOk = 0;
	int TOk = 0;
	int DOk = 0;
	int AOk = 0;
	var eF = ARIMAForecastSeries(EmaS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&EOk);
	var tF = ARIMAForecastSeries(TrendS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&TOk);
	var dF = ARIMAForecastSeries(DiS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&DOk);
	var aF = ARIMAForecastSeries(AdxS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&AOk);

	int buy = 0;
	int sell = 0;

	if(EOk && TOk && DOk && AOk)
	{
		if(eF > 52. and tF > 52. and dF > 52. and aF > M6_ADX_Min
			and ARIMAForecastUp(eF,emaScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(eF < 48. and tF < 48. and dF < 48. and aF > M6_ADX_Min
			and ARIMAForecastDown(eF,emaScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP6_DriftADX",M6_SL_Mult*af*atr,M6_TP_Mult*af*atr,M6_TrailMult,M6_TrailStart,M6_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP6_DriftADX",M6_SL_Mult*af*atr,M6_TP_Mult*af*atr,M6_TrailMult,M6_TrailStart,M6_BE_Mult,C);
}


void Module7_Donchian()
{
	if(!ModuleRuns(6)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars PosS = series(0,ARIMA_N);
	vars TrendS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dp,dm;
	if(M7_UseADXFilter)
		if(adxApprox(H,L,C,0,M7_ADX_Period,&dp,&dm) < M7_ADX_Min) return;

	var dHi = highestS(H,1,M7_Donch_Period);
	var dLo = lowestS(L,1,M7_Donch_Period);
	var width = dHi-dLo;
	if(width <= 0) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var pos = 100.0*(C[0]-dLo)/width;
	pos = clampv(pos,1.,99.);

	var eT0 = emaAt(C,0,M7_TrendEMA);
	var trendScore = 50.0 + 20.0*(C[0]-eT0)/atr;
	trendScore = clampv(trendScore,1.,99.);

	PosS[0] = pos;
	TrendS[0] = trendScore;

	int POk = 0;
	int TOk = 0;
	var pF = ARIMAForecastSeries(PosS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&POk);
	var tF = ARIMAForecastSeries(TrendS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&TOk);

	int buy = 0;
	int sell = 0;

	if(POk && TOk)
	{
		if(pF > 80. and tF > 52.
			and ARIMAForecastUp(pF,pos,ARIMA_MinOscDelta))
			buy = 1;

		if(pF < 20. and tF < 48.
			and ARIMAForecastDown(pF,pos,ARIMA_MinOscDelta))
			sell = 1;
	}

	if(M7_MaxExtATR > 0 && atr > 0)
	{
		if(buy && (C[0]-dHi) > M7_MaxExtATR*atr) buy = 0;
		if(sell && (dLo-C[0]) > M7_MaxExtATR*atr) sell = 0;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP7_RangeFlow",M7_SL_Mult*af*atr,M7_TP_Mult*af*atr,M7_TrailMult,M7_TrailStart,M7_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP7_RangeFlow",M7_SL_Mult*af*atr,M7_TP_Mult*af*atr,M7_TrailMult,M7_TrailStart,M7_BE_Mult,C);
}


void Module8_MACD_EMA()
{
	if(!ModuleRuns(7)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars HistS = series(0,ARIMA_N);
	vars TrendS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dp,dm;
	if(M8_UseADXFilter)
		if(adxApprox(H,L,C,0,M8_ADX_Period,&dp,&dm) < M8_ADX_Min) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var macd0 = macdLineAt(C,0,M8_MACD_Fast,M8_MACD_Slow);
	var sig0 = macdSignalAt(C,0,M8_MACD_Fast,M8_MACD_Slow,M8_MACD_Signal);
	var hist = macd0-sig0;
	var histScore = 50.0 + 50.0*hist/atr;
	histScore = clampv(histScore,1.,99.);

	var eT0 = emaAt(C,0,M8_TrendEMA);
	var trendScore = 50.0 + 20.0*(C[0]-eT0)/atr;
	trendScore = clampv(trendScore,1.,99.);

	HistS[0] = histScore;
	TrendS[0] = trendScore;

	int HOk = 0;
	int TOk = 0;
	var hF = ARIMAForecastSeries(HistS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&HOk);
	var tF = ARIMAForecastSeries(TrendS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&TOk);

	int buy = 0;
	int sell = 0;

	if(HOk && TOk)
	{
		if(hF > 52. and tF > 52.
			and ARIMAForecastUp(hF,histScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(hF < 48. and tF < 48.
			and ARIMAForecastDown(hF,histScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP8_MacdFlow",M8_SL_Mult*af*atr,M8_TP_Mult*af*atr,M8_TrailMult,M8_TrailStart,M8_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP8_MacdFlow",M8_SL_Mult*af*atr,M8_TP_Mult*af*atr,M8_TrailMult,M8_TrailStart,M8_BE_Mult,C);
}


void Module9_RSI_MR()
{
	if(!ModuleRuns(8)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars RSIS = series(0,ARIMA_N);

	var dp,dm;
	if(M9_UseRangeFilter)
		if(adxApprox(H,L,C,0,M9_ADX_Period,&dp,&dm) >= M9_ADX_RangeMax) return;

	var r0 = rsiAt(C,0,M9_RSI_Period);
	var r2 = rsiAt(C,2,M9_RSI_Period);

	RSIS[0] = clampv(r0,1.,99.);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	int ROk = 0;
	var rF = ARIMAForecastSeries(RSIS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&ROk);

	int buy = 0;
	int sell = 0;

	if(ROk)
	{
		if(r0 < 45. and ARIMAForecastUp(rF,r0,ARIMA_MinOscDelta))
			buy = 1;

		if(r0 > 55. and ARIMAForecastDown(rF,r0,ARIMA_MinOscDelta))
			sell = 1;
	}

	if(M9_RequireSustain)
	{
		if(buy && r2 > 50.) buy = 0;
		if(sell && r2 < 50.) sell = 0;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP9_RSIPath",M9_SL_Mult*af*atr,M9_TP_Mult*af*atr,M9_TrailMult,M9_TrailStart,M9_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP9_RSIPath",M9_SL_Mult*af*atr,M9_TP_Mult*af*atr,M9_TrailMult,M9_TrailStart,M9_BE_Mult,C);
}


void Module10_BB_Squeeze()
{
	if(!ModuleRuns(9)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars WidthS = series(0,ARIMA_N);
	vars PosS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var dp,dm;
	if(M10_UseADXFilter)
		if(adxApprox(H,L,C,0,M10_ADX_Period,&dp,&dm) < M10_ADX_Min) return;

	var m0,u0,l0;
	bbAt(C,M10_BB_Period,M10_BB_Dev,0,&m0,&u0,&l0);
	var range = u0-l0;
	if(range <= 0) return;

	var avgW = 0;
	int i;
	for(i=1;i<21;i++)
	{
		var mi,ui,li;
		bbAt(C,M10_BB_Period,M10_BB_Dev,i,&mi,&ui,&li);
		avgW += (ui-li)/fix0(mi);
	}
	avgW /= 20.0;

	var widthNow = range/fix0(m0);
	if(widthNow <= 0) widthNow = 0.0001;

	var bandPos = 100.0*(C[0]-l0)/range;
	bandPos = clampv(bandPos,1.,99.);

	WidthS[0] = widthNow;
	PosS[0] = bandPos;

	int WOk = 0;
	int POk = 0;
	var wF = ARIMAForecastSeries(WidthS,ARIMA_N,0.0001,ARIMA_MaxP,ARIMA_MaxQ,&WOk);
	var pF = ARIMAForecastSeries(PosS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&POk);

	int buy = 0;
	int sell = 0;

	if(WOk && POk)
	{
		if(widthNow < avgW*1.05 and wF > widthNow + ARIMA_MinWidthDelta
			and pF > 62. and ARIMAForecastUp(pF,bandPos,ARIMA_MinOscDelta))
			buy = 1;

		if(widthNow < avgW*1.05 and wF > widthNow + ARIMA_MinWidthDelta
			and pF < 38. and ARIMAForecastDown(pF,bandPos,ARIMA_MinOscDelta))
			sell = 1;
	}

	if(M10_UseTrendAlign)
	{
		var e = emaAt(C,0,M10_TrendEMA);
		if(C[0] <= e) buy = 0;
		if(C[0] >= e) sell = 0;
	}

	var atr = atrAt(H,L,C,0,ATR_Period);
	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP10_BandEnergy",M10_SL_Mult*af*atr,M10_TP_Mult*af*atr,M10_TrailMult,M10_TrailStart,M10_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP10_BandEnergy",M10_SL_Mult*af*atr,M10_TP_Mult*af*atr,M10_TrailMult,M10_TrailStart,M10_BE_Mult,C);
}


void Module11_Grey()
{
	if(!ModuleRuns(10)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars O = series(priceOpen());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars GreyS = series(0,ARIMA_N);
	vars SlopeS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	var g0 = greyMA(O,0,M11_Period);
	var g1 = greyMA(O,1,M11_Period);

	var greyScore = 50.0 + 20.0*(g0-O[0])/atr;
	var greySlope = 50.0 + 20.0*(g0-g1)/atr;
	greyScore = clampv(greyScore,1.,99.);
	greySlope = clampv(greySlope,1.,99.);

	GreyS[0] = greyScore;
	SlopeS[0] = greySlope;

	int GOk = 0;
	int SOk = 0;
	var gF = ARIMAForecastSeries(GreyS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&GOk);
	var sF = ARIMAForecastSeries(SlopeS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&SOk);

	int buy = 0;
	int sell = 0;

	if(GOk && SOk)
	{
		if(gF > 52. and sF > 52.
			and ARIMAForecastUp(gF,greyScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(gF < 48. and sF < 48.
			and ARIMAForecastDown(gF,greyScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	if(M11_UseTrendFilter)
	{
		var e = emaAt(C,0,M11_TrendEMA);
		if(O[0] <= e) buy = 0;
		if(O[0] >= e) sell = 0;
	}

	var af = adaptFactor(H,L,C);
	if(buy) openTradeDir(1,"AP11_GreyPath",M11_SL_Mult*af*atr,M11_TP_Mult*af*atr,M11_TrailMult,M11_TrailStart,M11_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP11_GreyPath",M11_SL_Mult*af*atr,M11_TP_Mult*af*atr,M11_TrailMult,M11_TrailStart,M11_BE_Mult,C);
}


void Module12_Flag()
{
	if(!ModuleRuns(11)) return;

	TimeFrame = TF_H4;
	vars C = series(priceClose());
	vars H = series(priceHigh());
	vars L = series(priceLow());
	vars PoleS = series(0,ARIMA_N);
	vars BreakS = series(0,ARIMA_N);

	if(!IsModuleBar(TF_H4)) return;
	if(!SessionOK(TF_H4)) return;

	if(!trendQualityOK(H,L,C,-1)) return;

	var atr = atrAt(H,L,C,0,ATR_Period);
	if(atr <= 0) return;

	int fB = M12_FlagBars;
	int pB = M12_PoleBars;

	int pNew = fB+1;
	int pOld = fB+pB;
	var poleMove = C[pNew]-C[pOld];

	var poleHigh = H[pNew];
	var poleLow = L[pNew];
	int k;
	for(k=pNew;k<=pOld;k++)
	{
		if(H[k] > poleHigh) poleHigh = H[k];
		if(L[k] < poleLow) poleLow = L[k];
	}

	var poleHeight = poleHigh-poleLow;
	if(poleHeight <= 0) return;

	var flagHigh = H[1];
	var flagLow = L[1];
	for(k=1;k<=fB;k++)
	{
		if(H[k] > flagHigh) flagHigh = H[k];
		if(L[k] < flagLow) flagLow = L[k];
	}

	if((flagHigh-flagLow) > M12_FlagMaxATR*atr) return;

	var flagMid = (flagHigh+flagLow)/2.0;
	var poleScore = 50.0 + 10.0*poleMove/atr;
	var breakScore = 50.0 + 20.0*(C[0]-flagMid)/atr;
	poleScore = clampv(poleScore,1.,99.);
	breakScore = clampv(breakScore,1.,99.);

	PoleS[0] = poleScore;
	BreakS[0] = breakScore;

	int POk = 0;
	int BOk = 0;
	var pF = ARIMAForecastSeries(PoleS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&POk);
	var bF = ARIMAForecastSeries(BreakS,ARIMA_N,0.01,ARIMA_MaxP,ARIMA_MaxQ,&BOk);

	int buy = 0;
	int sell = 0;

	if(POk && BOk)
	{
		if(pF > 55. and bF > 55.
			and ARIMAForecastUp(bF,breakScore,ARIMA_MinTrendDelta))
			buy = 1;

		if(pF < 45. and bF < 45.
			and ARIMAForecastDown(bF,breakScore,ARIMA_MinTrendDelta))
			sell = 1;
	}

	if(M12_UseTrendFilter)
	{
		var ma = smaAt(C,0,M12_MA_Period);
		if(C[0] <= ma) buy = 0;
		if(C[0] >= ma) sell = 0;
	}

	var af = adaptFactor(H,L,C);
	var slDist = poleHeight*M12_SL_PoleMult*af;
	var tpDist = poleHeight*M12_TP_PoleMult*af;

	if(buy) openTradeDir(1,"AP12_ShapePath",slDist,tpDist,M12_TrailMult,M12_TrailStart,M12_BE_Mult,C);
	if(sell) openTradeDir(-1,"AP12_ShapePath",slDist,tpDist,M12_TrailMult,M12_TrailStart,M12_BE_Mult,C);
}


// -----------------------------------------------------------------------------
// End-of-test CSV style log
// -----------------------------------------------------------------------------

void logClosedTrades()
{
	if(!is(EXITRUN)) return;

	file_delete("Log\\MultiStrategy_Trades_Zorro.csv");
	file_append("Log\\MultiStrategy_Trades_Zorro.csv",
		"asset,algo,profit\n",0);

	for(closed_trades)
	{
		file_append("Log\\MultiStrategy_Trades_Zorro.csv",
			strf("%s,%s,%.2f\n",Asset,Algo,(var)TradeProfit),0);
	}
}

// -----------------------------------------------------------------------------
// Main strategy
// -----------------------------------------------------------------------------

function run()
{
	set(PARAMETERS|OFF);

	BarPeriod = 30;
	LookBack = 2000;
	Capital = FixedRiskBalance;
	Hedge = 2;        // allow independent long/short components in backtest
	Fill = 3;         // more realistic order filling; adjust to your broker/data
	Slippage = 0;
	Spread = Spread; // keep asset-list spread

	if(is(INITRUN))
	{
		printf("\nArimaIndicatorMatrix v01 started.");
		printf("\nIndicator states are forecast with AutoAri before module signals.");
	}

	int i;
	for(i=0;i<NUM_SYMBOLS;i++)
	{
		if(!SymbolEnabled(i))
			continue;

		if(!asset(SymbolName(i)))
			continue;

		// Run all converted modules. ModuleRuns() applies the v8.11 instrument gating.
		Module1_BB_Stoch();
		Module2_BB_RSI();
		Module3_Keltner_Stoch();
		Module4_Ichimoku_Stoch();
		Module5_Supertrend_RSI();
		Module6_EMA_ADX();
		Module7_Donchian();
		Module8_MACD_EMA();
		Module9_RSI_MR();
		Module10_BB_Squeeze();
		Module11_Grey();
		Module12_Flag();

		TimeFrame = 1;
	}

	if(is(EXITRUN))
		FreeARIMA();

	logClosedTrades();
}

// Old MMI version
var MMI_old(vars Data,int TimePeriod)
{
    TimePeriod = Min(TimePeriod,1000);
    checkLookBack(TimePeriod);
    TimePeriod = Min(TimePeriod,g->nBar-1);

    if(TimePeriod < 2)
        return 75;

    var m = Median(Data,TimePeriod);

    int i, nh = 0, nl = 0;

    for(i = 1; i < TimePeriod; i++)
    {
        if(Data[i] > m && Data[i] > Data[i-1])
            nl++;
        else if(Data[i] < m && Data[i] < Data[i-1])
            nh++;
    }

    return 100.*(nl+nh)/(TimePeriod-1);
}


// New MMI version
var MMI_new(vars Data,int TimePeriod)
{
    TimePeriod = Min(TimePeriod,1000);
    checkLookBack(TimePeriod);
    TimePeriod = Min(TimePeriod,g->nBar-2);

    if(TimePeriod < 2)
        return 75;

    var m = Median(Data,TimePeriod|1);

    int i, nh = 0, nl = 0;

    for(i = 1; i < TimePeriod; i++)
    {
        if(Data[i] > m && Data[i] > Data[i-1])
            nl++;
        else if(Data[i] < m && Data[i] < Data[i-1])
            nh++;
    }

    return 100.*(nl+nh)/(TimePeriod-1);
}


function run()
{
    BarPeriod = 60;
    LookBack = 300;

    asset("EUR/USD");

    vars Price = series(priceClose());

    int Period = 100;

    var OldMMI = MMI_old(Price,Period);
    var NewMMI = MMI_new(Price,Period);

    plot("Old MMI",OldMMI,NEW,BLUE);
    plot("New MMI",NewMMI,0,RED);
    plot("Difference",NewMMI-OldMMI,NEW,GREEN);

    static int ValueDiffs = 0;
    static int SignalDiffs = 0;

    if(!is(LOOKBACK))
    {
        if(abs(NewMMI-OldMMI) > 0.0001)
            ValueDiffs++;

        int OldSignal = OldMMI > 75;
        int NewSignal = NewMMI > 75;

        if(OldSignal != NewSignal)
        {
            SignalDiffs++;
            printf("\nBar %i: Old MMI %.2f, New MMI %.2f",Bar,OldMMI,NewMMI);
        }
    }

    if(is(EXITRUN))
    {
        printf("\nMMI value differences: %i",ValueDiffs);
        printf("\nMMI signal differences: %i",SignalDiffs);
    }
}

if(MMI(Price,Period) > 75)
if(MMI(Price,Period) < 50)
if(crossOver(MMI_Series,Threshold))

// Zorro's Market Meanness Index
var MMI(var* Data,int TimePeriod)
{
// clip time period to history length
	TimePeriod = Min(TimePeriod,1000);
	checkLookBack(TimePeriod);
	TimePeriod = Min((uint)TimePeriod,g->nBar-1);
	if(TimePeriod < 2) return 75;
// calculate MMI statistics
	var m = Median(Data,TimePeriod); 
	int i, nh=0, nl=0;
	for(i=1; i<TimePeriod; i++) {
		if(Data[i] > m && Data[i] > Data[i-1])
			nl++;
		else if(Data[i] < m && Data[i] < Data[i-1])
			nh++;
	}
	return 100.*(nl+nh)/(TimePeriod-1);
}

// Zorro's Market Meanness Index
var MMI(var* Data,int TimePeriod)
{
	checkLookBack(TimePeriod);
// clip time period to history length
	TimePeriod = Min((uint)TimePeriod,g->nBar-2);
	if(TimePeriod < 2) return 75;
// calculate MMI statistics
	var m = Median(Data,TimePeriod|1); 
	int i, nh=0, nl=0;
	for(i=1; i<TimePeriod; i++) {
		if(Data[i] > m && Data[i] > Data[i-1])
			nl++;
		else if(Data[i] < m && Data[i] < Data[i-1])
			nh++;
	}
	return 100.*(nl+nh)/(TimePeriod-1);
}