Virtual Straddle HFT

#property version   "1.00"
#property strict

#include <Trade\Trade.mqh>
CTrade trade;

enum ENUM_LOT_MODE
{
   LOT_FIXED = 0,         // Fixed lot
   LOT_BALANCE_STEP = 1,  // Auto: lot per X balance
   LOT_RISK_PERCENT = 2   // Auto: risk % of balance
};

input group "=== Straddle ==="
input int    TriggerDistancePoints = 40;     // Virtual stop distance (points)
input int    MaxPositions          = 10;     // Max positions opened at once (adjustable)
input int    OrderExpirySeconds    = 10;     // Virtual orders expire & re-place (sec)
input bool   RearmOnlyWhenFlat     = true;   // Place new straddle only when no positions open
input long   MagicNumber           = 777001; // Magic number

input group "=== SL / TP / Trailing (points) ==="
input int    SL_Points            = 200;   // Stop loss (points)   [$2 on 0.01 lot, gold]
input int    TP_Points            = 500;   // Take profit (points) [$5 on 0.01 lot, gold]
input bool   UseTrailing          = true;  // Enable trailing stop
input int    TrailStartPoints     = 50;    // Trailing starts after this profit (points)
input int    TrailDistancePoints  = 50;    // SL kept this far behind price (points)
input int    TrailStepPoints      = 10;    // Min SL improvement per move (points)

input group "=== Lot Size ==="
input ENUM_LOT_MODE LotMode        = LOT_FIXED; // Lot mode
input double FixedLot              = 0.01;   // Fixed lot
input double BalancePerStep        = 1000.0; // Auto: balance step ($)
input double LotPerStep            = 0.01;   // Auto: lot for each step
input double RiskPercent           = 1.0;    // Auto: total risk % (split over all positions)

input group "=== Filters ==="
input int    MaxSpreadPoints       = 30;     // Spread filter (points), 0 = off
input int    MaxSlippagePoints     = 15;     // Reject trigger if price already moved > this (points)
input int    DeviationPoints       = 20;     // Broker max deviation on order (points)

input group "=== Dashboard ==="
input bool   ShowDashboard         = true;
input bool   ShowVirtualLines      = true;
input int    DashX                 = 15;
input int    DashY                 = 25;

double   g_buyLvl = 0, g_sellLvl = 0;
ulong    g_stampMs = 0;
ulong    g_blockUntil = 0;
bool     g_armed = false;
string   g_last = "Starting";
int      g_signals = 0, g_rejected = 0;
double   g_pt = 0;
string   PFX = "VSH_";

int OnInit()
{
      // код доступен только после оплаты
   }

void OnDeinit(const int reason)
{
   EventKillTimer();
   ObjectsDeleteAll(0, PFX);
   Comment("");
}

double NormLot(double lot)
{
   double mn = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   double mx = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
   double st = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
   lot = MathFloor(lot / st + 1e-9) * st;
   return NormalizeDouble(MathMax(mn, MathMin(mx, lot)), 2);
}

double CalcLot()
{
   double lot = FixedLot;
   if(LotMode == LOT_BALANCE_STEP)
      lot = MathFloor(AccountInfoDouble(ACCOUNT_BALANCE) / BalancePerStep) * LotPerStep;
   else if(LotMode == LOT_RISK_PERCENT)
   {
      int n = MathMax(1, MaxPositions);
      double riskPerPos = AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent / 100.0 / n;

      double lossPerLot = PointsToMoney(SL_Points, 1.0);
      if(lossPerLot > 0) lot = riskPerPos / lossPerLot;
   }
   return NormLot(lot);
}

double PointsToMoney(double points, double lot)
{
   double tv = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
   double ts = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
   if(ts <= 0) return 0;
   return points * g_pt / ts * tv * lot;
}

int CountPos()
{
   int c = 0;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == MagicNumber) c++;
   }
   return c;
}

double FloatingPL()
{
   double p = 0;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
      if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == MagicNumber)
         p += PositionGetDouble(POSITION_PROFIT) + PositionGetDouble(POSITION_SWAP);
   return p;
}

int SpreadPts() { return (int)SymbolInfoInteger(_Symbol, SYMBOL_SPREAD); }
bool SpreadOK() { return (MaxSpreadPoints <= 0 || SpreadPts() <= MaxSpreadPoints); }

void PlaceVirtual()
{
   if(!SpreadOK()) { g_armed = false; g_last = "Spread too high - waiting"; return; }
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   g_buyLvl  = NormalizeDouble(ask + TriggerDistancePoints * g_pt, _Digits);
   g_sellLvl = NormalizeDouble(bid - TriggerDistancePoints * g_pt, _Digits);
   g_stampMs = GetTickCount64();
   g_armed   = true;
   g_last    = "Virtual orders placed";
}

void CancelVirtual(string why)
{
   g_armed = false;
   g_last = why;
}

void Fire(bool isBuy)
{
   double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
   double price = isBuy ? ask : bid;

   double slipPts = isBuy ? (ask - g_buyLvl) / g_pt : (g_sellLvl - bid) / g_pt;
   if(MaxSlippagePoints > 0 && slipPts > MaxSlippagePoints)
   {
      g_rejected++;
      CancelVirtual("REJECTED: slippage " + DoubleToString(slipPts, 0) + " pts");
      g_blockUntil = GetTickCount64() + 1000;
      return;
   }
   if(!SpreadOK())
   {
      g_rejected++;
      CancelVirtual("REJECTED: spread " + IntegerToString(SpreadPts()));
      g_blockUntil = GetTickCount64() + 1000;
      return;
   }

   CancelVirtual(isBuy ? "BUY triggered - SELL deleted" : "SELL triggered - BUY deleted");

   double lot = CalcLot();
   int n = MaxPositions;
   if(!RearmOnlyWhenFlat) n -= CountPos();

   double margin = 0;
   ENUM_ORDER_TYPE ot = isBuy ? ORDER_TYPE_BUY : ORDER_TYPE_SELL;
   if(OrderCalcMargin(ot, _Symbol, lot, price, margin) && margin > 0)
   {
      int fm = (int)MathFloor(AccountInfoDouble(ACCOUNT_MARGIN_FREE) * 0.95 / margin);
      n = MathMin(n, fm);
   }
   if(n <= 0) { g_last = "No margin / max reached"; g_blockUntil = GetTickCount64() + 1000; return; }

   double slD = SL_Points * g_pt;
   double tpD = TP_Points * g_pt;
   double minD = (MathMax(SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL),
                          SymbolInfoInteger(_

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