v5.6: Thursday wind-down + Friday shadow metric

Wind-down (Thu 19:00 server = Thu noon ET -> weekend close): cancel
entry pendings, no new grids, trail tightened to 200/150pts so open
positions walk out at their natural end instead of being chopped at the
midnight deadline. Hard close unchanged as backstop.

Shadow metric: first tick of each new server week, every EA reports what
its weekend-flattened positions would have done through Friday (MTM at
Friday's last H1 close + worst adverse excursion) — quantifies the cost
of the no-Friday policy from live data.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

OrdersEA_Smart_Grid_BO.mq5

@@ -5,12 +5,12 @@
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2024, Garfield Heron"
 #property link      "https://fetcherpay.com"
-#property version   "5.5"
+#property version   "5.6"
 
 #include <Trade\Trade.mqh>
 #include <Trade\PositionInfo.mqh>
 
-#define VERSION "Version 5.5 Smart Grid Breakout BO MT5"
+#define VERSION "Version 5.6 Smart Grid Breakout BO MT5"
 #define MAX_TRADES 600
 #define MAX_LOG_TRADES 1200
 
@@ -118,6 +118,14 @@ input bool      InpCloseBeforeWeekend = true;
 input int       InpWeekendCloseHour = 17;
 input bool      InpCancelPendingBeforeWeekend = true;
 input int       InpMondayStartHour = 7;        // Monday: no new grids before this server hour (0 = off)
+//--- Thursday Wind-Down (5.6): approach the weekend close algorithmically —
+//    stop taking new risk Thursday afternoon and let tight trails walk
+//    positions out at their natural end; the hard close stays as backstop.
+input string    WinddownSettings = "=== Thursday Wind-Down ===";
+input bool      InpUseWinddown = true;
+input int       InpWinddownStartHour  = 19;    // Server hour Thursday: no new grids from here (Thu 12:00 ET)
+input int       InpWinddownTrailStart = 200;   // Wind-down trail activation (points)
+input int       InpWinddownTrailStop  = 150;   // Wind-down trail distance (points)
 
 //--- Trade Object
 CTrade         trade;
@@ -171,6 +179,8 @@ datetime lastWeeklyScan = 0;
 //--- Weekend Protection
 bool     weekendCloseExecuted = false;
 bool     mondayStandDownLogged = false;
+bool     winddownLogged = false;
+bool     winddownPendingsCancelled = false;
 
 //--- Master one-shot (1.4)
 bool     masterShutdownDone = false;
@@ -456,6 +466,73 @@ bool CheckWeekendProtection()
    return true;
   }
 
+//+------------------------------------------------------------------+
+//| Thursday Wind-Down window (5.6)                                   |
+//| Server Thursday >= InpWinddownStartHour through the Friday weekend |
+//| close: no new grids, pendings cancelled, tight trails take over.   |
+//+------------------------------------------------------------------+
+bool InWinddown()
+  {
+   if(!InpUseWinddown) return false;
+   MqlDateTime dt;
+   TimeToStruct(TimeCurrent(), dt);
+   if(dt.day_of_week == THURSDAY && dt.hour >= InpWinddownStartHour) return true;
+   if(dt.day_of_week == FRIDAY && dt.hour < InpWeekendCloseHour) return true;
+   return false;
+  }
+
+//+------------------------------------------------------------------+
+//| Friday shadow metric (5.6)                                        |
+//| First tick of the new trading week: report what each position     |
+//| flattened at the weekend close would have done through Friday —   |
+//| mark-to-market at Friday's last H1 close plus worst adverse       |
+//| excursion. Pure telemetry: quantifies what the flatten policy     |
+//| costs (or saves) for the weekly analysis.                          |
+//+------------------------------------------------------------------+
+void ReportFridayShadow()
+  {
+   datetime monday   = WeekStartBroker();
+   datetime friStart = monday - 3*86400 + InpWeekendCloseHour*3600;
+   datetime friEnd   = monday - 2*86400;
+
+   MqlRates bars[];
+   int n = CopyRates(_Symbol, PERIOD_H1, friStart, friEnd, bars);
+   if(n < 1) return;
+   double friClose = bars[n-1].close;
+   double hi = bars[0].high, lo = bars[0].low;
+   for(int i = 1; i < n; i++)
+     {
+      if(bars[i].high > hi) hi = bars[i].high;
+      if(bars[i].low  < lo) lo = bars[i].low;
+     }
+
+   double tickVal  = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
+   double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
+   if(tickSize <= 0 || tickVal <= 0) return;
+
+   if(!HistorySelect(friStart - 300, friStart + 900)) return;
+   for(int i = 0; i < HistoryDealsTotal(); i++)
+     {
+      ulong d = HistoryDealGetTicket(i);
+      if(d == 0) continue;
+      if(HistoryDealGetString(d, DEAL_SYMBOL) != _Symbol) continue;
+      if(HistoryDealGetInteger(d, DEAL_MAGIC) != MagicNum) continue;
+      if((ENUM_DEAL_ENTRY)HistoryDealGetInteger(d, DEAL_ENTRY) != DEAL_ENTRY_OUT) continue;
+      // a SELL deal closes a long position
+      int dir = ((ENUM_DEAL_TYPE)HistoryDealGetInteger(d, DEAL_TYPE) == DEAL_TYPE_SELL) ? 1 : -1;
+      double vol    = HistoryDealGetDouble(d, DEAL_VOLUME);
+      double closeP = HistoryDealGetDouble(d, DEAL_PRICE);
+      double mtm    = (friClose - closeP) * dir / tickSize * tickVal * vol;
+      double worstP = (dir > 0) ? lo : hi;
+      double worst  = (worstP - closeP) * dir / tickSize * tickVal * vol;
+      PrintS("SHADOW " + (dir > 0 ? "long" : "short") + " " + DoubleToString(vol, 2) +
+             " flattened@" + DoubleToString(closeP, _Digits) +
+             " friClose=" + DoubleToString(friClose, _Digits) +
+             " mtm=$" + DoubleToString(mtm, 2) +
+             " worst=$" + DoubleToString(worst, 2));
+     }
+  }
+
 //+------------------------------------------------------------------+
 //| Monday Morning Stand-Down (5.3)                                   |
 //| Sunday-evening ET liquidity is thin and the pivots/ATR are built  |
@@ -864,13 +941,17 @@ void ApplyBreakeven()
 void ApplyTrailingStop()
   {
    if(!InpUseTrailingStop) return;
-   if(InpTrailStartPoints <= 0 || InpTrailStop <= 0) return;
+   // Wind-down (5.6): much tighter trail so positions walk themselves out
+   // ahead of the weekend close instead of being chopped at the deadline
+   int effStartPts = InWinddown() ? InpWinddownTrailStart : InpTrailStartPoints;
+   int effDistPts  = InWinddown() ? InpWinddownTrailStop  : InpTrailStop;
+   if(effStartPts <= 0 || effDistPts <= 0) return;
 
    double point      = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
    double bid        = SymbolInfoDouble(_Symbol, SYMBOL_BID);
    double ask        = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
-   double trailStart = InpTrailStartPoints * point;
+   double trailStart = effStartPts * point;
-   double trailDist  = InpTrailStop  * point;
+   double trailDist  = effDistPts * point;
 
    for(int i = PositionsTotal() - 1; i >= 0; i--)
      {
@@ -1332,6 +1413,20 @@ void OnTick()
       lastHeartbeat = TimeCurrent();
      }
 
+   // --- Friday shadow report (5.6) — once per week on the first tick of the
+   // new server week (Sunday evening ET), before any gate can block it ---
+   MqlDateTime shdt;
+   TimeToStruct(TimeCurrent(), shdt);
+   if(shdt.day_of_week == MONDAY)
+     {
+      datetime wk = WeekStartBroker();
+      if((datetime)GlobalVariableGet(GvKey("shadowWk")) != wk)
+        {
+         GlobalVariableSet(GvKey("shadowWk"), (double)wk);
+         ReportFridayShadow();
+        }
+     }
+
    // --- Per-EA daily drawdown (3.1B) ---
    if(!CheckDailyDrawdown())
      {
@@ -1398,6 +1493,36 @@ void OnTick()
    if(currentBarTime == lastBarTime) return;
    lastBarTime = currentBarTime;
 
+   // --- Thursday wind-down (5.6): no new risk into the shortened week.
+   // Trailing/breakeven keep running in the 5s block above; only new grid
+   // placement (and existing entry pendings) are shut off.
+   if(InWinddown())
+     {
+      if(!winddownLogged)
+        {
+         PrintS("🌙 WIND-DOWN — no new grids; trail tightened to " +
+                IntegerToString(InpWinddownTrailStart) + "/" +
+                IntegerToString(InpWinddownTrailStop) + "pts until weekend close");
+         winddownLogged = true;
+        }
+      if(!winddownPendingsCancelled)
+        {
+         CancelAllOrders("Wind-down — no new risk");
+         winddownPendingsCancelled = true;
+         if(gridPlaced)
+           {
+            gridPlaced = false;
+            SaveGridState();
+           }
+        }
+      return;
+     }
+   if(winddownLogged || winddownPendingsCancelled)
+     {
+      winddownLogged = false;
+      winddownPendingsCancelled = false;
+     }
+
    // --- Update adaptive-filter state each bar ---
    UpdateFilterRelaxation();
 

bo-audnzd.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444012
 

bo-audusd.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=10
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444005
 

bo-eurchf.set

@@ -56,6 +56,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=10
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444010
 

bo-eurgbp.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=10
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444011
 

bo-eurjpy.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444009
 

bo-eurusd.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444001
 

bo-gbpjpy.set

@@ -55,6 +55,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=10
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444004
 

bo-gbpusd.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=10
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444002
 

bo-major.set

@@ -56,6 +56,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === Session Notes ===
 ; BO fires on breakout of daily pivot range (ATR-scaled)
 ; Best: London open (07:00-09:00 GMT), NY open (13:30-15:00 GMT)

bo-nzdusd.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444006
 

bo-steady.set

@@ -57,6 +57,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === Session Notes ===
 ; Lower volatility = smaller moves but more frequent breakouts of ATR range
 ; Tight SL important — false breakouts common on these pairs

bo-usdcad.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444007
 

bo-usdchf.set

@@ -55,6 +55,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444008
 

bo-usdjpy.set

@@ -54,6 +54,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=10
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444003
 

bo-volatile.set

@@ -56,6 +56,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === Session Notes ===
 ; GBPJPY/XAUUSD can gap 200+ pts — BO suits them well but cut losses fast
 ; Monitor DiagnosticMode output on first few trades

bo-xagusd.set

@@ -60,6 +60,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444014
 

bo-xauusd.set

@@ -55,6 +55,12 @@ InpWeekendCloseHour=7
 InpCancelPendingBeforeWeekend=true
 InpMondayStartHour=7
 
+; === Thursday Wind-Down ===
+InpUseWinddown=true
+InpWinddownStartHour=19
+InpWinddownTrailStart=200
+InpWinddownTrailStop=150
+
 ; === EA Settings ===
 MagicNum=444013