build(963): Ghost-State Immunity Remediation -- Full Enqueue Coverage

V12_002.AccountUpdate.cs

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+using System;
+using NinjaTrader.Cbi;
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class V12_002
+    {
+        // Placeholder for missing AccountUpdate logic.
+        public class AccountUpdate
+        {
+            public string AccountName { get; set; }
+            public double Equity { get; set; }
+            public double DailyPnL { get; set; }
+            public DateTime Timestamp { get; set; }
+        }
+    }
+}

V12_002.Atm.cs

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+using System;
+using NinjaTrader.Cbi;
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class V12_002
+    {
+        // Placeholder for missing Atm logic.
+        public static class Atm
+        {
+            public enum AtmStrategyMode
+            {
+                Standard,
+                Custom
+            }
+        }
+    }
+}

V12_002.Constants.cs

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+using System;
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class V12_002
+    {
+        // Placeholder for missing Constants logic. 
+        // These are likely used in SignalBroadcaster or UI paths.
+        public static class Constants
+        {
+            public const string StrategyName = "V12_002";
+            public const string Version = "Build 936";
+        }
+    }
+}

V12_002.Data.cs

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+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class V12_002
+    {
+        // Placeholder for missing Data logic.
+        public static class Data
+        {
+            // Add static data members here if needed.
+        }
+    }
+}

V12_002.Entries.MOMO.cs

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+// V12.Phase7 MODULAR: MOMO Entry Node (Split from Entries.cs -- Phase 7 Partition)
+// Contains: ExecuteMOMOEntry, ActivateMOMOMode, DeactivateMOMOMode
+using System;
+using System.Collections.Generic;
+using System.Collections.Concurrent;
+using System.ComponentModel;
+using System.ComponentModel.DataAnnotations;
+using System.Linq;
+using System.Text;
+using System.Globalization;
+using System.Threading;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Shapes;
+using NinjaTrader.Cbi;
+using NinjaTrader.Gui;
+using NinjaTrader.Gui.Chart;
+using NinjaTrader.Gui.Tools;
+using NinjaTrader.Data;
+using NinjaTrader.NinjaScript;
+using NinjaTrader.NinjaScript.DrawingTools;
+using NinjaTrader.NinjaScript.Indicators;
+using NinjaTrader.NinjaScript.Strategies;
+using System.Net;
+using System.Net.Sockets;
+
+namespace NinjaTrader.NinjaScript.Strategies
+{
+    public partial class V12_002 : Strategy
+    {
+        #region MOMO Entry Logic (V8.6)
+
+        /// <summary>
+        /// V8.6: Execute MOMO (Momentum) trade using Stop Market orders
+        /// OPPOSITE direction from RMA:
+        /// - Click ABOVE price = Stop Market LONG (buy when price rises to click level)
+        /// - Click BELOW price = Stop Market SHORT (sell when price drops to click level)
+        /// Uses same targets/trails as RMA but with fixed 0.5pt stop
+        /// </summary>
+        private void ExecuteMOMOEntry(double clickPrice, int contracts)
+        {
+            // V12.Phase7 [C-09]: Compliance enforcement gate.
+            if (!IsOrderAllowed()) return;
+            // V12.Phase6 [FLATTEN-GUARD]: Prevent order submission during active flatten
+            if (isFlattenRunning) return;
+
+            if (!MOMOEnabled)
+            {
+                Print("MOMO mode is disabled");
+                return;
+            }
+
+            if (currentATR <= 0)
+            {
+                Print("Cannot execute MOMO entry - ATR not available yet");
+                return;
+            }
+
+            if (contracts <= 0)
+            {
+                Print(string.Format("[MOMO] ExecuteMOMOEntry received invalid contracts={0}. Aborting entry.", contracts));
+                return;
+            }
+
+            try
+            {
+                // Use last known price from OnBarUpdate (Close[0] may be stale in UI events)
+                double currentPrice = lastKnownPrice > 0 ? lastKnownPrice : Close[0];
+
+                // MOMO Direction: OPPOSITE from RMA!
+                // Click ABOVE current price = LONG (stop buy triggers when price rises)
+                // Click BELOW current price = SHORT (stop sell triggers when price drops)
+                MarketPosition direction;
+                if (clickPrice > currentPrice)
+                {
+                    direction = MarketPosition.Long;
+                    Print(string.Format("MOMO: Click above price ({0:F2} > {1:F2}) = LONG stop entry", clickPrice, currentPrice));
+                }
+                else
+                {
+                    direction = MarketPosition.Short;
+                    Print(string.Format("MOMO: Click below price ({0:F2} < {1:F2}) = SHORT stop entry", clickPrice, currentPrice));
+                }
+
+                // MOMO uses FIXED 0.5pt stop (not ATR-based)
+                double stopDistance = Math.Min(MOMOStopPoints, MaximumStop); // V8.31: Use MaximumStop
+
+                double entryPrice = Instrument.MasterInstrument.RoundToTickSize(clickPrice);
+                // V12.Phase6 [TICK-01]: All prices rounded to valid tick increments
+                double stopPrice = Instrument.MasterInstrument.RoundToTickSize(direction == MarketPosition.Long
+                    ? entryPrice - stopDistance
+                    : entryPrice + stopDistance);
+
+                // Universal Ladder: T(n)Type dropdown drives all target pricing.
+                double target1Price = CalculateTargetPrice(direction, entryPrice, 1);
+                double target2Price = CalculateTargetPrice(direction, entryPrice, 2);
+                double target3Price = CalculateTargetPrice(direction, entryPrice, 3);
+                double target4Price = CalculateTargetPrice(direction, entryPrice, 4);
+                double target5Price = CalculateTargetPrice(direction, entryPrice, 5);
+
+                int t1Qty, t2Qty, t3Qty, t4Qty, t5Qty;
+                GetTargetDistribution(contracts, out t1Qty, out t2Qty, out t3Qty, out t4Qty, out t5Qty);
+
+                string signalName = direction == MarketPosition.Long ? "MOMOLong" : "MOMOShort";
+                string timestamp = DateTime.Now.ToString("HHmmssffff");
+                string entryName = signalName + "_" + timestamp;
+
+                PositionInfo pos = new PositionInfo
+                {
+                    SignalName = entryName,
+                    Direction = direction,
+                    TotalContracts = contracts,
+                    T1Contracts = t1Qty,
+                    T2Contracts = t2Qty,
+                    T3Contracts = t3Qty,
+                    T4Contracts = t4Qty,
+                    T5Contracts = t5Qty,
+                    RemainingContracts = contracts,
+                    EntryPrice = entryPrice,
+                    InitialStopPrice = stopPrice,
+                    CurrentStopPrice = stopPrice,
+                    Target1Price = target1Price,
+                    Target2Price = target2Price,
+                    Target3Price = target3Price,
+                    Target4Price = target4Price,
+                    Target5Price = target5Price,
+                    EntryFilled = false,
+                    T1Filled = false,
+                    T2Filled = false,
+                    T3Filled = false,
+                    BracketSubmitted = false,
+                    ExtremePriceSinceEntry = entryPrice,
+                    CurrentTrailLevel = 0,
+                    EntryOrderType = OrderType.StopMarket,
+                    IsRMATrade = false,
+                    IsMOMOTrade = true,  // V8.6: Mark as MOMO trade
+                    // Build 936 [FIX-2]: Deterministic OCO group ID for broker-native bracket protection.
+                    OcoGroupId = "V12_" + GetStableHash(entryName)
+                };
+                ApplyTargetLadderGuard(pos);
+
+                // Build 1102Y-V3 [MS-06]: Register Master expected BEFORE StopMarket entry.
+                int masterDeltaMOMO = (direction == MarketPosition.Long) ? contracts : -contracts;
+                { var _aek966 = ExpKey(Account.Name); var _aed966 = (masterDeltaMOMO); Enqueue(ctx => ctx.AddExpectedPositionDeltaLocked(_aek966, _aed966)); }
+
+                // V12.Hardening: Use StopMarket (was StopLimit with limitPrice==stopPrice -- never fills on fast breakouts)
+                Order entryOrder = direction == MarketPosition.Long
+                    ? SubmitOrderUnmanaged(0, OrderAction.Buy, OrderType.StopMarket, contracts, 0, entryPrice, "", entryName)
+                    : SubmitOrderUnmanaged(0, OrderAction.SellShort, OrderType.StopMarket, contracts, 0, entryPrice, "", entryName);
+
+                // A1-1/A2-1: Null-abort rollback + stateLock wrap (Build 960 audit fix)
+                if (entryOrder == null)
+                {
+                    { var _aek966 = ExpKey(Account.Name); var _aed966 = (-masterDeltaMOMO); Enqueue(ctx => ctx.AddExpectedPositionDeltaLocked(_aek966, _aed966)); }
+                    Print("[ENTRY_ABORT] MOMO SubmitOrderUnmanaged returned null for " + entryName + ". Rolling back.");
+                    return;
+                }
+                { var _en966ap = entryName; var _p966ap = pos; Enqueue(ctx => { ctx.activePositions[_en966ap] = _p966ap; }); }
+                { var _en966 = entryName; var _eo966 = entryOrder; Enqueue(ctx => { ctx.entryOrders[_en966] = _eo966; }); }
+
+                Print(string.Format("MOMO ENTRY ORDER: {0} {1}@{2:F2} STOP MKT | Stop: {3:F2}pt", signalName, contracts, entryPrice, stopDistance));
+                Print(string.Format("MOMO TARGETS: T1:{0}@{1:F2}(+{2:F2}pt) | T2:{3}@{4:F2} | T3:{5}@{6:F2} | T4:{7}@{8:F2} | T5:{9}@{10:F2} (Runner targets trail-only)",
+                    t1Qty, target1Price, target1Price - entryPrice,
+                    t2Qty, target2Price, t3Qty, target3Price, t4Qty, target4Price, t5Qty, target5Price));
+
+                // V12 SIMA: Dispatch to fleet (replaces legacy slave broadcast)
+                if (EnableSIMA)
+                {
+                    ExecuteSmartDispatchEntry("MOMO", direction == MarketPosition.Long ? OrderAction.Buy : OrderAction.SellShort, contracts, entryPrice, OrderType.StopMarket, entryName);
+                }
+
+                // Deactivate MOMO mode after entry (one-shot)
+                DeactivateMOMOMode();
+            }
+            catch (Exception ex)
+            {
+                Print("ERROR ExecuteMOMOEntry: " + ex.Message);
+            }
+        }
+
+        private void ActivateMOMOMode()
+        {
+            // Deactivate RMA if active (mutually exclusive)
+            if (isRMAModeActive)
+            {
+                DeactivateRMAMode();
+            }
+            isMOMOModeActive = true;
+        }
+
+        private void DeactivateMOMOMode()
+        {
+            isMOMOModeActive = false;
+        }
+
+        #endregion
+    }
+}