diff --git a/.gitignore b/.gitignore
index 7acbc77..adc57e2 100644
--- a/.gitignore
+++ b/.gitignore
@@ -1,809 +1,386 @@
-## Ignore Visual Studio temporary files, build results, and
-## files generated by popular Visual Studio add-ons.
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-## Get latest from https://github.com/github/gitignore/blob/master/VisualStudio.gitignore
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-/Indicators/Bar Color Change Alert.algo
-/Indicators/Bar Analyzer.algo
-/Indicators/Bar Analyzer on Chart.algo
-/Indicators/Bar Analyzer on Chart
-/Indicators/Bar Analyzer
-/Indicators/Average Bar Range.algo
-/Indicators/Average Bar Range
-/Robots/Trade Time.algo
-/Robots/Trade Time
-/Robots/PendingOrders Filled Event Issue/PendingOrders Filled Event Issue
-/Robots/PendingOrders Filled Event Issue
-/Robots/PendingOrders Filled Event Issue.algo
-/Indicators/Event Test
-/Indicators/Load History Sample
-/Robots/Event Test Bot
-/Indicators/Load History Sample.algo
-/Indicators/Event Test.algo
-/Robots/Event Test Bot.algo
-/Indicators/Save File Dialog Sample
-/Indicators/Save File Dialog Sample.algo
-/Indicators/Alert Test
-/Indicators/Alert Test.algo
-/Indicators/Gann Drawing
-/Indicators/Gann Drawing.algo
-/Indicators/Custom Fractals
-/Indicators/RSI Alert
-*.algo
-/Indicators/Squeeze Momentum
-/Indicators/SMI Ergodic
-/Indicators/Rob Booker Ziv Ghost Pivots
-/Indicators/Rob Booker Reversal
-/Indicators/Rob Booker Missed Pivot Points
-/Indicators/Rob Booker Knoxville Divergence
-/Indicators/Rob Booker Intraday Pivot Points
-/Indicators/Rob Booker ADX Breakout
-/Indicators/Relative Volatility Index
-/Indicators/Moon Phases
-/Indicators/Measure Tool
-/Indicators/Ehlers Stochastic CG Oscillator
-/Indicators/Ehlers Smoothed Adaptive Momentum
-/Indicators/Ehlers Simple Cycle
-/Indicators/Ehlers MESA Adaptive Moving Average
-/Indicators/Ehlers Instantaneous Trend
-/Indicators/Ehlers Adaptive Cyber Cycle
-/Indicators/Ehlers Adaptive CG
-/Indicators/Economic Events On Chart
-/Indicators/Cumulative Volume Index
-/Indicators/ConnorsRSI
-/Indicators/Chop Zone
-/Indicators/Chart Analysis Saver
-/Indicators/Chande Kroll Stop
-/Indicators/Chaikin Oscillator
-/Indicators/Balance of Power
-/Robots/Alert Test Bot
-/Robots/Renko Backtest
-/Robots/Hotkeys Tool
-/Robots/Renko Test
-/Robots/SMA Sample/SMA Sample
-/Robots/SMA Sample/SMA Sample.sln
-*.backup
-/Indicators/SELL_LIQ
-/Indicators/Custom Renko Chart
-/Indicators/Custom Renko Chart Non-Overlay
-/Indicators/Custom Tick Chart
-/Indicators/Custom Tick Chart Non-Overlay
-/Indicators/Go To Date
-/Indicators/Synchronized Scrolling
-/Indicators/Synchronized Crosshair
-/Robots/WinForms Test
-/Robots/DebugExample
-/Robots/Data Tester
-/Robots/Bar Buy Sell
-/Indicators/WinForms Test
-/Indicators/Ticks test
-/Indicators/MACD Zero lag
-/Indicators/Custom Moving Average
-/Indicators/CrossHairSync
-/Indicators/Bar Arrow
+// JoyceReversalMTF_Solo — Cloud-ready (Pepperstone cTrader Automate)
+// Attached-symbol only (run one instance per instrument/timeframe).
+// Strategy: HTF impulse+overlap → LTF breakout; both directions.
+// Risk: Allocation = Equity/Parts (default 5). Risk at SL = Loss% of allocation.
+// Exits: TP at impulse open with buffer (10%) or RR fallback; SL at confirm/impulse extreme + buffer.
+// Safeguards: Max open positions (label-scoped) + Max Daily Loss % (realized PnL).
+
+using System;
+using cAlgo.API;
+using cAlgo.API.Internals;
+
+namespace cAlgo.Robots
+{
+public enum SLAnchor { ImpulseExtreme, ConfirmCandleExtreme }
+public enum Dir { None, Buy, Sell }
+
+[Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+public class JoyceReversalMTF_Solo : Robot
+{
+// ==== Trading toggles & guards ====
+[Parameter("Enable Live Trading", DefaultValue = false)]
+public bool EnableTrading { get; set; }
+
+[Parameter("Max Open Positions (this symbol)", DefaultValue = 2, MinValue = 1)]
+public int MaxOpenPositions { get; set; }
+
+[Parameter("Max Daily Loss % of Equity", DefaultValue = 50.0, MinValue = 1.0, MaxValue = 100.0, Step = 1.0)]
+public double MaxDailyLossPercent { get; set; }
+
+// ==== Global thresholds (setup) ====
+[Parameter("Min Impulse Body (pips)", DefaultValue = 10.0, MinValue = 0.0, Step = 0.5)]
+public double MinImpulseBodyPips { get; set; }
+
+[Parameter("Min Body/Range % (Impulse)", DefaultValue = 50.0, MinValue = 0, MaxValue = 100, Step = 1)]
+public double MinBodyVsRangePercent { get; set; }
+
+[Parameter("Confirm Overlap of Body %", DefaultValue = 25.0, MinValue = 1, MaxValue = 100, Step = 1)]
+public double OverlapPercent { get; set; }
+
+// ==== Allocation & risk ====
+[Parameter("Use Equity/Parts Model", DefaultValue = true)]
+public bool UseEquityParts { get; set; }
+
+[Parameter("Parts (Equity ÷ Parts)", DefaultValue = 5, MinValue = 1)]
+public int Parts { get; set; }
+
+[Parameter("% of Equity as Allocation (if NOT using Parts)", DefaultValue = 20.0, MinValue = 0.1, MaxValue = 100.0, Step = 0.1)]
+public double AllocationPercentOfEquity { get; set; }
+
+[Parameter("Loss % of Allocation (risk at SL)", DefaultValue = 50.0, MinValue = 1.0, MaxValue = 100.0, Step = 1.0)]
+public double LossPercentOfAllocation { get; set; }
+
+// ==== Stops & targets ====
+[Parameter("SL Anchor", DefaultValue = SLAnchor.ConfirmCandleExtreme)]
+public SLAnchor StopAnchor { get; set; }
+
+[Parameter("SL Buffer (pips)", DefaultValue = 2.0, MinValue = 0.0, Step = 0.1)]
+public double StopBufferPips { get; set; }
+
+[Parameter("TP = Impulse Open (buffered)", DefaultValue = true)]
+public bool TpAtImpulseOpen { get; set; }
+
+[Parameter("TP Buffer % at Impulse Open", DefaultValue = 10.0, MinValue = 0.0, MaxValue = 50.0, Step = 0.5)]
+public double TpBufferPercent { get; set; }
+
+[Parameter("Risk:Reward (if RR mode)", DefaultValue = 2.0, MinValue = 0.2, Step = 0.1)]
+public double RiskReward { get; set; }
+
+[Parameter("Max Confirm Bars (Lower TF)", DefaultValue = 60, MinValue = 1)]
+public int MaxConfirmBars { get; set; }
+
+// ==== Timeframe slots (use enums, not strings) ====
+[Parameter("Slot A - Enabled", DefaultValue = true, Group = "Slot A")]
+public bool SlotAEnabled { get; set; }
+[Parameter("Slot A - Higher TF", DefaultValue = TimeFrame.Hour, Group = "Slot A")]
+public TimeFrame SlotAHigherTF { get; set; }
+[Parameter("Slot A - Confirm TF", DefaultValue = TimeFrame.Minute5, Group = "Slot A")]
+public TimeFrame SlotAConfirmTF { get; set; }
+
+[Parameter("Slot B - Enabled", DefaultValue = false, Group = "Slot B")]
+public bool SlotBEnabled { get; set; }
+[Parameter("Slot B - Higher TF", DefaultValue = TimeFrame.Minute30, Group = "Slot B")]
+public TimeFrame SlotBHigherTF { get; set; }
+[Parameter("Slot B - Confirm TF", DefaultValue = TimeFrame.Minute5, Group = "Slot B")]
+public TimeFrame SlotBConfirmTF { get; set; }
+
+[Parameter("Slot C - Enabled", DefaultValue = false, Group = "Slot C")]
+public bool SlotCEnabled { get; set; }
+[Parameter("Slot C - Higher TF", DefaultValue = TimeFrame.Minute15, Group = "Slot C")]
+public TimeFrame SlotCHigherTF { get; set; }
+[Parameter("Slot C - Confirm TF", DefaultValue = TimeFrame.Minute3, Group = "Slot C")]
+public TimeFrame SlotCConfirmTF { get; set; }
+
+// ==== Internals ====
+private string _label;
+private DateTime _currentDayUtc;
+private double _startDayEquity;
+private double _realizedPnLToday;
+
+private class SlotState
+{
+public Bars HigherBars;
+public Bars ConfirmBars;
+public int LastProcessedHtfIndex = -1;
+
+public bool PendingActive;
+public Dir PendingDir;
+public double Trigger;
+public double ImpulseOpen;
+public double ConfirmLow;
+public double ConfirmHigh;
+public double ImpulseLow;
+public double ImpulseHigh;
+public int ConfirmStartIdx;
+}
+
+private SlotState[] _slots = new SlotState[3];
+private TimeFrame[] _slotHTF = new TimeFrame[3];
+private TimeFrame[] _slotCTF = new TimeFrame[3];
+private bool[] _slotEnabled = new bool[3];
+
+protected override void OnStart()
+{
+_label = $"JoyceRev_{Account.Number}_{SymbolName}";
+_currentDayUtc = DateTime.UtcNow.Date;
+_startDayEquity = Account.Equity;
+_realizedPnLToday = 0;
+
+_slotEnabled[0] = SlotAEnabled; _slotHTF[0] = SlotAHigherTF; _slotCTF[0] = SlotAConfirmTF;
+_slotEnabled[1] = SlotBEnabled; _slotHTF[1] = SlotBHigherTF; _slotCTF[1] = SlotBConfirmTF;
+_slotEnabled[2] = SlotCEnabled; _slotHTF[2] = SlotCHigherTF; _slotCTF[2] = SlotCConfirmTF;
+
+for (int i = 0; i < 3; i++)
+{
+if (!_slotEnabled[i]) continue;
+_slots[i] = new SlotState
+{
+HigherBars = MarketData.GetBars(SymbolName, _slotHTF[i]),
+ConfirmBars = MarketData.GetBars(SymbolName, _slotCTF[i]),
+LastProcessedHtfIndex = -1,
+PendingActive = false
+};
+Print("Slot {0}: {1} HTF={2}, CTF={3}", SlotName(i), SymbolName, _slotHTF[i], _slotCTF[i]);
+}
+
+Print("Trading {0}. Allocation: {1}",
+EnableTrading ? "ENABLED" : "DISABLED",
+UseEquityParts ? $"Equity/Parts (Parts={Parts})"
+: $"{AllocationPercentOfEquity}% of equity; Loss%={LossPercentOfAllocation}% of allocation");
+}
+
+protected override void OnBar()
+{
+DailyResetIfNeeded();
+for (int i = 0; i < 3; i++)
+{
+if (!_slotEnabled[i] || _slots[i] == null) continue;
+BuildSetupIfAny(_slots[i]);
+TryConfirmAndEnter(_slots[i], i);
+}
+}
+
+protected override void OnTick()
+{
+DailyResetIfNeeded();
+for (int i = 0; i < 3; i++)
+{
+if (!_slotEnabled[i] || _slots[i] == null) continue;
+TryConfirmAndEnter(_slots[i], i);
+}
+}
+
+protected override void OnPositionClosed(PositionClosedEventArgs args)
+{
+if (args.Position.Label == _label)
+_realizedPnLToday += args.Position.GrossProfit;
+}
+
+private void DailyResetIfNeeded()
+{
+var d = DateTime.UtcNow.Date;
+if (d != _currentDayUtc)
+{
+_currentDayUtc = d;
+_startDayEquity = Account.Equity;
+_realizedPnLToday = 0;
+Print("New UTC day: daily loss counters reset.");
+}
+}
+
+private bool DailyLossLimitHit()
+{
+double maxLoss = (_startDayEquity * MaxDailyLossPercent / 100.0);
+return (-_realizedPnLToday) >= maxLoss;
+}
+
+private void BuildSetupIfAny(SlotState st)
+{
+var h = st.HigherBars;
+if (h == null || h.Count < 3) return;
+
+int last = h.Count - 1; // last CLOSED bar
+if (last == st.LastProcessedHtfIndex) return;
+
+int c = last; // confirmation candle
+int i = c - 1; // impulse candle
+if (i < 1) { st.LastProcessedHtfIndex = last; return; }
+
+double iOpen = h.OpenPrices[i], iClose = h.ClosePrices[i], iHigh = h.HighPrices[i], iLow = h.LowPrices[i];
+double cOpen = h.OpenPrices[c], cClose = h.ClosePrices[c], cHigh = h.HighPrices[c], cLow = h.LowPrices[c];
+
+bool impulseRed = iClose < iOpen;
+bool impulseGreen = iClose > iOpen;
+
+double body = Math.Abs(iClose - iOpen);
+double range = Math.Max(1e-12, iHigh - iLow);
+double bodyPct = (body / range) * 100.0;
+double minBodyPrice = MinImpulseBodyPips * Symbol.PipSize;
+bool strong = body >= minBodyPrice || bodyPct >= MinBodyVsRangePercent;
+if (!strong) { st.LastProcessedHtfIndex = last; return; }
+
+double overlapFrac = Math.Max(0.0, Math.Min(1.0, OverlapPercent / 100.0));
+
+if (impulseRed && cClose > cOpen)
+{
+double redBodyHeight = Math.Max(1e-12, iOpen - iClose);
+double requiredClose = iClose + overlapFrac * redBodyHeight;
+bool enteredBody = cOpen > iClose;
+bool overlapped = cClose >= requiredClose;
+
+if (enteredBody && overlapped)
+{
+st.PendingActive = true;
+st.PendingDir = Dir.Buy;
+st.Trigger = cHigh;
+st.ImpulseOpen = iOpen;
+st.ConfirmLow = cLow;
+st.ConfirmHigh = cHigh;
+st.ImpulseLow = iLow;
+st.ImpulseHigh = iHigh;
+st.ConfirmStartIdx = st.ConfirmBars != null ? st.ConfirmBars.Count - 1 : 0;
+Print("BUY setup ready. Trigger>{0} | TP anchor (impulse open)={1}", st.Trigger, st.ImpulseOpen);
+}
+}
+
+if (impulseGreen && cClose < cOpen)
+{
+double greenBodyHeight = Math.Max(1e-12, iClose - iOpen);
+double requiredClose = iClose - overlapFrac * greenBodyHeight;
+bool enteredBody = cOpen < iClose;
+bool overlapped = cClose <= requiredClose;
+
+if (enteredBody && overlapped)
+{
+st.PendingActive = true;
+st.PendingDir = Dir.Sell;
+st.Trigger = cLow;
+st.ImpulseOpen = iOpen;
+st.ConfirmLow = cLow;
+st.ConfirmHigh = cHigh;
+st.ImpulseLow = iLow;
+st.ImpulseHigh = iHigh;
+st.ConfirmStartIdx = st.ConfirmBars != null ? st.ConfirmBars.Count - 1 : 0;
+Print("SELL setup ready. Trigger<{0} | TP anchor (impulse open)={1}", st.Trigger, st.ImpulseOpen);
+}
+}
+
+st.LastProcessedHtfIndex = last;
+}
+
+private void TryConfirmAndEnter(SlotState st, int slotIdx)
+{
+if (!st.PendingActive || st.ConfirmBars == null || st.ConfirmBars.Count < 2) return;
+
+if (DailyLossLimitHit())
+{
+st.PendingActive = false;
+Print("Daily loss limit reached. No new entries.");
+return;
+}
+
+if (CountOpenPositionsThisSymbol() >= MaxOpenPositions)
+{
+st.PendingActive = false;
+Print("MaxOpenPositions reached ({0}). Skipping.", MaxOpenPositions);
+return;
+}
+
+int nowIdx = st.ConfirmBars.Count - 1;
+if (nowIdx - st.ConfirmStartIdx > MaxConfirmBars)
+{
+Print("Slot {0}: setup expired (>{1} bars).", SlotName(slotIdx), MaxConfirmBars);
+st.PendingActive = false; return;
+}
+
+double sl = (StopAnchor == SLAnchor.ConfirmCandleExtreme)
+? (st.PendingDir == Dir.Buy
+? st.ConfirmLow - (StopBufferPips * Symbol.PipSize)
+: st.ConfirmHigh + (StopBufferPips * Symbol.PipSize))
+: (st.PendingDir == Dir.Buy
+? st.ImpulseLow - (StopBufferPips * Symbol.PipSize)
+: st.ImpulseHigh + (StopBufferPips * Symbol.PipSize));
+
+if (st.PendingDir == Dir.Buy && Symbol.Bid < sl - 1e-8) { st.PendingActive = false; Print("BUY setup cancelled (SL anchor)."); return; }
+if (st.PendingDir == Dir.Sell && Symbol.Ask > sl + 1e-8) { st.PendingActive = false; Print("SELL setup cancelled (SL anchor)."); return; }
+
+bool breakout = (st.PendingDir == Dir.Buy) ? (Symbol.Ask > st.Trigger) : (Symbol.Bid < st.Trigger);
+if (!breakout) return;
+
+double entry = (st.PendingDir == Dir.Buy) ? Symbol.Ask : Symbol.Bid;
+double slPips = Math.Abs(entry - sl) / Symbol.PipSize;
+if (slPips <= 0) { st.PendingActive = false; return; }
+
+double allocationCash = UseEquityParts ? Account.Equity / Math.Max(1, Parts)
+: Account.Equity * (AllocationPercentOfEquity / 100.0);
+double lossFrac = Math.Max(0.01, Math.Min(1.0, LossPercentOfAllocation / 100.0));
+double riskCash = allocationCash * lossFrac;
+
+double pipValuePerUnit = Symbol.PipValue / Symbol.LotSize;
+if (pipValuePerUnit <= 0) { st.PendingActive = false; return; }
+
+double rawUnits = riskCash / (slPips * pipValuePerUnit);
+long units = Symbol.NormalizeVolumeInUnits(rawUnits, RoundingMode.Down);
+if (units < Symbol.VolumeInUnitsMin)
+{
+Print("Slot {0}: volume {1} < min {2}. No trade.", SlotName(slotIdx), units, Symbol.VolumeInUnitsMin);
+st.PendingActive = false; return;
+}
+
+double tpPrice;
+if (TpAtImpulseOpen)
+{
+double bufferFrac = Math.Max(0.0, Math.Min(0.5, TpBufferPercent / 100.0));
+if (st.PendingDir == Dir.Buy)
+tpPrice = entry + (1.0 - bufferFrac) * (st.ImpulseOpen - entry);
+else
+tpPrice = entry - (1.0 - bufferFrac) * (entry - st.ImpulseOpen);
+
+bool wrongSide = (st.PendingDir == Dir.Buy && tpPrice <= entry) ||
+(st.PendingDir == Dir.Sell && tpPrice >= entry);
+if (wrongSide)
+tpPrice = (st.PendingDir == Dir.Buy)
+? entry + RiskReward * (entry - sl)
+: entry - RiskReward * (sl - entry);
+}
+else
+{
+tpPrice = (st.PendingDir == Dir.Buy)
+? entry + RiskReward * (entry - sl)
+: entry - RiskReward * (sl - entry);
+}
+
+int slPipsInt = (int)Math.Round(slPips);
+int tpPipsInt = (int)Math.Round(Math.Abs(tpPrice - entry) / Symbol.PipSize);
+
+if (!EnableTrading)
+{
+Print("[DRY RUN] Slot {0} {1} {2}u | Entry {3} | SL {4} ({5} pips) | TP {6} ({7} pips) | Alloc ${8:F2} | Risk ${9:F2}",
+SlotName(slotIdx), st.PendingDir, units, entry, sl, slPipsInt, tpPrice, tpPipsInt, allocationCash, riskCash);
+st.PendingActive = false; return;
+}
+
+var result = (st.PendingDir == Dir.Buy)
+? ExecuteMarketOrder(TradeType.Buy, SymbolName, units, _label, slPipsInt, tpPipsInt)
+: ExecuteMarketOrder(TradeType.Sell, SymbolName, units, _label, slPipsInt, tpPipsInt);
+
+if (result.Error != ErrorCode.NoError)
+Print("Slot {0}: order error: {1}", SlotName(slotIdx), result.Error);
+else
+Print("Slot {0}: {1} placed: {2}u | SL {3} | TP {4} | Alloc ${5:F2} | Risk ${6:F2}",
+SlotName(slotIdx), st.PendingDir, units, sl, tpPrice, allocationCash, riskCash);
+
+st.PendingActive = false;
+}
+
+private int CountOpenPositionsThisSymbol()
+{
+int n = 0;
+foreach (var p in Positions)
+if (p.SymbolName == SymbolName && p.Label == _label) n++;
+return n;
+}
+
+private string SlotName(int idx) => idx == 0 ? "A" : idx == 1 ? "B" : "C";
+}
+}