fix: widen MSS detection window — lookback 15→40, break scan 12→30

[cfournel]

Problem

checkForMSSBefore() detects a 3-point swing structure (firstPivot → swing → OB → MSS break) but the time windows are too tight for XAUUSD M15:

Constraint	Current	Impact
lookback=15 (M15 bars per swing segment)	3.75h each	Full structure must fit in 7.5h
lastCandleCheck > 12 (break scan limit)	3h	MSS break must occur within 3h
inpMSSRequireFVG=true	extra gate	Break candle must also have FVG

Result: only 16 of 3695 valid OBs (0.35%) pass MSS detection over 4 years.

ICT Context

The logic is correct — for a bearish OB: firstHigh → lastLow → lastHigh(OB) → break below lastLow. The issue is purely the time constraints. XAUUSD swing structures often take 20–80 M15 bars to form, not 15.

Planned Fix

1. checkForMSSBefore(int lookback = 15) → default 40
2. lastCandleCheck > 12 → > 30 (both bullish and bearish branches)
3. Test inpMSSRequireFVG=false separately

Success Criteria

More OBs passing MSS without sacrificing PF (target: PF ≥ 2.0, more trades)

[cfournel]

Implementation

Change made: checkForMSSBefore() — lastCandleCheck > 12 → lastCandleCheck > 30 (both bullish and bearish branches)

This allows the MSS break candle scan to continue for 7.5h after OB detection instead of 3h.

What was tested and rejected

Variant	Trades	Win%	PF	DD	Decision
Baseline	10	60%	2.75	10.07%	reference
lookback 15→40	11	fewer	worse	↑	❌ — autoEntry=true forces global max in 40-bar window → harder structure check
lookback=40 + no FVG	6	50%	1.16	17.7%	❌ — FVG is essential quality gate
break=30 + no FVG	9	44%	0.78	31%	❌ — without FVG, quality collapses
break=30 + FVG=true	11	64%	2.80	10.08%	✅ committed
break=30 + autoEntry=false	15	67%	3.24	19.84%	⚠️ deferred — DD doubled

Key insight on autoEntry=true

The outer swing calls (GetLastSwingLow/High 6th param) use autoEntry=true which requires the found swing to be the GLOBAL MAXIMUM of the entire lookback window. Removing it (autoEntry=false) finds the most-recent confirmed local extremum instead — more aligned with ICT — and gives +5 trades with better PF, but DD doubles (10%→20%). Deferred for future investigation.

Result: commit 6bed363

• 11 trades (+1), 64% win (+4%), PF 2.80 (+0.05), Balance $21,455, DD 10.08% (unchanged)