Warrior_EA/Variables/ConfidenceBridge.mqh

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//+------------------------------------------------------------------+
//| Warrior_EA |
//| AnimateDread |
//| |
//+------------------------------------------------------------------+
// Money management classes (CExpertMoney) are invoked by the standard library's
// CExpert with a fixed (price, sl) signature - they have no pointer back to the
// signal filter that computed those levels. CExpertSignalCustom::OpenParams()
// refreshes these globals right before Money.CheckOpenLong/Short() is called for
// the same trade, so Money classes can read a same-tick confidence value without
// requiring an intrusive change to the wizard framework's call chain.
double g_AISignedConfidence = 0.0; // -1..1, sign = direction, magnitude = AI confidence; 0 if no AI filter
double g_DBConfidence = 0.0; // 0..1, historical time-based win rate of the active pattern set
// source takes CONFIDENCE_SOURCE's underlying int values (0=CONF_AI, 1=CONF_DB, 2=CONF_BLENDED).
// Declared as int rather than the enum type so this header has no dependency on the include
// order of Enumerations\InputEnums.mqh (this file is pulled in from class headers that are
// included before Inputs.mqh in Warrior_EA.mq5).
// reward:risk ratio of the specific trade OpenParams() just sized (b in the Kelly-criterion
// formula CMoneyIntelligent::AdjustRiskAmount() uses) - refreshed on the same same-tick
// contract as the two confidence globals above; always > 0 when populated, since OpenParams()
// already rejects any setup below Min_Risk_Reward_Ratio before Money is ever consulted.
double g_TradeRewardRiskRatio = 0.0;
// Live per-tick signed AI confidence (-1..1, sign = predicted direction, magnitude = confidence),
// refreshed every tick/timer from the active AI signal's SignedAIConfidence() in
// CExpertSignalAIBase::ScheduleTrainingIfNeeded() - independent of the OpenParams() same-tick
// contract above, because an ALREADY-OPEN position generates no OpenParams() calls yet the
// intelligent trailing (Trailing\TrailingIntelligent.mqh) still needs a current read while holding.
// This is written by the active AI signal once per tick; 0.0 means no AI filter is active/converged yet.
double g_LiveAISignedConfidence = 0.0;
//+------------------------------------------------------------------+
//| Combine AI/DB confidence into a single 0..1 magnitude |
//+------------------------------------------------------------------+
double CombinedConfidence(int source)
{
double aiMag = MathIsValidNumber(g_AISignedConfidence) ? MathAbs(g_AISignedConfidence) : 0.0;
double dbMag = MathIsValidNumber(g_DBConfidence) ? g_DBConfidence : 0.0;
aiMag = MathMax(0.0, MathMin(aiMag, 1.0));
dbMag = MathMax(0.0, MathMin(dbMag, 1.0));
switch(source)
{
case 1: // CONF_DB
return dbMag;
case 2: // CONF_BLENDED
return (aiMag + dbMag) / 2.0;
default: // CONF_AI
return aiMag;
}
}
//+------------------------------------------------------------------+