Warrior_EA/Signals/README.md
Jason Binet Lafontaine b2069bcee4 feat(signals): add MACD/Ichimoku presets and Vote_Close disabled option
Add MACD_FAST, MACD_SLOW, MACD_SIGNAL presets and Ichimoku Tenkan, Kijun, Senkou presets to InputEnums.mqh. All combinations are designed to satisfy the respective indicator's validation rules (fast < slow for MACD, Tenkan < Kijun < Senkou B for Ichimoku), eliminating init errors and allowing the auto-tuner to perturb settings independently.

Introduce VOTE_CLOSE_PRESETS enum with a Disabled option (value 101) that bypasses vote-driven position closing via arithmetic thresholding, removing the need for a separate boolean flag. This ensures positions exit only via stop-loss, take-profit, or trailing when disabled.
2026-07-26 18:33:12 -04:00

4.6 KiB

Signals Subsystem (Signals/)

Overview

The Signals/ directory contains all trade signal generation logic for the Warrior EA. It includes both traditional indicator-based signals and advanced AI/ML-driven signals. Each signal is encapsulated in its own class, supporting modularity and extensibility.

Key Components

Signals.mqh

  • Main orchestration file for signal modules.
  • Includes both traditional and AI/ML signal classes.
  • Facilitates integration of filters (news, session, etc.) and advanced signals.

AI/ML-Driven Signals

  • SignalLSTM.mqh: Implements an LSTM-based neural network signal generator. Integrates with the AI subsystem, supports model training, loading, and inference. Designed for advanced, data-driven strategies.
  • SignalPAI.mqh: Implements a Perceptron AI-based signal generator. Inherits from CExpertSignalAIBase. Provides methods for initializing, training, and using a perceptron neural network for trade signal generation. Supports dynamic configuration, indicator integration, and modular AI/ML pipeline features. Designed for advanced, data-driven strategies and easy integration into the EA's AI subsystem.

Traditional Indicator-Based Signals

  • SignalMA.mqh: Moving Average signal generator.
  • SignalMACD.mqh: MACD oscillator signal generator.
  • SignalRSI.mqh: Relative Strength Index signal generator.
  • SignalStoch.mqh: Stochastic oscillator signal generator.
  • SignalPB.mqh: Pin Bar pattern signal generator.
  • SignalNewsFilter.mqh: News event filter for signals, configurable by impact and lookback period.
  • SignalSessionFilter.mqh: Session-based filter (London, New York, Tokyo sessions).

Individual Signal Modules

Below is a comprehensive list of all signal modules in the Signals/ directory, with a brief description of each:

  • SignalAC.mqh: (Removed)
  • SignalAO.mqh: (Removed)
  • SignalCCI.mqh: (Removed)
  • SignalCONV.mqh: Convolutional AI signal. Uses a neural network for advanced pattern recognition.
  • SignalDTDB.mqh: (Removed)
  • SignalEB.mqh: (Removed)
  • SignalIB.mqh: (Removed)
  • SignalIchimoku.mqh: Ichimoku Kinko Hyo classic vote, written from scratch (no standard-library module exists). 12 patterns numbered weakest-to-strongest, covering the full repertoire: price/cloud bias, projected cloud colour and full Chikou Span confirmation (models 0-2, all at the standard-library floor weight of 10 since each is a standing state rather than a trigger); the TK cross graded weak/neutral/strong by cloud position (3/5/10, weights 10/40/90); Kumo twist (4); Kijun-sen cross and bounce (6/7); Kumo breakout and thin-cloud breakout (8/9); and Sanyaku Kōten/Gyakuten at 100 (11). Its class comment documents MT5's draw-shift-only buffer convention and the resulting lookahead hazard.
  • SignalITF.mqh: Intraday Time Filter. Filters signals based on time-of-day and day-of-week.
  • SignalLSTM.mqh: LSTM AI signal. Uses a recurrent neural network for sequence-based prediction.
  • SignalMA.mqh: Moving Average classic vote (unified ADMovingAverage custom indicator; 4 patterns).
  • SignalMACD.mqh: MACD oscillator classic vote, ported from the MQL5 standard library. 6 patterns including single and double price/oscillator divergence — the only divergence model in the classic set.
  • SignalNewsFilter.mqh: (Filters trading signals based on economic news events and impact levels. Configurable lookback window and impact threshold.)
  • SignalPAI.mqh: Implements a Perceptron AI-based signal generator. Inherits from CExpertSignalAIBase. Provides methods for initializing, training, and using a perceptron neural network for trade signal generation. Supports dynamic configuration, indicator integration, and modular AI/ML pipeline features. Designed for advanced, data-driven strategies and easy integration into the EA's AI subsystem.
  • SignalPB.mqh: (Removed)
  • SignalRSI.mqh: RSI classic vote (4 patterns).
  • SignalRVI.mqh: (Removed)
  • Signals.mqh: Main orchestration file for all signals.
  • SignalSAR.mqh: (Removed)
  • SignalSessionFilter.mqh: (Removed)
  • SignalStoch.mqh: (Removed)
  • SignalWPR.mqh: (Removed)

Integration Notes

  • All signals derive from a common base (typically CExpertSignalCustom or CExpertSignalAIBase).
  • Modular design allows for easy addition/removal of signals and filters.
  • Migration to a fully AI/ML-driven pipeline is recommended for future-proofing and improved performance.
  • Some files (e.g., SignalPAI.mqh) may require conversion or external review due to non-text format.

Documented April 2026. For AI/ML migration and modernization, see AI_NETWORK.md and project roadmap.