forked from animatedread/Warrior_EA
0f0958856c
Replace old ATR_MULTIPLIER, THRESHOLDS_PRESET enums with new STOP_LOSS_MODE, TAKE_PROFIT_MODE, AI_EXIT_MODE enums that support ATR-based, intelligent confidence-scaled, and swing-anchored modes. Also fix LSTM signal identity string.
62 lines
3.7 KiB
MQL5
62 lines
3.7 KiB
MQL5
//+------------------------------------------------------------------+
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//| CTrailingIntelligent.mqh |
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//| AnimateDread |
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//| https://tawarriors.com|
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//+------------------------------------------------------------------+
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#property copyright "AnimateDread"
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#include "..\Trailing\TrailingATR.mqh"
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#include "..\Variables\ConfidenceBridge.mqh"
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//--- Confidence-adaptive ATR trailing band. The trail distance interpolates between a TIGHT floor and
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//--- a WIDE ceiling (as ATR multiples) based on how strongly the live AI signal still backs the OPEN
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//--- position's direction (g_LiveAISignedConfidence, refreshed every tick in
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//--- CExpertSignalAIBase::ScheduleTrainingIfNeeded()):
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//--- * confidence still firmly in the position's favor -> widen toward TRAIL_ATR_MAX_MULT, letting a
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//--- winner keep room to run;
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//--- * confidence weak, flat, or flipped against it -> tighten toward TRAIL_ATR_MIN_MULT, locking
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//--- in profit faster.
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//--- It reuses CTrailingATR's ATR indicator and freeze-level-aware AdjustStopLoss() verbatim; only the
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//--- per-check multiplier differs. Trailing is still strictly one-directional (SL only ever moves in the
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//--- favorable direction), so this can never widen a stop against the trade - see AdjustStopLoss().
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#define TRAIL_ATR_MIN_MULT 1.0 // tightest trail (no/against confidence)
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#define TRAIL_ATR_MAX_MULT 3.0 // widest trail (full confidence in favor)
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//+------------------------------------------------------------------+
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//| Class CTrailingIntelligent. |
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//+------------------------------------------------------------------+
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class CTrailingIntelligent : public CTrailingATR
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{
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protected:
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//--- maps the live signed confidence to an ATR multiple for the given position direction, then
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//--- stashes it in the inherited m_multiplier so the base AdjustStopLoss() picks it up.
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void ApplyAdaptiveMultiplier(bool isLong);
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public:
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virtual bool CheckTrailingStopLong(CPositionInfo* position, double& sl, double& tp) override;
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virtual bool CheckTrailingStopShort(CPositionInfo* position, double& sl, double& tp) override;
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};
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//+------------------------------------------------------------------+
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//| Set m_multiplier from live directional confidence |
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//+------------------------------------------------------------------+
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void CTrailingIntelligent::ApplyAdaptiveMultiplier(bool isLong)
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{
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//--- confidence component pulling in THIS position's favor, in [0,1]
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double favor = isLong ? MathMax(0.0, g_LiveAISignedConfidence)
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: MathMax(0.0, -g_LiveAISignedConfidence);
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favor = MathMin(1.0, favor);
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m_multiplier = TRAIL_ATR_MIN_MULT + (TRAIL_ATR_MAX_MULT - TRAIL_ATR_MIN_MULT) * favor;
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}
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//+------------------------------------------------------------------+
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//| Trailing stop for a long position |
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//+------------------------------------------------------------------+
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bool CTrailingIntelligent::CheckTrailingStopLong(CPositionInfo* position, double& sl, double& tp)
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{
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ApplyAdaptiveMultiplier(true);
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return CTrailingATR::CheckTrailingStopLong(position, sl, tp);
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}
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//+------------------------------------------------------------------+
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//| Trailing stop for a short position |
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//+------------------------------------------------------------------+
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bool CTrailingIntelligent::CheckTrailingStopShort(CPositionInfo* position, double& sl, double& tp)
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{
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ApplyAdaptiveMultiplier(false);
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return CTrailingATR::CheckTrailingStopShort(position, sl, tp);
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}
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//+------------------------------------------------------------------+
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