FaisalPratama/Warrior_EA
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Warrior_EA/Signals/Signals.mqh

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2025-05-30 16:35:54 +02:00
//+------------------------------------------------------------------+
//| Signals.mqh |
//| AnimateDread |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link "https://www.mql5.com"
2026-04-20 22:35:14 -04:00
refactor(AI): clean up comments and add conditional compilation guards Remove verbose book references from input parameter comments in Network.mqh for clarity. Add #ifndef guard around ENUM_OPTIMIZATION to allow inclusion from multiple headers without redefinition. Document the MQL5 Market DLL restriction in NeuronDirectML.mqh and introduce WARRIOR_MARKET_BUILD macro to conditionally compile out DirectML DLL imports for Market-compliant builds.
2026-07-22 17:17:23 -04:00
#include "SignalMA.mqh"
#include "SignalRSI.mqh"
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
#include "SignalMACD.mqh"
#include "SignalIchimoku.mqh"
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2025-05-30 16:35:54 +02:00
#include "SignalPAI.mqh"
feat: implement hybrid AI signal with CNN-LSTM architecture and add pooling parameters
2026-07-27 22:08:55 -04:00
#include "SignalHYBRID.mqh"
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2025-05-30 16:35:54 +02:00
#include "SignalsessionFilter.mqh"
#include "SignalNewsFilter.mqh"
#include "SignalCONV.mqh"
fix: correct array orientation and PReLU gradient backprop in hidden layers - Ensure `tick_volume` array is set as series in ADShorteningOfThrust.mq5 to prevent future-data leak in volume calculations. - Ensure `open` array is set as series in ADWyckoffFailedStructure.mq5 to prevent future-data leak in structure detection. - Add missing PReLU gradient scaling (multiply by 0.01 for negative outputs) in CPU_CalcHiddenGradient and DirectML shader to match expected derivative behavior across all backends.
2026-07-17 23:21:12 -04:00
#include "SignalLSTM.mqh"
feat: S2 meta-labeling head - binary trade-quality model over the classic-candidate corpus The NN now has a target that is not per-bar direction (closed, best-of-999 p=1.0000): P(win | this journaled candidate, at the EA's own SL/TP, net of cost). One net for all 52 pattern-sides, AIType=AI_META. - NetForward.mqh: the host-side softmax+CE gradient generalized total==3 -> 2||3 on both backprop paths; a 2-class softmax IS a logistic head, and no compute backend changes. - SignalMETA.mqh (new): corpus loaded read-only from the LARGEST signal DB on disk (decoupled from the config fingerprint that burned four S1 runs); the GMT->server offset is measured PER ROW against entryPrice vs bar open (DST-immune, histogram logged); a window-span regime filter drops the pre-2017 daily-backfill rows; 31-feature setup descriptor appended at the input (26 one-hot + side + tanh netVote + SL/TP ATR + spread/ATR). - Training.mqh: candidate-queued pass 1, binary-target pass 2, per-candidate calibration (2.5) and OOS (3) walks. Counter mapping win->Buy / loss->Sell lets checkpoint selection, the edge floor, the plateau ladder and the family-wise deploy gate run UNCHANGED: precision reads as win rate among traded candidates, chance as the base win rate, recalls as sensitivity/ specificity. Era-end META line: coverage x (p - break-even) vs the null. - Labels are the side-conditional triple-barrier win caches - never the DB's stop-and-reverse outcome. Logit adjustment deliberately skipped (~40% base rate). Live inference + online learning guarded off until S3. - Fingerprint: conditional |TGT:META1; State\META\ folder + 2-output filename slot keep meta models fully separate from direction models. Compiles clean (0 errors, 0 warnings). S2 run = attach a chart with AIType=AI_META; S3 wires the votes via the per-side hooks. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-13 06:52:31 -04:00
#include "SignalMETA.mqh"
feat: add daily-loss and max-drawdown risk circuit breakers Audit turned up a real gap for a prop-firm-portfolio-manager use case: nothing in this codebase watched for account-level daily-loss or max-drawdown breaches - the single most common way a prop-firm evaluation actually gets failed. New Signals/SignalRiskGuard.mqh (CSignalRiskGuard), wired into the exact same filter-composition chain as SignalNewsFilter/ SignalSessionFilter (CreateSignalWithRetry/AddFilterToSignal, no new architecture). Vetoes new entries only (never closes existing positions - a materially bigger behavior change, left to the trader/EA's own SL/TP handling) once either MaxDailyLossPct or MaxDrawdownPct (new RISK_LIMIT_PCT_PRESET inputs, both default disabled) is breached. Peak equity and the current broker day's starting balance persist to a small local per-symbol-per-magic state file - peak equity in particular must survive a restart to mean anything, otherwise a restart would silently reset drawdown tracking. New RISK_LIMIT_PCT_PRESET enum (2/3/4/5/8/10/15/20%) rather than reusing PERCENTAGE_PRESETS, which steps by 10 starting at 10 - too coarse for prop-firm-style limits (commonly single-digit daily loss, ~8-10% max drawdown). Compiled clean (MetaEditor, 0 errors/0 warnings). Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-07-18 17:29:38 -04:00
#include "SignalRiskGuard.mqh"
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