CaclHiddenGradient computed this layer's gradient as matrix_w[(outputs+1)*i + k]
against a buffer whose actual layout (one row per NEXT-layer neuron, stride
inputs+1) makes the correct read matrix_w[k*(inputs+1) + i]: the transpose for
square layers, and for the non-square boundaries this EA actually builds
(tapered stacks, the 3-neuron head) a mis-strided walk that ran past the buffer
end - garbage on OpenCL, zeroed reads on the CPU DLL, so the tiers did not even
agree with each other. Every gradient crossing a dense boundary on its way down
- the entire learning signal reaching the BN/conv/LSTM front ends - passed
through a fixed wrong matrix: feedback-alignment dynamics, not backprop, which
is why nets still "learned something" and this survived. The book reference
(NeuroNet_DNG) fixed this in a later article version; our kernel descended from
the earlier one. Confounds every model-based negative verdict to date.
Also in this commit, same root cause family:
- per-sample UpdateWeightsAdam (OpenCL): input for slot group j was read at
matrix_i[j] instead of matrix_i[j*4] (corrupted outer product past group 0),
and dispatch dim 1 sized on ceil(inputs/4) left the bias column unreachable
whenever inputs%4==0 - dense biases never trained on OpenCL. Rewritten as a
lane-guarded scalar loop keeping our Adam conventions (sqrt-stored v,
decoupled decay, both clamps, no sign gate). The batched accum path never had
either bug; this kernel is what SetBatchSize(1) runs - including online
continual learning on client machines, where OpenCL is the only tier.
- conv backward passed raw (int)Activation() where the kernels expect
NativeActivationCode(): NONE took the tanh branch (clamping a BN layer's
unbounded z-scores), TANH took sigmoid, PRELU took none. Dormant only because
the conv sits at layer 1 today.
- hidden-gradient dispatch over Neurons()+1 dropped to Neurons(): biases get no
backprop gradient and the extra work-item only ever read past matrix_o.
All three backends (Network.cl, WarriorCPU.cpp, WarriorDML.cpp HLSL) changed in
lockstep; DML gained an `inputs` constant to derive the row stride. New
dense_backprop_check.cpp proves the CPU kernel is central-finite-difference
consistent with the real forward kernel on 8x8, 64x3, 33x64, 5x3 (max diff
3e-9) and that all three activation branches match transcription. All 16 checks
pass. Offline math check only - the in-situ proof remains the per-layer dW/W
report on a real era.
FORCES FULL RETRAIN. Both DLLs rebuilt and redeployed to MQL5\Libraries.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Root cause of the B=32 regression, and it predates F4 entirely. Every Adam
kernel stored v already square-rooted and then fed that stored value back in
as if it were the variance:
v_new = sqrt(b2 * v_old + (1 - b2) * g^2)
That recursion has a fixed point at v ~= b2 = 0.999 for ANY gradient below
unit scale, so the denominator stops tracking the gradient and Adam degrades
into plain SGD with lr = lt. Measured against the shipped WarriorCPU.dll
(batch_accum_check.cpp, TestOptimizerScaleInvariance), 4000 steps of a
constant gradient: 3285x less displacement at |g|=1e-5 than at |g|=1, where
a scale-invariant optimizer gives the same distance for both. After the fix
all six magnitudes read 1.199 and v tracks |g| exactly.
It hit conv/LSTM specifically because they sit behind a batch-norm with
running variance ~2.6e+05, so their gradients arrive divided by ~500 - deep
in the degraded regime - while the dense stack near the loss stayed in the
working one. In situ on SP500 H1: lstm1 dW/W 2.62/10.0/7.14% -> 0.024/0.022/
0.003%, conv1 decaying to 0.000% by era 30. NeuronBatchNorm.mqh already
squared v back for gamma/beta and its comment named the kernels as wrong,
which is exactly why gamma/beta kept training while the stages behind froze.
Persisted .nnw needs no migration - v keeps its std-dev meaning.
Also, the two ways F4 exposed it, both mine:
- No LR compensation for B fewer steps per era. sqrt(B) for adaptive methods
(Krizhevsky 2014; Granziol et al. 2022), applied once in
InitialEtaForOptimizer(). Linear scaling (Goyal et al. 2017) is for SGD.
- Plateau patience denominated in eras, so raising B made the ladder 32x more
impatient in its only unit. PAI converged at era 41 on ~49k updates where
the same config had been finding new bests at era 1028.
TrainPlateauPatienceEras() stretches it by the same sqrt(B).
TRAIN_BATCH_SIZE 32 -> 8 so the patience stretch stays affordable (8 -> 23
eras per stage, not 8 -> 45). Both helpers are identities at B=1.
Deploy gate: DEPLOY_MIN_SIDE_RECALL_PCT (10%) folded into tradeableOK. The
perceptron reported Sell:0% recall in all 41 eras, cleared the floor on Buy
alone at 36.6% vs 34% chance, deployed, and sprayed buy arrows. Folded into
the ranking key rather than checked at deploy time so a one-sided era cannot
become best-so-far in the first place.
Deinit: the arrow purge now runs BEFORE ExtPanel.Destroy(), an unbounded
CAppDialog teardown that sat ahead of it - the same ordering inversion the
rule there exists to prevent. CONV was force-terminated 4.8 s into OnDeinit
(vs ~1.1 s for the three that finished) having reached none of its cleanup,
so its arrows stayed on the chart. Steps are now timed in the log.
PurgeChart's verification rescan filtered on OBJ_ARROW, the same blind spot
as the bulk delete, so "persisted 10 ... cleared 0" passed silently. It now
walks every object type and reports the object counts when both are zero.
Both build variants compile 0 errors / 0 warnings; both DLLs rebuilt.
FORCES A RETRAIN (already forced by N1) and both DLLs must ship with the .ex5.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Completes the 2026-08-09 training audit. FORCES A RETRAIN of every
Wyckoff-enabled config (N1 re-keys the fingerprint), and BOTH DLLs must be
redeployed alongside the .ex5 - they carry new exports.
F4 - mini-batch accumulation, TRAIN_BATCH_SIZE=32. Training was pure online
SGD (one weight update per bar), which is the mechanical source of the
era-to-era whipsaw every downstream guard was built to cope with. The O(n^2)
outer product is native - AccumulateWeightGrad / AccumulateWeightGradConv /
AccumulateBufferInto in Network.cl, WarriorCPU and WarriorDML - while the
optimizer step is host-side MQL5 shared by all tiers (ApplyAccumToBlock), so
there is one Adam/SGD implementation instead of four that can drift.
- the LSTM needs no outer-product kernel (WeightsGradient already holds the
sample's full dW) but could NOT simply be left un-zeroed between samples:
CPU_LSTMSeqBackward/DML_LSTMSeqBackward memset it on entry. Hence a
separate accumulator plus an elementwise add.
- batch-norm gamma/beta accumulate in host arrays, not new BatchOptions
slots - BN_OPT_STRIDE is baked into every persisted .nnw.
- scoped to pass 2; online learning keeps immediate updates. Every save /
checkpoint / scoring boundary flushes, scaling by the real sample count.
- degrades to per-sample updates (one log line) on a tier that cannot
accumulate, so old devices and DLL-free builds are unaffected.
- verified offline: DirectML/batch_accum_check.cpp drives the real exports
against an independent reference; at B=1 the accumulator matches the
shipped unbatched kernel's own gradient to 1.1e-16. Math only - the
in-situ check remains the per-layer dW/W report on a real era.
F6 - ComputeFirstLayerWidth budgeted against the RAW input width even where a
conv/LSTM front end had already reduced it, so an LSTM's dense stack was
charged for 1,280 inputs when it receives 64. Confirmed from the deployed
.cfg files: CONV, LSTM and HYBRID were all pinned at the 16-unit floor. Now
budgeted against the front-end output and capped at it (never fan out), with
the derivation reordered so both stages settle first.
N1 - EventCode/EventPhase/StructuralPhase are signed categoricals packing
direction and Wyckoff stage into one scalar across a sign discontinuity. Split
into direction + [0,1] magnitude, the same convention the base OHLC block uses.
Information-preserving; 13 readings now occupy 16 inputs.
Compiled clean (0 errors, 0 warnings); both DLLs rebuilt.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- BufferDouble: replace hardcoded "DirectML/CPU-DLL" with dynamic backend name
and add buffer index/element count to all error prints for easier debugging.
- NetPersistence: distinguish missing file from transient lock by probing
FileIsExist before logging, eliminating false "sharing violation" warnings
when no saved model exists on first run.
The per-step entry points cannot express a sequence model. CPU_LSTMGates takes
the ENTIRE flattened input as one timestep, and CPU_LSTMGateGradient has no
parameter for dc arriving from the following step - so the recurrent gradient
path does not exist and cannot be assembled from these primitives at any call
pattern. The layer built on them is a gated dense layer that the class comment
already described honestly: "single-timestep-truncated BPTT".
Adds CPU_LSTMSeqForward / CPU_LSTMSeqBackward: the whole unrolled sequence in
one call each, weights shared across timesteps, dW accumulated over all of them
(the per-step CPU_LSTMWeightsGradient assigns rather than accumulates, so it
could not have been reused even with the dc term). Fused rather than dispatched
per step because the recurrence is sequential - T round trips would serialise T
lock/dispatch pairs for a few thousand FLOPs each.
h_{-1} and c_{-1} are zero per sample. The old layer carried its cell state
across forward passes, so under shuffled training every sample inherited the
state of an unrelated one.
DirectML gets the same math host-side (readback, compute in double, upload)
rather than HLSL: the recurrence needs a barrier per timestep, the GPU buffers
are float and BPTT accumulation is where that hurts most, and no D3D12 device
exists on this machine to test a shader against. Documented at the definition.
Verified with lstm_seq_gradcheck.cpp - central-difference check of dW and dX
against an asymmetric loss over the final hidden state. Max relative error
2.3e-10 on both, with a non-trivial gradient magnitude asserted so the check
cannot pass on an all-zero result.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
The DFA (Direct Feedback Alignment) option was never a correct implementation:
it deterministically flipped the sign of half of all gradients based on
connection index parity, causing permanent gradient ascent for those weights
and guaranteed divergence. The backward pass was also incompatible with the
OpenCL/DirectML neuron model (layer.Total() == 1). This change removes all DFA
logic, including the enum value and `DfaFeedbackSignal` method, and replaces it
with plain gradient descent in all momentum update kernels. The `optimizer`
kernel argument is retained for binary compatibility but is no longer used.
Add type checks to correctly cast `CNeuronBaseOCL` objects in gradient clipping,
softmax evaluation, and `backProp`/`backPropDfa` loops. Previously, all neurons
were assumed to be `CNeuronBase`, causing invalid pointer casts and incorrect
gradient/output access for OpenCL layers. This ensures proper support for both
CPU and OCL neuron implementations.
Replace dynamic_cast with explicit type checks using obj.Type() and static casts in CaptureOptimizerSnapshot, RestoreOptimizerSnapshot, and SetOptimizerForAllNeurons. This avoids the runtime overhead of dynamic_cast inside critical loops, improving performance when capturing/restoring optimizer snapshots and setting optimizer for all neurons.
Reduce weight decay from 0.01 to 0.001 across all backends (Network.cl, Network.mqh, WarriorCPU.cpp) to fix a training collapse issue. The original 0.01 AdamW default caused discriminative weights to decay below the calibration-capped class-prior offsets, resulting in a monotonically shrinking per-bar logit spread and eventual constant Neutral predictions (argmax degenerated once evidence tilt dropped under the prior tilt). The new value 0.001 lifts the evidence ceiling 10× while still bounding long-run weight growth, restoring effective discrimination. Note: this change must remain in sync across all four backends.
The sign-agreement gate in `UpdateWeightsAdam`, `UpdateWeightsConvAdam`, and `LSTM_UpdateWeightsAdam` caused a gradient ratchet effect under one-hot softmax with categorical cross-entropy, leading to an all-Neutral collapse. Removing this gate aligns all four backends (CPU, GPU, OpenCL, MQL) and restores correct gradient flow.
Replace hardcoded lr and momentum with new input variables for Adam and
SGD+momentum. Add OpenCL kernel LSTM_UpdateWeightsMomentum alongside the
existing Adam kernel. Update comments and revert beta1 to book default 0.9.
- 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.
- Add inline threshold (512) in WarriorCPU to avoid thread-pool overhead for small dispatches; run small workloads inline on the calling thread.
- Reduce training time budget from 500ms to 120ms in ExpertSignalAIBase to keep the UI reactive while training.
- Tighten MAX_WEIGHT from 1.0e6 to 100.0 to prevent unbounded weight growth.
- Add MIN_ACTIVATION_DERIVATIVE (1e-4) to avoid zero gradients for saturated units.
- Introduce WEIGHT_DECAY (0.01) to decouple decay from Adam updates.
- Add MAX_WEIGHT_DELTA (0.1) to clamp per-step Adam updates and prevent overshoot.
- Apply sign-agreement gate on weight updates in Adam kernel to only apply steps aligned with current gradient direction.
- Fix tanh/sigmoid derivative calculations to use the new floor instead of hard-coded edge-case values.
- In CaclOutputGradient kernel:
- Case 1 (sigmoid classification): removed erroneous multiplication by out*(1-out) which dampened gradients – the binary cross-entropy loss already cancels the sigmoid derivative, so direct (target-out) is correct.
- Added default case for NONE activation (softmax classification) to compute plain error (target-out); previously unhandled, resulting in zero gradients that froze the entire network when OpenCL was active.
- In UpdateWeightsMomentum and UpdateWeightsAdam kernels: added clamp to MAX_WEIGHT when updating weights to prevent gradient spikes from producing ±Infinity and subsequent NaN propagation through dense layers (e.g., classification output head).
Warrior_EA.mq5: clear Comment() and destroy the control panel before
Expert.Deinit()'s object-purge cascade runs out from under it; stop
re-registering the same signal filters on every DB retry (was causing a
double-delete of the same pointer on shutdown).
DirectML/WarriorCPU.cpp: bound the worker-thread join in ThreadPool::Stop()
instead of blocking forever - CPU_Shutdown() held g_mutex across an unbounded
join, so a watchdog-killed calling thread could leave it locked forever,
poisoning every future call into the DLL (matches reports of the EA getting
stuck on "initializing" after being removed and re-added to a chart).
Also includes prior era-0 label-cache prebuild and pullback/reversal
label-quality work in AI/Network.mqh, Expert/ExpertSignalAIBase.mqh, and
Variables/Inputs.mqh.
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Replace the absolute thread count input (CpuDllThreads) with a percentage-based CPU_LOAD_PRESET enum (TargetCPULoad). This allows users to specify a percentage of detected cores to use when the CPU DLL fallback is active, improving flexibility and preventing issues when multiple instances share the same CPU DLL pool. Also adds CPU_GetHardwareConcurrency() for accurate core detection.
The TANH activation's derivative (1-out^2) approaches zero when the output nears ±1, stalling training exactly where convergence to extreme values (e.g., buy/sell signals) is needed. Removing the multiplication by this derivative in the output gradient calculation (both CPU OpenCL and MQL4 paths) prevents this saturation, analogous to using cross-entropy with sigmoid.
Additionally, extend `Save()` and `Load()` to include a new `era` field, enabling tracking of training generations across sessions.
- Define MAX_WEIGHT constant (1.0e6) for weight limits in clusters
- Remove redundant barrier from FeedForward kernel (prevents sync issues)
- Port FeedForwardProof and CalcInputGradientProof kernels for max-pooling (no weights, sliding max)
- Port FeedForwardConv kernel for convolution layers (shared weights, multiple output channels)
- Remove unused code and refactor signal condition logic (CSignalPAI)
