1. The expectancy stop was stone dead at shipped defaults. Its only feed -
RecordTradeResult inside CTradeJournalManager::Update() - ran solely under
UseDatabaseRanking, which ships false, so the da54639 halt was armed
(ExpectancyMinTrades=40) and never received a single closed trade. A risk
rule must not be a side effect of an analytics toggle: the journal gains
InitTrackingOnly(), Update() runs unconditionally from OnTick and skips
only the DB insert when no DB was initialized.
2. Below-minimum lots were silently bumped UP to SYMBOL_VOLUME_MIN by
TCNormalizeVolume - correct for a user-entered fixed lot, but in the
risk-sizing path it turned a budget-capped 0.05 into 0.10 on min-0.10/
step-0.01 symbols: double the intended risk, after CapRiskAmount already
clamped, exactly the routine-stop-out-breaches-the-daily-limit scenario
the budget exists to close. CMoneyRiskBase now refuses the trade when the
risk-derived lot is below the broker minimum.
3. All trading was async fire-and-forget (SetAsyncMode(true)) with no
OnTradeTransaction handler and no retry: server retcodes were never
observed. Fail-safe for entries, not for closes - a silently rejected
close rode the position until the next bar (or next day for the timed
close window). Now synchronous, matching the risk-budget flatten's own
already-synchronous CTrade; on an H1 EA the latency is irrelevant.
4. FIXED_LOT bypassed the budget entirely (no CapRiskAmount, no
OpenRiskAtStops) - pre-halt it could commit more than the remaining daily
allowance. A fixed lot cannot be scaled, so the rule is binary: its
loss-to-stop fits the remaining allowance whole or the trade is refused;
unpriceable risk (no SL) is refused while the budget is enabled.
Compile: 0 errors, 0 warnings.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- Implemented sqx_audit.py to audit StrategyQuant X trade lists, focusing on performance metrics and cost analysis.
- Created sqx_portfolio.py to evaluate portfolio performance based on uncorrelated components and their impact on risk and return.
- Developed swing.py to analyze cost ratios across different holding periods and assess swing trading structures.
- Introduced test_management.py to investigate the effectiveness of exit rules on random entries and their impact on expectancy.
- Moves CLayer neuron construction to AI/Impl/Layer.mqh to keep Network.mqh clean
- Unifies four previously duplicated architecture initialisation blocks (MLP/CONV/LSTM/HYBRID) into a single shared function
- Eliminates risk of behavioural drift where one architecture missed a setter, causing mismatched feature sets or targets
Add freeze-level checks, no-change modification skipping, entry price routing, and per-tick/memory budget monitoring. Override trade actions (Open, Close, Reverse, TrailingStop, TrailingOrder) to validate at the final gate before sending orders.
Optimize() scaled lot size off account trade-history streaks with no Magic-number
filter (picked up other EAs'/manual trades) and an unconfigurable m_factor stuck at
1.0 (Factor() was never wired from an input), so a 3-trade streak could triple lot
size or send it negative. It was also entirely disconnected from what the AI model
actually knows about the current setup.
Replaced both AdjustRiskAmount()'s linear confidence-only scale and Optimize()'s
streak multiplier with one edge-based model: p from the empirically calibrated
AI/DB confidence magnitude, b from the trade's real reward:risk ratio (newly
bridged from OpenParams() via g_TradeRewardRiskRatio), quarter-Kelly applied and
clamped so risk% can only ever scale down from its configured ceiling, never above it.
CMoneyFixedRisk and CMoneyIntelligent both derived independently from
CExpertMoneyCustom and carried near-identical CalculatePotentialLoss()/
CheckOpenLong()/CheckOpenShort()/CalculateLotSize() bodies, maintained
in two places. New Money/MoneyRiskBase.mqh (CMoneyRiskBase) houses the
shared core, with two virtual hooks - AdjustRiskAmount()/AdjustLotSize()
- at the exact two points CMoneyIntelligent's confidence-scaling and
trade-history Optimize() step used to diverge. CMoneyFixedRisk now has
an empty body (the base's defaults are exactly its old behavior);
CMoneyIntelligent overrides only the two hooks. CMoneyFixedLot is
untouched - it doesn't do risk-based sizing.
Pure reorganization, no behavior change; compiled clean (MetaEditor,
0 errors/0 warnings).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
