Commit graph Warrior_EA/Signals/SignalMA.mqh
Author SHA1 Message Date
AnimateDread
1bf3eba68a feat(meta): self-contained corpus - the META chart sweeps the real classic ladders over its own history
The user should not need a tester corpus run per symbol. Every pattern
condition in Signals\Signal{MA,RSI,MACD,Ichimoku}.mqh anchors its reads on
`int idx = StartIndex()` with zero hardcoded indices (verified), so a
name-hiding StartIndex override + EvalShift(i) on CExpertSignalCustom makes
the EXACT live ladder code answer "what would you have fired at bar i" -
the silent-divergence trap that justified the DB corpus does not exist on
this path, and neither do the GMT-offset ambiguity, the DB row caps, or
the wipe procedure.

- CExpertSignalCustom: m_evalShift + StartIndex()/EvalShift() +
  SweepPrepare(bars) (deep-resizes the shared price series); the four
  classic signal classes override SweepPrepare to deep-resize their own
  indicator buffers.
- CSignalMETA::BuildCorpusBySweep: per bar x per source filter, run
  Direction() shifted, harvest the per-side pattern slots + netVote into
  the same corpus arrays the DB loader fills; entry=bar open so
  MetaPrepareEra's resolution matches at offset +0 with zero price error.
  DB corpus remains the fallback when classic filters are disabled.
- Warrior_EA.mq5: META gets the enabled classic filters as candidate
  sources (family ids match the descriptor one-hot).
- UseDatabaseRanking default false -> true (user request): a META chart
  journals + ranks out of the box.

Workflow per symbol is now: attach ONE chart with AIType=META (optionally
Meta_ExportDataset=true for the offline pool) - candidates, labels,
training and export all happen in place, ~10 seconds of sweep instead of a
tester run.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-13 16:19:43 -04:00
AnimateDread
8710240cd5 fix(signals): revive a dead MA model, and demote Sanyaku from state to event
Two defects surfaced by research/test_classic.py, both verified fixed by re-running the
transcription against 178k bars of EURUSD H1.

CSignalMA model 1 could never fire. For any recursive average - and MA_TYPE_EMA is the
shipped default - MA(i) = a*Close(i) + (1-a)*MA(i+1), so

    DiffMA(i)      = a     * (Close(i) - MA(i+1))
    DiffCloseMA(i) = (1-a) * (Close(i) - MA(i+1))

are positive multiples of one quantity and always share a sign. Model 1 asks for a close
BELOW a RISING average, which is precisely the combination that identity forbids: 0.000%
of bars, either direction, any symbol. The MQL5 standard library this was ported from
defaults to MODE_SMA, where the two are merely correlated - the bug arrived with the EMA
default, not with the port. Reading the slope one bar back (DiffMAPrev) breaks the tie for
every MA type while keeping the model's stated meaning. Now fires on 7.92% of bars.

CSignalIchimoku model 11 fired on 27% of bars at weight 100. Sanyaku is three standing
STATES conjoined with no transition term, so it held across long stretches - and being
last in the if-chain at the top weight, the module's highest-conviction reading was also
its most common one, overwriting all eight event models below it on a quarter of all bars.
The old comment rejected an event form because "demanding all three flip on the same bar
would fire almost never" - true, but that is not the alternative. Kouten is the TURN: the
ALIGNMENT transitions, and only one role need change for it to. Testing !Sanyaku(idx+1)
fires once per aligned stretch. Now 2.17%, in line with Kumo breakout (2.4%) and the
strong TK cross (1.1%). DataReady() extended one bar deeper to cover the lookback.

Neither pattern showed edge before or after; this is about the models meaning what they
say and the vote not being dominated by a constant.

Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
2026-08-01 17:14:34 -04:00
AnimateDread
d7eea325fb refactor(ai): extract Layer.mqh and deduplicate AI config
- 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
2026-08-01 11:27:28 -04:00
AnimateDread
4bc196d5d4 feat: add unified MA type support to indicator tuner
Add `MA_TYPE_PRESETS` enum covering advanced (ALMA, DEMA, ZLEMA, T3, Kalman) and standard (SMA, EMA, SMMA, LWMA) moving averages. Integrate `maType` and `bestMaType` into `CADIndicatorTuner` struct, update flatten/unflatten routines, and bump `AD_TUNE_PARAM_COUNT` to 33. This allows the auto-tuner to search over MA type alongside period, improving feature discovery.
2026-07-23 15:02:09 -04:00
AnimateDread
d667896457 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
AnimateDread
1073262255 2026-04-20 22:35:14 -04:00
super.admin
0a527b0cf9 convert 2025-05-30 16:35:54 +02:00