forked from animatedread/Warrior_EA
| Filename | Latest commit message | Latest commit date |
|---|---|---|
444909d0a3
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> |
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| .. | ||
| GlobalEnums.mqh | ||
| InputEnums.mqh | ||
| README.md | ||
Enumerations Documentation
GlobalEnums.mqh
Defines the ENUM_SIGNAL enumeration for trading signal states:
Buy: Indicates a buy signal.Sell: Indicates a sell signal.Neutral: Indicates a neutral/no-action signal.Undefine: Indicates an undefined or uninitialized state.
InputEnums.mqh
Defines a large set of enumerations for configuration and input parameters used throughout the EA. These include:
- Custom menu and property enums for UI/configuration.
- Period presets (e.g., 5, 10, 14, 20, 30, 50, 100, 200) for indicator calculations.
- Training years presets for ML/AI training window selection.
- ATR multipliers for volatility-based calculations.
- Threshold presets for signal/trigger sensitivity.
- Risk/reward ratio presets for money management.
- Bars expiration settings for trade/session logic.
- Entry multipliers for order sizing.
- Trailing strategy types (none, ATR-based, SAR, MA, etc.).
- Money management strategies (fixed risk, intelligent, fixed lot, etc.).
- Day-of-week and session enums for time-based logic.
- ITF (Intraday Time Filter) settings.
- Hourly session presets (H1-H23) for time filtering.
Purpose: These enumerations provide a strongly-typed, maintainable way to configure and control the EA's behavior, supporting both traditional and AI/ML-driven logic. They enable dynamic feature selection, risk management, and strategy configuration, and are essential for modular, testable code.
Modernization Note:
- Enumerations should be referenced in configuration UIs and parameter files to enable dynamic, user-driven feature pipelines.
- Consider extending enums to support new AI/ML features and dynamic input selection as the EA evolves.