| 文件名 | 最新提交消息 | 最新提交日期 |
|---|---|---|
1bf3eba68a
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>
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||
| .. | ||
| AIBase | ||
| ADIndicatorTuner.mqh | ||
| ExpertCustom.mqh | ||
| ExpertMoneyCustom.mqh | ||
| ExpertSignalAIBase.mqh | ||
| ExpertSignalCustom.mqh | ||
| README.md | ||
Expert/ Directory Documentation
Market-submission compliance (article 2555)
Every runtime check from
The Checks a Trading Robot Must Pass Before Publication in the Market
is implemented in System/TradeChecks.mqh (free functions, TC* prefix) and applied by the classes
in this folder. Where each rule lives:
| # | Rule | Implemented in |
|---|---|---|
| 1 | Catch/fix errors via the tester | Development practice; every rejection below logs a throttled reason |
| 2 | Insufficient funds | TCCheckMoneyForTrade / TCFitVolumeToFreeMargin, applied by CExpertMoneyCustom::ValidateLotForTrade |
| 3 | Invalid volumes | TCCheckVolumeValue / TCNormalizeVolume, same call site |
| 4 | Pending-order count limit | TCIsNewOrderAllowed, checked in CExpertSignalCustom::OpenParams and again in CExpertCustom::OpenLong/OpenShort |
| 5 | Per-symbol lot limit | TCSymbolVolumeAllowed / TCApplySymbolVolumeLimit |
| 6 | SYMBOL_TRADE_STOPS_LEVEL |
TCCheckStops / TCAdjustStops / TCCheckPendingPrice, applied when the setup is shaped and again immediately before the order is sent |
| 7 | SYMBOL_TRADE_FREEZE_LEVEL |
TCFreezeOkForPosition / TCFreezeOkForOrder, gating close, reverse, trailing, order modify and order delete in CExpertCustom |
| 8 | Insufficient quote history | TCHasEnoughHistory, in CExpertCustom::Refresh and CExpertSignalCustom::OpenParams |
| 9 | Array out of range | TCIndexOk, plus the existing index guards (iLowest/iHighest return values, Direction()'s bounded loops) |
| 10 | Zero divide | TCSafeDivide, plus explicit zero-denominator guards on every volume-step / loss division |
| 11 | Modification with no changes | TCPositionModifyIsMeaningful / TCOrderModifyIsMeaningful, in the TrailingStop* / TrailingOrder* overrides |
| 12 | No DLL imports | Build-time: WARRIOR_MARKET_BUILD compiles out the #import blocks in AI/NeuronDirectML.mqh |
| 13 | No external iCustom |
Build-time: #resource block in Warrior_EA.mq5 + WARRIOR_CI() in Variables/IndicatorResources.mqh |
| 14 | Invalid function parameters | TCSymbolIsTradeable, plus the existing ValidationSettings() range checks |
| 15 | Access violation | No runtime check exists by definition; the NULL-pointer and index guards above are what prevent it |
| 16 | CPU / memory consumption | TCWarnIfSlow on each OnTick pass (EXPERT_TICK_BUDGET_US) and TCWarnIfMemoryAbove on each timer pass (EXPERT_MEMORY_SOFT_LIMIT_MB) |
All rejections report through TCLog(), which throttles per condition so a state that persists for
many ticks writes one journal line per minute instead of thousands.
Class hierarchy
CExpert -> CExpertCustom (event dispatch, order lifecycle, article-2555 gates)
CExpertMoney -> CExpertMoneyCustom (volume correction, margin fitting)
CExpertSignal -> CExpertSignalCustom -> CExpertSignalAIBase -> CSignalPAI/CONV/LSTM/HYBRID
ExpertCustom.mqh
Base expert. Virtual handlers for OnTick / OnTimer / OnChartEvent, trading-object
setup, series refresh, and the freeze/stops-level gates applied immediately before every
send, modify and delete.
ExpertMoneyCustom.mqh
CheckAndCorrectVolumeValue— clamps volume to the broker's min/max/step and describes each correction.CheckAndAdjustMoneyForTrade— reduces lots to fit free margin rather than failing the order outright.ValidateLotForTrade— the single gate for rules 2/3/5/14, with throttled logging.
ExpertSignalCustom.mqh
Shared non-AI signal machinery: database-backed signal tracking, pattern weighting,
OpenParams() (which shapes SL/TP and applies the min-R:R rejection), and the filter
collection. SL_Mode/TP_Mode live here — note they define the AI training target
as well as the order, since the triple-barrier label is built from them.
There is no duplicate-trade detection. Three methods that implied otherwise were declared but never defined or called, and were removed in 2026-07. Do not assume the guard exists.
ExpertSignalAIBase.mqh
The AI signal base class. The declaration lives here; the method bodies are split by
responsibility into Expert/AIBase/ and included at the bottom of the file, after the
declaration. Include them nowhere else.
Expert/AIBase/ |
holds |
|---|---|
Training.mqh |
era loop, plateau ladder, checkpoint selection, auto-deploy |
Topology.mqh |
network bootstrap, derived shape, conv/LSTM/batch-norm stages |
Features.mqh |
indicator creation, per-bar input feature vector |
ChartUI.mqh |
arrows, arrow persistence, status panel, cleanup |
Lifecycle.mqh |
ctor/dtor, the vote API, tick + chart-event dispatch, config lock |
Persistence.mqh |
.stats / .cfg sidecars, CPU-inference validation |
OnlineLearning.mqh |
live continual learning, EMA shadow, OOS simulator |
Labels.mqh |
triple-barrier labels, async label-cache prebuild |
AutoTune.mqh |
indicator auto-tuner |
Inference.mqh |
softmax, prior calibration, class priors |
The topology is derived, not configured — width, taper, depth, conv filters and LSTM
hidden size all come from the data shape. See Topology.mqh and Variables/Inputs.mqh
for which inputs were removed and why.