forked from animatedread/Warrior_EA
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>
35 lines
2.8 KiB
MQL5
35 lines
2.8 KiB
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//+------------------------------------------------------------------+
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string eaName = "Warrior_EA";
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//--- Version of the pattern-journaling SEMANTICS: what a row in a <Filter>_Pattern_N_<Buy|Sell> table
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//--- means, which bars produce one, and what the columns are. Folded (unconditionally) into the DB
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//--- filename fingerprint (ComputeDbConfigFingerprint, Warrior_EA.mq5), so bumping it re-keys every
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//--- database and stale rows can never feed UpdateSignalsWeights() again. BUMP THIS whenever a signal
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//--- class's pattern definitions change meaning (Signals\Signal*.mqh - e.g. b2069bc's Ichimoku models,
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//--- 8710240's Sanyaku state->event), or the journaling contract in CExpertSignalCustom::Direction()
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//--- changes. The config fingerprint alone cannot see code changes - it hashes inputs, and 7 months of
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//--- rows recorded under three different Pattern_N meanings shared one table because nothing re-keyed.
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//--- v3: per-side journaling (each side's own ladder match writes its own row; net vote is a data
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//--- column, not a drop filter) + the netVote schema column.
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//--- v4: a reversing signal registers its own trade after closing the opposite one (true
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//--- stop-and-reverse); v3 absorbed it as an exit, which one-sided the ledger for every pure event
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//--- pattern (strict alternators like MACD model 3 put all rows on whichever side fired first).
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//--- v5: the OpenLongParams/OpenShortParams gate is gone from the logger - order-placement failures
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//--- (stops-level, ATR warm-up, entry-mode rejection) cluster in volatility/spread conditions and
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//--- were non-randomly censoring those bars out of the log. The DB logs every matched ladder,
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//--- unconditionally on the decision layer.
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#define SIGNAL_DB_SEMANTICS_VERSION 5
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string tableschema = "year INTEGER, month INTEGER, day INTEGER, dayOfWeek INTEGER, hour INTEGER, minutes INTEGER, pattern STRING, direction STRING, entryPrice DOUBLE, exitPrice DOUBLE, result STRING, netVote DOUBLE";
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bool IsBacktesting = false;
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//--- EnableSessionFilter/EnableNewsFilter/EnableRiskGuard are real inputs (Variables\Inputs.mqh),
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//--- consistent with every other filter's on/off toggle. EnableITF and EnableMarketDepth are gone -
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//--- both modules were removed 2026-08-01, see the removal notes in that file.
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bool EnablePAI = (AIType == AI_MLP);
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bool EnableCONV = (AIType == AI_CONV);
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bool EnableLSTM = (AIType == AI_LSTM);
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bool EnableHYBRID = (AIType == AI_HYBRID);
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bool EnableMETA = (AIType == AI_META);
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//+------------------------------------------------------------------+
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