forked from animatedread/Warrior_EA
d7eea325fb
- 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
82 lines
5.2 KiB
Markdown
82 lines
5.2 KiB
Markdown
# Expert/ Directory Documentation
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## Market-submission compliance (article 2555)
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Every runtime check from
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[The Checks a Trading Robot Must Pass Before Publication in the Market](https://www.mql5.com/en/articles/2555)
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is implemented in `System/TradeChecks.mqh` (free functions, `TC*` prefix) and applied by the classes
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in this folder. Where each rule lives:
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| # | Rule | Implemented in |
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|---|------|----------------|
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| 1 | Catch/fix errors via the tester | Development practice; every rejection below logs a throttled reason |
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| 2 | Insufficient funds | `TCCheckMoneyForTrade` / `TCFitVolumeToFreeMargin`, applied by `CExpertMoneyCustom::ValidateLotForTrade` |
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| 3 | Invalid volumes | `TCCheckVolumeValue` / `TCNormalizeVolume`, same call site |
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| 4 | Pending-order count limit | `TCIsNewOrderAllowed`, checked in `CExpertSignalCustom::OpenParams` and again in `CExpertCustom::OpenLong/OpenShort` |
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| 5 | Per-symbol lot limit | `TCSymbolVolumeAllowed` / `TCApplySymbolVolumeLimit` |
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| 6 | `SYMBOL_TRADE_STOPS_LEVEL` | `TCCheckStops` / `TCAdjustStops` / `TCCheckPendingPrice`, applied when the setup is shaped and again immediately before the order is sent |
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| 7 | `SYMBOL_TRADE_FREEZE_LEVEL` | `TCFreezeOkForPosition` / `TCFreezeOkForOrder`, gating close, reverse, trailing, order modify and order delete in `CExpertCustom` |
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| 8 | Insufficient quote history | `TCHasEnoughHistory`, in `CExpertCustom::Refresh` and `CExpertSignalCustom::OpenParams` |
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| 9 | Array out of range | `TCIndexOk`, plus the existing index guards (`iLowest`/`iHighest` return values, `Direction()`'s bounded loops) |
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| 10 | Zero divide | `TCSafeDivide`, plus explicit zero-denominator guards on every volume-step / loss division |
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| 11 | Modification with no changes | `TCPositionModifyIsMeaningful` / `TCOrderModifyIsMeaningful`, in the `TrailingStop*` / `TrailingOrder*` overrides |
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| 12 | No DLL imports | Build-time: `WARRIOR_MARKET_BUILD` compiles out the `#import` blocks in `AI/NeuronDirectML.mqh` |
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| 13 | No external `iCustom` | Build-time: `#resource` block in `Warrior_EA.mq5` + `WARRIOR_CI()` in `Variables/IndicatorResources.mqh` |
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| 14 | Invalid function parameters | `TCSymbolIsTradeable`, plus the existing `ValidationSettings()` range checks |
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| 15 | Access violation | No runtime check exists by definition; the NULL-pointer and index guards above are what prevent it |
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| 16 | CPU / memory consumption | `TCWarnIfSlow` on each `OnTick` pass (`EXPERT_TICK_BUDGET_US`) and `TCWarnIfMemoryAbove` on each timer pass (`EXPERT_MEMORY_SOFT_LIMIT_MB`) |
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All rejections report through `TCLog()`, which throttles per condition so a state that persists for
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many ticks writes one journal line per minute instead of thousands.
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## Class hierarchy
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```
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CExpert -> CExpertCustom (event dispatch, order lifecycle, article-2555 gates)
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CExpertMoney -> CExpertMoneyCustom (volume correction, margin fitting)
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CExpertSignal -> CExpertSignalCustom -> CExpertSignalAIBase -> CSignalPAI/CONV/LSTM/HYBRID
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```
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## ExpertCustom.mqh
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Base expert. Virtual handlers for `OnTick` / `OnTimer` / `OnChartEvent`, trading-object
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setup, series refresh, and the freeze/stops-level gates applied immediately before every
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send, modify and delete.
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## ExpertMoneyCustom.mqh
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- `CheckAndCorrectVolumeValue` — clamps volume to the broker's min/max/step and describes
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each correction.
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- `CheckAndAdjustMoneyForTrade` — reduces lots to fit free margin rather than failing the
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order outright.
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- `ValidateLotForTrade` — the single gate for rules 2/3/5/14, with throttled logging.
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## ExpertSignalCustom.mqh
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Shared non-AI signal machinery: database-backed signal tracking, pattern weighting,
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`OpenParams()` (which shapes SL/TP and applies the min-R:R rejection), and the filter
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collection. `SL_Mode`/`TP_Mode` live here — note they define the AI **training target**
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as well as the order, since the triple-barrier label is built from them.
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There is **no duplicate-trade detection.** Three methods that implied otherwise were
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declared but never defined or called, and were removed in 2026-07. Do not assume the
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guard exists.
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## ExpertSignalAIBase.mqh
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The AI signal base class. The **declaration** lives here; the method bodies are split by
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responsibility into `Expert/AIBase/` and included at the bottom of the file, after the
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declaration. Include them nowhere else.
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| `Expert/AIBase/` | holds |
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|---|---|
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| `Training.mqh` | era loop, plateau ladder, checkpoint selection, auto-deploy |
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| `Topology.mqh` | network bootstrap, derived shape, conv/LSTM/batch-norm stages |
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| `Features.mqh` | indicator creation, per-bar input feature vector |
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| `ChartUI.mqh` | arrows, arrow persistence, status panel, cleanup |
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| `Lifecycle.mqh` | ctor/dtor, the vote API, tick + chart-event dispatch, config lock |
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| `Persistence.mqh` | `.stats` / `.cfg` sidecars, CPU-inference validation |
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| `OnlineLearning.mqh` | live continual learning, EMA shadow, OOS simulator |
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| `Labels.mqh` | triple-barrier labels, async label-cache prebuild |
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| `AutoTune.mqh` | indicator auto-tuner |
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| `Inference.mqh` | softmax, prior calibration, class priors |
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The topology is **derived**, not configured — width, taper, depth, conv filters and LSTM
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hidden size all come from the data shape. See `Topology.mqh` and `Variables/Inputs.mqh`
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for which inputs were removed and why.
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