forked from animatedread/Warrior_EA
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98f485b901
The first cut measured payoff over SwingLifespanEstimate() bars. That is
PIVOT_LABEL_TOLERANCE_BARS - a constant of the TARGET describing how many bars
share one pivot event - and it is the wrong horizon for what a call is worth.
The label fires when a pivot lands WITHIN that window. So at that horizon the
pivot may only just have committed, and a perfectly correct call can still show
a negative forward move because the turn it predicted has not had one bar to
run. Measuring only there would understate the payoff of a signal working
exactly as designed, and could inflip its sign.
Measures two horizons and reports both:
SHORT = PIVOT_LABEL_TOLERANCE_BARS "has the pivot arrived" - a control
HOLD = that + the median ZigZag leg the pivot PLUS the leg it opens,
which is how long a trade on this
call would actually be held
Adds CTopology::SwingLegMedianBars(). It is deliberately NOT the same thing as
SwingLifespanEstimate() and the declaration says so: the lifespan is a constant
of the target and is what the effective-sample-size deflation divides by, while
the leg median is a measurement of the chart and is how long the move runs.
Conflating them is what produced the wrong horizon in the first place.
Non-const and lazily measured, because a model that adopted its .cfg never
walked the chart and would otherwise report HISTORY_BARS_FALLBACK as if it were
a measurement - the same lazy pattern DeriveHistoryBars() already uses.
Reporting both horizons is also the guard against picking one and calling it
the truth. A break-even conclusion here has already been overturned once purely
by getting a horizon wrong.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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| .. | ||
| AIBaseTopologyView.mqh | ||
| AIBaseTopologyViewImpl.mqh | ||
| ITopologyView.mqh | ||
| Topology.mqh | ||