Warrior_EA/Money/Money.mqh
AnimateDread 15827a6b77 refactor(trade-mgmt): remove all confidence-scaled trade management
Five modes went, all of them staking real risk on the model's confidence:
Intelligent entry (ENTRY_INTELLIGENT), stop (SL_INTELLIGENT), target
(TP_INTELLIGENT), trailing (CTrailingIntelligent) and lot size
(CMoneyIntelligent's quarter-Kelly). With them, the Confidence_Source
input and the CONFIDENCE_SOURCE enum, whose only job was choosing which
number those five read.

The reason is calibration, not correctness: the confidence magnitude is
known to be miscalibrated against the label prior, so every one of these
modes multiplied money by a quantity whose units were never established.
The DB arm had a second, independent defect - since the tester DB guard
(SignalDatabaseActive) it reads 0 in tester and optimizer but non-zero
live, so any backtest of CONF_DB/CONF_BLENDED could not reproduce live
trading. And what the DB produces is a filter-RANKING win rate, not a
per-trade win probability.

Both confidence numbers are still recorded per trade (aiConfidence /
dbConfidence) and still bucketed against outcome in TradeJournalReport.
Recording is what keeps the question answerable; acting on it was the
part with no evidence behind it. ConfidenceBridge.mqh now carries an
explicit telemetry-only rule at the top.

ENUM ORDINALS PINNED. Removing a member vacated a value in four enums at
once and MT5 does not validate an enum input replayed from a saved .set
or a stored optimization pass. TRAILING_STRATEGY and
MONEY_MANAGEMENT_STRATEGY now carry explicit values so the survivors keep
the numbers they were saved as, and ValidateBarrierInputs is widened into
ValidateTradeManagementInputs covering SL_Mode, TP_Mode,
Entry_Multiplier, TrailingStrategy and MM_STRATEGY. Without that gate a
chart saved with the Intelligent stop would feed SL_Mode = -1 into a
multiplier now used verbatim, placing the stop on the wrong side of entry.

RETRAIN-NEUTRAL: neither SL_Mode nor TP_Mode appears in
BuildModelFingerprint() or ComputeDbConfigFingerprint() since the
swing-pivot target replaced the barrier labels. No .nnw, .cfg or .db
re-keys. Also drops the now-dead g_TradeRewardRiskRatio bridge, the
CMoneyRiskBase::AdjustRiskAmount hook and the unsigned AIConfidence().

Compile-verified in _claude_stage: 0 errors, 0 warnings.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-25 10:10:20 -04:00

10 行
无行尾
622 B
MQL5

//+------------------------------------------------------------------+
//| Money.mqh |
//| AnimateDread |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link "https://www.mql5.com"
#include "..\Money\MoneyFixedRisk.mqh"
#include "..\Money\MoneyFixedLot.mqh"
//--- MoneyIntelligent.mqh (Kelly-criterion risk% scaling off AI/DB confidence) was removed 2026-08-25.