15827a6b77
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>
31 行
1.9 KiB
MQL5
31 行
1.9 KiB
MQL5
//+------------------------------------------------------------------+
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//| MoneyFixedRisk.mqh |
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//| Copyright 2000-2023, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#include "MoneyRiskBase.mqh"
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// wizard description start
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//+------------------------------------------------------------------+
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//| Description of the class |
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//| Title=Trading with fixed risk |
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//| Type=Money |
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//| Name=FixRisk |
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//| Class=CMoneyFixedRisk |
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//| Page= |
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//| Parameter=Percent,double,10.0,Risk percentage |
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//+------------------------------------------------------------------+
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// wizard description end
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//+------------------------------------------------------------------+
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//| Class CMoneyFixedRisk. |
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//| Purpose: Class of money management with fixed percent risk. |
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//| Derives from CMoneyRiskBase, which now houses the |
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//| CheckOpenLong/Short + lot-sizing core this class |
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//| used to duplicate with the since-removed |
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//| CMoneyIntelligent - no AdjustLotSize() override |
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//| needed here, the base class's plain-risk behavior |
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//| is exactly this strategy's behavior. |
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//+------------------------------------------------------------------+
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class CMoneyFixedRisk : public CMoneyRiskBase
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{
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};
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//+------------------------------------------------------------------+
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