forked from animatedread/Warrior_EA
f67e33a5f7
It listed SignalStoch/SignalPB/SignalITF/SignalRVI and six other files as though present, marked SignalSessionFilter '(Removed)' while its 207 lines were being instantiated on every init, and omitted SignalMETA (578 lines), OscillatorDivergence, SignalRiskGuard and SignalHYBRID entirely - so the one file meant to orient a reader was wrong in both directions at once. Rewritten against the actual roster, with the removal reasons recorded here rather than in commits nobody re-reads, and with the two conventions that are easy to get wrong on first contact: the voting machinery is stock CExpertSignal (so 'simplify back to stdlib' removes nothing), and Direction() is a transaction. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
84 lines
4.8 KiB
Markdown
84 lines
4.8 KiB
Markdown
# Signals Subsystem (`Signals/`)
|
|
|
|
Every trade-signal class the EA can construct. Each is a `CExpertSignalCustom` (rule-based)
|
|
or a `CExpertSignalAIBase` (neural), and each is gated by its own `Enable*` input in
|
|
`Variables/Inputs.mqh` — so this directory is the roster, not the running configuration.
|
|
|
|
`Signals.mqh` is the only file the EA includes; it pulls in the rest.
|
|
|
|
## What is here
|
|
|
|
### Neural votes — `CExpertSignalAIBase`
|
|
|
|
| File | Class | Role |
|
|
|---|---|---|
|
|
| `SignalPAI.mqh` | `CSignalPAI` | Dense MLP direction vote. |
|
|
| `SignalCONV.mqh` | `CSignalCONV` | Convolutional front end. |
|
|
| `SignalLSTM.mqh` | `CSignalLSTM` | Recurrent, sequence over the input window. |
|
|
| `SignalHYBRID.mqh` | `CSignalHYBRID` | Conv front end feeding an LSTM. |
|
|
| `SignalMETA.mqh` | `CSignalMETA` | **Not a voter.** A GATE — see below. |
|
|
|
|
Two or more enabled makes an ensemble; exactly one is a solo model. The roster is
|
|
chosen with `Use_MLP` / `Use_CONV` / `Use_LSTM` / `Use_CONVLSTM`, not with per-class
|
|
inputs, and it is reported by `EnabledNNSummary()`.
|
|
|
|
### Filters — `CExpertSignalCustom`
|
|
|
|
| File | Class | Role |
|
|
|---|---|---|
|
|
| `SignalNewsFilter.mqh` | `CSignalNewsFilter` | Blocks around calendar events, by impact and lookback. |
|
|
| `SignalSessionFilter.mqh` | `CSignalSessionFilter` | London / New York / Tokyo session gating. |
|
|
| `SignalRiskGuard.mqh` | `CSignalRiskGuard` | Takes no parameters: thresholds, anchors and state file all live on `g_riskBudget`, evaluated per tick rather than per bar. |
|
|
|
|
### `CSignalMETA` is routed, not voted
|
|
|
|
`AddFilter` inspects `IsVotingSignal()`, which is false for a meta head, so META is
|
|
adopted as a **gate** rather than a voter: it vetoes vote-cleared entries whose predicted
|
|
win probability is below cost-adjusted break-even. It never votes a direction, never
|
|
blocks an exit, and fails open loudly. It still receives indicators, ticks, panel commands
|
|
and traits, because the administrative walks cover the whole tree — it is simply absent
|
|
from every consumer of the voting list, and it is added last so no other filter's
|
|
`m_ignore`/`m_invert` bit index moves.
|
|
|
|
Its candidate corpus comes from `CMetaCorpus::LoadLargestOnDisk` (a tester-built DB).
|
|
The on-chart ladder sweep is still implemented (`BuildCorpusBySweep`) but has no wired
|
|
sources — see below.
|
|
|
|
## What was removed, and why it is not coming back
|
|
|
|
Deleting these is the only way to stop re-deriving the same negative result, so the
|
|
reasons are recorded here rather than in a commit nobody re-reads.
|
|
|
|
- **`SignalMA` / `SignalRSI` / `SignalMACD` / `SignalIchimoku`** (2026-08-24). All 26
|
|
shipped vote patterns were transcribed with their constructor weights and tested as
|
|
entries on 178k-bar histories, four instruments × three barrier geometries. Nothing
|
|
separated from chance — not individually, not by vote threshold, not by 2/3/4-module
|
|
quorum, not as event plus confirmation. Residual E[R] was −0.01 to −0.08 R everywhere,
|
|
which is approximately the spread. The +4σ reading that once justified the set was two
|
|
bars of lookahead; closing it took MACD pattern 4 on EURUSD from +5.05pp to −0.02pp.
|
|
All four inputs had shipped `false` long before removal.
|
|
- Consequence: these were `CSignalMETA`'s only wired `AddCandidateSource` calls, so a
|
|
META chart is no longer self-contained. `AddCandidateSource()` survives as the
|
|
extension point; the DB fallback is the supported route.
|
|
- `META_ONE_HOT_SLOTS` stays at **26** regardless. A tester-built corpus on disk still
|
|
encodes those pattern ids, and narrowing the descriptor would invalidate every stored
|
|
corpus.
|
|
- **`OscillatorDivergence.mqh`** (2026-08-24). Shared extremum/divergence detector; RSI
|
|
and MACD were its only users.
|
|
- **`SignalITF` / `SignalMarketDepth`** (2026-08-01). A bitmask-configured time filter, and
|
|
a DOM module with no way to test it. See the removal notes in `Variables/Inputs.mqh`.
|
|
- **`SignalAC` / `SignalAO` / `SignalCCI` / `SignalDTDB` / `SignalEB` / `SignalIB` /
|
|
`SignalPB` / `SignalRVI` / `SignalSAR` / `SignalStoch` / `SignalWPR`** — earlier
|
|
wizard-derived votes, removed before the classic-pattern study.
|
|
|
|
## Conventions worth knowing before editing
|
|
|
|
- **Weights, patterns and thresholds are stock `CExpertSignal`**, not project additions:
|
|
`m_pattern_0..N`, `m_weight`, `m_patterns_usage`, `m_threshold_open`/`_close` and the
|
|
weighted-average `Direction()` all ship with MQL5. "Going back to stock" removes none of
|
|
them. What *is* ours is `CExpertSignalCustom`'s `Direction()` override, and every one of
|
|
its six divergences from the library is a documented fix — most importantly dividing by
|
|
the sum of CAPABLE weight rather than by the voter count, which the library's own divisor
|
|
turned into a mean of products of two win rates.
|
|
- **`Direction()` is a transaction.** It journals DB rows, draws arrows and consumes
|
|
one-shot vote state, which is why callers must not invoke it speculatively.
|