OcnigerVarangana/Warrior_EA
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フォーク元 animatedread/Warrior_EA
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Warrior_EA/Money
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リポジトリのファイル（最新コミット順）
ファイル名 最新のコミットメッセージ 最新のコミット日時
AnimateDread 75d7362161 feat(warrior): the vol-gated dip-buy book, ported into Warrior_EA 
Warrior's defaults are now the validated book: DIP_ZSCORE alone, long only, H4,
risk 0.25%, one chart per index with a shared Magic.

- System/BarCache.mqh: whole-history closed bars, Wilder ATR, GK sigma and the
  expanding vol percentile (no 1024-bar stdlib ceiling)
- System/AccountGuard.mqh: open-risk cap, kill switch, cross-chart lock and
  Friday flat, shared through terminal globals by Magic
- CWarriorExpert: guard on every tick; a transient open failure retries the bar
- CWarriorSignal::SetupStop: the dip owns its 3 x Wilder ATR stop from the bid
- SignalDipBuy: no entry vote while holding (a still-dipping time exit never
  closed, and Processing re-entered on the exit bar); no entry on a stop bar
- WarriorMoney sizes on equity; WARRIOR_RISK allows fractional risk
- TradeLog + research/compare_ea.py: trade-for-trade check vs WarriorDipZ -
  SP500/US30/DAX40 identical to the cent, NAS100 96.9% (stale-quote timer fills)
- research/nn_cross_index.py: pre-registered cross-index NN meta-label - FAIL
  (AUC 0.564, CI [0.498, 0.630]); DipMetaCut stays off

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
2026-09-23 21:14:53 -04:00
..
README.md feat: restructure input enums with intelligent SL/TP and AI exit 2026-07-22 13:33:56 -04:00
WarriorMoney.mqh feat(warrior): the vol-gated dip-buy book, ported into Warrior_EA 2026-09-23 21:14:53 -04:00

README.md

Money Management Subsystem (Money/)

Overview

The Money/ directory contains all money management logic for the Warrior EA. It provides multiple strategies for position sizing, ranging from simple fixed lots to adaptive, streak-based approaches. Each strategy is encapsulated in its own class and can be selected/configured as needed.

Components

Money.mqh

  • Aggregates all money management strategies.
  • Includes: MoneyFixedRisk, MoneyFixedLot, MoneyIntelligent.
  • Entry point for money management logic selection.

MoneyFixedLot.mqh

  • Class: CMoneyFixedLot
  • Purpose: Fixed lot size per trade.
  • Key Features:
    • User-defined lot size (m_lots).
    • Validates lot size against symbol min/max/step constraints.
    • Simple, robust, suitable for static position sizing.

MoneyFixedRisk.mqh

  • Class: CMoneyFixedRisk
  • Purpose: Risk-based position sizing.
  • Key Features:
    • Calculates lot size based on account balance and risk percentage (m_percent).
    • Ensures risk per trade is controlled.
    • Handles both long and short positions.
    • Validates margin and volume constraints.

MoneyIntelligent.mqh

  • Class: CMoneyIntelligent
  • Purpose: Edge-based, AI-confidence-driven money management (selected via MM_STRATEGY = INTELLIGENT; AI lot scaling is always on).
  • Key Features:
    • Scales risk% via a quarter-Kelly criterion: uses the empirically calibrated AI/DB confidence magnitude as the win-probability estimate (p) and the specific trade's real reward:risk ratio (bridged from OpenParams()) as the payoff ratio (b).
    • Only ever scales the configured Money_Risk_Percent down from its input ceiling, never above it.
    • Suitable for advanced, AI/ML-driven strategies.

Integration Notes

  • All strategies derive from a common base (CExpertMoneyCustom).
  • Designed for modularity and easy extension.
  • Can be further enhanced with AI/ML-driven logic for dynamic risk and position sizing.

Documented April 2026. For modernization and AI/ML integration, see AI_NETWORK.md and project roadmap.