Warrior_EA/Enumerations/WarriorEnums.mqh

//+------------------------------------------------------------------+
//|                                                   WarriorEnums.mqh |
//|                                                     AnimateDread |
//|                                                                  |
//| EVERY INPUT THIS EA TAKES IS AN ENUM, and each enum's VALUE IS    |
//| ITS PAYLOAD. SL_ATR_x2 is literally 2, RISK_PCT_3 is literally 3, |
//| so a consumer writes `m_atr * SL_Mode` with no lookup table and   |
//| no switch that can fall out of step with the list. The MT5        |
//| optimizer steps over members, so a sweep can only ever produce a  |
//| legal configuration - which is the real reason for the dropdowns. |
//|                                                                   |
//| ORDINALS ARE PINNED AND NEVER REUSED. MT5 stores an input's VALUE |
//| in the .set file and in each chart's .chr, and does not validate  |
//| it against the current enum. Renumbering a member therefore       |
//| silently re-points every saved configuration at a different       |
//| setting. Gaps in the sequence are deliberate headstones for       |
//| members that were removed; leave them.                            |
//+------------------------------------------------------------------+
#ifndef WARRIOR_SIMPLE_ENUMS_MQH
#define WARRIOR_SIMPLE_ENUMS_MQH

//--- Which way this chart is allowed to trade. LONG_ONLY exists because an index is not symmetric;
//--- it is a legitimate setting, not a crutch. Value 1 was the default a stale tester preset once
//--- supplied to every run, turning a two-sided EA long-only for days, so read the init echo.
enum WARRIOR_DIRECTION
  {
   DIR_BOTH  = 0, // Both directions
   DIR_LONG  = 1, // Long only
   DIR_SHORT = 2, // Short only
  };

//--- Position sizing. 1 is deliberately vacant: it was INTELLIGENT, which staked real money on an
//--- uncalibrated confidence number (and in an earlier form increased size after a losing streak).
//--- It is not coming back, and the hole stops a saved "1" from selecting something else.
enum WARRIOR_MONEY_MODE
  {
   MONEY_FIXED_RISK = 0, // Risk a fixed % of balance
   MONEY_FIXED_LOT  = 2, // Fixed lot size
  };

//--- Risk per trade, as a whole percent of balance. The value IS the percent.
enum WARRIOR_RISK_PCT
  {
   RISK_1 = 1, // 1%
   RISK_2 = 2, // 2%
   RISK_3 = 3, // 3%
   RISK_5 = 5, // 5%
  };

//--- Risk per trade in HUNDREDTHS of a percent of equity - the value / 100 IS the percent. A new
//--- enum, not new members of WARRIOR_RISK_PCT: that one's values are whole percents, and a saved
//--- "RiskPercent=1" re-read as 0.01% would size every trade at a hundredth of what was chosen. The
//--- input it feeds has a new name for the same reason - an old preset simply does not bind to it.
//--- The prop-firm book runs 0.25%: four correlated index charts under a 0.75% open-risk cap.
enum WARRIOR_RISK
  {
   RISK_0_10 = 10,  // 0.10%
   RISK_0_25 = 25,  // 0.25% (the validated dip-buy book)
   RISK_0_50 = 50,  // 0.50%
   RISK_0_75 = 75,  // 0.75%
   RISK_1_00 = 100, // 1.00%
   RISK_2_00 = 200, // 2.00%
  };

//--- The stop, in ATR from entry. The value IS the multiple.
enum WARRIOR_SL_MODE
  {
   SL_ATR_x1 = 1, // ATR x 1
   SL_ATR_x2 = 2, // ATR x 2
   SL_ATR_x3 = 3, // ATR x 3
   SL_ATR_x4 = 4, // ATR x 4
  };

//--- The target, in ATR from entry. 0 = none, run it on the trail alone.
enum WARRIOR_TP_MODE
  {
   TP_NONE    = 0,  // No target (trail only)
   TP_ATR_x1  = 1,  // ATR x 1
   TP_ATR_x2  = 2,  // ATR x 2
   TP_ATR_x3  = 3,  // ATR x 3
   TP_ATR_x4  = 4,  // ATR x 4
   TP_ATR_x6  = 6,  // ATR x 6
   TP_ATR_x8  = 8,  // ATR x 8
   TP_ATR_x10 = 10, // ATR x 10
  };

//--- The trailing stop, in ATR behind price. The value IS the multiple; 0 disables it.
enum WARRIOR_TRAIL_MODE
  {
   TRAIL_NONE   = 0, // No trailing stop
   TRAIL_ATR_x1 = 1, // Trail at ATR x 1
   TRAIL_ATR_x2 = 2, // Trail at ATR x 2
   TRAIL_ATR_x3 = 3, // Trail at ATR x 3
  };

//--- THE VOTE THRESHOLD, as a percent of the ensemble's weight.
//---
//--- ⚠ WHAT THIS MEANS DEPENDS ON THE ROSTER, and that is the single easiest way to misread this EA.
//--- CExpertSignal::Direction() divides the weighted sum by the NUMBER OF FILTERS THAT ANSWERED, so
//--- one unopposed voter at full weight scores 100/N. With 19 filters registered that is 5.3%, and a
//--- threshold of 15% therefore demands three agreeing voters, not one. Change the roster and every
//--- rung on this list means something different. The EA prints the resolved ladder at init for
//--- exactly this reason - read that, not this comment.
//---
//--- The sub-5% rungs exist because a large roster pushes the whole useful range down there.
enum WARRIOR_THRESHOLD
  {
   THR_1   = 1,   // 1%
   THR_2   = 2,   // 2%
   THR_3   = 3,   // 3%
   THR_4   = 4,   // 4%
   THR_5   = 5,   // 5%
   THR_10  = 10,  // 10%
   THR_15  = 15,  // 15%
   THR_20  = 20,  // 20%
   THR_25  = 25,  // 25%
   THR_30  = 30,  // 30%
   THR_40  = 40,  // 40%
   THR_50  = 50,  // 50%
  };

//--- THE PROBABILITY CUT for anything that outputs a calibrated probability - the neural module.
//--- Stored as integer percent, read as value/100.0.
//---
//--- 50 IS "NO CUT" AND IS THE RIGHT DEFAULT until a trained model's calibration has been measured
//--- on the instrument it will trade. A threshold chosen before a calibration curve exists is a
//--- guess wearing a setting's clothes, and it will look like a decision in the .set file forever.
//---
//--- ⚠ FOR THE FRACTAL NET, EXPECT THE USEFUL CUT TO BE LOW, and to act as a floor rather than a
//--- trigger: measured mean R by predicted-probability quintile was -0.230 / -0.089 / -0.026 /
//--- +0.002 / +0.017 across 20 series. Nearly all of the separation is in refusing the bottom, not
//--- in selecting the top - so raising this hunting for a "high conviction" band is chasing a part
//--- of the curve that was measured flat.
enum WARRIOR_CONFIDENCE
  {
   CONF_50 = 50, // 0.50 - no cut
   CONF_55 = 55, // 0.55
   CONF_60 = 60, // 0.60
   CONF_65 = 65, // 0.65
   CONF_70 = 70, // 0.70
   CONF_75 = 75, // 0.75
   CONF_80 = 80, // 0.80
   CONF_90 = 90, // 0.90
  };
//--- A MODULE'S WEIGHT IN THE VOTE, as a percent. The value IS the percent, so WEIGHT_100 is 1.0.
//---
//--- These are SWEPT BY THE OPTIMISER, alongside the threshold and the ATR multiples, and that is
//--- the deliberate division of labour with the database: the journal sets the 49 PATTERN weights
//--- from measured expectancy (far too many to optimise), the optimiser sets the 12 MODULE weights
//--- (few enough to be tractable, and coarse enough that a genetic pass can explore them).
//---
//--- WEIGHT_0 IS THE USEFUL ONE. A module at zero is switched off without being deleted, so the
//--- optimiser can discover that an indicator contributes nothing - which is the question this EA
//--- has never been able to ask, because every module has always voted at weight 1.0 by default.
enum WARRIOR_WEIGHT
  {
   WEIGHT_0   = 0,   // 0.0 - silent
   WEIGHT_25  = 25,  // 0.25
   WEIGHT_50  = 50,  // 0.50
   WEIGHT_75  = 75,  // 0.75
   WEIGHT_100 = 100, // 1.00 - the default
   WEIGHT_150 = 150, // 1.50
   WEIGHT_200 = 200, // 2.00
  };
//--- MOVE THE STOP TO ENTRY once the trade is this many TENTHS of R in front. The value IS the
//--- tenths, so BE_AT_0R5 is 5 and the consumer divides by 10.
//---
//--- ⚠ THIS IS NOT A TRAILING STOP AND MUST NOT BE CONFUSED WITH ONE. Measured 2026-09-11: every
//--- ATR-trail setting made results WORSE (+150.67 -> +90.56 at 1 ATR, worse as it widened),
//--- because a trail keeps moving and exits the winner on its first pullback. Breakeven moves
//--- ONCE and then stands still, so it scratches the loser without capping the winner. On 5,491
//--- traded-side firings the counterfactual was mean R -0.132 -> +0.216 at +0.5R.
enum WARRIOR_BREAKEVEN
  {
   BE_OFF    = 0,  // Never move the stop to entry
   BE_AT_0R5 = 5,  // +0.5 R
   BE_AT_0R7 = 7,  // +0.7 R
   BE_AT_1R0 = 10, // +1.0 R
   BE_AT_1R5 = 15, // +1.5 R
  };
//--- MANAGEMENT MODEL CUT. At +0.5R the model is asked "does this continue?"; below this
//--- probability the trade is closed at the crossing instead of being left to the stop. The value
//--- IS the percent. MGMT_OFF disables both the model and its training walk.
//---
//--- ⚠ 46% of crossings continue and 54% retrace, so a cut of 50 acts on almost every trade while
//--- a cut of 30 acts only where the model is confident. Which is right depends on the model's
//--- calibration, which is why this is an input and not a constant - and why the net prints its
//--- held-out AUC: a cut applied to a coin-flip model is just a random early exit.
enum WARRIOR_MGMT_CUT
  {
   MGMT_OFF   = 0,  // No management model
   MGMT_CUT30 = 30, // exit when P(continue) < 0.30
   MGMT_CUT40 = 40, // < 0.40
   MGMT_CUT50 = 50, // < 0.50
   MGMT_CUT60 = 60, // < 0.60
  };
//--- FADE THE CROWD. When at least this many filters vote the SAME way, take the OTHER side; when
//--- fewer do, stand aside entirely. The value IS the voter count.
//---
//--- WHY THIS EXISTS. Measured on 32,409 traded bar-sides (4 majors, H4, 2015-2026) the ensemble's
//--- conviction is monotonically ANTI-predictive: agree=12 -0.27R, agree=13 -0.61R, in both halves,
//--- on every symbol. Priced exactly from the journal as a symmetric-1R fade (wins iff the traded
//--- side touched -1R before +1R, read from mfeR, ties scored AGAINST the fade): agree>=12 gives
//--- +0.294R in-sample and +0.323R out of sample, every symbol, every t >= 3.5. The mechanism is
//--- plain: these are lagging indicators, the vote fires after the move, and when ALL of them agree
//--- the move is mature. Unanimity is exhaustion.
//--- USE WITH StopMode == TargetMode (1R/1R). The measurement was symmetric; an asymmetric fade is
//--- a different trade that has not been priced.
enum WARRIOR_FADE
  {
   FADE_OFF      = 0,  // Normal voting
   FADE_AGREE_11 = 11, // Fade when >= 11 filters agree (+0.15R measured)
   FADE_AGREE_12 = 12, // Fade when >= 12 agree (+0.29R measured)
   FADE_AGREE_13 = 13, // Fade only unanimity (+0.6R measured, rare)
  };
//--- THE DIP-BUY'S TWO MEASURED FORMS (Signals\SignalDipBuy.mqh has the numbers): the daily RSI(2)
//--- Connors form, and the z-score form that the seven-style scan found to be the deepest and the
//--- only one with H4 cadence (~15 trades a month on SP500).
enum WARRIOR_DIP_ENTRY
  {
   DIP_RSI2   = 0,   // RSI(2) at or below RsiEntry (the daily Connors form)
   DIP_ZSCORE = 1,   // close below the 20-bar mean by DipZ standard deviations
  };
//--- THE MIND (Mind\WarriorMind.mqh): the trader behind the signal. It reads the closed signal bar
//--- through several modalities, books every trade with what it saw, and reviews that book.
//---   OBSERVE   changes nothing that is traded. The default: run a backtest, then read the book.
//---   SIZE      trades that the journal rates below the book's average get LESS risk (never more).
//---   SIZE_GATE as SIZE, and a setup the journal rates a coin flip or worse is skipped.
//--- Both acting modes stay silent until MindMinTrades have closed.
enum WARRIOR_MIND
  {
   MIND_OFF       = 0, // Off
   MIND_OBSERVE   = 1, // Observe: book every trade with its context, change nothing
   MIND_SIZE      = 2, // Size: journal review scales risk down, never up
   MIND_SIZE_GATE = 3, // Size + stand aside when the journal says coin flip
  };
#endif // WARRIOR_SIMPLE_ENUMS_MQH