2025-08-13 19:40:04 -04:00 | | | # Policy JSON Schema (DualEA)
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2026-02-05 01:22:42 -05:00 | | | This document defines the expected structure of `policy.json` consumed by both `PaperEA_v2` and `LiveEA`.
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| | | > **Implementation Note:** LiveEA has full per-slice policy parsing with scaling support. PaperEA_v2 has minimal policy parsing (checks `min_confidence` string presence only).
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2025-08-13 19:40:04 -04:00 | | |
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| | | ## Location
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| | | - MT5 Common Files: typically `C:\Users\<you>\AppData\Roaming\MetaQuotes\Terminal\Common\Files\DualEA\policy.json`
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2026-02-05 01:22:42 -05:00 | | | - Reload signal: `Common\Files\DualEA\policy.reload`
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| | | - **PaperEA_v2**: Hot-reload supported via timer polling + optional HTTP
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| | | - **LiveEA**: Policy loaded on init only; restart required for updates
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2025-08-13 19:40:04 -04:00 | | |
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| | | ## Top-level Fields
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| | | - `min_confidence` (number): gating threshold; trades require `p_win >= min_confidence` unless a fallback path is taken.
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| | | - Note: Policy is considered "loaded" when there is at least one slice (`slices.length > 0`). `min_confidence` does not determine loaded state.
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| | | - `slices` (array of objects): per-slice policy entries.
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| | | ## Slice Fields
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| | | Each slice object supports:
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| | | - `strategy` (string): strategy identifier matching EA strategies.
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| | | - `symbol` (string): normalized symbol, e.g. `"EURUSD"`. Special case: `"*"` to indicate strategy-only aggregate.
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| | | - `timeframe` (integer): MT5 timeframe constant number; `-1` indicates aggregate across timeframes for a symbol.
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| | | - `p_win` (number): probability/confidence used by gating.
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| | | - `sl_scale` (number): stop-loss scale multiplier.
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| | | - `tp_scale` (number): take-profit scale multiplier.
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| | | - `trail_atr_mult` (number): trailing policy multiplier (ATR-based or treated as generic trailing scale by the EA).
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| | | ## Aggregation & Lookup
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| | | `PaperEA` uses the following lookup order (see `GetPolicyProb()`):
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| | | 1. Exact match: `(strategy, symbol, timeframe)`
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| | | 2. Strategy + symbol aggregate: `(strategy, symbol, timeframe=-1)`
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| | | 3. Strategy-only aggregate: `(strategy, symbol="*", timeframe=-1)`
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| | | If no slice is found, `GetPolicyProb()` returns `-1.0` and the EA may use the default policy fallback path if enabled.
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| | | ## Example
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| | | ```json
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| | | {
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| | | "min_confidence": 0.45,
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| | | "slices": [
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| | | { "strategy": "BollAverages", "symbol": "EURUSD", "timeframe": 60, "p_win": 0.52, "sl_scale": 1.0, "tp_scale": 1.2, "trail_atr_mult": 1.0 },
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| | | { "strategy": "BollAverages", "symbol": "EURUSD", "timeframe": -1, "p_win": 0.50, "sl_scale": 1.0, "tp_scale": 1.0, "trail_atr_mult": 1.0 },
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| | | { "strategy": "BollAverages", "symbol": "*", "timeframe": -1, "p_win": 0.48, "sl_scale": 1.0, "tp_scale": 1.0, "trail_atr_mult": 1.0 }
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| | | ]
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| | | }
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| | | ```
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| | | ## Notes
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| | | - Scaling is applied only when a valid slice is found and policy gating is active. Fallback trades (no policy or slice miss) use neutral scaling.
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| | | - Trainer/export scripts should ensure symbols/timeframes align with EA normalization and MT5 constants.
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