mql5/Experts/Advisors/DualEA/docs/KB-Schemas.md

Knowledge Base CSV Schemas (DualEA)

This document defines the exact CSV schemas produced and consumed by DualEA components. All files live under MT5 Common Files.

• Typical path: C:\Users\<you>\AppData\Roaming\MetaQuotes\Terminal\Common\Files\DualEA\
• Alternate path: C:\ProgramData\MetaQuotes\Terminal\Common\Files\DualEA\

Global Conventions

• Delimiter: comma ,
• Header row: always present; created automatically on first write
• Timestamp format: TimeToString(..) default (date + time with seconds), e.g. 2025.08.10 16:12:34
• File API: MT5 FileOpen(..., FILE_CSV | FILE_COMMON, ','); exploration counters use FILE_ANSI
• Share mode: writers generally use FILE_SHARE_WRITE to permit concurrent access

Source of truth: Include/KnowledgeBase.mqh, PaperEA/PaperEA_v2.mq5.

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knowledge_base.csv

Header (exact):

timestamp,symbol,type,entry_price,stop_loss,take_profit,close_price,profit,strategy_id

Defined by CKnowledgeBase::CKnowledgeBase() and written in CKnowledgeBase::WriteRecord().

Columns:

• timestamp: datetime (string) — order execution time
• symbol: string — instrument symbol (e.g., EURUSD)
• type: int — MT5 ENUM_ORDER_TYPE as integer (e.g., 0 buy, 1 sell)
• entry_price: double — formatted with _Digits
• stop_loss: double — formatted with _Digits
• take_profit: double — formatted with _Digits
• close_price: double — formatted with _Digits
• profit: double — formatted with 2 decimals
• strategy_id: string — strategy name/ID that generated the trade

Notes:

• Path: DualEA\knowledge_base.csv
• Open flags: FILE_CSV | FILE_COMMON with FILE_SHARE_WRITE

---

knowledge_base_events.csv

Header (exact):

timestamp,strategy,retcode,deal,order

Written by CKnowledgeBase::LogTrade().

Columns:

• timestamp: datetime (now)
• strategy: string — strategy name
• retcode: int — MT5 trade result code (MqlTradeResult.retcode)
• deal: int — deal ticket
• order: int — order ticket

Notes:

• Path: derived from main KB path (e.g., DualEA\knowledge_base_events.csv)
• Open flags: FILE_READ|FILE_WRITE|FILE_CSV|FILE_SHARE_WRITE|FILE_COMMON

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features.csv (long format)

Header (exact):

timestamp,symbol,strategy,feature,value

Created by CFeaturesKB::EnsureHeader() and appended by CFeaturesKB::WriteKV().

Columns:

• timestamp: datetime — event time for feature
• symbol: string — instrument symbol
• strategy: string — strategy name
• feature: string — feature key (e.g., r_multiple, indicators, regime flags)
• value: double — 8 decimal places

Notes:

• Path: DualEA\features.csv
• Writers: FILE_READ|FILE_WRITE|FILE_CSV|FILE_SHARE_WRITE|FILE_COMMON
• Readers: sometimes parsed as text (FILE_TXT|FILE_ANSI) in Include/StrategySelector.mqh (recency scoring expects r_multiple rows)

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explore_counts.csv (weekly)

Header (exact):

key,week_monday_yyyymmdd,count

Managed by SaveExploreCounts(), LoadExploreCounts() in PaperEA/PaperEA_v2.mq5.

Columns:

• key: string — slice key strategy|symbol|timeframe
• week_monday_yyyymmdd: int — week bucket computed by WeekMondayId() (Monday of week)
• count: int — number of explorations used for the week

Notes:

• Path: DualEA\explore_counts.csv
• Open flags: FILE_*|FILE_CSV|FILE_ANSI|FILE_COMMON

explore_counts_day.csv (daily)

Header (exact):

key,day_yyyymmdd,count

Managed by SaveExploreCountsDay(), LoadExploreCountsDay().

Columns:

• key: string — slice key strategy|symbol|timeframe
• day_yyyymmdd: int — daily bucket computed by DayId()
• count: int — number of explorations used for the day

Notes:

• Path: DualEA\explore_counts_day.csv
• Open flags: FILE_*|FILE_CSV|FILE_ANSI|FILE_COMMON

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Log Prefix Reference (for schema consumers)

Common journal prefixes related to these files:

• Policy gating: min_conf=... slices=N
• Insights gating: loaded N slices
• GATE: explore allow ... (day=d/D, week=w/W)
• GATE: blocked ... reason=explore_cap_day|explore_cap_week ...
• FALLBACK: policy slice missing -> neutral scaling used for <strat> on <symbol>/<tf> demo=<true|false>
• FALLBACK: no policy loaded -> neutral scaling used for <strat> on <symbol>/<tf> demo=<true|false>

These strings are emitted by PaperEA/PaperEA_v2.mq5 and help interpret how counters and CSV rows are produced.