Warrior_EA/Signals/Signals.mqh

//+------------------------------------------------------------------+
//|                                                      Signals.mqh |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link      "https://www.mql5.com"

#include "SignalPAI.mqh"
#include "SignalHYBRID.mqh"
#include "SignalsessionFilter.mqh"
#include "SignalNewsFilter.mqh"
#include "SignalCONV.mqh"
#include "SignalLSTM.mqh"
#include "SignalRiskGuard.mqh"
refactor(meta): remove meta-labeling entirely - RETRAIN-NEUTRAL ~2,300 lines. META had real, repeatedly measured ranking skill and ZERO operating points that ever cleared break-even (0/350 H1 eras, 1/999 H4 pre-2-sigma, 0/8 pooled fitted points). The clinching arithmetic was edge x width = 0.095 ATR/trade against spread 0.099 ATR/trade, and the dose-response showed the high-conviction tail is temporally unstable - the precision-vs-threshold slope flips sign between calib and test on 3 of 4 symbols, so no ex-ante threshold rule exists. It shipped default-off and never gated a live entry. The self-measured tier weights are what actually rank the vote, and all six H4 instruments converged on them alone. RETRAIN-NEUTRAL, and that is the property that made this safe: - The weights fingerprint emitted "\|TGT:META2" or "\|TGT:SWG1" from an if/else. Every direction model already took the SWG1 arm, so collapsing it to an unconditional append is byte-identical. No .nnw or .cfg is orphaned or re-keyed. - NetInputWidth() lost its "+ MetaDescWidth()" term. MetaDescWidth() returned 0 for every direction model, so the input layer is unchanged. - DbLegacyAiSlot()'s slot 5 was reachable only with all four Use_* NNs off AND meta on - a config that never shipped. Every existing .db keeps its filename. Deleted outright: Signals/SignalMETA.mqh, Expert/Trading/MetaGate.mqh (the directory is now empty), Expert/Training/{MetaCorpus,MetaCandidateStore, MetaFamilies}.mqh, Tests/Test_MetaFamilies.mq5, Meta_Labeling_Design.md. Unwound in place, the delicate part: Training.mqh carried four IsMetaTarget() branches whose else-arm WRAPPED the direction body (pass 1 queueing, pass 2 backprop, pass 2.5 calibration, pass 3 OOS scoring). Each wrapper is removed and the direction body promoted back to its original nesting - the bodies were never re-indented when the wrappers were added, so the promoted code is byte-identical to what ran before META existed. Also gone: the ensemble verdict's meta-veto replay and its approved/vetoed/unscored counters, the per-family/per-side OOS decomposition arrays, the m_isTrainQueueCand parallel queue and its lockstep shuffle, and the S2 era report. Also removed: the CMetaGate abstraction and the live CheckOpenPosition veto; m_gates plus AddFilter's non-voter routing and IsVotingSignal() (META was the only non-voting child, so m_gates was always empty); m_parentSignal/SetParentSignal (existed only to reach the root's gate); SweepPrepare/SweepPrepareIndicator (only caller was the corpus sweep); IsMetaTarget() from all four view interfaces and their adapters; Use_MetaLabeling, EnableMETA, Meta_ExportDataset, m_trainTarget. EvalShift is KEPT - HistoricalNetVote() uses it for the filtered overlay, not just the corpus sweep; only its comment changed. The 2-output softmax arm in NetForward.mqh is kept too: it costs nothing and is the reusable binary-head path, now commented as unclaimed rather than as META's. Compile-verified in _claude_stage: 0 errors, 0 warnings, matching the pre-edit baseline. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> 2026-08-25 09:44:52 -04:00			`//+------------------------------------------------------------------+`
convert 2025-05-30 16:35:54 +02:00			`//\| Signals.mqh \|`
			`//\| AnimateDread \|`
			`//\| https://www.mql5.com \|`
			`//+------------------------------------------------------------------+`
			`#property copyright "AnimateDread"`
			`#property link "https://www.mql5.com"`
2026-04-20 22:35:14 -04:00
convert 2025-05-30 16:35:54 +02:00			`#include "SignalPAI.mqh"`
feat: implement hybrid AI signal with CNN-LSTM architecture and add pooling parameters 2026-07-27 22:08:55 -04:00			`#include "SignalHYBRID.mqh"`
convert 2025-05-30 16:35:54 +02:00			`#include "SignalsessionFilter.mqh"`
			`#include "SignalNewsFilter.mqh"`
			`#include "SignalCONV.mqh"`
fix: correct array orientation and PReLU gradient backprop in hidden layers - Ensure `tick_volume` array is set as series in ADShorteningOfThrust.mq5 to prevent future-data leak in volume calculations. - Ensure `open` array is set as series in ADWyckoffFailedStructure.mq5 to prevent future-data leak in structure detection. - Add missing PReLU gradient scaling (multiply by 0.01 for negative outputs) in CPU_CalcHiddenGradient and DirectML shader to match expected derivative behavior across all backends. 2026-07-17 23:21:12 -04:00			`#include "SignalLSTM.mqh"`
feat: add daily-loss and max-drawdown risk circuit breakers Audit turned up a real gap for a prop-firm-portfolio-manager use case: nothing in this codebase watched for account-level daily-loss or max-drawdown breaches - the single most common way a prop-firm evaluation actually gets failed. New Signals/SignalRiskGuard.mqh (CSignalRiskGuard), wired into the exact same filter-composition chain as SignalNewsFilter/ SignalSessionFilter (CreateSignalWithRetry/AddFilterToSignal, no new architecture). Vetoes new entries only (never closes existing positions - a materially bigger behavior change, left to the trader/EA's own SL/TP handling) once either MaxDailyLossPct or MaxDrawdownPct (new RISK_LIMIT_PCT_PRESET inputs, both default disabled) is breached. Peak equity and the current broker day's starting balance persist to a small local per-symbol-per-magic state file - peak equity in particular must survive a restart to mean anything, otherwise a restart would silently reset drawdown tracking. New RISK_LIMIT_PCT_PRESET enum (2/3/4/5/8/10/15/20%) rather than reusing PERCENTAGE_PRESETS, which steps by 10 starting at 10 - too coarse for prop-firm-style limits (commonly single-digit daily loss, ~8-10% max drawdown). Compiled clean (MetaEditor, 0 errors/0 warnings). Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> 2026-07-18 17:29:38 -04:00			`#include "SignalRiskGuard.mqh"`