forked from MrBaro75/Warrior_EA
| Author | SHA1 | Message | Date | |
|---|---|---|---|---|
|
|
6308a19f27 |
feat(signal): make the signal cooldown tunable, and add a hard any-direction gate
The declustering the charts needed already existed - NmsLiveAccept, per-direction run-collapse plus cross-direction resolution plus strict alternation - and it was already set to 10 bars. It could not be TUNED: SignalClusterWindow was a compile- time const, so finding the right value needed a rebuild. That is the actual gap. Now three inputs, as enum dropdowns: Signal_CooldownScope per-direction, or a hard any-direction gate on top Signal_CooldownBars SCB_OFF..SCB_50, default 10 Signal_CooldownMinutes SCM_OFF..SCM_1440, overrides bars when set Minutes resolve against the CHART period and round UP, so a cooldown asked for in wall-clock is never silently shorter than requested and survives a timeframe change. SCB_/SCM_ prefixes are deliberately unique. M15/M30/M60 are ALREADY members of NF_LOOKBACK_PRESETS, and MQL5 binds a duplicated enum member to the first-declared enum silently - the obvious names would have compiled straight into the news filter's values. THE ANY-DIRECTION GATE IS ADDITIVE, NOT A REPLACEMENT, and the first cut of this had it backwards. Measured on the live log: the current rules draw 222 arrows over 4999 bars, while a BARE 10-bar cooldown permits up to 454 - because ALTERNATION is what declutters today, not the window. Swapping the rules out would have roughly doubled the clutter it was asked to remove. Layered, it can only ever suppress more. Suppressed bars still advance the per-direction last-SEEN cursors, so a run straddling the boundary does not restart as if it were fresh. Applied at all THREE sites that must agree - live inference, OOS pass-3 scoring and the chart renderer. Their own comments say why: an arrow set that does not obey the same rule as the traded set shows calls the EA would never take. Also corrects a stale comment that called this window "display only". It is not: when it suppresses, the live path zeroes the signal outright - no arrow, no vote, no position. Training never sees it, so these cost no retrain and are correctly absent from the fingerprint. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
||
|
|
b92e233b88 |
fix(chart): a deployed model rescans history to rebuild its vote arrows
The sidecar added in
|
||
|
|
1baa13c5b4 |
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>
|
||
|
|
b5d34a82b4 |
feat(panel): one live vote line, no stale era count, no per-model HUD
Two chart-display fixes reported after watching a converged 4-model ensemble: the ensemble panel's trailing "(era 69, 4 models, DEPLOYING)" was frozen at whatever era the ensemble happened to deploy on, and the separate top-right HUD (one line per model, raw B/S/N + weight + era + error) was clutter once the vote itself is what matters. Root cause of the freeze: g_ensembleVoteLine is written once per era, at pass-3 completion. A deployed/converged ensemble runs no further eras (ScheduleTrainingIfNeeded's trainingComplete branch skips Train() entirely), so that line could never update again - the era count and "DEPLOYING" marker were permanent set-dressing from the deploying era, not a live reading. - EnsembleScoreCombinedVote() drops the era/DEPLOYING tail once g_ensDeployApproved - nothing left there worth freezing. - UpdateVoteReadout() (the aggregate "VOTE ..." line, previously its own top-right chart object) now writes g_liveVoteLine instead of drawing anything. Both status-label builders - PublishEnsembleStatus for the ensemble panel, PublishStatus's choke point for the solo panel - append it as one line, refreshed every tick/timer exactly as the old HUD was, so the live vote replaces the frozen era tail in the same visual slot. - RefreshVoteReadout()'s per-member loop (DisplayHudLine, one ObjectLabel per model) is deleted outright rather than folded in - the operator asked for the aggregate only, "without telling me each individual network". Follow-on dead-code removal, since DisplayHudLine was the only caller: the DispProb/DispSignal/MetaGateArmedNow/MetaHasScore/ MetaLastP/MetaLastBe/MetaApproved/MetaVetoed leg of IChartView (and its AIBaseChartView/AIBaseChartViewImpl/ExpertSignalAIBase forwards) had no other reader. The underlying data survives untouched - m_metaTelemetry is still populated live by SignalMETA.mqh, m_dispSignal still feeds ProspectiveVote - only the chart-view forwarding that existed solely to reach the deleted HUD is gone. Compile: 0 errors, 0 warnings (stage). Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
||
|
|
8f2164698b |
feat(target): delete the barrier/geometry stack - the label is the verdict
Step 3 of the swing-pivot plan, whole-hog. The swing label is now the ONE target and the era verdict is precision + recall per class against the label's own base rate - no win rate, no break-even, no expectancy, no geometry anywhere in training. DELETED - Expert/Excursion/ (4), Expert/BarrierHorizon/ (4), GeometrySweep, FirstPassageLadder, Labeling/TripleBarrier.mqh (CLabelOverlap survives in Labeling/LabelOverlap.mqh), 3 test EAs. - TripleBarrierLabel + walk, fractal label, geometry derivation/scan/ adoption, exit-policy replay, excursion MI targets, the drift verdict (DIRECTION_INTELLIGENT), the recall floor, balanced-accuracy telemetry, the barrier defines, the .cfg geometry adopt (slots kept as zeros for the positional layout), the derived-geometry live-order override. - TRAINING_TARGET input/enum: direction models are always swing; META2 re-keys the meta head onto label agreement (descriptor loses its two geometry slots). REWORKED - Labels.mqh (1795 -> ~370 lines): AdvanceSwingLabelState with FINALITY-GATED CACHING - an unresolved bar (pivot pair uncommitted) is never cached, so it can never freeze as a false Neutral; training, calibration, OOS scoring and online learning all skip unresolved bars. - SDeployVerdict: significance-only; SOosTally chance = larger directional class share; pooled gate poolability = timeframe (record v2). - Purge/embargo/declustering gaps: the measured mean label resolution lag (LabelResolutionBars), not a barrier horizon. - Pool purge key + backfill DB rows: marked at the bar the label resolved on (m_labelResolveAge), not a fabricated barrier touch. - Online learning frontier: finality, not a horizon delay. - m_bestBalancedOos -> m_bestSelectionScore, m_erasSinceBestBalanced -> m_erasSinceBest, ensemble vote outcome arrays -> label arrays. STEP 4 folded in: Entry_Multiplier / SL_Mode / TP_Mode / tradingdirection are inputs again - trade management is the tester GA's search space. Fingerprints: every direction model re-keys (TGT:SWG1 now unconditional, CUT token gone); META1 -> META2. Full retrain, as planned. Compile-verified in _claude_stage: Warrior_EA + both surviving test EAs, 0 errors, 0 warnings each. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
||
|
|
053d704a84 |
refactor(chart): ChartUI is a real collaborator, not a raw-include partial (S2)
Expert/AIBase/ChartUI.mqh was 869 lines of method bodies of CExpertSignalAIBase, #included after the class declaration - free to touch any of its ~500 members. First of the eleven AIBase/*.mqh partials to come out (fewest inbound edges - see the SOLID campaign session order), using the same view+adapter shape already proven for CTrainingDataView. CChartView (Expert/Chart/IChartView.mqh) is the abstract read/behaviour surface a chart-rendering collaborator needs - identity, bar/model access, the prediction cache, and the training/vote/meta scalars the panel and HUD line summarise. CAIBaseChartView is the adapter the signal owns and binds to itself (MQL5 gives a class exactly one base, so CExpertSignalAIBase cannot implement the view directly). CChartUI is the real collaborator: it owns the arrow-restore queue, the rescan queue/tally, the last-arrows-saved count and the purge-mismatch latch as its own fields (verified via grep to be touched nowhere else in Expert/), and reaches everything else - including StartChartSignalRescan, moved in from its old inline home in the header since it drives the exact same rescan state machine AdvanceChartSignalRescan drains - through the view. m_arrowSignalCache and m_signalClusterWindow stay on the signal: Training.mqh writes the cache directly every era and the training-data view already reads it, so moving it would mean rewriting Training.mqh's write sites too - out of scope here. CChartUI reaches it through four bounds-checked accessors instead of a raw member poke. All 10 public methods keep their exact signatures and become one-line forwards on the signal, so no other file's call sites change except Training.mqh's one era-end status refresh, which now reads RefreshStatusLabel() rather than reaching into CChartUI's now-private last-displayed-neuron cache directly. Verified structurally, not compiled (never compile - the operator does, in MetaEditor): brace balance checked on every touched/new file against HEAD, and the view/adapter/impl method lists cross-diffed to confirm all 59 accessors match 1:1 across the interface, the adapter declaration and the adapter body. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> |