forked from MrBaro75/Warrior_EA
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4e2cdd3aff |
fix(chart): reconcile the cooldown over the CHART, not over one producer's record
The record-based prune was individually correct and still left clusters. It is not the only producer of a vote arrow: the persisted-arrow RESTORE thins its own list from its own state, the overlay sweep thins its own list from its own state, and the live gate marks the current bar from a third. Each spaces ITS OWN survivors 30 bars apart; interleaved on one chart the union sits 1 bar apart. Two independent thinning passes over one namespace produce a union, not an intersection. MEASURED from the saved .votearrows files, which is what the chart actually holds: XTIUSD 284 arrows, 180 gaps under 30 bars, 148 of them SAME-SIDE, min gap 0 XAUUSD 263 arrows, 177 gaps under 30 bars, 144 same-side, min gap 1 EURUSD 309 arrows, 176 gaps under 30 bars, 110 same-side, min gap 0 while every producer's own log reported it had thinned correctly. The sweep's 'drew' counter says what ONE producer drew; the chart is the union. Verifying on that counter is what let this stand through four builds. The authority is now the chart itself: after the sweep, walk every SIG_VOTE_PREFIX OBJ_TREND object, sort by time, enforce one window. Whatever drew an arrow, this runs last. OBJ_TREND only - a mark is a line AND an arrow and the line is canonical, the same test Snapshot() uses. Sorted first, because object order is not time order and an unsorted forward walk yields negative gaps, which is how a prune once deleted 272 of 273 arrows. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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2ca32e933f |
fix(signal): the overlay cooldown prune ran backwards and left ONE arrow per chart
cooldown-v2 suppressed 272 of 273 on SP500, 320 of 321 on EURUSD, 329 of 330 on USDCAD - one surviving arrow on every chart in the fleet. The record is OLDEST-FIRST. The prune walked it backwards, so every gap came out NEGATIVE, and a negative gap is always <= the window: everything after the first arrow was suppressed. The direction was taken from the member comment on m_overlayIndex, which reads "walking newest -> oldest" and is WRONG. The sweep DECREMENTS a SERIES index (0 = newest) from MathMin(span, barsAvail-150) down to m_overlayStopIndex, so it walks OLDEST -> NEWEST. The pre-existing overlay NMS at the draw site agrees - it tests (m_overlayNmsKeptIdx - idx) and expects that to be positive for later bars. A stale comment counts as a guess, and this one cost a build. Comment corrected at the declaration so the next reader is not misled the same way. Guard added: the gap must be > 0 as well as <= the window. A non-positive gap means the record is not in the order this loop assumes, and suppressing the whole chart is precisely what that looks like from the outside - so it now fails visibly by KEEPING rather than silently by deleting. Found only because the verification was the drawn arrow count rather than an assertion that the code was correct. Compiling clean said nothing about it. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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110080dc86 |
fix(signal): the cooldown belonged at the VOTE layer, as a filter - not per member
cooldown-v1 extended NmsLiveAccept, which declusters each MEMBER's own signal. That is not what the charts show and not what trades. The combined vote in CExpertSignalCustom had NO spacing rule at all - grep found not one reference to the cluster window in that file - so four individually-declustered members were averaged into a vote that could fire on consecutive bars. Measured live: 2,970 voting bars becoming 299-328 vote arrows. Proof of the diagnosis, from the deployed fleet under cooldown-v1: SP500 273 and XAUUSD 212 arrows, unchanged from before the change. The member-level rule could not touch them. Gated where the vote becomes a trade - CheckOpenPosition, beside the open-prohibition and open-market-closed checks, tracing as "open-cooldown". That is the filter chain the request asked for from the start and it is where this should have gone first. Suppression there means no order AND no live arrow, honouring the same "no arrow, no vote, no position" contract the member rule already had. THE DRAWN HISTORY NEEDED A SECOND PASS, NOT AN INLINE TEST. The overlay sweep walks NEWEST->OLDEST and is chunked across ticks, so an inline cooldown would keep the NEWEST bar of a cluster while the live gate keeps the FIRST, and the drawn set would contradict the traded set - the exact defect the renderer's own comments warn about. The sweep now records what it drew and prunes it backwards over that record, which is forward in time. Direction() is a TRANSACTION that can run more than once on a bar, so the live accept is cached per bar time. Without that a second call flips the bar's verdict after it has already journaled one. One resolver, WarriorSignalCooldownBars(), now serves both layers so they can never disagree about the window. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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d9092a2408 |
fix(vote): persist the member's skill verdict - a converged model was ruled no-skill on every restart
SP500 resumed converged at era 136 with its tier ladder correctly restored and still swept 4999 bars reporting "0 had a snapshot, drew 0 arrow(s)" while the other five charts drew 221-312. HasDemonstratedEdge() - added with the no-skill exclusion - compares m_eraStatPrecPct against m_eraStatChancePct. Both are written once per era by EnsembleStashEraStats. A converged model runs no eras, so after a restart both sat at their -1 ctor defaults, every member was ruled no-skill, ReconstructionWeight() returned 0 for all four, and the overlay divisor was zero on every bar. Exactly the failure the WST7 ladder persistence fixed one level down: the ladder says how much a member votes, this says whether it may. RankTiersFromOos already computes the pair (pooled holdout precision and the zero-skill reference rate) and now records it as the CERTIFIED edge. That path is reached by the era end AND by the deployed replay, which is the only measurement a converged model will ever make. Persisted as WST8; HasDemonstratedEdge() prefers the era pair and falls back to it. The census line also had to be fixed: it reported "NOT ONE of those bars had a single member snapshot ... no enrolled member has published m_overlaySigSnap" for a condition that was purely a skill verdict. The snapshots were there. It now counts the two causes separately and names the one that fired. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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4e4bff51d4 |
feat(vote): backfill the ensemble win-rate record from the overlay sweep
"Vote win rate: measuring..." never resolved on a deployed chart whose .stats predate the WST7 ensemble record: g_ensCumOosTotal is fed only by the era-end combined-vote scorer (Training.mqh), and a deployed ensemble runs no further eras. The replay pass rebuilt every MEMBER's ladder (64-71% each, per the 16:12 log) but nothing ever scored the COMBINED vote, so the aggregate line sat on "measuring" while 300+ arrows drew. The overlay sweep already reconstructs the vote per bar with the live threshold and direction policy - so it now also tallies, BEFORE declustering (NMS thins arrows, not calls), each threshold-clearing bar against the inline swing-pivot label (same resolution ScoreReplayFromCache uses, same window-mismatch reason). On sweep completion Warrior_EA.mq5 harvests the tally through a consuming one-shot read and adopts it ONLY when the record is empty and the models are deployed - a training-time sweep can never pre-empt the era scorer, and a restored record always wins. The result is persisted immediately into every member's .stats. Also verified against the same log: the sweep does NOT ignore DrawUnfilteredSignals - 4986 voter bars -> ~300 arrows, all gated on the 25% open threshold. The arrow increase vs the restored set (41-312 saved) is the replay-minted ladder reading stronger (partly in-sample), plus the reconstruction deliberately not replaying order validation/session hours (tooltip says so); the backfilled record carries the same caveat and is labelled so in the log. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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b13a68e411 |
chore(panel): trim the live vote line to direction, magnitude, voters, verdict
Drops "peak N%", "need N%" and the "armed (bar still open)" middle verdict state - three pieces that were useful while tuning Signal_ThresholdOpen but add nothing once a chart is settled and running. m_votePeak is still tracked (nothing programmatic reads it via this line), just no longer printed. The verdict collapses back to two states: "training, not tradable yet" (undeployed) or TRADE/no trade (deployed) - fires is already forced false on a prospective vote, so "no trade" falls out for a bar that hasn't closed without a separate word for it. Compile-verified in _claude_stage: 0 errors, 0 warnings. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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484a9d8b0f |
fix(panel,arrows): one deploy predicate, a deployed-only readout, and persist the vote arrows
Four reported symptoms, three of them one root cause: the ensemble's certified record was session-scoped and written ONLY at pass-3 completion. A deployed ensemble runs no further eras, so every restart lost the aggregate win rate, the aggregate panel line and the overlay snapshots - and could never regenerate them, because regeneration only happens at an era end that will never come. THE SELF-CONTRADICTION. Member rows read "Live - learning from new bars" (from m_trainingComplete) while the line under them read "training, not tradable yet" (from `prospective`, which means "this number came from ProspectiveVote() rather than a real Direction() call" - what happens on any bar where every member abstains, and which says nothing whatever about training state). Both now resolve through one predicate: WarriorChartModelsDeployed(), fed by members publishing their own state on the same slot and cadence as their vote. Adds a third verdict word, "armed (bar still open)", for a deployed model on a prospective recompute - the case that used to claim it was training. DEPLOYED PANEL. Once every published model is converged the per-member rows are dropped: what ships is the aggregate vote win rate, the live vote, and the verdict. While training the rows stay - they are the only way a collapsed or lagging member is visible, since a collapsed member abstains and so is invisible in the aggregate by construction. ACCURACY NOW RESPECTS THE ENTRY THRESHOLD. The panel's "precision 65%" came from m_cumOosCorrect/m_cumOosTotal, which counts every bar a model called Buy or Sell - threshold-blind, and per-model rather than per-vote. The correct number already existed (votePrecPct: bars where |vote| >= threshold and the direction policy allows) and is now what the panel shows, with the threshold named in the text because the number is meaningless without it. VOTE ARROWS PERSIST. With DrawUnfilteredSignals off - the default - the chart shows SIG_VOTE_PREFIX arrows, and nothing saved them: CChartUI's .arrows sidecar is member-scoped and never saw that layer. New CVoteArrowStore mirrors them to a chart-keyed sidecar and restores them progressively at init, on the same budgeted non-blocking path. The header stores the open/close thresholds; a mismatch on load DISCARDS the arrows rather than redrawing a picture of a strategy no longer configured - stale arrows are worse than none, because none is visibly empty and stale is confidently wrong. Also: .stats bumped to WST7 carrying the ensemble record (guarded on threshold match, most-complete-copy-wins), and the loader's version tests collapsed from an or-chain to ">=" - the magics are ASCII 'WST1'.. 'WST7' so they are already ordered, and a missed arm in that chain reads the NEXT field's bytes into this one, which fails as plausible numbers rather than as an error. Compile-verified in _claude_stage: 0 errors, 0 warnings. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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15827a6b77 |
refactor(trade-mgmt): remove all confidence-scaled trade management
Five modes went, all of them staking real risk on the model's confidence: Intelligent entry (ENTRY_INTELLIGENT), stop (SL_INTELLIGENT), target (TP_INTELLIGENT), trailing (CTrailingIntelligent) and lot size (CMoneyIntelligent's quarter-Kelly). With them, the Confidence_Source input and the CONFIDENCE_SOURCE enum, whose only job was choosing which number those five read. The reason is calibration, not correctness: the confidence magnitude is known to be miscalibrated against the label prior, so every one of these modes multiplied money by a quantity whose units were never established. The DB arm had a second, independent defect - since the tester DB guard (SignalDatabaseActive) it reads 0 in tester and optimizer but non-zero live, so any backtest of CONF_DB/CONF_BLENDED could not reproduce live trading. And what the DB produces is a filter-RANKING win rate, not a per-trade win probability. Both confidence numbers are still recorded per trade (aiConfidence / dbConfidence) and still bucketed against outcome in TradeJournalReport. Recording is what keeps the question answerable; acting on it was the part with no evidence behind it. ConfidenceBridge.mqh now carries an explicit telemetry-only rule at the top. ENUM ORDINALS PINNED. Removing a member vacated a value in four enums at once and MT5 does not validate an enum input replayed from a saved .set or a stored optimization pass. TRAILING_STRATEGY and MONEY_MANAGEMENT_STRATEGY now carry explicit values so the survivors keep the numbers they were saved as, and ValidateBarrierInputs is widened into ValidateTradeManagementInputs covering SL_Mode, TP_Mode, Entry_Multiplier, TrailingStrategy and MM_STRATEGY. Without that gate a chart saved with the Intelligent stop would feed SL_Mode = -1 into a multiplier now used verbatim, placing the stop on the wrong side of entry. RETRAIN-NEUTRAL: neither SL_Mode nor TP_Mode appears in BuildModelFingerprint() or ComputeDbConfigFingerprint() since the swing-pivot target replaced the barrier labels. No .nnw, .cfg or .db re-keys. Also drops the now-dead g_TradeRewardRiskRatio bridge, the CMoneyRiskBase::AdjustRiskAmount hook and the unsigned AIConfidence(). Compile-verified in _claude_stage: 0 errors, 0 warnings. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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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>
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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> |
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12d9871650 |
chore(comments): drop two references to the deleted drift verdict
DIRECTION_INTELLIGENT and the drift verdict it fed were removed in
the step-3 demolition (
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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> |
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9883b209c7 |
feat(deploy): ship on positive EXPECTANCY, and let the chart draw before convergence
TWO CHANGES, both of which turn a permanent "nothing happens" into a decision.
1. THE DEPLOY GATE ASKS THE WRONG QUESTION. tradeable required the win rate to
clear chance by EDGE_MIN_SIGMAS - "can I PROVE an edge exists" from one OOS
window. On H4 that asks ~66% against a market supplying ~53%, so it is
unreachable by construction and no run has ever deployed through it.
SDeployVerdict now also carries the economics of the geometry actually being
traded - cost-adjusted break-even and reward:risk, both from the new
CostAdjustedGeometry() so a spread convention cannot be applied to one and
missed on the other - and derives
E[R] = (p - p*) * (1 + RR)
which is exactly zero at break-even by construction, so "profitable" and
"beats break-even" can never disagree. Under DeployOnExpectancy (new input,
default ON) tradeable becomes E[R] > 0 and selectionScore ranks eras by
expectancy instead of precision. Coverage and both-sides-live still gate
both: an expectancy over a handful of one-sided calls is not tradeable.
The struct also publishes scoreSE - the SE of selectionScore IN THE SCORE'S
OWN UNITS - because the score changes units with the objective (win-rate
points vs R). Both plateau bands now read it instead of precSE, which was
right for one objective and dimensionally wrong for the other.
Setting DeployOnExpectancy=false restores the previous behaviour exactly.
2. THE FILTERED VIEW COULD NOT DRAW WHILE ANY MODEL WAS TRAINING.
HistoricalNetVote built its divisor from VoteCapableWeight(), which answers
"may this member move real money" and returns 0.0 for an AI member until the
whole run converges. So the reconstruction's divisor was zero on EVERY bar,
every bar was skipped as "nobody looked", and the chart drew nothing at all -
for the entire training run, which before the plateau noise band was forever.
Reported as "no signals drawn since the refactor".
New ReconstructionWeight(): the same weight WITHOUT the converged-run
requirement, overridden on the AI member to ModuleWeight() gated on
SelfRanked() only. The overlay is a picture of what the vote WOULD have
shown, which a mid-training model can answer - the chart HUD already says so
with its "(trn)" marker. Live Direction() still uses VoteCapableWeight(), so
no untrained model gains a say in an order.
Compile-verified in the staging copy: 0 errors, 0 warnings.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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7075747f4a |
fix(training): a new best must beat the noise; the blank-chart census must name its cause
TWO INDEPENDENT BLOCKERS, both of which make the EA look like it is working.
1. THE LADDER NEVER ADVANCES. isBetter/isBetterEra compared selectionScore with
a bare `>`. selectionScore is a win rate over a few hundred independent
calls, so it moves several points era to era on noise alone - measured on
SP500 H4 today: 32.8 / 32.2 / 31.6 / 29.6 / 31.4 across consecutive eras, a
~3-point spread with no trend. Any upward blip was recorded as a new best,
which reset BOTH the plateau counter and the stage, which re-armed a x5
learning-rate warm restart, which injected fresh noise and produced the next
blip. The search sustained itself on its own variance and never reached
PLATEAU_STAGE_DEPLOY - the reported "thousands of eras without converging".
A new best now has to clear the incumbent by PLATEAU_NEW_BEST_SIGMAS (2.0)
times precSE, which the deploy gate already computes. 2.0 rather than 1.0
because incumbent and challenger are both noisy, so the SE of the difference
is ~sqrt(2) x SE, and a 1-SE band was already measured too narrow in a
noise-dominated search. Applied at BOTH ranking sites - the ensemble's and
the solo member's - which are documented as the same ordering. The first
scoring era still checkpoints unconditionally.
2. THE BLANK-CHART CENSUS WAS LYING. It printed "No member has a completed era
yet (snapshots fill at each member's first pass-3 completion)" while the
members were on era 23, because it inferred the cause from m_overlayVotedBars
alone - and that counter requires BOTH a non-zero divisor AND a non-zero net.
Three different states collapsed into one sentence. Split out
m_overlayHadDataBars (divisor non-zero) so the line names which it is:
hadData == 0 -> nobody published a snapshot: publication/index
hadData > 0, voted == 0 -> members looked and abstained: calibration
voted > 0, drawn == 0 -> the vote never cleared the threshold
Diagnostic only. It does not fix the missing arrows - it identifies which of
the three is happening, which the current line actively obscures.
Compile-verified in the staging copy: 0 errors, 0 warnings.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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ed919194a4 |
ditch(signals): remove the four classic votes - all 26 patterns measured at chance
research/classic.py transcribed all 26 shipped vote patterns (MA 4, RSI 4, MACD 6, Ichimoku 12) with their constructor weights and tested them as entries on 178k-bar histories, four instruments x three barrier geometries. Nothing separated from chance - not one pattern, not the averaged vote at any threshold 10-70, not a 2/3/4-module quorum, not event-plus-confirmation. Residual E[R] everywhere was -0.01 to -0.08 R, which is approximately the spread. The +4 sigma reading that had once justified the set was two bars of lookahead: closing it took MACD_p4 on EURUSD from +5.05pp to -0.02pp. All four inputs have shipped false ever since, so this deletes dormant code rather than changing behaviour. RETRAIN-NEUTRAL, deliberately. EnableMA and EnableRSI were hashed UNCONDITIONALLY into the DB config fingerprint, so they become literal 0 legacy slots - the same treatment the ind_Periods slot two lines above already uses, and every existing database keeps its key. EnableMACD/EnableIchimoku were appended only when enabled, so with both gone the segment simply never appears, which is byte-identical to today. No .nnw or .db is orphaned. WHAT THIS COSTS, STATED PLAINLY: these four were CSignalMETA's only wired candidate sources, so the on-chart ladder sweep (BuildCorpusBySweep) now has nothing to sweep and a META chart is no longer self-contained. That is survivable rather than fatal because MetaPrepareEra already falls back to CMetaCorpus::LoadLargestOnDisk, and its own comment names this exact case - "charts whose classic filters are disabled". Use_MetaLabeling ships false regardless. SignalMETA.mqh is otherwise UNTOUCHED, and its 26-slot one-hot stays at 26: a tester-built corpus on disk still encodes those pattern ids, and narrowing the descriptor would invalidate every stored corpus. Signals/SignalMA.mqh SignalRSI.mqh SignalMACD.mqh SignalIchimoku.mqh deleted Signals/OscillatorDivergence.mqh deleted - RSI and MACD were its only users Classic_Shift deleted - the four votes were its only readers Compile-verified in the stage copy: 0 errors, 0 warnings, against a 0/0 baseline taken before any edit. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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d1d5719be0 |
refactor(trade): dedupe ResolveOrderType into TCResolveOrderType
CExpertCustom and CExpertSignalCustom each defined their own stops-level order-type decision against the same TCStopsLevel() helper, identical except CExpertSignalCustom's guard skipped the EMPTY_VALUE check (a huge finite double would fall through into the ask/bid comparison and misclassify as a pending order instead of a market order). Moved the logic into TCResolveOrderType() in System/TradeChecks.mqh, keeping the more defensive guard; both classes now delegate. ask/bid are still passed in from each class's own m_symbol so routing keeps using whatever RefreshRates() snapshot that class already had - only the duplicated arithmetic moved. Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com> |
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9120826ec2 |
refactor(signals): SweepPrepare is a template method, not 4 copies of the same override
CSignalMA/RSI/MACD/Ichimoku each re-overrode SweepPrepare() with an identical body - call the base, resize/refresh one indicator buffer, return - differing only by the buffer's field name. Base class now does the shared price-series prep once and calls a new SweepPrepareIndicator() hook; each signal overrides only the hook. Compiled clean. |
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8c64ec7018 |
refactor(meta): the signal tree owns its gate - no global
g_warriorMetaGate was a file-scope mutable pointer, and it did not need to be. The root CExpertSignalCustom - the one CExpert actually calls CheckOpenLong/Short on - now holds the gate as a member, and children reach it through a parent back-pointer AddFilter sets on adoption. That was the last piece of the meta veto that behaved like ambient state: - CheckOpenPosition reads MetaGate() instead of a global. - EnsembleEraVerdict's replay reads the same MetaGate(). It sits deep in the training code inside an AI filter and had no route up the tree; a global WAS that route. m_parentSignal is now, and a back-pointer is safe for the same reason the gate adapter's owner pointer is - m_filters and m_gates free their children, so a parent always outlives them. - The stale-pointer hazard is gone by construction. The global had to be hand-cleared at every re-init because an input change re-enters OnInit in the same program instance and frees the old head; the root signal is new'd fresh each time, so nothing survives one. That reset line is deleted, not moved. Note what did NOT need doing: the tree already owned the meta head itself. AddFilter routes non-voters into m_gates, so it has been a gate child of the root since the S3 wiring - it was only the VETO that lived outside. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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3d2ee517ca |
refactor(meta): the veto is a gate, not a virtual every signal carries
Since S3 (
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0cf18d0592 |
refactor(signal): name Direction()'s two side effects
Not the full split - that is withdrawn, see below. This is the part
worth having on its own: the DB journaling and the raw-view drawing were
inline in the same loop that does the vote arithmetic, so a reader had
to separate "what this computes" from "what this writes" by eye.
JournalFilterPatterns() and DrawFilterRawView() now say it at the call
site. Pure extraction, no behaviour change; Direction() drops 172 -> 146
lines.
WITHDRAWING the recommendation to split Direction() into a pure vote
plus its side effects. The operator's question - why split it when the
stdlib already supports configurable weights and prohibition signals -
is right, and my justification did not survive it. Stdlib's Direction()
is already pure; ours is a transaction because WE added journaling,
drawing, an intra-second window, one-shot vote consumption and a
readout on top of it. So the split would only remove what we added.
That was worth doing when the vote ARITHMETIC was also duplicated. It no
longer is:
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14f7718d35 |
refactor(signal): only true signalers are filters - META becomes a gate
Operator's call: "META should be removed or implemented directly into
CExpertSignalBase. Only true signalers needs to be filters."
A meta head never votes - its Long/ShortCondition are structurally 0 and
its verdict reaches the pipeline through LiveMetaGate(), not through the
vote. Keeping it in m_filters meant every consumer of that list needed a
special case, and each one was a bug waiting: VoteCapableWeight() had to
return 0 for it or it would park a permanent abstainer in the consensus
divisor. The replay's divisor bug (
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7a8c759ef8 |
docs(vote): correct the stdlib rationale - m_weight IS respected
The comment added in
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616e071d8d |
refactor(vote): one normalization rule, shared by live and replay
Follows the stdlib question directly: CExpertSignal::Direction() divides
by the COUNT of participating filters, which is a correct mean only
while m_weight is its stdlib default of 1.0. We set m_weight to a
win-rate-derived trust - measured 0.27-0.29 on both live charts this
morning - so dividing by count would deflate every vote by ~3.6x: a 28%
ensemble would read 7.8 against a 25 threshold and never fire. The
divisor override is load-bearing, not decoration.
What was NOT load-bearing is having two copies of it. SVoteAccumulator
is now the only place the rule lives, and both Direction()'s pass 2 and
HistoricalNetVote() Add() into it:
- capable weight ALWAYS enters the divisor, contribution or not. An
abstainer looked and said nothing; diluting the consensus is exactly
what it should do.
- a member that could not look at all (no era-end snapshot, untrained,
or a gate) contributes no capable weight, so the caller simply never
Add()s it. That is the distinction
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d81ec159ce |
refactor(vote): one aggregation rule for the historical bar, live's divisor
Answers "why not just call Direction()": because Direction() is not a
query, it is a transaction. It journals DB rows, draws raw arrows, folds
its result into an intra-second averaging window, consumes one-shot
per-filter vote state and refreshes the live readout. All of that is
wrong on a bar from three weeks ago - which is why the classic replay
has to bracket its Direction() call in a six-field SaveVoteState /
RestoreVoteState. That bracket is not a feature, it is the evidence.
Because the sweep could not call Direction(), it re-implemented the
aggregation: mask, invert, sum, divisor. And a duplicated rule drifts.
It had:
den += filter.ModuleWeight(); // consensus: capable weight, ...
while live uses VoteCapableWeight(). Those differ for exactly the
members that must not be in a divisor: a META head returns 0 from the
latter (it is a gate, structurally incapable of agreeing) and its full
weight from the former, as does a member that has not finished training.
So every reconstructed vote was shrunk by members that could never
agree, and the comment on that very line said "capable weight" while the
code said ModuleWeight.
The loop moves to HistoricalNetVote(idx, capableOut) - one place, live's
divisor - and the sweep keeps only what it is for: threshold, direction
policy, NMS, draw. 42 lines out of the sweep.
This is the first half. The second is splitting Direction() into a pure
vote plus its side effects, at which point the save/restore bracket and
the separate replay path both delete themselves and there is one
aggregation for live, replay and the ensemble gate. Not done here
because it is the live trading path and this build is deploying.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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b91c7b1f7a |
refactor(comments): box headers to stdlib length
The //| box blocks were excluded from |
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5efdb48de4 |
refactor(comments): stdlib comment style across the remaining in-scope files
Same pass as
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15b75d0a73 |
fix(panel): VerboseMode dropped the era progression it was supposed to add to
The compact panel leads with "learning (era N, pass X%)". The verbose panel led
with "Study -> Era N" and then progressLine, which counts BARS inside the
running pass - it changes wording between passes and reads "Era complete" for
as long as a member sits at the era barrier. So turning VerboseMode ON, which
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a71d6d1d0b |
feat(chart): signal marks in full-brightness lime and red
clrDarkGreen/clrDarkRed were hard to pick out against the candles. clrLime and clrRed are the brightest pure pair MQL5 names, and they match what the vote readout already uses for "this would trade". The colour is the direction ENCODING, not decoration - a signal line carries no arrow code, so SaveChartSignals recovers buy-vs-sell by comparing against WARRIOR_SIG_BUY_COLOR, and marks left by an older build now decode as SELL. No legacy fallback is kept, per the user: weights and arrows are wiped on every push. The constraint is written next to the defines instead, for whoever changes them on a chart that is not being wiped. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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667f2bcb6b |
revert(labels): drop the one-sided exit target; measure the calibration drift instead
Reverts |
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a86379621c |
feat(labels): on a one-sided book the blocked side's class is retargeted from an entry it can never take to the EXIT of the one it holds
User request: "when an asymmetry is noticed in a market (like sp500 upward drift) ... it does not need to predict shorts, but exit points. a sell signal needs to be preceded by a buy so that it can say I predict we must close that long." Until now a LONG_ONLY verdict only BLOCKED short entries. The network went on being trained to predict them - a third of its output capacity spent learning an answer the direction policy guarantees it can never act on, while the question the book actually faces (when to get out of the long) was never asked. The two are not the same event: "a short pays" needs price to travel the SHORT's target before the SHORT's stop, and at any geometry where reward != risk that is a different bar from "this long hits its stop first". The exit is the second one. So on a one-sided book TripleBarrierLabel re-cuts all three classes around the only position the book can hold: Buy = it reaches its target, Sell = it reaches its STOP first, Neutral = the horizon expired with it still open. Both come off the allowed side's own barriers, which the walk already computed - this reads longLost where it used to read shortWon, so it costs nothing. Label lifespan and the timeout flag follow the allowed side too, so the overlap correction is sized on the window this label actually spans. DECIDED ONCE, AT ERA 0, AND PINNED. m_exitTargetSide goes in the .cfg beside the derived geometry under the same doctrine and for the same reason: it decides what Buy and Sell MEAN, and a target that moved mid-run would retrain a fitted model against something it never saw. A .cfg from before this ends early and reads 0/0 - "not decided, symmetric" - which is exactly what every existing model was trained as, so nothing needs migrating. The weights fingerprint keys on the INPUT only (explicit Long only / Short only); under Intelligent the measured verdict must never reach a filename, or the model is orphaned the moment more history downloads. THE DRIFT VERDICT HAD TO MOVE OFF THE LABELS FIRST, and it turns out it was measuring the wrong thing anyway. It counted m_labelCacheBuy/Sell and called them "always-long vs always-short win rate", but the label pair is the COLLAPSED first-touch verdict: a bar where both sides reached their target carries only the side touched first, so long wins were undercounted by the both-won-goes-to-short share. m_winLongCache/m_winShortCache are the actual per-side win rates, published before the collapse, and that is what it reads now. Necessary as well as more correct - deriving the verdict from labels the verdict shapes is a feedback loop, since Sell-as-exit is near complementary to Buy and would close the very gap that produced it. The gap's SE now leans conservative rather than anti-conservative for the same reason. LIVE. The retargeted class is wired to close the position, or training it would be pointless: CheckClosePosition's "never vote-exit a certified position" rule keeps governing symmetric books and gains a one-sided exception, and the replay reads the identical rule through one LiveVoteExitThreshold() so certified and traded cannot describe different policies. Armed only when the operator picks a close threshold (Signal_ThresholdClose ships Disabled) AND the model's own pin says its blocked-side class means "close" - a model trained symmetric never fires it, whatever the verdict has since become. This does trade a different game from the one the win-rate certificate grades; the era's EXIT-POLICY REPLAY line already reports expectancy in R for exactly this case and says so in words. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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2ba0f348c0 |
feat(ui): thresholds pick from a dropdown, and the finder arrows are back beside the level lines
Two UX changes the operator asked for.
THRESHOLDS. Signal_ThresholdOpen/Close were raw ints with the legal range
written in the label ("[0...100, 101 = never]") - the one input style this
codebase converted away from everywhere else. Open now takes the existing
PERCENTAGE_PRESETS, whose comment already declared itself to be "Signal_
ThresholdOpen's scale" but was never wired to it; Close takes a new
SIGNAL_CLOSE_PRESETS carrying the same rungs plus CLOSE_DISABLED = 101, which
is why it cannot just reuse the other enum. Member names are prefixed because
MQL5 enum members share ONE flat namespace - a bare PCT_25 in the second enum
would silently resolve to the first one's, warning only. Values are unchanged,
so existing .set files keep their settings. Both call sites now cast
explicitly at the CExpertSignal boundary rather than leaning on an implicit
enum-to-int conversion that only warns.
ARROWS. 2026-08-19 replaced the low/high arrows WITH trigger-price lines; that
was a swap where it should have been an addition, and it cost the zoomed-out
view. A mark is now both objects: the line is the precise entry/exit level,
the arrow off the candle's extreme is the finder that says there is something
here to zoom into. The arrow's name is the line's plus a suffix, so it stays
inside SIG_ARROW_PREFIX and every prefix-scoped purge already reaches it.
The two type-filtered sweeps had to widen or they would clear one half and
leave the other: the Hide/Show visibility loop and the pre-rescan scoped
delete both walked OBJ_TREND only. Both are typed-blind and prefix-scoped now
- the same widening this file's 2026-08-09 note describes, for the same reason
it gives. Deletes go through one WarriorDeleteSignalMark() so an arrow cannot
outlive the line it belongs to, and the sidecar deliberately still records one
row per mark off the line (the half carrying the price), with the restore
redrawing the pair.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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506626b381 |
feat(panel): commands reach signals down the filter tree, not through a registry
The control panel drove training by looping g_aiSignals[] - a
hand-maintained, MAX_AI_SIGNALS-capped, AI-only registry that had
already dropped an ensemble member on the floor once (
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4346dd3c24 |
refactor(stdlib): the vote thresholds are ints on the library's scale, not "confidence %"
The MECHANISM was already stdlib and is untouched: ThresholdOpen() ->
m_threshold_open, tested as `m_direction >= m_threshold_open` exactly as
CExpertSignal does it. What was wrong was the presentation. Both inputs
were preset ENUMS labelled "Min confidence to open/close (%)", which
names the wrong quantity - m_direction is a WEIGHTED MEAN OF PATTERN
WEIGHTS, not a probability, and nothing in this path is a confidence.
They are now plain ints named the way the MQL5 wizard names them:
input int Signal_ThresholdOpen = 25; // [0...100]
input int Signal_ThresholdClose = 101; // [0...100, 101 = never]
Values are exactly what shipped, so behaviour is unchanged. 101 rather
than the library's default of 100 for close: a weighted mean of pattern
weights cannot REACH 101, which is how the shipped config disables the
vote exit, and quietly lowering it to 100 would re-arm a live exit route
as a side effect of a naming change.
VOTE_CLOSE_PRESETS is deleted (its only user is gone). PERCENTAGE_PRESETS
stays - MinRecall genuinely is a percentage.
** ACTION NEEDED ON DEPLOYED CHARTS: the inputs are RENAMED, so saved
.set files no longer match and charts fall back to the defaults above.
Those defaults are the current shipped values, so a chart on 25/Disabled
needs nothing; a tuned one does.
Comment cleanup in the same pass, and this part was not cosmetic - three
blocks documented mechanisms that no longer exist:
- the AI early-exit route (deleted in
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786aa76083 |
refactor(dry): one shrinkage estimator for classic ladders and AI tiers
The Beta-prior arithmetic that turns counts into a ranking weight was written twice, term for term: WinRateFromCounts() for the classic pattern ladders and RankTiersFromOos() for the AI confidence tiers. Same formula, two transcriptions, and the same class of duplication the binomial SE consolidation removed a few commits ago. ShrunkRatePct() in System\BinomialStats.mqh is now the only copy. The two call sites keep what genuinely differs - the classic path passes RAW trade counts with a prior of MIN_TRADES_FOR_WIN_RATE, the AI path passes OVERLAP-CORRECTED effective counts with TIER_PRIOR_EFF_N, which is far smaller precisely because effective counts are - and that contract is now stated once, in the function, instead of being implied by two comments that could drift apart. Also fixes a difference the consolidation exposed: with an empty sample and a prior present, the posterior mean IS the prior, and returning 0 there would have handed a tier a vote weight of zero on no evidence. The AI path could reach that (effN can round to 0 when labels overlap heavily); the classic path cannot, since it returns NO_DATA_WIN_RATE first. Corrects a stale note of my own in passing: this ranking was recorded as a "raw win rate behind a MIN_TRADES cutoff heuristic". It is not, and has not been for some time - it is already a proper empirical-Bayes estimator with a per-filter pooled prior. Replacing it with a significance test, as that note implied, would have swapped the estimator the weight needs for a gate answering a different question. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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38a12a240b |
refactor(kiss): drop the AI sub-vote early-exit route; certified == traded
First of the AI vote layers to go. CheckClosePosition had two exit routes: the stock blended vote, and an AI-only one reading the AI members' sub-vote undiluted. The second existed because an AI reversal averaged in with the classic filters could be diluted below the threshold before it could close a position. It is gone, and with it m_lastAiVote and the aiResult/aiWeightSum pair Direction() carried to feed it. This CLOSES the certified-vs-traded gap rather than widening it. The deploy gate certifies a win rate measured on hold-to-resolution outcomes, and CheckClosePosition already gated the blended route off whenever an AI model's derived geometry was on the order - so the AI route was the only vote exit an AI-certified trade could take, and the exit replay existed to reproduce it. With it removed, an AI-certified position holds to its barrier by construction instead of by reconstruction, so Warrior_EA.mq5 now pushes ExitPolicy(0.0, true) unconditionally. Previously it forwarded Min_Vote_Close and relied on Disabled arriving as 1.01 to switch the simulated exit off by arithmetic - correct at the shipped default, and one input change away from the simulation and the live path describing different games. Min_Vote_Close keeps its meaning for the classic route and is now documented as inert wherever an AI certificate governs, rather than appearing to drive an exit it can no longer reach. Comment debt cleared while here: a tombstone block for m_ai_exit_threshold (a member deleted 2026-08-18) still sat in the header, and four sites still named LiveSignedConfidence's "two consumers" - it had one, the intelligent trailing stop, since that same date. NOT touched, and deliberately: NMS declustering is NOT a quality layer. It gates the live signal at Inference.mqh:226 (NmsLiveAccept), and the undeclustered population is ~8x what the EA trades. Removing it would multiply live position count, not simplify a scoring path. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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ea2552efe2 |
refactor(stdlib): adopt Math\Stat for the deploy gate's normal tail; retire the b1/b2/lr/momentum macros
The gate's NormalUpperTail was a hand-rolled Abramowitz & Stegun 26.2.17 approximation. Its own comment gave the reason - "drags a chain of headers behind it" - and that turned out to be one file: Math\Stat\Normal.mqh includes only Math.mqh, which includes nothing. Swapped for Cody's rational approximation in the library (~18 significant digits vs |error| < 7.5e-8). No past verdict changes: at the z the gate operates on, the difference is orders of magnitude below DEPLOY_FAMILY_WISE_ALPHA. Adopting it needed the four bare macros in AI\Network.mqh gone first. "#define b1 AdamBeta1" collides with an identifier in Math.mqh, so the include would have macro-expanded the library's own local and failed to compile - the same landmine that made the original author rename the approximation's coefficients to ntB1..ntB5 rather than use the reference's b1..b5. lr, b2 and momentum are the same class of hazard: single-token global macros in a 52k-line codebase. All four now resolve to the input names they always aliased, which is a pure textual identity - verified zero bare occurrences remain. Also: - SelectionSort over the buffered signals was O(n^2) with an O(n^2) count of StructToTime calls, because the comparison rebuilt both datetimes from the six int date fields every time. Now materialises the keys once and does an insertion sort; ArraySort cannot permute a struct array. IsEarlier goes with it, MakeDateTime becomes SignalTime. - Seven FileOpen sites lacked FILE_SHARE_READ|FILE_SHARE_WRITE, including AtomicWriteBegin, which stages every model save. All 43 sites now carry them - an exclusive open fails outright when another process holds the path, which here has meant a silently skipped save. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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61c0d19ca9 |
feat(indicators): run the built-in iMA and MetaTrader's ZigZag; add a classic-vote shift
MA: CustomIndicators\ADMovingAverage is replaced by the built-in iMA (CiMA) on both consumers - the classic vote and the NN MA input feature. This drops the five advanced types ALMA/DEMA/ZLEMA/T3/Kalman, which have no iMA equivalent; MA_TYPE_PRESETS is now ENUM_MA_METHOD's own codes and the tuner searches all four. It also removes a documented failure mode: a custom indicator's depth is bounded by TERMINAL_MAXBARS, and m_MA was the one whose feature block REJECTS the bar on a short read - the "feature 25 fails on every bar" incident of 2026-08-17. A built-in is served at any depth. MIGRATION. SMA moves from code 5 to 0, so persisted type codes change meaning. SanitizeMaType() is the single validity rule; TunedPeriods records now carry a version field and a v1 record remaps 5..8 -> 0..3, falling back to SMA for a stored advanced type (unrecoverable - old 0..4 are indistinguishable from valid new codes). Existing .nnw files re-key on their own, because MA_Type is hashed into the topology fingerprint, so models retrain rather than silently running on different MA values. EXPECT A FULL RETRAIN. ZigZag: ADZigZag was a byte-identical rename of MetaQuotes' Examples\ZigZag - verified by normalising identifiers and stripping comments, 233 significant lines each with only renamed symbols differing. It now loads the stock one, so nothing is bundled and MetaQuotes' fixes arrive without a rebuild here. Both #resource entries are gone. Classic_Shift: a new input, the BAR the four classic votes evaluate on (0 = forming, 1 = last closed, default 1). One implementation on CExpertSignalCustom, inherited by all four rather than repeated per module. Defaults to a sentinel meaning "unset", so the AI signals and the aggregate keep the stock every_tick rule and their feature/label alignment is untouched. The META corpus sweep still takes precedence. CExpertBase::StartIndex turns out to be virtual, so this is a real override, not the name-hiding the old comment claimed. Not compiled - MetaEditor compile pending. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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552edb5fb1 |
refactor(yagni): drop 13 accessors nothing called; unify the ATR trailing pair
Verified dead by grep across all first-party sources (references/, Scripts/, research/ excluded): EraCount, HiddenLayersCount, LstmHiddenSize, ConvFilterCount, HistoryBars and MinTrainYear setters, PendingBatchSamples, getPrevOutIndex, BaseCurrency, QuoteCurrency, CurrencyCount, IsLoaded, LastFiredDirection, DBConfidence, SpecIndex, and the conv Step/WindowOut shape accessors. Every backing member stays - each is still read internally and several are pinned by the positional .cfg layout - so this removes surface, not behaviour. Two comments were asserting the opposite of the code and are now true: the "No setter: the taper's endpoints are derived" note was directly above three setters, and the conv shape block claimed EnforceTopologyContract reads all three accessors when CNet::FirstConvWindow only ever calls Window(). CTrailingATR::CheckTrailingStopLong/Short were byte-identical but for Bid vs Ask and the isLong flag; both now delegate to one CheckTrailingStop body. Deliberately NOT removed: the fractal-target branch (TrainTargetFractal, IsFractalTarget and their label machinery). It reads as dead because the TrainingTarget input was withdrawn, but Warrior_EA.mq5:836 documents it as a parked option with a three-line restore path - that is a product call, not a refactor. Not compiled - MetaEditor compile pending. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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888f32d21c |
fix(gate): the plateau shortcut re-ran the deploy test every era, raising its own bar
User report: 'eras since best' in the ensemble line is always 0 (era 147, best at era 90,
'0 eras ago'). That is a control-flow bug wearing a display symptom.
Once every member's in-sample error had plateaued, the shortcut forced the ladder to its
DEPLOY stage on EVERY era. The failed-gate branch resets the stage to 0 so the ladder can
climb again - so the shortcut raised it, the branch cleared it, forever. Three consequences,
only the first of which was visible:
- g_ensErasSinceBest was reset every era, pinning the counter at 0.
- The stage-1/2 boosted warm restarts were never reached, so the one mechanism that can
un-plateau a stuck member never ran. The models sat at a WORSE error than their best
(0.2408 -> 0.3015 on PAI) with no escape.
- Every repetition ran EnsembleSurvivesSelection against an unchanged best and incremented
the candidate-era count the family-wise correction divides by. The run spent its time
RAISING ITS OWN SIDAK BAR - the same waste as the 2026-08-18 inert IS-error stop, one
layer up, and the reason a gate that needed >47.8% saw its bar climb era after era.
Fix: the shortcut fires ONCE PER BEST-ERA (g_ensGateTestedEra, stamped before the outcome
branches because it is the re-running that inflates the family, pass or fail). A refused
gate now falls back to the normal counter-driven ladder - warm restart, anneal, then a
fresh deploy test - which is the escape the shortcut was skipping.
Also, per user: the signal marks were too small to see. Span doubled (2.6 bar widths, so
the overhang either side of the candle is ~0.8 bars) and both layers thickened - 1px dotted
was invisible on a candle chart at any realistic zoom.
NOT COMPILED - user compiles in MetaEditor.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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5e0317f09d |
feat(chart): signal marks become price LEVELS at the trigger, not arrows beside the candle
User request: 'move from arrows on lows and highs to small horizontal lines at the actual prices the entry/exit would trigger, just a bit larger than the candles. dark green for buy, dark red for sell.' Every mark is now an OBJ_TREND segment with both anchors at one price and both rays off, spanning 1.3 bar widths, drawn at the bar's CLOSE - the price a market order actually fires at, and the exact entry TripleBarrierLabel assumes. It used to sit on the candle's LOW for a Buy and its HIGH for a Sell: prices the trade never touches, picked so an arrow glyph would clear the candle. The tooltip now carries that price too. COLOUR NOW MEANS DIRECTION AND ONLY DIRECTION on every layer (dark green / dark red). Layer moves to width+style - the traded vote is solid and thick and drawn in front, a single model's raw opinion is thin, dotted and behind the candles - which keeps the distinction the old palette existed to draw (a model's opinion must never read as a trade) while freeing colour to say one thing consistently. Consequences handled, all of them the same 'a typed scan went blind' failure: - SaveChartSignals filtered OBJPROP_TYPE == OBJ_ARROW and read OBJPROP_ARROWCODE. It now filters OBJ_TREND and recovers direction from the colour. The sidecar keeps the old 217/218 numbers as its buy/sell token deliberately, so existing .arrows files still load. - AdvanceChartSignalRestore now rebuilds through the SAME creation point the live path uses, so a restored mark and a fresh one are identical objects. - The rescan-scoped delete enumerated ObjectsTotal(OBJ_ARROW) - retyped, or it silently deletes nothing. - ApplySignalsVisibility enumerated OBJ_ARROW with NO prefix filter. Under the new type that would have hidden and shown THE USER'S OWN trend lines on every Hide/Show click; it is now prefix-scoped. The old type was uncommon enough on a real chart to mask the missing check - trend lines are the most hand-drawn object there is. - DrawObject's high/low parameters are gone (6 call sites pass m_Close instead), so no caller can hand it a price it no longer draws at. - Fixed a pre-existing stale comment that still described the purge sweep as OBJ_ARROW-only three lines above the note explaining it had been widened to every type. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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6717509c8b |
fix(build): four compile faults - one was a SILENT enum collision that inverted the direction policy
Reported by the user's MetaEditor compile of |
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f64e0f8b67 |
feat(ensemble): per-NN inputs replace the preset selector - the meta head becomes the vote's gate
User design (2026-08-19): 'remove the enum menu that selects neural networks... individual inputs for every NN just like classic signals... the META NN should be integrated into the voting decision pipeline when enabled... as a bonus meta labelling is applied to enabled NNs.' - AI_CHOICE is GONE (tombstoned per the stale-.set doctrine). Use_MLP/Use_CONV/Use_LSTM/ Use_CONVLSTM are ordinary bools like the classic votes; the ensemble arithmetic adapts to any subset because the consensus divisor is the enabled capable weight. Two or more enabled = ensemble (|ENS1 token + joint gate, exactly the old AI_HYBRID fingerprints, so existing weight files keep loading); one = the old solo preset; none = classic-only. - Use_MetaLabeling un-couples META from the direction NNs (the old selector made them mutually exclusive). S3 ships: CSignalMETA::LiveMetaGate scores each vote-cleared entry (shared window at bar 1 + proposal descriptor: side, net vote, live geometry, spread/ATR; pattern one-hot ZEROED - ranking, not calibrated probability, documented in the body) and vetoes below the cost-adjusted break-even. Entries only; fail-open everywhere, loudly. - COEXISTENCE HAZARDS closed: VoteCapableWeight()=0 and ProspectiveVote()=false for the meta target - solo-only until today, a trained META would otherwise sit in the consensus divisor as a permanent abstainer and shrink every vote by its module weight. - CERTIFIED == TRADED: the ensemble era verdict replays the identical veto through the same g_warriorMetaGate pointer over its OOS fired bars (bar re-resolved from the row's own time; fail-open counted as fires and reported: 'metaGate: N approved, M vetoed, K unscored'). The overlay deliberately does NOT replay it (veto-filter-in-replay class, calendar-cliff precedent) - documented at the sweep site. Solo charts' own gate does not model the veto - the standing solo-gate caveat, documented at the input. - DB continuity: the pattern/journal DB fingerprint's first slot was (int)AIType; DbLegacyAiSlot() maps every legacy-expressible config to its OLD value (new 2-3 member subsets get 100+bitmask, outside the legacy range) so no existing database re-keys. filterID becomes the enabled roster via one EnabledNNSummary(). - HUD: the meta line shows the gate (armed/(trn), last P vs BE, ok/veto tally); the armed/disarmed announcement fires on state change via one latch (MetaGateArmedNow), not only when an entry happens to be proposed. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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b63e39f026 |
refactor(time): broker time throughout - and the GMT DB basis was already a live bug
User decision: "stick to the broker's time throughout the codebase and analysis, session filter, programmed close time etc". Investigation found the GMT choice was not just inconsistent but broken: live journaling stamped DB rows with TimeGMT() while the online-learning backfill stamped them with BAR time (server) - two clocks ~3h apart in the same column. The newest-row duplicate guard compares them on one axis, so a live row landing within the offset after a backfill row was silently rejected as "outdated". dbVersion 3.0 -> 4.0 wipes the Signals store: the only honest reset for a mixed-basis corpus. - Direction()'s clock (stamps every journaled row, keys the per-second vote window): TimeGMT -> TimeCurrent, variables renamed so the name cannot lie about the basis. - UpdateSignalsWeights' future-row bound: same clock as the rows. - Session filter: broker-time anchors (London 10-18, NY 15-23:59, Tokyo 2-11). The GMT anchors were backwards for an EET-family broker - such a broker follows European DST, so London is DST-STABLE in broker time and moved twice a year in GMT. Tokyo drifts 1h each European summer (no DST to track) - accepted, smallest error on offer. Also fixed: inTimeInterval ignored its datetime parameter and called TimeGMT fresh - a dead parameter hiding a hardwired clock. - MetaCorpus/SignalMETA: rows pre-4.0 are GMT, broker since; the GMT->server offset scan is KEPT because it measures rather than assumes - it pins 0 on new corpora and still resolves old ones. - AltDataFetch deliberately stays on GMT: FRED/COT/EIA release schedules are external UTC-anchored events; the as-of join maps them onto server bars downstream. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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1a46dfdad9 |
feat(sessions): market-hours entry gate + "Market close" close-all option, both live from the symbol's session table
Two user requests, one authority: SymbolInfoSessionTrade, read fresh on every call so DST and per-symbol schedule changes track themselves. - WarriorMarketOpenNow(): CheckOpenPosition refuses entries outside the symbol's trading sessions (Sunday reopen, index CFDs' daily breaks) - a vote can no longer fire into a closed book and collect a broker error. ENTRIES ONLY: exits, SL/TP and the scheduled close-all stay unguarded - closing risk must never be blocked by a session boundary. - CH_MARKET_CLOSE = 24 (appended, .set-safe): the close-all fires "Close-all minute" minutes before that day's LAST session close. Friday + Market close + xxH05 = flatten 5 minutes before Friday's actual close. Resolved identically in three places: the live executor (CExpertCustom::OnTick), the label walk's vertical barrier (NextScheduledCloseAll - the symbol's CURRENT table stands in for history; MT5 keeps none, and a fixed hour is wrong by more), and the fingerprint (the |CUT: token already carries hour=24, so switching to the dynamic mode re-keys the model exactly like any schedule change). Training itself is deliberately NOT gated on market hours: weekend compute is free and labels only ever exist on real bars - what the session table gates is order placement and, via the close-all barrier, what the labels may count as holdable. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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348492fb3b |
feat(direction): INTELLIGENT trade direction - the measured drift picks the side(s)
SQX EdgeFinder precedent (user request): adjust for the drift instead of fighting it. The 2026-08-19 telemetry found the models leaning SHORT (Buy recall 21% vs Sell 40%) against a long-favored market (always-long 34.3% vs always-short 29.5% at the adopted geometry). TRADING_DIRECTION gains INTELLIGENT = 3 (appended, explicit value, .set-safe). It resolves at runtime from the label cache's per-side win rates - the Buy/Sell shares ARE the win rates of taking every bar long/short at the REAL stop/target with spread charged. A side is dropped only when BOTH hold: the drift gap clears 2 combined SEs on the overlap-deflated effective sample (EffectiveSampleSize - labels overlap ~18x), AND the weaker side sits below cost-adjusted break-even (a side that still clears costs is kept; drift tilt alone is not a reason to refuse a profitable side). Fails open to BOTH: unmeasured, tiny effective n (<30), insignificant gap, or classic-only charts (no label cache). One resolution point - WarriorEffectiveDirection() - feeds all three gates so they cannot drift apart: CheckOpenLong/Short (live entries), the filtered-view sweep (a blocked side falls into the delete branch, mirroring live), and the vote HUD's "-> TRADE" verdict. The verdict re-derives at every label-cache rebuild, prints only on change, and is computed even when the input is not Intelligent (marked informational). NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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cf9a9395ee |
fix(hud): the headline word is the DECISION, not the lean
"VOTE BUY 5.9%" against a 25% bar read as an ensemble that is permanently long, when it is an ensemble that would trade nothing - one member voting BUY at weight 7 against three flats owned the word all day (reported 2026-08-19, screenshot). With the per-member lines now showing each model's individual leaning, the top line says what the bot would DO: BUY/SELL only at or above Min_Vote_Open, NEUTRAL below it (including the all-flat read), "--" only when nobody has a decision. The lean survives as a SIGNED percentage (+ buy side / - sell side). NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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f30e342a1d |
feat(logs): throttle the settled per-era diagnostics - measured 22MB/9.5h of confirmed-working systems
Measured from the journal (2026-08-19): the era deep-dive line (~2KB) plus the excursion verdict, tier re-rank, calibration move, barrier hold and selection-regressed note each printed EVERY era for EVERY member - ~940 eras/member/day - long after the systems they watch were confirmed working. Yesterday's file was 1.3GB (70% of it the news-filter calendar spam the sweep fix already removed). VerboseMode returns as an INPUT (demoted 2026-08-01 for the marketplace; that track is dead since the 2026-08-16 pivot) and gains a second job: false throttles each settled per-era print to eras 0-3 plus every TRAIN_LOG_EVERY_ERAS-th (25 ~= one deep-dive per ~15min per member); true restores the per-era firehose, flippable live. Never throttled: anything that marks a CHANGE - new bests, restores + eta decays, plateau stage transitions, deploy approvals, warnings, errors, the label-cache/adoption one-shots, and the combined-vote gate line (the active system's primary telemetry, still every era). Semantic fixes over blanket gating: - barrier hold now ARMS silently and prints only when the hold outlasts the 2-min report interval - a brief hold every era is the design, the long hold is the watchdog case the line exists for; - the ensemble deploy REFUSAL prints immediately when its reason changes (that is a finding), on cadence when unchanged; - the filtered-view census prints when its RESULT moves (drawn count, or strongest vote by >=2pp) and at least every 10th sweep. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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83ae56cc9e |
feat(hud): per-member neuron lines + a vote label that moves as the nets learn
Both 2026-08-19 reports were the same staleness: every source behind the label was an ERA artifact (live cache refills at pass-3 completion, the snapshot copies once per era, dPrevSignal is the frozen purge-band edge bar) - so the readout stepped at era cadence at best, stayed glued to one direction, and lagged the era counter. DisplayInference(): throttled (4s, 1s across an era boundary), SIDE-EFFECT-FREE forward of the current decision bar (window ending on bar 1, same question the live path asks) through the LEARNER net. Batch-norm running stats are bracketed frozen/RESTORED via the new CNet::GetBatchNormFrozen() + CNeuronBatchNormOCL::StatsFrozen() - restore, not unfreeze, because a display tick can land between pass-3 chunks whose whole scan holds them frozen. Writes nothing a trading or training path reads (dPrevSignal, NMS state, tallies, watermarks all untouched; RefreshLatestSignal is not reusable here precisely because it writes all of them). LSTM safe by construction: h/c zeroed per forward. ProspectiveVote() reads the fresh forward as its FIRST source; the era-artifact chain becomes the fallback (meta head, warm-up, window holes). DisplayHudLine(): the reference library's training label, per ensemble member - name, output activations (softmax probs or raw scalar), the decision, its weighted vote (the exact consensus numerator term), era, recent average error, "(trn)" while not vote-capable. Rendered under the vote line in RefreshVoteReadout BEFORE the live-vote defer (member lines are telemetry, not tradable readings), coloured by the member's own direction in muted tones - the vote line's strict green-only-when-it-would-trade rule is untouched. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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1a900a0a35 |
feat(vote): CONSENSUS arithmetic - agreement is now what the threshold dials
Era-680 report, all three observations one equation: "peak 29, no arrows at
threshold 30" / "at 20, arrows on EVERY bar" / "label at 12 while arrows
everywhere". Under the voters-only divisor, any bar with at least one
directional voter read the weighted mean of the firing tiers' weights - and
once the tiers self-ranked to each model's pooled win rate (~28-31), that
mean was NEAR-CONSTANT regardless of headcount. One member alone: ~29. Four
unanimous: ~29. Min_Vote_Open was a step function around that constant -
above it nothing ever fired, below it everything did - and the label's 12
was a 3v1 split netting through the same divisor. Not three display bugs:
one arithmetic that could not express agreement.
The divisor is now the CAPABLE weight - every filter that could vote,
whether it did or not:
* live (Direction): VoteCapableWeight() - classic pattern ladders always,
veto filters never, AI members once past the same readiness test
LongCondition gates on. A model still training must not dilute an
ensemble it cannot join: four trainees + one deployed model is a solo
chart wearing an ensemble label, and the solo vote reads full strength.
* gate (EnsembleEraVerdict): g_ensVoteWeightSum accumulates for every
member that EVALUATED the bar, Neutral included.
* overlay sweep + prospective readout: weight counts whenever the member
has data; a snapshotted Neutral dilutes.
One arithmetic, four sites, same numbers everywhere.
What the numbers become (four members, w~0.29, tiers~29): unanimous ~29 -
the CEILING, which is the pooled win rate and is what the peak displays;
3-of-4 ~22; 2-of-4 ~14.5; 3v1 ~14.5. Min_Vote_Open 20 now means "roughly
three-quarters of the ensemble's trust agrees, net". It MUST sit below the
ceiling to ever fire - the census/peak states the ceiling.
This is the ensemble the user specified in the original design discussion
("if the perceptron also votes, both together reach the threshold; if
another NN votes the other side, the threshold is not reached") - union
semantics was the pre-ensemble behaviour, kept until measurement showed its
vote magnitude was a constant.
Plus overlay DECLUSTERING, the other half of "arrows on every bar": the
same three NMS rules as the per-member arrows (same-direction runs collapse
to their first bar, cross-direction flicker keeps the stronger side), online
over the sweep's strictly oldest->newest walk. Suppression is a verdict and
deletes a standing arrow; the den==0 no-data skip still never does.
NOT COMPILED - user compiles in MetaEditor.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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c393497fd6 |
fix(chart): display now reads era-end SNAPSHOTS - the live cache is wiped mid-era
Full-pipeline analysis after "threshold 30, attained often, nothing drawn,
still glued to buy". The log falsified the premise before any code did:
21:40:43 swept 4999, 794 voters, drew 491. Strongest 43.0% vs 30.0%
21:42:07 swept 4999, 0 voters, drew 0
21:51:30 swept 4999, 0 voters, drew 0
21:56:30 swept 4999, 922 voters, drew 382. Strongest 44.0% vs 30.0%
The arrows WERE drawn - 491 of them, then 382 - and then erased. ONE root
cause, three symptoms: every display path read m_arrowSignalCache, which is
wiped to sentinel at each era start and only complete again when pass 3
finishes. With eras at ~30s and a sweep at ~17s:
* ARROW FLICKER: a sweep landing mid-era found no voters anywhere, and its
else-branch deleted the arrow on every voteless bar - erasing the previous
sweep's entire output. The chart cycled populated -> blank -> populated;
the user kept catching the blank phase.
* READOUT GLUE: the newest-cache walk found only sentinel for ~90% of every
era and fell through to dPrevSignal - the frozen purge-band edge bar that
reads Buy.
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