//+------------------------------------------------------------------+
//|                                                       Inputs.mqh |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link      "https://www.mql5.com"
#include "..\Enumerations\InputEnums.mqh"
//--- Each `input string *_Settings` is a GUI-only section divider: MetaTrader renders an input string
//--- whose value equals its comment as a header. Never read by code.
//--- NN Optimizer / Performance must stay LAST - AI\Network.mqh's Adam/Sgd inputs render after it.
//==================================================================================================
//  GENERAL
//==================================================================================================
input string Expert_Settings = "General"; // General
//--- 0 = ASSIGN ONE AND REMEMBER IT. On first attach the EA draws a random magic, writes it to
//--- MQL5\Files\Warrior_<symbol>_<period>.magic, and reads that same value back on every later start -
//--- so it is unique without anyone typing it, and STABLE, which is the part that matters: the magic
//--- is how the EA recognises its own positions. A magic that changed on restart would leave every
//--- open position invisible to the close-all, the risk-budget flatten and the journal - trades still
//--- running that no code would ever manage again.
//--- Set a non-zero value to pin one explicitly instead (back-compat; a chart already carrying 2024
//--- keeps it, because MT5 stores inputs per chart and an existing attach never sees this default).
input ulong  Expert_MagicNumber = 0;   // Magic number (0 = assign + remember automatically)
input bool   Expert_EveryTick = false;    // Calculate on every tick
//--- Also throttles the per-era training journal: false prints each diagnostic on the first eras and
//--- then every TRAIN_LOG_EVERY_ERAS-th (state CHANGES always print). true is the full firehose.
input bool   VerboseMode = false; // Verbose journal + detailed panel (full per-era logs)
//--- Dev diagnostics to the Experts journal (plateau stage, deploy gate, selection internals).
const bool   DebuggingMode = false;
//--- Pins the dense-taper depth instead of deriving it (ComputeHiddenLayerCount). 0 = derived, the only
//--- value that should ship. Compile-time, so two forced depths cannot run from one .ex5.
const int    ForceHiddenLayers = 0;
//==================================================================================================
//  MONEY MANAGEMENT
//==================================================================================================
input string MM_Settings = "Money Management"; // Money Management
input MONEY_MANAGEMENT_STRATEGY MM_STRATEGY = FIXED_RISK; // MM strategy
input MONEY_RISK_PERCENT_PRESET Money_Risk_Percent = RISK_PCT_1; // Risk % of balance per trade
input double Money_FixLot_Lots = 0.01;    // Fixed lot size [0.01-10]
//==================================================================================================
//  TRADE MANAGEMENT (entry / stop / target / trailing / exit)
//==================================================================================================
input string Entry_Settings = "Trade Management"; // Trade Management
//--- TRADE MANAGEMENT IS THE TESTER GA'S SEARCH SPACE (2026-08-24). The NN's job is the swing label;
//--- none of these touch a fingerprint or a DB key, so the GA can sweep them without a retrain.
input TRADING_DIRECTION tradingdirection = BOTH; // Trade direction
//--- TWO BOOKS, ONE PER SIDE (2026-08-26). ON, and on a RETAIL_HEDGING account, the EA keeps an
//--- independent long book and short book on this symbol: at most one long and at most one short,
//--- each opened on its own side's vote and each held to its own barrier. OFF, or on a NETTING
//--- account, behaviour is exactly as before - one position per symbol, opposite votes ignored.
//---
//--- WHY THIS AND NOT A VOTE EXIT. The deploy gate certifies P(label agrees | the vote fired) and
//--- the label runs to the barrier. Closing early on a reversal vote makes the realised outcome stop
//--- being the labelled one, so the certified precision no longer describes what is traded. Opening
//--- the OTHER side instead acts on the new signal while leaving the old position's certification
//--- intact, and it costs no more than closing-then-reversing would: both pay the new side's spread,
//--- and the only difference is that the existing position runs on to the barrier its own gate
//--- already measured as positive-expectancy. That is why Signal_ThresholdClose could be deleted
//--- rather than tuned - see the ensemble deploy gate.
//---
//--- ALLOWED AT THE5ERS - single-account hedging is permitted; what their #12/#17 ban is hedging
//--- ACROSS accounts or firms (hedge arbitrage, inter-account, cross-firm). Correction recorded
//--- 2026-08-26 after an earlier reading of #17 wrongly caught this case.
//---
//--- NOT in BuildModelFingerprint(): no .nnw is re-keyed by turning this on or off.
input bool Allow_Hedging = true; // Hedging: independent long + short book (max 1 each)
input ENTRY_MULTIPLIER  Entry_Multiplier = MARKET;     // Entry type/offset
input STOP_LOSS_MODE    SL_Mode = SL_ATR_x2;      // Stop-loss mode
input TAKE_PROFIT_MODE  TP_Mode = TP_ATR_x6;      // Take-profit mode
input TRAILING_STRATEGY TrailingStrategy = TRAILING_STRATEGY_NONE; // Trailing stop
input BARS_EXPIRATION   Signal_Expiration = BARS_X3;   // Pending order expiry (bars)
//--- Confidence_Source WAS REMOVED 2026-08-25 together with all five confidence-scaled trade-management
//--- modes it fed (Intelligent entry / SL / TP / trailing / lot size). See CONFIDENCE_SOURCE's removal
//--- note in Enumerations\InputEnums.mqh. Trade management is now entirely explicit: what the GA sets
//--- is what the trade gets, which is also what makes a GA sweep of it interpretable.
//--- CExpertSignal::m_threshold_open / m_threshold_close, on the library's own 0-100 scale: the
//--- vote is a WEIGHTED MEAN of the firing patterns' weights, which cannot exceed 100.
//---
//--- THIS IS A CONSENSUS RULE IN DISGUISE, and its meaning moves with the win rate. The vote is
//--- sum(moduleWeight x tierWeight x sign) / sum(moduleWeight over every member that EVALUATED the
//--- bar - abstentions included, by design since 2026-08-19). So with N members of similar weight
//--- the reachable votes are quantised by how many agree, and the threshold picks the quorum:
//---
//---   4 members, tier weight ~30 (the pivot-event label's win rate):
//---     4 agree            -> 30      PCT_25 => needs 4 of 4  (UNANIMITY)
//---     3 agree, 1 abstain -> 22.5    PCT_20 => needs 3 of 4
//---     2 agree, 2 abstain -> 15      PCT_15 => needs 2 of 4
//---
//--- PCT_25 was correct while the direction-to-next-pivot label produced ~70% win rates: the
//--- ceiling was ~70 and 25 asked for about a third of it. Under the pivot-event label the win
//--- rates are ~30%, so 25 sits at ~83% of the ceiling and has silently become a UNANIMITY rule.
//--- Measured 2026-08-26: every one of the 6 symbols cleared its precision bar and 4 of 6 failed
//--- ONLY on coverage, which fell 6.8% -> 2.2% over 35 eras as the four models specialised and
//--- unanimity got rarer. That also feeds a doom loop - fewer fires shrink effN, which RAISES the
//--- exact-binomial deploy bar (SP500: 24.1% -> 32.9% at FLAT precision).
//---
//--- THIS IS NOW ONLY A SEED (2026-08-26). The era verdict DERIVES the threshold - the highest rung
//--- whose vote still clears the whole deploy gate - and publishes it to the live signal every tick
//--- (THE DERIVED THRESHOLD in Expert\AIBase\Training.mqh; CExpertCustom::PublishVoteThreshold).
//--- The value below is read once, and only governs the bars traded BEFORE the first era has been
//--- scored. Setting it per chart is no longer necessary and no longer meaningful.
//---
//--- WHY IT HAD TO STOP BEING AN INPUT. Two independent reasons, both measured:
//---   1. THERE IS NO GOOD GLOBAL VALUE. The right rung differs per symbol AND drifts per era. On
//---      619 era verdicts across the six live charts, EVERY era had at least one rung clearing the
//---      full gate - while at the fixed 25% the fleet was actually running, four of six symbols had
//---      none, ever. The models were deployable the whole time; the constant was the blocker.
//---   2. AN INPUT CANNOT BE CORRECTED. MT5 stores an input's value PER CHART in
//---      profiles\Charts\*\chart*.chr. The live fleet kept running at 25 across a full
//---      close/recompile/relaunch cycle with the log still reading "fired at vote>=25%" - changing
//---      the default here moved nothing. A number that can only be fixed by hand-editing six charts
//---      is not a parameter, it is a liability.
//---
//--- The knob that remains is MIN_COVERAGE_FRACTION_OF_BASE_RATE (ExpertSignalAIBase.mqh) - "how
//--- much of the market must I catch before I believe the measurement". That is the real policy
//--- question, and it is one question rather than six per-chart ones.
//---
//--- NOT in BuildModelFingerprint(), so none of this re-keys a trained .nnw.
input PERCENTAGE_PRESETS Signal_ThresholdOpen = PCT_15;   // Vote threshold SEED (derived after era 1)
//--- CLOSE ON THE OPPOSITE VOTE. Signal_ThresholdClose (and its SIGNAL_CLOSE_PRESETS enum) was
//--- replaced by this boolean 2026-08-26: a second THRESHOLD was always redundant, because "the bot
//--- now says the other way" is one question, not two. When this is ON the exit fires at the SAME
//--- derived threshold the entry uses, published to the signal by
//--- CExpertCustom::PublishVoteThreshold() - so there is still nothing to tune.
//---
//--- OFF IS THE DEFAULT, AND THE REASON IS STATISTICAL, NOT A PREFERENCE. The deploy gate certifies
//--- P(label agrees | the vote fired), and the label runs to the barrier. Close early and the
//--- realised outcome is no longer the labelled one, so the certified precision stops describing what
//--- is actually being traded. Turning this on is a DIFFERENT strategy from the one the gate
//--- measured, and it has not been measured. Treat any win rate on the panel with suspicion until it
//--- has been.
//---
//--- HOW IT COMPOSES WITH Allow_Hedging - they are alternative reversal policies, not independent:
//---   hedging ON,  exit OFF (default) -> the opposite vote OPENS the other book; both positions run
//---                                      to their own barriers, both stay certified.
//---   hedging ON,  exit ON            -> the long book closes and the short book opens on the same
//---                                      pass, so this is classic reverse behaviour and a hedge
//---                                      never actually forms.
//---   hedging OFF, exit ON            -> plain close-on-reversal on the single position.
//---   hedging OFF, exit OFF           -> hold to the barrier, opposite votes ignored entirely.
//---
//--- It drives CExpertSignalCustom::m_holdToBarrier, which until now NOTHING EVER SET - the whole
//--- hold-to-barrier mechanism was dormant and the disabled close threshold was doing the work alone.
input bool Exit_On_Reversal_Vote = false; // Close on opposite vote (default: hold to the barrier)
//--- OFF = the filtered view, one arrow per position the EA would open (vote + ranking + threshold
//--- applied). ON = every model's raw opinion, per model - the diagnostic view that shows a collapsed
//--- member the filtered view cannot, because a collapsed member simply stops appearing in it.
input bool DrawUnfilteredSignals = false; // Draw raw per-model signals (bypass vote/ranking/threshold)
//==================================================================================================
//  INDICATOR SEEDS (the AI feature block's starting periods)
//==================================================================================================
//--- THE FOUR CLASSIC VOTES WERE REMOVED 2026-08-24 (EnableMA / EnableRSI / EnableMACD /
//--- EnableIchimoku, and the Classic_Shift input that only they read). All 26 shipped patterns were
//--- measured as entries on 178k-bar histories across four instruments and three barrier geometries:
//--- nothing separated from chance individually, by vote threshold, by quorum, or as event plus
//--- confirmation, and the two bars of lookahead that had once produced a +4 sigma reading were the
//--- whole of it. All four inputs had shipped false ever since, so this removes dormant code, not
//--- behaviour. The seeds below stay because the AI FEATURE block still reads them.
//--- SEEDS ONLY. All indicator parameters are tuner-owned: the auto-tuner searches from these under a
//--- family-wise gate and persists winners in TunedPeriods_{SYM}_{TF}.cfg, which the AI features read.
//--- Hand-setting means editing these constants, which deliberately bypasses that gate.
const MA_PERIOD_PRESETS PeriodMA = MA_PERIOD_50;    // MA period seed
const MA_TYPE_PRESETS   MA_Type = MA_TYPE_SMA;      // MA type seed
const RSI_PERIOD_PRESETS PeriodRSI = RSI_PERIOD_14; // RSI period seed
const MACD_FAST_PRESETS   MACD_PeriodFast = MACD_FAST_12;
const MACD_SLOW_PRESETS   MACD_PeriodSlow = MACD_SLOW_26;
const MACD_SIGNAL_PRESETS MACD_PeriodSignal = MACD_SIGNAL_9;
const ICHIMOKU_TENKAN_PRESETS Ichimoku_PeriodTenkan = ICHI_TENKAN_9;
const ICHIMOKU_KIJUN_PRESETS  Ichimoku_PeriodKijun = ICHI_KIJUN_26;
const ICHIMOKU_SENKOU_PRESETS Ichimoku_PeriodSenkou = ICHI_SENKOU_52;
//==================================================================================================
//  NEURAL NETWORK (training)
//==================================================================================================
input string NNetworks_Settings = "Neural Networks"; // Neural Networks
//--- Two or more enabled = an ensemble (|ENS1 fingerprint token + joint vote-level deploy gate);
//--- exactly one = solo, same fingerprint and files as the old preset; none = classic only. Every
//--- enabled NN trains a net per chart, so prefer fewer members on sub-daily timeframes.
input bool Use_MLP = true;                 // NN vote: MLP (dense)
input bool Use_CONV = true;                // NN vote: CONV (convolutional)
input bool Use_LSTM = true;                // NN vote: LSTM (recurrent)
input bool Use_CONVLSTM = true;            // NN vote: CONVLSTM (conv front-end + LSTM)
//--- One-shot measurement: an Alglib forest, MLP and OLS fit on the net's OWN windows, labels, split and
//--- gate arithmetic. Answers whether a flat result is the architecture or the matrix. Nothing trades on
//--- it and no model is saved. See Expert\Training\BaselineComparator.mqh.
input bool Run_Alglib_Baselines = true;   // Diagnostic: forest + linear on the NN's own matrix
//--- CROSS-INSTRUMENT TRAINING ROWS. Each chart publishes its own feature rows and adopts its peers',
//--- so one net trains on several instruments at once while every chart keeps its own model. Measured
//--- +2.02pp of paired skill at H4 (t_mkt 3.97, clearing its family-wise bar) and replicated at D1;
//--- the per-instrument arm was NEGATIVE on every feature set. Only peers whose MODEL FINGERPRINT
//--- matches contribute, so it does nothing until a second chart runs the same configuration.
//--- Deliberately NOT a fingerprint member: it changes what the model trains on, not what it is.
input bool Use_Training_Pool = true;       // Train on peer charts' rows as well as this chart's
//--- WHAT THE DIRECTION MODELS LEARN: the swing-pivot direction label, unconditionally. The label
//--- is geometry-free - it only says which way the next confirmed pivot lies - which is what leaves
//--- trade management to the tester GA instead of baking it into what the net learns.
//+------------------------------------------------------------------+
//| Roster string for logs and the journal's filterID column. Lives   |
//| here because TradeJournalManager.mqh is included before           |
//| Variables.mqh's globals and needs it too.                         |
//+------------------------------------------------------------------+
string EnabledNNSummary()
  {
   string s = "";
   if(Use_MLP)
      s += (StringLen(s) > 0 ? "+MLP" : "MLP");
   if(Use_CONV)
      s += (StringLen(s) > 0 ? "+CONV" : "CONV");
   if(Use_LSTM)
      s += (StringLen(s) > 0 ? "+LSTM" : "LSTM");
   if(Use_CONVLSTM)
      s += (StringLen(s) > 0 ? "+CONVLSTM" : "CONVLSTM");
   if(StringLen(s) <= 0)
      s = "Classic";
   return s;
  }
input ENUM_OPTIMIZATION TrainingOptimizer = ADAM; // Weight optimizer
//--- The target is 3-way (Buy/Sell/Neutral), so the head is a 3-class softmax. The regression path
//--- stays implemented but is no longer selectable.
const OUTPUT_NEURONS_COUNT OutputNeuronsCount = OUTPUT_CLASSIFICATION;
//--- First-layer width, LSTM hidden size, conv filter count, taper depth and reduction are all
//--- DERIVED from the post-selection input width and the in-sample bar count - see
//--- ComputeFirstLayerWidth(), ComputeConvFilterCount(), ComputeLstmHiddenSize().
const bool EnableBatchNorm = true;                        // AI: batch normalization
//--- EMA window for the running mean/variance, in training SAMPLES (there is no mini-batch to average
//--- over). <=1 silently disables the layer, which is the only other meaningful setting.
const int BatchNormWindow = 1000;                         // AI: batch-norm window (samples)
//--- Training starts at the earliest available bar (floored by MinTrainYear); the honest generalisation
//--- read comes from this holdout, not from withholding history.
input OOS_SPLIT_PRESET OOSSplit = OOS_30;  // Out-of-sample holdout
//--- There is no "target accuracy" input: training runs until it stops improving and deploys its
//--- own best checkpoint (see the PLATEAU_* ladder).
//==================================================================================================
//  CLASS IMBALANCE - ONE MECHANISM, NO KNOB
//==================================================================================================
//--- LOGIT-ADJUSTED LOSS (Menon et al. 2021): add tau*log(prior_c) to each class logit inside the
//--- TRAINING gradient only, so the raw argmax at inference is already balanced-error-optimal.
//--- tau is fixed at 1.0 - the full log-prior, the paper's consistent value; the priors come from the
//--- label prebuild's measured distribution, and the delivered strength is capped to the head's
//--- usable logit range (see ApplyLogitAdjustment). There is nothing left for a user to choose.
//--- Freeze the measured class priors after the first measurement. Letting them track is correct since
//--- the barrier relabel; freezing is a diagnostic for a genuinely shifting distribution.
const bool FreezePriorCalibration = false;
//--- Repainting embargo for the swing-context FEATURES (not the labels - their lookahead control is
//--- the pivot-pair finality rule). ZigZag revises its recent legs, so a raw read would be straight
//--- lookahead.
const SWING_CONFIRMATION_PRESET SwingConfirmationBars = SC_100;
//--- Keep adapting a deployed model on a LIVE chart to newly-RESOLVED bars. The blend FREEZES if a
//--- rolling-accuracy guardrail decays, so drift cannot reach the account. No effect in the tester.
const bool EnableOnlineLearning = true;
//--- SIGNAL COOLDOWN. NOT display-only - the previous comment here said so and was WRONG: when this
//--- suppresses a bar, CExpertSignalAIBase's live path zeroes the signal outright, so there is no
//--- arrow, no vote and NO POSITION. It gates trading, the tester and the drawn history alike. What it
//--- does NOT touch is training: labels, features and backprop never see it, so changing these costs
//--- no retrain and they are deliberately absent from the fingerprint.
//---
//--- INPUTS, not constants, because the right value is per-chart and per-timeframe and could not be
//--- tuned without a recompile before. The raw per-bar metrics are still never declustered.
input string CD_Settings = "Signal Cooldown"; // Signal Cooldown
input SIGNAL_COOLDOWN_SCOPE Signal_CooldownScope = SIGNAL_COOLDOWN_ANY_SIGNAL; // Cooldown: what a signal blocks
//--- Bars between signals. 0 disables the cooldown entirely.
//--- DEFAULT 30, and the floor is PRINCIPLED rather than cosmetic: a trade on this label is held for
//--- 5 + the median ZigZag leg = 18-19 bars, so any second signal inside that window is the SAME
//--- trade being re-announced. 20 is therefore the smallest defensible value; 30 is one comfortable
//--- step above it, and was chosen because the measured natural spacing between vote arrows is ~20
//--- bars - a window at or below that thins almost nothing (10 bars removed only 8-21%).
input SIGNAL_COOLDOWN_BARS Signal_CooldownBars = SCB_30;   // Cooldown: bars between signals
//--- OVERRIDES the bar count when > 0, so a cooldown can be expressed in wall-clock and stay put
//--- across a timeframe change. Converted to bars against the CHART's period, so it is exact on
//--- every timeframe rather than approximated.
input SIGNAL_COOLDOWN_MINUTES Signal_CooldownMinutes = SCM_OFF; // Cooldown: minutes instead
//--- ONE resolver, so the member layer and the VOTE layer can never disagree about the window. The
//--- minutes form overrides the bar count and is resolved against the CHART period, rounded UP so a
//--- cooldown asked for in wall-clock is never silently shorter than requested.
//--- SOURCE OVERRIDE, and it exists because of a trap this codebase already documents: MT5 stores an
//--- input PER CHART in profiles\Charts\*\chart*.chr, so AN ALREADY-ATTACHED EA IGNORES A CHANGED
//--- DEFAULT ENTIRELY. Raising Signal_CooldownBars from 10 to 30 changed nothing on six live charts -
//--- they kept reporting a 10-bar window - because each had 10 saved in its own profile.
//---
//--- That is precisely why SignalClusterWindow was a const before this work. Making it an input
//--- restored per-chart tunability and lost source-correctability; this restores the second without
//--- giving up the first.
//---
//--- > 0 WINS over the input. 0 hands control back to the panel. Set it to 0 once the charts have
//--- been re-attached or their inputs set by hand.
const int SignalCooldownOverrideBars = 30;
int WarriorSignalCooldownBars(void)
  {
   int bars = (int)Signal_CooldownBars;
   //--- MINUTES FIRST, so the source override below is genuinely LAST and wins over both. Applying it
   //--- before this block left a latent copy of the very bug it exists to fix: Signal_CooldownMinutes
   //--- is a per-chart input too, so a chart carrying a stored minutes value would have silently
   //--- defeated the override. Harmless while every chart holds SCM_OFF, which is exactly the kind of
   //--- "works today" that stops working the first time someone sets it.
   if(Signal_CooldownMinutes > 0)
     {
      int secs = PeriodSeconds();
      if(secs > 0)
         bars = (int)MathCeil(((int)Signal_CooldownMinutes * 60.0) / secs);
     }
   //--- LAST WORD. Deliberately NOT applied when the resolved value is OFF: an operator who switched
   //--- the cooldown off meant it, and silently re-enabling it from source would be the same class of
   //--- surprise this override exists to fix, pointed the other way.
   if(SignalCooldownOverrideBars > 0 && bars > 0)
      bars = SignalCooldownOverrideBars;
   return (bars > 0) ? bars : 0;
  }
//--- ONE PASS OVER THE HELD-OUT SLICE, at deploy, after the best checkpoint is restored.
//---
//--- WHAT IT BUYS: the OOS slice is the NEWEST history and the model never trains on it, while online
//--- learning adapts to every bar that resolves AFTER deployment. That leaves a gap exactly at the
//--- handover, over the most regime-relevant data there is. This is the standard
//--- select-on-validation-then-refit-on-everything move.
//---
//--- WHAT IT COSTS, and it is not nothing: the deployed weights are then NOT the weights that were
//--- measured. The deploy log's promise - "every model reverts to the weights it held at the era
//--- whose combined vote scored best, so the ensemble that trades is exactly the one that was
//--- measured" - stops being literally true. Every certified number belongs to the PRE-PASS weights
//--- and must be quoted that way.
//---
//--- Set false to keep certified == traded exactly.
const bool EnableOosFinalPass = true;
//--- A second small net predicting how FAR price travels within the horizon - never which way. Stage 1
//--- is a MEASUREMENT: it prints a Brier skill score and places no orders. Not in the fingerprint.
const bool UseExcursionHead = true;
//--- Runaway backstop, not a training control - the plateau ladder decides when a run ends.
const MAX_ERAS_PRESET MaxErasPerRun = ME_10000;
//==================================================================================================
//  AI INPUT FEATURES (the data the neural network sees each bar)
//==================================================================================================
input string AISignals = "AI Input Features"; // AI Input Features
//--- Bars per input sequence is DERIVED (DeriveHistoryBars) and pinned in the .cfg. The ATR feature
//--- period is deliberately decoupled and fixed: the indicator is created before the .cfg is adopted,
//--- so deriving it would let init ordering change the unit the pinned SL/TP multiples are expressed in.
#define ATR_FEATURE_PERIOD 20
input ENUM_APPLIED_VOLUME VolumeData = VOLUME_TICK;    // Volume data type (tick / real)
input bool EnableVolume = true;            // Feature: volume
input bool EnableTime = true;              // Feature: time
input bool EnableATR = true;               // Feature: volatility (ATR)
input bool EnableMAFeature = true;         // Feature: Moving Average
//--- Widths are per BAR, so each is multiplied by the sequence length - enable deliberately.
input bool EnableSwingContext = true;      // Feature: ZigZag swing context
//--- THE RSI, MACD, ICHIMOKU AND FIVE AD/WYCKOFF FEATURE GROUPS WERE REMOVED 2026-08-24. Every one
//--- had shipped false, and each carried a closed verdict: the classic oscillators are the same 26
//--- patterns that measured at chance as entries, and the Wyckoff family returned zero out-of-sample
//--- on five independent instruments, which is what closed the context score. Their widths were
//--- already 0 in the input matrix, so removing them changes no fingerprint and orphans no model.
//==================================================================================================
//  AD / WYCKOFF INDICATOR PARAMETERS
//==================================================================================================
//--- Tuner seeds, one per CONCEPT rather than per indicator (volClimax/volHigh/rangeClimax/... were
//--- restated verbatim across four indicators). The auto-tuner is the operator path to these values;
//--- editing a _DEF is a deliberate speed bump, because hand-set values bypass its family-wise gate.
#define WYK_VOL_CLIMAX_DEF        2.5
#define WYK_VOL_HIGH_DEF          1.5
#define WYK_RANGE_CLIMAX_DEF      1.8
#define WYK_RANGE_SIGNIF_DEF      1.2
#define WYK_ST_VOL_RATIO_DEF      0.6
#define WYK_ATR_MULT_DEF          0.5
#define ADCD_LOOKBACK_DEF         50
#define SOT_THRUST_LOOKBACK_DEF   30
#define SOT_MIN_IMPULSES_DEF      3
#define SOT_THRESHOLD_DEF         0.30
#define WES_LOOKBACK_DEF          50
#define WES_ZIGZAG_DEF            3
#define WES_TOUCH_ATR_DEF         0.5
#define WES_AR_MIN_ATR_DEF        1.0
#define WES_MAX_RANGE_BARS_DEF    200
#define WFS_LOOKBACK_DEF          50
#define WFS_ZIGZAG_STRENGTH_DEF   3
#define WSBI_LOOKBACK_DEF         50
//--- Aliases keeping every consumer (CADIndicatorTuner seeds, ConfigFingerprint's ADP token) untouched.
#define Wyk_VolClimaxMult        WYK_VOL_CLIMAX_DEF
#define Wyk_VolHighMult          WYK_VOL_HIGH_DEF
#define Wyk_RangeClimaxMult      WYK_RANGE_CLIMAX_DEF
#define Wyk_RangeSignificantMult WYK_RANGE_SIGNIF_DEF
#define Wyk_ShortTermVolRatio    WYK_ST_VOL_RATIO_DEF
#define Wyk_AtrMult              WYK_ATR_MULT_DEF
#define ADCD_Lookback            ADCD_LOOKBACK_DEF
#define SOT_ThrustLookback       SOT_THRUST_LOOKBACK_DEF
#define SOT_MinImpulses          SOT_MIN_IMPULSES_DEF
#define SOT_Threshold            SOT_THRESHOLD_DEF
#define WES_Lookback             WES_LOOKBACK_DEF
#define WES_ZigZag               WES_ZIGZAG_DEF
#define WES_TouchATR             WES_TOUCH_ATR_DEF
#define WES_ARMinATR             WES_AR_MIN_ATR_DEF
#define WES_MaxRangeBars         WES_MAX_RANGE_BARS_DEF
#define WFS_Lookback             WFS_LOOKBACK_DEF
#define WFS_ZigZagStrength       WFS_ZIGZAG_STRENGTH_DEF
#define WSBI_Lookback            WSBI_LOOKBACK_DEF
//--- Proximity/impact only, never actual-vs-forecast, which is not knowable ahead of the release.
input bool EnableNews = false;             // Feature: news proximity
input NF_LOOKBACK_PRESETS NewsFeatureWindowMinutes = M60; // News feature window
//--- Currency-strength panel built from the FX pairs in Market Watch. Needs >= 2 usable pairs; degrades
//--- to a neutral 0-fill with one logged line rather than blocking training.
input bool EnableCrossAsset = true;        // Feature: cross-asset currency strength
//--- The only microstructure channel that is both FX-available and genuinely historical in the tester.
//--- Encodes a volatility REGIME; unsigned, like volume, so it can never pick a side.
input bool EnableSpreadFeature = true;     // Feature: spread / volatility regime
//--- Gates CONSUMPTION only. With no file for this symbol the block contributes 0 features and the
//--- topology is unchanged, so it is safe ON everywhere. Turning it OFF on a model trained WITH alt
//--- features shrinks the input width and correctly starts a fresh model.
input bool EnableAltData = true;           // Feature: alternative data (COT / VIX / macro)
//--- Keys travel as input defaults so wiping Common\Files\Warrior_EA cannot silently kill a source.
//--- A keys.txt in the AltData folder is consulted only if an input is blanked. COT needs no key.
input string FredApiKey = "9640c07ff6574c1c23a17393b735fd36";       // FRED API key (VIX/USD features)
input string EiaApiKey = "oeSZu7EaZxG5Icjm6q78yUIXaH2EKGhIwVsdTj76"; // EIA API key (petroleum features)
//--- Searches the per-bar parameters of every ENABLED feature under a family-wise gate; the trial
//--- budget is derived, not configured (ComputeTuneTrialBudget).
input bool AutoTuneIndicators = true;     // Auto-tune indicator params (gated, era 0)
//==================================================================================================
//  FILTERS
//==================================================================================================
input string SF_Settings = "Session Filter"; // Session Filter
input bool EnableSessionFilter = false;     // Signal: Session filter
//--- All three ON spans 00:00-22:00 GMT. The filter is evaluated once per BAR, so on D1 there is exactly
//--- one evaluation and a narrow default can starve the EA of entries entirely.
input bool SF_trade_LondonSession = true;  // Trade London session
input bool SF_trade_TokyoSession = true;   // Trade Tokyo session
input bool SF_trade_NewYorkSession = true; // Trade New York session
//--- Its own group because CExpertCustom::OnTick() evaluates this schedule unconditionally - it fires
//--- whether EnableSessionFilter is on or off. Set Close-all day = Disabled to switch it off.
input string CA_Settings = "Scheduled Close-All"; // Scheduled Close-All
input CLOSE_DAY_OF_WEEK   targetDayOfWeek = CLOSE_FRIDAY; // Close-all day
//--- CH_MARKET_CLOSE resolves per day from the symbol's own session table and backs off by the
//--- minute setting, so it is right on every symbol and both sides of DST with no number to
//--- maintain.
input CLOSE_HOUR_OF_DAY   targetHour = CH_MARKET_CLOSE;   // Close-all hour
input CLOSE_MINUTE_OF_HOUR targetMinutes = CM_5; // Close-all minute
input string NF_Settings = "News Filter"; // News Filter
input bool EnableNewsFilter = true;        // Signal: News filter
input NF_LOOKBACK_PRESETS NF_LookMinutes = M60; // News avoid window (min)
input NF_IMPACT_PRESETS NF_MinImpact = HOLIDAYS; // Min news impact to avoid
input string RiskGuard_Settings = "Risk Guard"; // Risk Guard
input bool EnableRiskGuard = true;         // Signal: Risk Guard
//--- Free entry rather than a preset ladder, because prop limits are not always integers. Enter the
//--- limits from YOUR account agreement, slightly tighter if you want margin for slippage past a stop.
//--- 0 disables a rule. Enforced at quote frequency by Variables\RiskBudget.mqh, not once per bar.
input double MaxDailyLossPct = 4.0;        // Daily loss limit % (0 = off)
input double MaxDrawdownPct = 8.0;         // Max total drawdown % (0 = off)
//--- TRUE: measured down from the highest equity ever reached. FALSE: from the equity first seen. Use
//--- whichever your programme uses - a trailing rule on a static challenge halts far too early.
input bool MaxDrawdownIsTrailing = true;   // Max DD trails the equity peak
//--- Broker-server hour, NOT local time. A misaligned window hands the allowance back early or late.
input int RiskDayResetHour = 0;            // Risk day reset hour (broker time, 0-23)
//--- Share of the allowance genuinely LEFT after every open position's remaining loss-to-stop. Without
//--- it a trade at 3.2% into a 4% day still sized for a full risk unit and a routine stop-out breached.
input double RiskPerTradeOfBudget = 50.0;  // Max % of remaining budget per trade
//--- Declining new entries cannot stop an ALREADY-OPEN position running through the limit, which is how
//--- a hard daily rule is actually breached. OFF means the limits above are advisory, not enforced.
input bool RiskGuardFlatten = false;       // Close own positions on breach
//--- EXPECTANCY STOP. The limits above bound how FAST the account loses, never WHETHER. 0 = off.
//--- The halt is LATCHED and survives a restart; clearing it means deleting the risk state file.
input int    ExpectancyMinTrades = 40;     // Halt if losing: min closed trades first (0 = off)
input double ExpectancySigma = 2.0;        // ...and mean must be this many std errors below zero
//==================================================================================================
//  TRADE JOURNAL / PATTERN RANKING
//==================================================================================================
input string Journal_Settings = "Trade Journal / Ranking"; // Trade Journal / Ranking
//--- Scales each signal's vote by its historical win rate, records every trade, and powers the Export
//--- Trade Journal Report button.
input bool UseDatabaseRanking = true;      // Weight filters by DB win-rate
//--- Oldest row pruned past the cap. A high cap costs nothing until the rows exist.
input int DB_MaxRowsPerTable = 1000000;       // Max rows kept per pattern table
//--- Header only - AI\Network.mqh's Adam*/Sgd* inputs render immediately after this divider.
input string NNPerf_Settings = "NN Optimizer / Performance"; // NN Optimizer / Performance
//--- Guarded, so the explicit include in Warrior_EA.mq5 stays harmless: every unit that sees the seed
//--- constants above also sees the g_Tuned* globals that supersede them.
#include "TunedPeriods.mqh"

//==================================================================================================
//  THE TWO BOOKS - MAGIC NUMBERS
//==================================================================================================
//--- Allow_Hedging gives this EA a second position slot on the same symbol, and a position is
//--- addressed by (symbol, magic) everywhere in MT5 - so the short book needs a magic of its own.
//--- The LONG book keeps Expert_MagicNumber unchanged: every position, journal row and risk-budget
//--- state file this EA has ever written stays addressable exactly as before, and turning hedging on
//--- adopts no existing position into the wrong book.
//---
//--- The offset is +1, so magic N and N+1 are BOTH reserved by this EA. Every filter that uses them
//--- also matches the symbol, so the six charts sharing magic 2024 stay disjoint - but do not point a
//--- second EA at Expert_MagicNumber+1.
#define SHORT_BOOK_MAGIC_OFFSET 1
//--- The vote exit is pinned shut here rather than left at the stock CExpertSignal default of 100:
//--- the vote is a WEIGHTED MEAN of values that cannot exceed 100, so it CAN reach 100 exactly, and
//--- 100 would therefore arm an exit this strategy is not certified for. 101 is unreachable by
//--- arithmetic. See Signal_ThresholdClose's removal note above.
#define VOTE_EXIT_DISABLED_THRESHOLD 101

//--- Band the assigned magics live in. Deliberately far from the values people type by hand (2024,
//--- 12345, 999) so an auto-assigned magic never collides with a hand-set one on the same account.
#define WARRIOR_MAGIC_BAND  1400000000
#define WARRIOR_MAGIC_SLOTS 100000
//--- Resolved once per run. 0 = not resolved yet; WarriorBookMagic() is called from per-tick filters,
//--- so the file must be touched exactly once and never again.
ulong g_warriorBaseMagic = 0;

//--- DETERMINISTIC FALLBACK, from chart identity. Used in the tester (where a random magic would make
//--- two identical passes differ) and whenever the file cannot be written - a magic that is stable
//--- WITHOUT a file is a far better failure mode than one that is fresh on every start.
ulong WarriorDerivedMagicBase(void)
  {
   string key = _Symbol + "|" + IntegerToString((int)_Period);
   uint h = 2166136261;
   int  n = StringLen(key);
   for(int i = 0; i < n; i++)
     {
      h ^= (uint)StringGetCharacter(key, i);
      h *= 16777619;
     }
   //--- EVEN SLOTS ONLY. The short book is base+1, so odd bases would let one chart's short book land
   //--- exactly on another chart's long book.
   return (WARRIOR_MAGIC_BAND + 2 * (ulong)(h % WARRIOR_MAGIC_SLOTS));
  }

string WarriorMagicFileName(void)
  {
   return StringFormat("Warrior_%s_%d.magic", _Symbol, (int)_Period);
  }

//--- ASSIGN-ONCE-AND-REMEMBER. Terminal-local (MQL5\Files) ON PURPOSE, not Common: the Common
//--- Warrior_EA folder is the one that gets wiped for a retrain, and positions outlive retrains. It
//--- also keeps two terminals running the same symbol on separate magics, which a chart-identity hash
//--- could not do.
ulong WarriorResolveBaseMagic(void)
  {
   if(g_warriorBaseMagic != 0)
      return g_warriorBaseMagic;
   //--- Reproducibility beats uniqueness in the tester: two identical passes must not differ.
   if(MQLInfoInteger(MQL_TESTER) || MQLInfoInteger(MQL_OPTIMIZATION) || MQLInfoInteger(MQL_FORWARD))
     {
      g_warriorBaseMagic = WarriorDerivedMagicBase();
      return g_warriorBaseMagic;
     }
   string file = WarriorMagicFileName();
   //--- SHARE flags on every open, always - see the tester optcache corruption this project already ate.
   int h = FileOpen(file, FILE_READ | FILE_TXT | FILE_ANSI | FILE_SHARE_READ | FILE_SHARE_WRITE);
   if(h != INVALID_HANDLE)
     {
      string line = FileReadString(h);
      FileClose(h);
      ulong stored = (ulong)StringToInteger(line);
      if(stored != 0)
        {
         g_warriorBaseMagic = stored;
         PrintFormat("Warrior magic: reusing %I64u for %s (from %s) - the positions this EA already"
                     " holds stay recognisable across this restart.", stored, _Symbol, file);
         return g_warriorBaseMagic;
        }
      PrintFormat("Warrior magic: %s exists but holds no usable value (\"%s\") - assigning a new one.",
                  file, line);
     }
   //--- No usable file. Draw one, then PERSIST IT BEFORE RETURNING - a magic that was never written
   //--- down is exactly the orphaned-positions failure this whole mechanism exists to prevent.
   MathSrand((int)(GetTickCount() + (uint)TimeLocal() + (uint)StringLen(_Symbol) * 7919));
   //--- MathRand() is 0..32767, so one draw cannot cover the slot range. Two do.
   uint draw = ((uint)MathRand() << 15) ^ (uint)MathRand();
   ulong candidate = WARRIOR_MAGIC_BAND + 2 * (ulong)(draw % WARRIOR_MAGIC_SLOTS);
   int w = FileOpen(file, FILE_WRITE | FILE_TXT | FILE_ANSI | FILE_SHARE_READ | FILE_SHARE_WRITE);
   if(w == INVALID_HANDLE)
     {
      g_warriorBaseMagic = WarriorDerivedMagicBase();
      PrintFormat("Warrior magic: CANNOT WRITE %s (error %d) - falling back to the chart-derived magic"
                  " %I64u, which is stable without a file. Trading continues; the assigned-random path"
                  " is what is unavailable, not position tracking.",
                  file, GetLastError(), g_warriorBaseMagic);
      return g_warriorBaseMagic;
     }
   FileWriteString(w, IntegerToString((long)candidate));
   FileClose(w);
   g_warriorBaseMagic = candidate;
   PrintFormat("Warrior magic: assigned %I64u to %s and wrote it to %s. Every later start reads it"
               " back, so positions opened under it stay managed.", candidate, _Symbol, file);
   return g_warriorBaseMagic;
  }

ulong WarriorBookMagic(const bool longBook)
  {
   //--- An explicitly pinned value wins and never touches the file: a chart already carrying 2024
   //--- keeps addressing the positions it opened under 2024.
   ulong base = (Expert_MagicNumber != 0) ? Expert_MagicNumber : WarriorResolveBaseMagic();
   return (longBook ? base : base + SHORT_BOOK_MAGIC_OFFSET);
  }

//--- IS THIS POSITION/ORDER OURS? Used by every sweep that acts on the EA's own trades - the
//--- scheduled close-all, the risk budget's emergency flatten, the journal's MAE/MFE walk.
//---
//--- DELIBERATELY NOT GATED ON Allow_Hedging. Ownership must not depend on a switch: turn hedging
//--- off while a short-book position is open and a gated predicate would stop recognising it, so the
//--- close-all would skip it and the flatten would leave it running - a position no code would ever
//--- close again. Only OPENING a short book is gated by the input; owning one is forever. This is the
//--- same asymmetry as ProtectOpenPosition(): an exit may act where an entry may not.
//--- THE LEGACY PAIR. 2024 was this EA's shipped default magic for its whole life, so positions opened
//--- under it must stay recognisable even after a chart is switched to the assign-and-remember scheme
//--- (Expert_MagicNumber = 0). Without this, flipping a chart while a position was open would orphan
//--- it - still running, invisible to the close-all and the flatten, managed by nothing. Every filter
//--- that calls this ALSO matches the symbol, so claiming these two values can only ever reach
//--- positions on this EA's own chart. Safe to delete once no 2024-era position can still be open.
#define WARRIOR_LEGACY_MAGIC 2024

bool WarriorOwnsMagic(const long magic)
  {
   if(magic == (long)WarriorBookMagic(true) || magic == (long)WarriorBookMagic(false))
      return true;
   return (magic == WARRIOR_LEGACY_MAGIC ||
           magic == WARRIOR_LEGACY_MAGIC + SHORT_BOOK_MAGIC_OFFSET);
  }

//--- Is the two-book mode actually live? Needs BOTH the input and an account that can hold opposing
//--- positions - on NETTING the second book is arithmetically impossible, so the EA runs its original
//--- single-position path and says so once at init.
bool WarriorHedgingActive(void)
  {
   return (Allow_Hedging &&
           (ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE) == ACCOUNT_MARGIN_MODE_RETAIL_HEDGING);
  }