Warrior_EA/Enumerations/InputEnums.mqh
AnimateDread 6308a19f27 feat(signal): make the signal cooldown tunable, and add a hard any-direction gate
The declustering the charts needed already existed - NmsLiveAccept, per-direction
run-collapse plus cross-direction resolution plus strict alternation - and it was
already set to 10 bars. It could not be TUNED: SignalClusterWindow was a compile-
time const, so finding the right value needed a rebuild. That is the actual gap.

Now three inputs, as enum dropdowns:
  Signal_CooldownScope    per-direction, or a hard any-direction gate on top
  Signal_CooldownBars     SCB_OFF..SCB_50, default 10
  Signal_CooldownMinutes  SCM_OFF..SCM_1440, overrides bars when set

Minutes resolve against the CHART period and round UP, so a cooldown asked for in
wall-clock is never silently shorter than requested and survives a timeframe
change.

SCB_/SCM_ prefixes are deliberately unique. M15/M30/M60 are ALREADY members of
NF_LOOKBACK_PRESETS, and MQL5 binds a duplicated enum member to the first-declared
enum silently - the obvious names would have compiled straight into the news
filter's values.

THE ANY-DIRECTION GATE IS ADDITIVE, NOT A REPLACEMENT, and the first cut of this
had it backwards. Measured on the live log: the current rules draw 222 arrows over
4999 bars, while a BARE 10-bar cooldown permits up to 454 - because ALTERNATION is
what declutters today, not the window. Swapping the rules out would have roughly
doubled the clutter it was asked to remove. Layered, it can only ever suppress
more. Suppressed bars still advance the per-direction last-SEEN cursors, so a run
straddling the boundary does not restart as if it were fresh.

Applied at all THREE sites that must agree - live inference, OOS pass-3 scoring
and the chart renderer. Their own comments say why: an arrow set that does not
obey the same rule as the traded set shows calls the EA would never take.

Also corrects a stale comment that called this window "display only". It is not:
when it suppresses, the live path zeroes the signal outright - no arrow, no vote,
no position. Training never sees it, so these cost no retrain and are correctly
absent from the fingerprint.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-27 09:48:28 -04:00

575 行
28 KiB
MQL5

//+------------------------------------------------------------------+
//| CustomEnums.mqh |
//| AnimateDread |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link "https://www.mql5.com"
//--- Weight-update optimizer. This is really an AI\Network.mqh library type; a guarded duplicate is
//--- kept here so Variables\Inputs.mqh (which uses it for the TrainingOptimizer input) can be included
//--- before the AI headers - putting the EA's own inputs at the top of the Inputs tab. Keep in sync
//--- with AI\Network.mqh's copy; the shared WARRIOR_ENUM_OPTIMIZATION_DEFINED guard prevents a
//--- duplicate definition whichever header is parsed first.
#ifndef WARRIOR_ENUM_OPTIMIZATION_DEFINED
#define WARRIOR_ENUM_OPTIMIZATION_DEFINED
//--- A third DFA entry was removed 2026-07-28 - see AI\Network.mqh's copy for the full rationale (it was
//--- a deterministic index-parity sign flip on the gradient, i.e. ascent on half of every weight tensor,
//--- not Direct Feedback Alignment). SGD/ADAM keep ordinals 0/1: they feed the weights-filename
//--- fingerprint and must never be renumbered.
enum ENUM_OPTIMIZATION
{
SGD, // SGD + Momentum (heavy-ball, simpler, needs more eras)
ADAM // Adam (adaptive step, faster convergence, can overfit)
};
#endif
//--- Logical, commonly-used Moving Average / RSI periods only - keeps the Classic Signals inputs (and
//--- the AutoTuneIndicators search space over them, see ADIndicatorTuner.mqh) from being set/perturbed
//--- to an arbitrary, non-standard period.
enum MA_PERIOD_PRESETS
{
MA_PERIOD_5 = 5, // 5
MA_PERIOD_8 = 8, // 8
MA_PERIOD_9 = 9, // 9
MA_PERIOD_10 = 10, // 10
MA_PERIOD_13 = 13, // 13
MA_PERIOD_20 = 20, // 20
MA_PERIOD_21 = 21, // 21
MA_PERIOD_50 = 50, // 50
MA_PERIOD_100 = 100, // 100
MA_PERIOD_200 = 200, // 200
};
//--- Moving-average TYPE. VALUES ARE ENUM_MA_METHOD's own codes and MUST stay in sync with it - both the
//--- classic MA vote (Signals\SignalMA.mqh) and the NN MA input feature now run the BUILT-IN iMA via
//--- CiMA, so a value here is passed straight through as the ma_method argument. Auto-tuner-searchable.
//---
//--- 2026-08-19: replaced CustomIndicators\ADMovingAverage. That indicator offered five extra types
//--- (ALMA/DEMA/ZLEMA/T3/Kalman) on codes 0..4 with SMA/EMA/SMMA/LWMA on 5..8; those five have no iMA
//--- equivalent and are GONE, and the four survivors renumbered to match ENUM_MA_METHOD. Anything that
//--- persists a type code across that boundary must migrate - see LoadTunedPeriods().
enum MA_TYPE_PRESETS
{
MA_TYPE_SMA = MODE_SMA, // SMA (simple)
MA_TYPE_EMA = MODE_EMA, // EMA (exponential)
MA_TYPE_SMMA = MODE_SMMA, // SMMA (smoothed)
MA_TYPE_LWMA = MODE_LWMA, // LWMA (linear weighted)
};
//--- The ONE validity rule for a persisted MA type code. iMA rejects anything outside ENUM_MA_METHOD,
//--- and a stored code can predate the ADMovingAverage removal, so every load path runs it through
//--- here. Old codes 5..8 were SMA/EMA/SMMA/LWMA and map cleanly; old 0..4 were the five advanced
//--- types that no longer exist and are indistinguishable from valid new codes, so they cannot be
//--- rescued - callers that know they are reading a pre-migration file pass legacy=true to convert.
int SanitizeMaType(const int stored, const bool legacy)
{
if(legacy)
return (stored >= 5 && stored <= 8) ? stored - 5 : (int)MA_TYPE_SMA;
return (stored >= MODE_SMA && stored <= MODE_LWMA) ? stored : (int)MA_TYPE_SMA;
}
enum RSI_PERIOD_PRESETS
{
RSI_PERIOD_2 = 2, // 2
RSI_PERIOD_5 = 5, // 5
RSI_PERIOD_7 = 7, // 7
RSI_PERIOD_9 = 9, // 9
RSI_PERIOD_14 = 14, // 14 (classic)
RSI_PERIOD_21 = 21, // 21
RSI_PERIOD_25 = 25, // 25
};
//--- MACD periods (Signals\SignalMACD.mqh classic vote + the MACD input feature). The preset SETS are
//--- deliberately chosen so that EVERY fast/slow combination satisfies CSignalMACD::ValidationSettings()'s
//--- "slow must exceed fast" rule - the fast list tops out at 15, the slow list starts at 17. A trader
//--- picking two legal-looking values from the dropdowns can therefore never produce a combination that
//--- fails init, and the auto-tuner (ADIndicatorTuner::PerturbRandom) can perturb either one in isolation
//--- without having to know the other's current value.
enum MACD_FAST_PRESETS
{
MACD_FAST_5 = 5, // 5
MACD_FAST_8 = 8, // 8
MACD_FAST_12 = 12, // 12 (classic)
MACD_FAST_15 = 15, // 15
};
enum MACD_SLOW_PRESETS
{
MACD_SLOW_17 = 17, // 17
MACD_SLOW_21 = 21, // 21
MACD_SLOW_26 = 26, // 26 (classic)
MACD_SLOW_34 = 34, // 34
MACD_SLOW_50 = 50, // 50
};
enum MACD_SIGNAL_PRESETS
{
MACD_SIGNAL_5 = 5, // 5
MACD_SIGNAL_7 = 7, // 7
MACD_SIGNAL_9 = 9, // 9 (classic)
MACD_SIGNAL_12 = 12, // 12
};
//--- Ichimoku periods (Signals\SignalIchimoku.mqh classic vote + the Ichimoku input feature). Same
//--- all-combinations-are-legal design as the MACD presets above, against
//--- CSignalIchimoku::ValidationSettings()'s "Tenkan < Kijun < Senkou B" rule: Tenkan tops out at 20,
//--- Kijun spans 22-40, Senkou B starts at 44. The classic 9/26/52 triple is in the middle of each.
enum ICHIMOKU_TENKAN_PRESETS
{
ICHI_TENKAN_7 = 7, // 7
ICHI_TENKAN_9 = 9, // 9 (classic)
ICHI_TENKAN_12 = 12, // 12
ICHI_TENKAN_20 = 20, // 20
};
enum ICHIMOKU_KIJUN_PRESETS
{
ICHI_KIJUN_22 = 22, // 22
ICHI_KIJUN_26 = 26, // 26 (classic)
ICHI_KIJUN_30 = 30, // 30
ICHI_KIJUN_40 = 40, // 40
};
enum ICHIMOKU_SENKOU_PRESETS
{
ICHI_SENKOU_44 = 44, // 44
ICHI_SENKOU_52 = 52, // 52 (classic)
ICHI_SENKOU_60 = 60, // 60
ICHI_SENKOU_120 = 120, // 120
};
//--- custom enumerations for certain settings, minimizes overfitting
enum IND_PERIODS_PRESETS
{
PERIOD_5 = 5, // 5 Periods
PERIOD_10 = 10, // 10 Periods
PERIOD_14 = 14, // 14 Periods (classic)
PERIOD_20 = 20, // 20 Periods
PERIOD_30 = 30, // 30 Periods
PERIOD_50 = 50, // 50 Periods
PERIOD_100 = 100, // 100 Periods
PERIOD_200 = 200, // 200 Periods
};
enum TRAINING_YEARS_PRESET
{
YEARS_1 = 1, // 1 year
YEARS_2 = 2, // 2 years
YEARS_5 = 5, // 5 years
YEARS_10 = 10, // 10 years
YEARS_20 = 20, // 20 years
};
//--- Stop-loss sizing mode. The ATR_* presets place the SL a fixed multiple of ATR FROM THE ENTRY
//--- PRICE.
//--- SL_INTELLIGENT (-1) WAS REMOVED 2026-08-25 with the rest of the confidence-scaled trade
//--- management: it multiplied the base ATR distance by (1 - 0.3 * confidence), i.e. it staked real
//--- risk on a number the project has measured as MISCALIBRATED (the model over-calls by roughly 10x
//--- against the label prior - see the calibration verdict). Nothing ever demonstrated that a
//--- high-confidence bar deserves a tighter stop; the confidence-vs-outcome buckets in
//--- Database\TradeJournalReport.mqh are still recorded, so the claim remains testable, but it does
//--- not get to move a stop until it is.
//--- SWING-ANCHORED STOPS WERE REMOVED 2026-07-31. Both the ATR presets ("N ATR beyond the swing") and
//--- SL_PREV_SWING ("exactly at the swing") keyed the stop to the recent swing high/low, which makes
//--- the risk on a trade a function of how far away the last swing happens to sit rather than of
//--- current volatility: a shallow pullback produced a stop tight enough to be taken out by noise on a
//--- setup that then ran to target. Anchoring to the entry makes risk exactly N*ATR by construction,
//--- which is also what kept the old minimum-reward:risk rejection satisfiable without depending on
//--- swing geometry. That filter is gone (2026-08-09); the coupling is still the right shape.
//--- SL_Mode and TP_Mode NO LONGER DEFINE THE TRAINING LABELS. That was true from the 2026-08-01
//--- triple-barrier relabel until the swing-pivot target replaced it: the label is now geometry-free
//--- (which way the next confirmed pivot lies), neither mode appears in BuildModelFingerprint() or
//--- ComputeDbConfigFingerprint(), and both are free for the tester GA to sweep without a retrain.
enum STOP_LOSS_MODE
{
SL_ATR_x1 = 1, // ATR * 1 from entry
SL_ATR_x2 = 2, // ATR * 2 from entry
SL_ATR_x3 = 3, // ATR * 3 from entry
};
//--- Take-profit sizing mode. The ATR_* presets set the TP a fixed multiple of ATR FROM THE ENTRY
//--- PRICE (no longer derived from the reward:risk ratio - that ratio was a pure
//--- rejection filter).
//--- TP_INTELLIGENT (-1) WAS REMOVED 2026-08-25 for the same reason as SL_INTELLIGENT above - it
//--- widened the target to 2.5R * (1 + confidence), so an over-confident model quietly set itself a
//--- target it then had to reach.
//--- TP_PREV_SWING REMOVED 2026-07-31 alongside the swing-anchored stops: targeting the opposite swing
//--- caps the reward at whatever structure happens to be overhead, which on a trending signal exits
//--- well before the move is done and, paired with a swing-anchored stop, made the realised
//--- reward:risk a property of the chart's geometry rather than of the setup.
enum TAKE_PROFIT_MODE
{
TP_ATR_x1 = 1, // ATR * 1 from entry
TP_ATR_x2 = 2, // ATR * 2 from entry
TP_ATR_x3 = 3, // ATR * 3 from entry
TP_ATR_x4 = 4, // ATR * 4 from entry
TP_ATR_x6 = 6, // ATR * 6 from entry
TP_ATR_x8 = 8, // ATR * 8 from entry
TP_ATR_x10 = 10, // ATR * 10 from entry
};
//--- RISK_REWARD_RATIO removed 2026-08-09 along with its only consumer, the Min_Risk_Reward_Ratio
//--- input. Deleted rather than left dangling: a live enum with no input behind it is exactly the shape
//--- of the 2026-07 incident where a saved .set kept feeding a deleted option's ordinal back in and
//--- trained ~250 eras on the wrong target (MT5 does not validate saved enum inputs). See
//--- Variables\Inputs.mqh for why the ratio itself had to go.
enum MONEY_RISK_PERCENT_PRESET
{
RISK_PCT_1 = 1, // 1
RISK_PCT_2 = 2, // 2
RISK_PCT_3 = 3, // 3
RISK_PCT_4 = 4, // 4
RISK_PCT_5 = 5, // 5
};
enum BARS_EXPIRATION
{
BARS_X1 = 1, // 1 Candle
BARS_X2 = 2, // 2 Candles
BARS_X3 = 3, // 3 Candles
BARS_X5 = 5, // 5 Candles
BARS_X10 = 10, // 10 Candles
BARS_X20 = 20, // 20 Candles
};
//--- Entry order placement. All ATR offsets are measured from the CURRENT price (bid/ask), NOT the
//--- swing - this is the deliberate change for stability. Sign picks the side, magnitude is the ATR
//--- multiple:
//--- MARKET - fill immediately at market.
//--- LIMIT_*xATR - pending LIMIT that many ATR on the favorable side of bid/ask (buy below /
//--- sell above): wait for a pullback into a better price.
//--- STOP_*xATR - pending STOP that many ATR on the breakout side of bid/ask (buy above /
//--- sell below): enter on continuation.
//--- ENTRY_PREV_SWING - pending order anchored at the recent swing (buy at the lookback swing low /
//--- sell at the swing high) - the one swing-anchored option kept as a choice.
//--- ENTRY_INTELLIGENT (-100) WAS REMOVED 2026-08-25 with the other confidence-scaled trade
//--- management. It priced the ENTRY off confidence (deep pullback when unsure, market fill when
//--- sure), which is the worst of the three places to spend an uncalibrated number: a limit that
//--- never fills is not a smaller loss, it is a missed trade, and the misses are selected by exactly
//--- the signal the model is least sure about - so the mode silently reshaped which setups the
//--- strategy ever traded, not just how they were sized.
//--- Non-MARKET results that clear the broker's stop-level distance become a pending order that
//--- auto-expires after Signal_Expiration bars; anything closer just fills at market
//--- (CExpertTrade::Buy/Sell handle the market-vs-limit-vs-stop routing off this price natively).
enum ENTRY_MULTIPLIER
{
MARKET = 0, // Market order
//ENTRY_PREV_SWING = -101, // Pending at previous swing low (buy) / swing high (sell)
LIMIT_3xATR = -3, // Limit 3x ATR from bid/ask
LIMIT_2xATR = -2, // Limit 2x ATR from bid/ask
LIMIT_1xATR = -1, // Limit 1x ATR from bid/ask
STOP_1xATR = 1, // Stop 1x ATR from bid/ask
STOP_2xATR = 2, // Stop 2x ATR from bid/ask
STOP_3xATR = 3, // Stop 3x ATR from bid/ask
};
//--- THE ORDINALS BELOW ARE PINNED, AND MUST STAY PINNED. TRAILING_STRATEGY_INTELLIGENT held value 1
//--- until it was removed 2026-08-25; MetaTrader does not validate an enum input read back from a
//--- saved .set or a tester optimization cache, so had the remaining members been left implicit they
//--- would each have shifted down by one and every stored "3" would have quietly become ATR_x2
//--- instead of ATR_x3. Explicit values keep every saved selection meaning what it meant, and leave
//--- 1 as a hole that ValidateTradeManagementInputs() in Warrior_EA.mq5 rejects by name.
enum TRAILING_STRATEGY
{
TRAILING_STRATEGY_NONE = 0, // No Trailing Stop Strategy
TRAILING_STRATEGY_ATR_x1 = 2, // ATR * 1 Trailing Strategy
TRAILING_STRATEGY_ATR_x2 = 3, // ATR * 2 Trailing Strategy
TRAILING_STRATEGY_ATR_x3 = 4, // ATR * 3 Trailing Strategy
};
//--- Same pinning rule as TRAILING_STRATEGY above: INTELLIGENT held value 1 (Kelly-criterion risk%
//--- scaling off AI/DB confidence) and was removed 2026-08-25, so FIXED_LOT keeps its 2 rather than
//--- inheriting the vacated 1 and turning every saved "fixed lot" chart into a risk-percent one.
enum MONEY_MANAGEMENT_STRATEGY
{
FIXED_RISK = 0, // Fixed risk Percent of Account
FIXED_LOT = 2, // Fixed lot size
};
enum CLOSE_HOUR_OF_DAY
{
CLOSE_HOUR_DISABLED = -1, // Disabled
CH_0 = 0, // 00Hxx
CH_1 = 1, // 1Hxx
CH_2 = 2, // 2Hxx
CH_3 = 3, // 3Hxx
CH_4 = 4, // 4Hxx
CH_5 = 5, // 5Hxx
CH_6 = 6, // 6Hxx
CH_7 = 7, // 7Hxx
CH_8 = 8, // 8Hxx
CH_9 = 9, // 9Hxx
CH_10 = 10, // 10Hxx
CH_11 = 11, // 11Hxx
CH_12 = 12, // 12Hxx
CH_13 = 13, // 13Hxx
CH_14 = 14, // 14Hxx
CH_15 = 15, // 15Hxx
CH_16 = 16, // 16Hxx
CH_17 = 17, // 17Hxx
CH_18 = 18, // 18Hxx
CH_19 = 19, // 19Hxx
CH_20 = 20, // 20Hxx
CH_21 = 21, // 21Hxx
CH_22 = 22, // 22Hxx
CH_23 = 23, // 23Hxx
//--- Resolves per day from the SYMBOL'S OWN trading-session table (SymbolInfoSessionTrade),
//--- so it follows the broker through DST and per-symbol schedules with nothing to retune:
//--- the close-all fires "Close-all minute" minutes BEFORE that day's last session close
//--- (e.g. minute = xxH05 -> 5 minutes before the close). The label walk resolves the same
//--- value (Expert\AIBase\Labels.mqh), so training and the live book share one definition of
//--- "the day ends". Explicit 24: impossible as a literal hour, appended (values are saved,
//--- never validated - members are only ever added at the end).
CH_MARKET_CLOSE = 24, // Market close (minus Close-all minute)
};
enum CLOSE_MINUTE_OF_HOUR
{
CLOSE_MINUTE_DISABLED = -1,// Disabled
CM_0 = 0, // xxH00
CM_5 = 5, // xxH05
CM_10 = 10, // xxH10
CM_15 = 15, // xxH15
CM_20 = 20, // xxH20
CM_25 = 25, // xxH25
CM_30 = 30, // xxH30
CM_35 = 35, // xxH35
CM_40 = 40, // xxH40
CM_45 = 45, // xxH45
CM_50 = 50, // xxH50
CM_55 = 55, // xxH55
CM_60 = 60, // xxH60
};
//--- WHAT A KEPT SIGNAL BLOCKS. Member names are deliberately long and unique: MQL5 resolves a name
//--- duplicated across two enums to the FIRST-DECLARED one, silently, and this project has already
//--- shipped a wrong target that way.
//--- Dropdown presets for the cooldown. Prefixes SCB_/SCM_ are deliberately unique: MQL5 resolves a
//--- duplicated enum member to the FIRST-DECLARED enum, silently - and M15/M30/M60 are ALREADY taken
//--- by NF_LOOKBACK_PRESETS below, so the obvious names would have bound to the news filter's values.
enum SIGNAL_COOLDOWN_BARS
{
SCB_OFF = 0, // Off (no cooldown)
SCB_2 = 2, // 2 bars
SCB_3 = 3, // 3 bars
SCB_5 = 5, // 5 bars
SCB_8 = 8, // 8 bars
SCB_10 = 10, // 10 bars
SCB_15 = 15, // 15 bars
SCB_20 = 20, // 20 bars
SCB_30 = 30, // 30 bars
SCB_50 = 50, // 50 bars
};
enum SIGNAL_COOLDOWN_MINUTES
{
SCM_OFF = 0, // Use the bar count instead
SCM_15 = 15, // 15 minutes
SCM_30 = 30, // 30 minutes
SCM_60 = 60, // 1 hour
SCM_120 = 120, // 2 hours
SCM_240 = 240, // 4 hours
SCM_480 = 480, // 8 hours
SCM_720 = 720, // 12 hours
SCM_1440 = 1440, // 1 day
};
enum SIGNAL_COOLDOWN_SCOPE
{
//--- A kept Buy silences nearby Buys only, plus cross-direction flicker resolution and strict
//--- Buy/Sell alternation. Thins RUNS but still permits a fresh alternating pair every window.
SIGNAL_COOLDOWN_PER_DIRECTION = 0, // Per direction (collapse runs + alternate)
//--- ADDS a hard any-direction cooldown ON TOP of the three rules above. Deliberately additive and
//--- not a replacement: measured on the live log, ALTERNATION is what declutters today (222 arrows
//--- over 4999 bars), while a BARE 10-bar cooldown permits up to 454 - so swapping the rules out
//--- would have roughly DOUBLED the clutter it was asked to remove. Layered, it can only ever
//--- suppress more, never less.
SIGNAL_COOLDOWN_ANY_SIGNAL = 1, // Any signal, on top of per-direction (fewest signals)
};
enum CLOSE_DAY_OF_WEEK
{
CLOSE_DAY_DISABLED = -1, // Disabled
CLOSE_MONDAY = 1, // Monday
CLOSE_TUESDAY = 2, // Tuesday
CLOSE_WEDNESDAY = 3, // Wednesday
CLOSE_THURSDAY = 4, // Thursday
CLOSE_FRIDAY = 5, // Friday
CLOSE_EVERYDAY, // Every Day
};
enum NF_LOOKBACK_PRESETS
{
NF_DISABLED = -1, // Disabled
M5 = 5, // 5 Minutes
M15 = 15, // 15 Minutes
M30 = 30, // 30 Minutes
M45 = 45, // 45 Minutes
M60 = 60, // 1 Hour
M120 = 120, // 2 Hours
M240 = 240, // 4 Hours
};
enum NF_IMPACT_PRESETS
{
HOLIDAYS = 0, //Holidays
LOW = 1, // Low Impact News
MEDIUM = 2, // Medium Impact News
HIGH = 3, // High Impact News
};
//--- INTELLIGENT added 2026-08-19 (user request, SQX EdgeFinder precedent: "adjust for the drift
//--- to increase success rate"). It resolves to LONG_ONLY / SHORT_ONLY / BOTH at runtime from the
//--- The Intelligent member (value 3, the measured drift verdict) went with the barrier stack
//--- 2026-08-24: its data source was the per-side win caches. A saved .set holding 3 falls outside
//--- the enum and MT5 clamps it, which is the visible failure a silent re-map would not be.
enum TRADING_DIRECTION
{
BOTH, // Allow both long and short trades
LONG_ONLY, // Allow only long (buy) trades
SHORT_ONLY, // Allow only short (sell) trades
};
//--- 5-POINT STEPS BELOW 50, 10-POINT ABOVE (2026-08-19). This is Signal_ThresholdOpen's scale, and under
//--- CONSENSUS arithmetic the votes it must separate are quantized by AGREEMENT: with four members
//--- whose tiers self-rank to pooled win rates ~29, unanimity reads ~29, 3-of-4 ~22, 2-of-4 ~14.5.
//--- The old 10-point grid straddled every rung the ensemble can express - 20 admitted 3-of-4 and
//--- 30 admitted nothing - so the thresholds an operator actually wants, which sit BETWEEN rungs,
//--- did not exist on the dropdown. Steps stay coarse above 50 because nothing reachable lives up
//--- there until pooled skill does. Members are ADDED, never removed or renumbered: MT5 saves the
//--- VALUE and does not validate it against the current enum (see the RISK_LIMIT_PCT_PRESET
//--- removal note at the bottom of this file), so adding explicit-valued members is .set-safe
//--- while deleting one is the trained-250-eras-on-the-wrong-target failure.
enum PERCENTAGE_PRESETS
{
PCT_5 = 5, // 5%
PCT_10 = 10, // 10%
PCT_15 = 15, // 15%
PCT_20 = 20, // 20%
PCT_25 = 25, // 25%
PCT_30 = 30, // 30%
PCT_35 = 35, // 35%
PCT_40 = 40, // 40%
PCT_45 = 45, // 45%
PCT_50 = 50, // 50%
PCT_60 = 60, // 60%
PCT_70 = 70, // 70%
PCT_80 = 80, // 80%
PCT_90 = 90, // 90%
PCT_100 = 100, // 100%
};
//--- SIGNAL_CLOSE_PRESETS WAS REMOVED 2026-08-26 with the Signal_ThresholdClose input it existed for.
//--- The vote exit is gone rather than disabled-by-default: a vote-driven early close trades a horizon
//--- the deploy gate never certified, and acting on a reversal is Allow_Hedging's job now (it opens
//--- the other book instead of closing this one). The disabling value survives as
//--- VOTE_EXIT_DISABLED_THRESHOLD in Variables\Inputs.mqh, which is what the signal is pinned to.
//--- Nothing else referenced the enum, so no ordinal moved - see the flat-namespace warning above,
//--- which is why the members were prefixed in the first place.
//--- FIRST_LAYER_NEURONS removed 2026-07-29. The first dense layer dominates the parameter count -
//--- it is (inputWidth+1) x width - so its only defensible value is a function of the input width and
//--- the amount of in-sample data, neither of which the user can see when picking from a dropdown. It
//--- is now derived: see CExpertSignalAIBase::ComputeFirstLayerWidth().
//--- Architecture-aware dense-topology presets were then folded into the (since-removed) AI_CHOICE
//--- selector; today the front-end choice is the per-NN Use_* toggles and the dense taper is fully
//--- derived - see ComputeHiddenLayerCount.
//--- LSTM's own recurrent hidden-unit count - previously silently piggybacked on HiddenLayersCount
//--- (an unrelated dense-taper-depth setting), which meant it could never be tuned independently and
//--- defaulted to a value (4) nobody actually chose on purpose. Decoupled into its own input.
enum LSTM_HIDDEN_SIZE_PRESET
{
LSTM_HIDDEN_8 = 8, // 8 Units
LSTM_HIDDEN_16 = 16, // 16 Units
LSTM_HIDDEN_32 = 32, // 32 Units
LSTM_HIDDEN_64 = 64, // 64 Units
LSTM_HIDDEN_128 = 128, // 128 Units
};
//--- CONV's own output-filter count for its convolutional layer - previously silently piggybacked on
//--- HiddenLayersCount too (same bug class as LstmHiddenSize above), defaulting to a bottleneck of 4
//--- filters/bar. Decoupled into its own input.
enum CONV_FILTER_COUNT_PRESET
{
CONV_FILTERS_8 = 8, // 8 Filters
CONV_FILTERS_16 = 16, // 16 Filters
CONV_FILTERS_32 = 32, // 32 Filters
CONV_FILTERS_64 = 64, // 64 Filters
CONV_FILTERS_128 = 128, // 128 Filters
};
//--- Shared pooling shape for the Conv front-end used by both CONV and HYBRID. Keeping this
//--- separate from ConvFilterCount lets the filter-bank width and the downsampling span be tuned
//--- independently, instead of smuggling one into the other.
//--- CONV_POOL_WINDOW_PRESET / CONV_POOL_STEP_PRESET removed 2026-07-29 along with the pooling
//--- stage itself - their "N Bars" labels described time-axis pooling the implementation could
//--- never perform. See AddConvStage() in Expert\ExpertSignalAIBase.mqh.
enum MIN_NEURONS_COUNT
{
MIN_NEURONS_10 = 10, // Min. 10 Neurons per layer
MIN_NEURONS_20 = 20, // Min. 20 Neurons per layer
MIN_NEURONS_30 = 30, // Min. 30 Neurons per layer
MIN_NEURONS_40 = 40, // Min. 40 Neurons per layer
MIN_NEURONS_50 = 50, // Min. 50 Neurons per layer
};
// Value IS the reduction percentage applied per hidden layer (retention = 100-value), consumed
// via BuildFreshTopology()'s n = n*((100-value)*0.01) taper - e.g. RF_70 keeps 30% of the previous
// layer's neurons, i.e. a genuine 70% reduction per layer, matching the label at face value.
enum NEURONS_REDUCTION_FACTOR
{
RF_10 = 10, // 10 % Neurons Reduction Per Layer
RF_20 = 20, // 20 % Neurons Reduction Per Layer
RF_30 = 30, // 30 % Neurons Reduction Per Layer
RF_40 = 40, // 40 % Neurons Reduction Per Layer
RF_50 = 50, // 50 % Neurons Reduction Per Layer
RF_60 = 60, // 60 % Neurons Reduction Per Layer
RF_70 = 70, // 70 % Neurons Reduction Per Layer
RF_80 = 80, // 80 % Neurons Reduction Per Layer
RF_90 = 90, // 90 % Neurons Reduction Per Layer
};
enum OUTPUT_NEURONS_COUNT
{
OUTPUT_REGRESSION = 1, // Regression Algorithm
OUTPUT_CLASSIFICATION = 3, // Classification Algorithm
};
//--- AI_CHOICE REMOVED 2026-08-19 (user request: "remove the enum menu that selects neural networks,
//--- add individual inputs for every NN just like classic signals"). The preset selector could only
//--- express solo-or-all (no 2-3 member subsets) and made the META head mutually exclusive with the
//--- direction NNs. Replaced by the per-NN bools in Variables\Inputs.mqh (Use_MLP/Use_CONV/Use_LSTM/
//--- Use_CONVLSTM); the ensemble machinery keys off "two or more direction NNs
//--- enabled" (ConfigureAISignal), which reproduces the old AI_HYBRID fingerprints exactly, and the
//--- pattern-DB filename keeps its first slot via DbLegacyAiSlot() (Warrior_EA.mq5) so no existing
//--- database re-keys. Deleted rather than left dangling, same doctrine as RISK_LIMIT_PCT_PRESET at
//--- the bottom of this file: a live enum with no input behind it is exactly the stale-.set trap
//--- shape. Stale "AIType=..." lines in saved .set files are ignored by name, harmlessly.
//--- (Historical: value 4 was renamed AI_CONVLSTM 2026-08-15; State\HYBRID\ folder names were kept
//--- across that rename and remain the CONVLSTM instance's identity - see CSignalHYBRID.)
//--- CONFIDENCE_SOURCE REMOVED 2026-08-25, along with the Confidence_Source input it backed and every
//--- consumer of it. It chose which number the confidence-scaled SL/TP/entry/trail/lot modes read -
//--- and with all five of those gone it had nothing left to steer. Two independent reasons it should
//--- not come back in this shape:
//--- * THE DB ARM COULD NOT SURVIVE A BACKTEST. CONF_DB / CONF_BLENDED read the signal database's
//--- pattern win rates, and the tester DB guard (SignalDatabaseActive(), 2026-08-25) leaves that
//--- database closed in tester and optimizer. A backtest would therefore have read 0 for a
//--- quantity that is non-zero live - the one failure mode a backtest must not have.
//--- * THE DB IS A WEIGHTING MECHANISM, NOT A CONFIDENCE ESTIMATE. What it produces is an average
//--- pattern win rate used to rank filters against each other; reading it as "probability this
//--- trade wins" was a category error that no measurement ever supported.
//--- Both confidence numbers are still RECORDED per trade (aiConfidence / dbConfidence in
//--- Database\TradeJournalManager.mqh, bucketed against outcome in TradeJournalReport.mqh). Recording
//--- is how the question stays answerable; acting on it was the part that had no evidence behind it.
// How many bars to wait, after a candidate ZigZag reversal bar, before trusting the real ZigZag
// indicator's verdict on it as a training label - see CExpertSignalAIBase's m_swingConfirmationBars
// declaration comment. A ZigZag's most recent 1-3 legs can still repaint as new bars arrive, so this
// must be generous enough to let a leg fully settle (bumped from the old fractal-based system's
// default of 20 to 100 for exactly that reason). A value of 0 is clamped up to a 1-bar minimum
// internally, never used to mean "no delay".
enum SWING_CONFIRMATION_PRESET
{
SC_10 = 10, // 10 Bars
SC_20 = 20, // 20 Bars
SC_30 = 30, // 30 Bars
SC_50 = 50, // 50 Bars
SC_100 = 100, // 100 Bars
SC_200 = 200, // 200 Bars
};
enum MAX_ERAS_PRESET
{
ME_100 = 100, // 100 Eras
ME_200 = 200, // 200 Eras
ME_300 = 300, // 300 Eras
ME_500 = 500, // 500 Eras
ME_1000 = 1000, // 1000 Eras
ME_2000 = 2000, // 2000 Eras
ME_3000 = 3000, // 3000 Eras
ME_5000 = 5000, // 5000 Eras
ME_10000 = 10000, // 10000 Eras
};
//--- percentage of the study period held back as out-of-sample data never trained on;
//--- value is the OOS share, in-sample share is the remainder (e.g. OOS_30 -> 70% IS / 30% OOS)
enum OOS_SPLIT_PRESET
{
OOS_10 = 10, // 90% IS / 10% OOS
OOS_20 = 20, // 80% IS / 20% OOS
OOS_30 = 30, // 70% IS / 30% OOS
OOS_40 = 40, // 60% IS / 40% OOS
OOS_50 = 50, // 50% IS / 50% OOS
};
//--- RISK_LIMIT_PCT_PRESET REMOVED 2026-08-02. It backed MaxDailyLossPct/MaxDrawdownPct as a dropdown
//--- of eight fixed percentages, which no funded-account programme is obliged to match - 4.5% or 3.75%
//--- were unreachable. Both inputs are now free-entry doubles (Variables\Inputs.mqh) validated at init.
//--- Note for anyone reinstating an enum input here: MT5 does NOT validate a saved enum value against
//--- the current enum, so a .set file holding a deleted member loads as a silent out-of-range int - the
//--- failure mode that trained four topologies on the wrong barrier (project memory: stale enum wrong
//--- target). Changing these two to doubles removes that exposure rather than renaming it.
//+------------------------------------------------------------------+