Warrior_EA/Signals/README.md

Signals Subsystem (Signals/)

Every trade-signal class the EA can construct. Each is a CExpertSignalCustom (rule-based) or a CExpertSignalAIBase (neural), and each is gated by its own Enable* input in Variables/Inputs.mqh — so this directory is the roster, not the running configuration.

Signals.mqh is the only file the EA includes; it pulls in the rest.

What is here

Neural votes — CExpertSignalAIBase

File	Class	Role
SignalPAI.mqh	CSignalPAI	Dense MLP direction vote.
SignalCONV.mqh	CSignalCONV	Convolutional front end.
SignalLSTM.mqh	CSignalLSTM	Recurrent, sequence over the input window.
SignalHYBRID.mqh	CSignalHYBRID	Conv front end feeding an LSTM.
SignalMETA.mqh	CSignalMETA	Not a voter. A GATE — see below.

Two or more enabled makes an ensemble; exactly one is a solo model. The roster is chosen with Use_MLP / Use_CONV / Use_LSTM / Use_CONVLSTM, not with per-class inputs, and it is reported by EnabledNNSummary().

Filters — CExpertSignalCustom

File	Class	Role
SignalNewsFilter.mqh	CSignalNewsFilter	Blocks around calendar events, by impact and lookback.
SignalSessionFilter.mqh	CSignalSessionFilter	London / New York / Tokyo session gating.
SignalRiskGuard.mqh	CSignalRiskGuard	Takes no parameters: thresholds, anchors and state file all live on g_riskBudget, evaluated per tick rather than per bar.

CSignalMETA is routed, not voted

AddFilter inspects IsVotingSignal(), which is false for a meta head, so META is adopted as a gate rather than a voter: it vetoes vote-cleared entries whose predicted win probability is below cost-adjusted break-even. It never votes a direction, never blocks an exit, and fails open loudly. It still receives indicators, ticks, panel commands and traits, because the administrative walks cover the whole tree — it is simply absent from every consumer of the voting list, and it is added last so no other filter's m_ignore/m_invert bit index moves.

Its candidate corpus comes from CMetaCorpus::LoadLargestOnDisk (a tester-built DB). The on-chart ladder sweep is still implemented (BuildCorpusBySweep) but has no wired sources — see below.

What was removed, and why it is not coming back

Deleting these is the only way to stop re-deriving the same negative result, so the reasons are recorded here rather than in a commit nobody re-reads.

• SignalMA / SignalRSI / SignalMACD / SignalIchimoku (2026-08-24). All 26 shipped vote patterns were transcribed with their constructor weights and tested as entries on 178k-bar histories, four instruments × three barrier geometries. Nothing separated from chance — not individually, not by vote threshold, not by 2/3/4-module quorum, not as event plus confirmation. Residual E[R] was −0.01 to −0.08 R everywhere, which is approximately the spread. The +4σ reading that once justified the set was two bars of lookahead; closing it took MACD pattern 4 on EURUSD from +5.05pp to −0.02pp. All four inputs had shipped false long before removal.
  • Consequence: these were CSignalMETA's only wired AddCandidateSource calls, so a META chart is no longer self-contained. AddCandidateSource() survives as the extension point; the DB fallback is the supported route.
  • META_ONE_HOT_SLOTS stays at 26 regardless. A tester-built corpus on disk still encodes those pattern ids, and narrowing the descriptor would invalidate every stored corpus.
• OscillatorDivergence.mqh (2026-08-24). Shared extremum/divergence detector; RSI and MACD were its only users.
• SignalITF / SignalMarketDepth (2026-08-01). A bitmask-configured time filter, and a DOM module with no way to test it. See the removal notes in Variables/Inputs.mqh.
• SignalAC / SignalAO / SignalCCI / SignalDTDB / SignalEB / SignalIB / SignalPB / SignalRVI / SignalSAR / SignalStoch / SignalWPR — earlier wizard-derived votes, removed before the classic-pattern study.

Conventions worth knowing before editing

• Weights, patterns and thresholds are stock CExpertSignal, not project additions: m_pattern_0..N, m_weight, m_patterns_usage, m_threshold_open/_close and the weighted-average Direction() all ship with MQL5. "Going back to stock" removes none of them. What is ours is CExpertSignalCustom's Direction() override, and every one of its six divergences from the library is a documented fix — most importantly dividing by the sum of CAPABLE weight rather than by the voter count, which the library's own divisor turned into a mean of products of two win rates.
• Direction() is a transaction. It journals DB rows, draws arrows and consumes one-shot vote state, which is why callers must not invoke it speculatively.