Warrior_EA/Expert/AIBase/Features.mqh

//+------------------------------------------------------------------+
//|                                                       Warrior_EA |
//|                                                     AnimateDread |
//|                                                                  |
//| Indicator creation and the per-bar input feature vector.        |
//|                                                                  |
//| PARTIAL IMPLEMENTATION FILE - not standalone.                     |
//| This holds CExpertSignalAIBase method BODIES only. The class      |
//| declaration lives in Expert\ExpertSignalAIBase.mqh, which         |
//| #includes this file at the bottom, after the declaration. Do not  |
//| include it anywhere else and do not compile it on its own.        |
//|                                                                  |
//| Split out purely to make the 8216-line original navigable; the    |
//| code inside was moved verbatim, not rewritten.                    |
//+------------------------------------------------------------------+
#ifndef WARRIOR_AIBASE_FEATURES_MQH
#define WARRIOR_AIBASE_FEATURES_MQH
//--- Plausibility ceiling for any single input value, enforced once over the whole bar at the end of
//--- BufferTempDataCompute(). Deliberately far above every clamp used inside that function (the widest
//--- is +/-10) - this is not a normalization knob, it is the "no legitimate feature looks like this"
//--- line. See the sanitize loop at the end of BufferTempDataCompute() for what it protects.
#define FEATURE_ABS_MAX  1.0e4
//+------------------------------------------------------------------+
//| Rebuilds only the enabled AD* CiCustom handles in place, so a new |
//| trial's member-struct param values take effect. Re-Create()-ing  |
//| the existing CiCustom object (rather than removing/re-adding it  |
//| to indicators) avoids adding the same pointer into the CIndicators|
//| collection twice, which would risk it being deleted twice on     |
//| teardown - MQL5's CIndicators has no documented single-item      |
//| remove, and CiCustom.Create() already releases its old handle.   |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| See the declaration. Minimum over the enabled tunable indicators, |
//| because the feature vector is only as ready as its least-ready    |
//| component; -1 when nothing tunable is switched on.                |
//+------------------------------------------------------------------+
int CExpertSignalAIBase::TunableBarsCalculated(void)
  {
   int worst = INT_MAX;
   if(m_useMA)
      worst = (int)MathMin(worst, m_MA.BarsCalculated());
   if(m_useRSI)
      worst = (int)MathMin(worst, m_RSI.BarsCalculated());
   if(m_useMACD)
      worst = (int)MathMin(worst, m_MACDFeature.BarsCalculated());
   if(m_useIchimoku)
      worst = (int)MathMin(worst, m_Ichimoku.BarsCalculated());
   if(m_useADCumulativeDelta)
      worst = (int)MathMin(worst, m_ADCumulativeDelta.BarsCalculated());
   if(m_useADShorteningOfThrust)
      worst = (int)MathMin(worst, m_ADShorteningOfThrust.BarsCalculated());
   if(m_useADWyckoffEventStream)
      worst = (int)MathMin(worst, m_ADWyckoffEventStream.BarsCalculated());
   if(m_useADWyckoffFailedStructure)
      worst = (int)MathMin(worst, m_ADWyckoffFailedStructure.BarsCalculated());
   if(m_useADWyckoffSignificantBarInversion)
      worst = (int)MathMin(worst, m_ADWyckoffSignificantBarInversion.BarsCalculated());
   return (worst == INT_MAX) ? -1 : worst;
  }
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::ReInitADIndicators(CIndicators *indicators)
  {
   bool result = true;
   if(m_useADCumulativeDelta)
      result = InitADCumulativeDelta(indicators, false) && result;
   if(m_useADShorteningOfThrust)
      result = InitADShorteningOfThrust(indicators, false) && result;
   if(m_useADWyckoffEventStream)
      result = InitADWyckoffEventStream(indicators, false) && result;
   if(m_useADWyckoffFailedStructure)
      result = InitADWyckoffFailedStructure(indicators, false) && result;
   if(m_useADWyckoffSignificantBarInversion)
      result = InitADWyckoffSignificantBarInversion(indicators, false) && result;
   if(m_useMA)
      result = InitMA(indicators, false) && result;
   if(m_useRSI)
      result = InitRSI(indicators, false) && result;
   if(m_useMACD)
      result = InitMACDFeature(indicators, false) && result;
   if(m_useIchimoku)
      result = InitIchimoku(indicators, false) && result;
   //--- Indicator params just changed, so every cached feature row is now stale (the feature values
   //--- depend on these indicators; the LABELS do not - they come from ADZigZag - so the label cache is
   //--- deliberately left intact and reused). Without this, a tuner candidate would silently train and be
   //--- scored on the PREVIOUS candidate's features. Cheap: just flags rows for lazy recompute on next read.
   ArrayInitialize(m_featureCacheHasValue, false);
   return result;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::ResizeBuffers(int barIndex)
  {
   // The Ichimoku feature's Chikou term reads m_Close at idx + ichiKijun (see its block in
   // BufferTempDataCompute() for why that direction, and only that direction, is lookahead-free), which
   // is further back than any other consumer of the close series reaches. Grow the close buffer to match
   // when that feature is on, so the oldest requested bars resolve from real data instead of tripping
   // that block's EMPTY_VALUE guard and being rejected as unusable examples.
   int closeBars = m_useIchimoku ? barIndex + m_indicatorTuner.ichiKijun : barIndex;
   if(!m_Open.BufferResize(barIndex) || !m_Close.BufferResize(closeBars) || !m_High.BufferResize(barIndex) || !m_Low.BufferResize(barIndex))
      return false;
   if(m_useVolumes)
     {
      if(!m_Volumes.BufferResize(barIndex))
         return false;
     }
   // Unconditional - see InitTime()'s call site in InitIndicators() for why m_Time must always be live.
   if(!m_Time.BufferResize(barIndex))
      return false;
   if(m_useMA)
     {
      if(!m_MA.BufferResize(barIndex))
         return false;
     }
   if(m_useRSI)
     {
      if(!m_RSI.BufferResize(barIndex))
         return false;
     }
   if(m_useMACD)
     {
      if(!m_MACDFeature.BufferResize(barIndex))
         return false;
     }
   if(m_useIchimoku)
     {
      // + m_indicatorTuner.ichiKijun: the cloud reads reach that many bars FURTHER back than every other
      // indicator here does (see the m_useIchimoku feature block for why the offset exists), so sizing
      // this buffer to barIndex alone would leave the oldest requested bars' cloud values unavailable.
      if(!m_Ichimoku.BufferResize(barIndex + m_indicatorTuner.ichiKijun))
         return false;
     }
   // Unconditional (not gated by m_useATR): the ATR-normalization in BufferTempData() reads
   // m_ATR.Main() regardless of whether ATR is enabled as an explicit extra input feature -
   // m_useATR only controls that feature-count opt-in (see InitIndicators()'s "already init in the
   // base class" comment), not whether ATR data itself needs to be kept live.
   if(!m_ATR.BufferResize(barIndex))
      return false;
   // Unconditional, same reasoning as m_ATR above - m_ADZigZag drives the swing-context features AND
   // ComputeBarrierHorizonBars()'s measurement, not an opt-in feature, so it's never gated by an
   // m_use* flag. (It was also the training-label source until the 2026-08-01 triple-barrier relabel.)
   if(!m_ADZigZag.BufferResize(barIndex))
      return false;
   if(m_useADCumulativeDelta)
     {
      if(!m_ADCumulativeDelta.BufferResize(barIndex))
         return false;
     }
   if(m_useADShorteningOfThrust)
     {
      if(!m_ADShorteningOfThrust.BufferResize(barIndex))
         return false;
     }
   if(m_useADWyckoffEventStream)
     {
      if(!m_ADWyckoffEventStream.BufferResize(barIndex))
         return false;
     }
   if(m_useADWyckoffFailedStructure)
     {
      if(!m_ADWyckoffFailedStructure.BufferResize(barIndex))
         return false;
     }
   if(m_useADWyckoffSignificantBarInversion)
     {
      if(!m_ADWyckoffSignificantBarInversion.BufferResize(barIndex))
         return false;
     }
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::RefreshData()
  {
   // CSeries/CIndicator::Refresh() is void - there is no per-call success/failure signal to
   // propagate here. The real data-validity check happens downstream, per value, in
   // BufferTempDataCompute() (EMPTY_VALUE / atr<=0 guards) - this function's job is only to ask
   // every buffer to refresh, unconditionally, before that per-value check runs.
   m_Open.Refresh(OBJ_ALL_PERIODS);
   m_Close.Refresh(OBJ_ALL_PERIODS);
   m_High.Refresh(OBJ_ALL_PERIODS);
   m_Low.Refresh(OBJ_ALL_PERIODS);
   if(m_useVolumes)
     {
      m_Volumes.Refresh(OBJ_ALL_PERIODS);
     }
   // Unconditional - see InitTime()'s call site in InitIndicators() for why m_Time must always be live.
   m_Time.Refresh(OBJ_ALL_PERIODS);
   if(m_useMA)
     {
      m_MA.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useRSI)
     {
      m_RSI.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useMACD)
     {
      m_MACDFeature.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useIchimoku)
     {
      m_Ichimoku.Refresh(OBJ_ALL_PERIODS);
     }
   // Unconditional - see the matching BufferResize() comment above.
   m_ATR.Refresh(OBJ_ALL_PERIODS);
   m_ADZigZag.Refresh(OBJ_ALL_PERIODS);
   if(m_useADCumulativeDelta)
     {
      m_ADCumulativeDelta.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADShorteningOfThrust)
     {
      m_ADShorteningOfThrust.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADWyckoffEventStream)
     {
      m_ADWyckoffEventStream.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADWyckoffFailedStructure)
     {
      m_ADWyckoffFailedStructure.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADWyckoffSignificantBarInversion)
     {
      m_ADWyckoffSignificantBarInversion.Refresh(OBJ_ALL_PERIODS);
     }
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Cache-or-compute wrapper around BufferTempDataCompute(): a given   |
//| now-relative bar index's feature vector is invariant until the    |
//| next candle close (see m_featureCache's declaration comment), so  |
//| a cache hit just replays the m_neuronsCount values already        |
//| computed for this idx straight into TempData instead of re-       |
//| deriving them from price/ATR/AD-indicator buffers again.          |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BufferTempData(int idx)
  {
   int width = m_neuronsCount;
   bool cacheable = (idx >= 0 && idx < ArraySize(m_featureCacheHasValue) && width > 0);
   if(cacheable && m_featureCacheHasValue[idx])
     {
      if(!m_featureCacheValid[idx])
         return false;
      int base = idx * width;
      for(int f = 0; f < width; f++)
         if(!TempData.Add(m_featureCache[base + f]))
            return false;
      return true;
     }
   int startTotal = TempData.Total();
   bool ok = BufferTempDataCompute(idx);
   if(cacheable)
     {
      m_featureCacheHasValue[idx] = true;
      m_featureCacheValid[idx] = ok;
      if(ok)
        {
         int base = idx * width;
         int count = TempData.Total() - startTotal;
         for(int f = 0; f < count && f < width; f++)
            m_featureCache[base + f] = TempData.At(startTotal + f);
        }
     }
   return ok;
  }
//+------------------------------------------------------------------+
//| THE ONE PLACE a feature WINDOW is assembled. Every consumer -     |
//| training pass 1/2/3, live inference, online learning, the OOS     |
//| continual simulation, the chart rescan and the CPU-inference      |
//| self-check - goes through here, because the thing this function   |
//| fixes is a contract that eight hand-rolled copies of the same     |
//| loop cannot hold on their own.                                    |
//|                                                                   |
//| ORDER IS CHRONOLOGICAL: OLDEST BAR FIRST, bar `r` (the bar being  |
//| predicted) LAST. That is the whole point of this function.        |
//|                                                                   |
//| MQL5 timeseries indices run BACKWARDS - index 0 is the newest bar |
//| and increasing index walks into the past. So the obvious loop,    |
//| `for(b = 0..T-1) BufferTempData(r + b)`, appends the window in    |
//| REVERSE chronological order: the newest bar lands in block 0 and  |
//| the oldest in block T-1. That is what every call site used to do. |
//|                                                                   |
//| For the dense (PAI) and convolutional stacks it is harmless - a   |
//| dense layer learns a weight per position either way, and a conv   |
//| just learns time-mirrored kernels. For the RECURRENT stacks it is |
//| not, and it is not a subtlety:                                    |
//|   - CNeuronLSTMOCL walks steps t = 0..T-1 reading `inputs + t*Iw` |
//|     (AI\Network.cl, LSTM_SeqStepForward), so step t consumes the   |
//|     t-th block in buffer order.                                    |
//|   - Its visible output is the LAST hidden state only - the kernel  |
//|     writes `output[id]` solely when `t == steps - 1`.              |
//|   - The cell state decays toward the start of the sequence:        |
//|     c_t = f*c_{t-1} + i*g. DirectML\lstm_seq_flowcheck.cpp measured |
//|     block 0's influence on the output, relative to block T-1, at    |
//|     1.2e-2 for the shipped LSTM_FORGET_BIAS_INIT of 1.0 (see that   |
//|     constant's comment for the full sweep).                        |
//| Fed newest-first, that put the bar being PREDICTED at the far end  |
//| of the decay and handed the output to the OLDEST bar in the window |
//| - roughly 80x backwards, and the exact inverse of what the window  |
//| exists for ("everything known as of this bar's close", see Train() |
//| 's r comment). Reversing it here makes the final timestep the      |
//| current bar, which is the standard arrangement and the one the     |
//| forget-bias sweep was implicitly reasoning about.                  |
//|                                                                   |
//| Nothing downstream reads a fixed block position, so this is safe   |
//| for every topology; it re-keys the weight fingerprint (see         |
//| ConfigFingerprint's WIN token) precisely BECAUSE the input vector  |
//| now means something different, and models trained under the old    |
//| order must never load into it.                                     |
//|                                                                   |
//| Returns true only when the COMPLETE, correctly-sized window is in  |
//| TempData - callers must not feedForward on a partial one (a stale  |
//| output layer would be scored against this bar's label).           |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BuildFeatureWindow(int r)
  {
   int width = (int)m_historyBars * m_neuronsCount;
   TempData.Clear();
   TempData.Reserve(width);
   if(r < 0 || m_historyBars <= 0 || m_neuronsCount <= 0)
      return false;
   //--- b counts bars BACK from r, so (m_historyBars - 1 - b) emits the deepest lookback first and
   //--- lands on r itself on the final iteration. Identical set of bars as before, opposite order.
   for(int b = 0; b < (int)m_historyBars; b++)
      if(!BufferTempData(r + ((int)m_historyBars - 1 - b)))
         return false;
   return (TempData.Total() >= width);
  }
//+------------------------------------------------------------------+
//| (Re)build the cross-asset panel over `bars` bars.                 |
//|                                                                  |
//| Called from the same places that size the price buffers, because  |
//| the panel is aligned to exactly that bar grid and a stale panel    |
//| would silently mis-index. Cheap to call redundantly: Build() is    |
//| one CopyClose per reference pair, not per bar.                     |
//|                                                                  |
//| A failure here is NOT fatal. The panel logs its own reason and     |
//| every Features() call then 0-fills, so the run continues without   |
//| the cross-asset block instead of refusing to train.                |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BuildCrossAssetPanel(int bars)
  {
   if(!m_useCrossAsset)
      return true;
   if(bars <= 0)
      return false;
   //--- Deep enough AND anchored to the current newest bar. Depth alone would leave the panel's
   //--- index 0 pointing at a bar that is no longer the newest as soon as one candle closes, so
   //--- every cross-asset feature would be read one bar out of step with the price features beside
   //--- it - see m_crossAssetAnchor's declaration comment.
   datetime anchor = m_Time.GetData(0);
   if(m_crossAsset.IsReady() && m_crossAsset.Bars() >= bars && m_crossAssetAnchor == anchor && anchor > 0)
      return true;
   if(!m_crossAsset.Build(m_symbol.Name(), (ENUM_TIMEFRAMES)m_period, bars))
     {
      m_crossAssetAnchor = 0;
      return false;
     }
   m_crossAssetAnchor = anchor;
   return true;
  }
//+------------------------------------------------------------------+
//| Copy the historical spread series onto the current bar grid.      |
//|                                                                  |
//| CopySpread is a RANGE call, so this runs once wherever the price  |
//| buffers are sized - never per bar. Values are in POINTS (int);    |
//| the feature block converts with m_symbol.Point().                 |
//|                                                                  |
//| Non-fatal: a short or failed copy leaves m_spreadSeriesBars at    |
//| whatever was actually obtained and the feature block 0-fills past |
//| it, matching the degraded-but-usable convention used by the swing |
//| and cross-asset blocks. Refusing to train because one auxiliary   |
//| series came up short would be a far worse failure.                |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::EnsureSpreadSeries(int bars)
  {
   if(!m_useSpreadFeature)
      return true;
   if(bars <= 0)
      return false;
   //--- Length alone is NOT a sufficient cache key - see m_spreadSeriesAnchor's declaration comment.
   datetime anchor = m_Time.GetData(0);
   if(m_spreadSeriesBars >= bars && m_spreadSeriesAnchor == anchor && anchor > 0)
      return true;
   ArraySetAsSeries(m_spreadSeries, true);   // index 0 = newest, matching every other buffer here
   int got = CopySpread(m_symbol.Name(), (ENUM_TIMEFRAMES)m_period, 0, bars, m_spreadSeries);
   if(got <= 0)
     {
      m_spreadSeriesBars = 0;
      m_spreadSeriesAnchor = 0;
      Print(__FUNCTION__ + ": CopySpread returned " + IntegerToString(got) + " for " + m_symbol.Name() +
            " - spread features 0-filled this run.");
      return false;
     }
   m_spreadSeriesBars = got;
   m_spreadSeriesAnchor = anchor;
   return true;
  }
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BufferTempDataCompute(int idx)
  {
   //--- Where THIS bar's block starts. The function appends m_neuronsCount values below; remembering
   //--- the offset lets the whole vector be validated in one place at the end instead of at each of
   //--- the ~60 Add() call sites.
   int featureStart = TempData.Total();
   double open = m_Open.GetData(idx);
   double close = m_Close.GetData(idx);
   double high = m_High.GetData(idx);
   double low = m_Low.GetData(idx);
   MqlDateTime sTime;
   TimeToStruct(m_Time.GetData(idx), sTime);
   if(open == EMPTY_VALUE)
      return false;
   // ATR-normalize every raw-price-unit feature below instead of feeding e.g. 0.0005 on EURUSD vs.
   // 50.0 on a JPY pair or an index straight into the network - with Adam and hardcoded, scale-
   // sensitive activations (TANH saturates, PRELU's 0.01 leak only means anything relative to the
   // input's own scale), an unnormalized feature either vanishes into rounding noise or dominates
   // the weighted sum depending on which symbol/timeframe happens to be loaded. Dividing by the
   // bar's own ATR expresses every price-based feature as "fraction of typical volatility", which
   // is comparable across symbols/timeframes and centered near zero. No ATR reading yet (e.g. the
   // first few bars of history) means every price feature this bar would be meaningless - reject
   // the bar via the same "return false" convention as the EMPTY_VALUE check above.
   double atr = m_ATR.Main(idx);
   if(atr <= 0.0 || atr == EMPTY_VALUE)
      return false;
   if(!TempData.Add((close - open) / atr) ||
      !TempData.Add((high - open) / atr) ||
      !TempData.Add((low - open) / atr) ||
      // Explicit bullish/bearish flag - (close-open)/atr already encodes direction *and* magnitude
      // together, which asks the network to disentangle "which way" from "how much" out of a single
      // continuous value. Giving direction its own clean +1/-1/0 signal removes that ambiguity.
      !TempData.Add(close > open ? 1.0 : (close < open ? -1.0 : 0.0)))
     {
      return false;
     }
   if(m_useSwingContext)
     {
      // Most recent CONFIRMED swing pivot as of bar idx - "confirmed" meaning at least
      // m_swingConfirmationBars MORE bars have closed after it (see m_swingConfirmationBars' and
      // m_useSwingContext's declaration comments). This is now the ONLY consumer of that embargo: the
      // label side stopped needing it when the target became the triple barrier, whose own lookahead is
      // m_barrierHorizonBars. Skipping this embargo here - e.g. reading
      // m_ADZigZag's raw current buffer value instead - would leak information a live bar at idx
      // could never actually have had yet, since ZigZag's most recent 1-3 legs are still provisional
      // and can be revised as new bars arrive.
      int pivotIdx = -1;
      double pivotPrice = 0.0;
      bool pivotIsLow = false;
      if(!FindConfirmedZigZagPivot(idx + MathMax(m_swingConfirmationBars, 1), pivotIdx, pivotPrice, pivotIsLow))
        {
         // No confirmed pivot within the scan cap (e.g. right at the start of available history) -
         // this is legitimately "no swing context yet", not bad/missing data, so a neutral 0-fill
         // keeps the bar usable rather than rejecting it outright like the ATR/EMPTY_VALUE guards do.
         if(!TempData.Add(0.0) || !TempData.Add(0.0) || !TempData.Add(0.0) || !TempData.Add(0.0) || !TempData.Add(0.0))
            return false;
        }
      else
        {
         // Direction of the CURRENT leg: the last confirmed pivot being a bottom means price has been
         // rising away from it (an up-leg) ever since, and vice versa - same +1/-1 convention as the
         // bullish/bearish flag above, just at swing scale instead of single-bar scale.
         double direction = pivotIsLow ? 1.0 : -1.0;
         // How far price has travelled since that pivot, ATR-normalized and signed (+ve above the
         // pivot price, -ve below) - clamped generously since an extended trending leg has no natural
         // ceiling the way a single bar's range does.
         double distSincePivot = MathMax(-10.0, MathMin(10.0, (close - pivotPrice) / atr));
         // Magnitude of the PRIOR completed leg (the pivot immediately before pivotIdx) - a scale
         // reference for "is the current move big or small relative to the last full swing". No
         // additional embargo needed here (see FindConfirmedZigZagPivot()'s declaration comment) -
         // anything at or before an already-confirmed pivot is necessarily even older.
         int priorPivotIdx = -1;
         double priorPivotPrice = 0.0;
         bool priorPivotIsLow = false;
         bool havePrior = FindConfirmedZigZagPivot(pivotIdx + 1, priorPivotIdx, priorPivotPrice, priorPivotIsLow);
         double priorLegMagnitude = havePrior ? MathMax(0.0, MathMin(10.0, MathAbs(pivotPrice - priorPivotPrice) / atr)) : 0.0;
         // Retracement/extension ratio (current distance relative to the prior leg's own size) -
         // Fibonacci-style relative position, often more informative than either raw magnitude alone
         // since it's comparable across both quiet and volatile regimes. 0 when there's no prior leg
         // to compare against yet.
         double retracementRatio = (havePrior && priorLegMagnitude > 0.0001) ?
                                    MathMax(-5.0, MathMin(5.0, distSincePivot / priorLegMagnitude)) : 0.0;
         // Swing age (bars since the pivot) - a maturity/exhaustion proxy, same +/- style clamp
         // convention as the volume-ratio feature below.
         double barsSincePivot = MathMax(0.0, MathMin(5.0, (double)(pivotIdx - idx) / 100.0));
         if(!TempData.Add(direction) ||
            !TempData.Add(distSincePivot) ||
            !TempData.Add(priorLegMagnitude) ||
            !TempData.Add(retracementRatio) ||
            !TempData.Add(barsSincePivot))
            return false;
        }
      // Recent price-action context (4 features), computed from CLOSED bars at idx or older only -
      // no ZigZag confirmation, so no repainting and NO embargo, and never stale, unlike the five
      // pivot-anchored features above whose confirmed anchor is always >= m_swingConfirmationBars
      // (~100) bars old. Those describe the OLD structure well but say nothing about the recent leg
      // the bar actually sits in - which is exactly what's needed to tell a genuine reversal at a
      // range extreme from a mid-trend bar that merely looks like a bottom/top (the "clustered
      // counter-trend signals" failure mode). These locate the bar within its recent range and
      // trend so the network can learn that a directional call belongs at an extreme of an extended
      // move, not anywhere the local candle shape resembles a pivot. All windows walk toward OLDER
      // bars (increasing index), so nothing here can see the future.
      double hi20 = high, lo20 = low, hi50 = high, lo50 = low;
      double sum20 = close, oldestClose20 = close;
      int cnt20 = 1;
      for(int w = 1; w < 50; w++)
        {
         int j = idx + w;
         double jc = m_Close.GetData(j);
         double jh = m_High.GetData(j);
         double jl = m_Low.GetData(j);
         // ran off the oldest edge of loaded history (out-of-range reads back as 0/EMPTY_VALUE) -
         // use whatever window we gathered so far rather than rejecting the bar; a shorter early-
         // history window is degraded-but-usable, same spirit as the pivot 0-fill above.
         if(jh == EMPTY_VALUE || jh <= 0.0 || jl <= 0.0)
            break;
         if(jh > hi50)
            hi50 = jh;
         if(jl < lo50)
            lo50 = jl;
         if(w < 20)
           {
            if(jh > hi20)
               hi20 = jh;
            if(jl < lo20)
               lo20 = jl;
            sum20 += jc;
            oldestClose20 = jc;
            cnt20++;
           }
        }
      // Donchian position: where close sits inside the recent high/low range, rescaled to [-1,+1]
      // (-1 = at the range low / bottom candidate, +1 = at the range high / top candidate, 0 = mid-
      // range / mid-trend). Two scales - a short 20-bar and a medium 50-bar view - so the network
      // sees both local and swing-scale extremity. 0 (mid) when the range is degenerate.
      double range20 = hi20 - lo20;
      double range50 = hi50 - lo50;
      double donchPos20 = (range20 > 0.0) ? ((close - lo20) / range20 - 0.5) * 2.0 : 0.0;
      double donchPos50 = (range50 > 0.0) ? ((close - lo50) / range50 - 0.5) * 2.0 : 0.0;
      // Net directional displacement over the recent window, ATR-normalized and signed - the
      // prevailing-trend strength/direction the counter-trend clusters were ignoring.
      double recentReturn = MathMax(-10.0, MathMin(10.0, (close - oldestClose20) / atr));
      // Distance from the recent mean (SMA), ATR-normalized - a stretch/exhaustion proxy distinct
      // from the net return (a move can be far from its mean with little net displacement, or vice
      // versa); genuine reversals tend to be over-extended from equilibrium.
      double smaExtension = MathMax(-10.0, MathMin(10.0, (close - sum20 / cnt20) / atr));
      if(!TempData.Add(donchPos20) ||
         !TempData.Add(donchPos50) ||
         !TempData.Add(recentReturn) ||
         !TempData.Add(smaExtension))
         return false;
     }
   if(m_useVolumes)
     {
      // FOUR values, not one. This block used to feed only the bar-over-bar change ratio below.
      // research/test_volume.py measured all four against the barrier label with a block-permutation
      // null (blocks = the barrier horizon, because adjacent labels share almost their whole outcome
      // window and a free shuffle produces a null far too tight): the LEVEL and the two
      // volume-vs-range interactions each carry information the first difference does not, and the
      // level beats the shipped feature outright on 4 of 6 instrument/geometry cells.
      //
      // Read the magnitudes before expecting much: the excess mutual information is ~2e-4 nats
      // against a label entropy near 1.05, i.e. well under a tenth of one percent of the label's
      // uncertainty. This is real and repeatable across instruments, and it is nowhere near an edge.
      // It is worth having because it costs one 50-bar loop, not because it changes the answer.
      double vNow = m_Volumes.Main(idx);
      double prevVolume = m_Volumes.Main(idx + 1);
      double volumeDelta = vNow - prevVolume;
      // Relative change - trading activity magnitude varies wildly across symbols/timeframes, so the
      // previous bar's own volume is the scale reference, same logic as ATR-normalizing price above.
      // Guard against a zero previous-bar volume (e.g. a holiday-thin session) instead of dividing by
      // it. Clamped to +/-5: unlike the ATR-normalized price features this ratio has no natural
      // ceiling (a 1-tick bar followed by a normal one produces a huge outlier).
      double volumeChangeRatio = prevVolume > 0.0 ? volumeDelta / prevVolume : 0.0;
      // Baseline over the trailing 50 bars, walking toward OLDER bars only (increasing index), so
      // nothing here can see the future. Degraded-but-usable at the oldest edge, same convention as
      // the swing-context window above: a short early-history baseline beats rejecting the bar.
      double volSum = vNow;
      int volCnt = 1;
      for(int w = 1; w < 50; w++)
        {
         double jv = m_Volumes.Main(idx + w);
         if(jv <= 0.0)
            break;
         volSum += jv;
         volCnt++;
        }
      double volBase = volSum / volCnt;
      // LEVEL: is this an active bar or a dead one? The change ratio cannot express this at all -
      // two consecutive dead bars and two consecutive frantic ones both read as ~0 change.
      double volLevel = (volBase > 0.0) ? vNow / volBase : 1.0;
      double rangeAtr = (high - low) / atr;
      // ABSORPTION: range delivered per unit of activity. A low value means heavy participation that
      // went nowhere - supply meeting demand - which is a categorically different bar from heavy
      // participation that travelled. The single change ratio conflates the two.
      double absorption = (volLevel > 0.05) ? rangeAtr / volLevel : 0.0;
      // ...and its converse, effort AND result together, which is the continuation reading.
      double volXrange = volLevel * rangeAtr;
      if(!TempData.Add(MathMax(-5.0, MathMin(5.0, volumeChangeRatio))) ||
         !TempData.Add(MathMax(0.0, MathMin(5.0, volLevel))) ||
         !TempData.Add(MathMax(0.0, MathMin(5.0, absorption))) ||
         !TempData.Add(MathMax(0.0, MathMin(5.0, volXrange))))
         return false;
     }
   if(m_useTime)
     {
      // Normalize time (cyclical encoding)
      if(!TempData.Add(sin(2 * M_PI * sTime.hour / 24.0)))
         return false;
      if(!TempData.Add(cos(2 * M_PI * sTime.hour / 24.0)))
         return false;
      if(!TempData.Add(sin(2 * M_PI * sTime.day_of_week / 7.0)))
         return false;
      if(!TempData.Add(cos(2 * M_PI * sTime.day_of_week / 7.0)))
         return false;
      if(!TempData.Add(sin(2 * M_PI * sTime.mon / 12.0)))
         return false;
      if(!TempData.Add(cos(2 * M_PI * sTime.mon / 12.0)))
         return false;
     }
   if(m_useATR)
     {
      // ATR/close (volatility as a fraction of price), not raw ATR - the raw absolute value is
      // itself unnormalized (e.g. ~0.0012 on EURUSD vs. ~1.5 on gold, and drifts over time even on
      // one symbol as its price level changes), which is exactly the kind of scale-dependent
      // feature this whole normalization pass is fixing everywhere else.
      if(!TempData.Add(close != 0.0 ? atr / close : 0.0))
         return false;
     }
   if(m_useMA)
     {
      // Same ATR-normalized distance-from-level convention as the base OHLC-from-open features above,
      // just measured against the MA instead of the bar's own open - lets the network read where
      // price sits relative to the same MA Signals\SignalMA.mqh votes on. Plus the MA's own
      // bar-over-bar change (also ATR-normalized, since the MA lives in price units and ATR is
      // already this codebase's scale reference for that - see m_useMA's declaration comment for why
      // this isn't volume's previous-bar-ratio scheme instead).
      double maNow = m_MA.GetData(0, idx);
      double maPrev = m_MA.GetData(0, idx + 1);
      if(maNow == EMPTY_VALUE || maPrev == EMPTY_VALUE)
         return false;
      if(!TempData.Add((open - maNow) / atr) ||
         !TempData.Add((high - maNow) / atr) ||
         !TempData.Add((low - maNow) / atr) ||
         !TempData.Add((close - maNow) / atr) ||
         !TempData.Add((maNow - maPrev) / atr))
         return false;
     }
   if(m_useRSI)
     {
      // Already a 0-100 oscillator - /100 is the only transform needed to match the rest of the
      // feature vector's scale (see m_useRSI's declaration comment).
      double rsiNow = m_RSI.Main(idx);
      if(rsiNow == EMPTY_VALUE)
         return false;
      if(!TempData.Add(rsiNow / 100.0))
         return false;
     }
   if(m_useMACD)
     {
      // Main and signal lines are price-domain differences of two EMAs, so the same ATR normalization
      // every other price-unit feature here uses applies unchanged. The third value is the histogram
      // (main - signal): algebraically derivable from the first two, but handed over explicitly for the
      // same reason the bullish/bearish flag is handed to the network alongside (close-open)/atr - a
      // value the network would otherwise have to learn to subtract is better given directly, and the
      // histogram (momentum ACCELERATION) is the one term nothing else in this vector carries.
      double macdMain = m_MACDFeature.Main(idx);
      double macdSignal = m_MACDFeature.Signal(idx);
      if(macdMain == EMPTY_VALUE || macdSignal == EMPTY_VALUE)
         return false;
      if(!TempData.Add(macdMain / atr) ||
         !TempData.Add(macdSignal / atr) ||
         !TempData.Add((macdMain - macdSignal) / atr))
         return false;
     }
   if(m_useIchimoku)
     {
      // LOOKAHEAD, the one thing that matters in this block. MT5's iIchimoku does NOT pre-shift its
      // buffers - it stores raw per-bar values and shifts only the DRAWING (Ichimoku.mq5 sets
      // PLOT_SHIFT=+Kijun on the Senkou A/B cloud plot and -Kijun on the Chikou plot). In series
      // indexing that means:
      //   - SenkouSpan*(i) is computed FROM bar i and drawn Kijun bars into the FUTURE, so the cloud
      //     actually sitting under bar idx is SenkouSpan*(idx + kijun) - built from bar idx+kijun and
      //     older, hence strictly past data. Reading SenkouSpan*(idx) as "the cloud here" is the classic
      //     Ichimoku backtest bug and would leak Kijun bars of future information into every example.
      //   - SenkouSpan*(idx) with NO offset IS legitimate as the PROJECTED cloud - the part of the chart
      //     already drawn ahead of the current bar. A live bar at idx genuinely knows it (it is computed
      //     from bar idx), which is why it appears below as its own feature rather than being avoided.
      //   - ChinkouSpan(i) is just Close(i) drawn at i+Kijun, so the Chikou plotted AT bar idx would be
      //     Close(idx - kijun) - a FUTURE bar. It is never read. The lookahead-free statement of the same
      //     reading is "how far is this close from the close Kijun bars ago", the last feature below.
      // Signals\SignalIchimoku.mqh's class comment documents the identical convention for the vote side.
      int kijunShift = m_indicatorTuner.ichiKijun;
      double tenkan = m_Ichimoku.TenkanSen(idx);
      double kijun = m_Ichimoku.KijunSen(idx);
      double spanA = m_Ichimoku.SenkouSpanA(idx + kijunShift); // cloud AS PLOTTED AT bar idx
      double spanB = m_Ichimoku.SenkouSpanB(idx + kijunShift);
      double futureSpanA = m_Ichimoku.SenkouSpanA(idx);        // cloud projected AHEAD of bar idx
      double futureSpanB = m_Ichimoku.SenkouSpanB(idx);
      double closeLagRef = m_Close.GetData(idx + kijunShift);  // Chikou reference, never idx - kijunShift
      if(tenkan == EMPTY_VALUE || kijun == EMPTY_VALUE ||
         spanA == EMPTY_VALUE || spanB == EMPTY_VALUE ||
         futureSpanA == EMPTY_VALUE || futureSpanB == EMPTY_VALUE ||
         closeLagRef == EMPTY_VALUE || closeLagRef <= 0.0)
         return false;
      if(!TempData.Add((close - tenkan) / atr) ||        // distance to the fast line
         !TempData.Add((close - kijun) / atr) ||         // distance to the equilibrium line
         !TempData.Add((tenkan - kijun) / atr) ||        // TK spread: sign = cross state, size = conviction
         !TempData.Add((close - spanA) / atr) ||         // distance to each cloud edge, so the network can
         !TempData.Add((close - spanB) / atr) ||         //   place price above / inside / below the cloud
         !TempData.Add((spanA - spanB) / atr) ||         // signed cloud thickness here: sign = regime, size = strength
         !TempData.Add((futureSpanA - futureSpanB) / atr) || // same for the projected cloud - the "twist" ahead
         !TempData.Add((close - closeLagRef) / atr))     // Chikou displacement, in its lookahead-free form
         return false;
     }
   if(m_useNews)
     {
      // Event proximity + impact only - see this member's declaration comment and
      // System\NewsRelevance.mqh's ImpactWeightedProximity() for why the forward-looking half
      // (searchForward=true) isn't lookahead bias despite being computed for a historical bar.
      // What is DELIBERATELY not here is actual-vs-forecast surprise. Release TIMES are published
      // in advance and never revised, so reading them for a historical bar is legitimate; released
      // VALUES are neither. MqlCalendarValue.actual_value returns the FINAL figure, and the calendar
      // keeps no as-of-release snapshot (revised_prev_value exists precisely because revisions
      // happen), so a surprise feature computed for a 2019 bar would be built from a number nobody
      // had in 2019. That is the same class of leak that made the RSI/MACD divergence models read
      // +4 sigma in research/test_classic.py until two bars of lookahead were closed - except this
      // one would survive into production and be paid for in real money.
      datetime barTime = m_Time.GetData(idx);
      double newsRecency = ImpactWeightedProximity(m_symbol.Name(), barTime, m_newsFeatureWindowMinutes, false);
      double newsProximity = ImpactWeightedProximity(m_symbol.Name(), barTime, m_newsFeatureWindowMinutes, true);
      if(!TempData.Add(newsRecency) || !TempData.Add(newsProximity))
         return false;
     }
   if(m_useSpreadFeature)
     {
      // TWO values. What this block actually encodes is worth stating precisely, because the raw
      // measurement overstates it.
      //
      // spr/atr measured as the single strongest feature in this codebase (research/test_spread.py):
      // significant on 5 of 8 instrument/geometry cells at 2-4x any volume feature. But the barrier
      // LABEL is computed with the spread charged inside it, so a high-spread bar has its barriers
      // shifted adversely and is mechanically likelier to resolve as a loss - the feature would
      // partly be predicting its own cost model, which is not tradeable. Re-labelling at zero cost
      // and re-measuring the identical feature showed 20-40% of the signal WAS that tautology and
      // the majority was not (XAUUSD kept 97%).
      //
      // What survives is a VOLATILITY-REGIME reading: the spread is near-fixed while ATR is not, so
      // this ratio runs high exactly when realised volatility is below its own ATR estimate - which
      // genuinely predicts whether ATR-scaled barriers get reached at all. Note it is UNSIGNED, like
      // volume: it informs Neutral-vs-directional and can never pick a side.
      double sprRatio = 0.0, sprChange = 0.0;
      if(idx + 1 < m_spreadSeriesBars)
        {
         double sNow = (double)m_spreadSeries[idx] * m_symbol.Point();
         double sPrev = (double)m_spreadSeries[idx + 1] * m_symbol.Point();
         sprRatio = sNow / atr;
         if(sPrev > 0.0)
            sprChange = (sNow - sPrev) / sPrev;
        }
      if(!TempData.Add(MathMax(0.0, MathMin(5.0, sprRatio))) ||
         !TempData.Add(MathMax(-5.0, MathMin(5.0, sprChange))))
         return false;
     }
   if(m_useCrossAsset)
     {
      // What every OTHER instrument was doing at this bar's timestamp - the one feature block here
      // that is not a function of this symbol's own series. See System\CrossAsset.mqh.
      // A panel that failed to build (no Market Watch pairs, unsynchronised history) yields a
      // neutral 0-fill rather than rejecting the bar: the block is additive context, and losing
      // every bar of training because a reference symbol was missing would be a far worse failure
      // than training without the context. Features() reports that by returning false, which is
      // logged once at build time rather than per bar.
      double xa[];
      m_crossAsset.Features(idx, xa);
      for(int k = 0; k < CROSSASSET_FEATURES; k++)
         if(!TempData.Add(xa[k]))
            return false;
     }
   if(m_useADCumulativeDelta)
     {
      // buffers: 0=Pressure, 1=CumulativeDelta, 2=BullishPressure, 3=BearishPressure, 4=Absorption, 5=Initiative.
      // CumulativeDelta (buffer 1) is now cumulativeDelta/sumVolume clamped +/-2 (same scale as every
      // other buffer here, see ADCumulativeDelta.mq5) - a pure order-flow-imbalance ratio, distinct from
      // Pressure (buffer 0), which is this same term further adjusted by Initiative/Absorption.
      if(!TempData.Add(m_ADCumulativeDelta.GetData(0, idx)) || // Pressure
         !TempData.Add(m_ADCumulativeDelta.GetData(1, idx)) || // CumulativeDelta
         !TempData.Add(m_ADCumulativeDelta.GetData(2, idx)) || // BullishPressure
         !TempData.Add(m_ADCumulativeDelta.GetData(3, idx)) || // BearishPressure
         !TempData.Add(m_ADCumulativeDelta.GetData(4, idx)) || // Absorption
         !TempData.Add(m_ADCumulativeDelta.GetData(5, idx)))   // Initiative
         return false;
     }
   if(m_useADShorteningOfThrust)
     {
      // buffers: 0=SOT, 1=SOTEffortRegime, 2=SOTConfirmation, 3=SOTPushRegime
      if(!TempData.Add(m_ADShorteningOfThrust.GetData(0, idx)) || // SOT
         !TempData.Add(m_ADShorteningOfThrust.GetData(1, idx)) || // SOTEffortRegime
         !TempData.Add(m_ADShorteningOfThrust.GetData(2, idx)) || // SOTConfirmation
         !TempData.Add(m_ADShorteningOfThrust.GetData(3, idx)))   // SOTPushRegime
         return false;
     }
   if(m_useADWyckoffEventStream)
     {
      // buffers: 0=EventCode, 1=EventPhase, 2=ZoneTop, 3=ZoneBottom, 4=EventPrice, 5=StructuralPhase,
      // 6=CHoCHTrendToRange, 7=CHoCHRangeToTrend, 8=SlopeAccumulationBullish, 9=SlopeAccumulationBearish,
      // 10=SlopeDistributionBullish, 11=SlopeDistributionBearish, 12=Reaccumulation, 13=Redistribution.
      // Buffer 4 (EventPrice) is deliberately skipped below - per the indicator's own source
      // (ADWyckoffEventStream.mq5: "BufColor[wi]=(ev!=0)?C[i]:0;"), it's just this bar's close price
      // echoed back when an event fires (0 otherwise), kept only so a charting/backtesting tool like
      // StrategyQuant can anchor an arrow to a price. It carries no information the network doesn't
      // already have (EventCode already flags whether an event fired; the close is already in the
      // base OHLC features), and normalizing it as a "distance from close" like ZoneTop/ZoneBottom
      // below would be actively wrong: it's close-close=0 on event bars but 0-close=-close (a raw,
      // ATR-blown-up price) on every other bar - a huge, meaningless outlier feature.
      // Buffer 1 (EventPhase) USED to be skipped for the same kind of reason - it was written as
      // "BufPhase[wi]=(double)ev;", a byte-for-byte copy of EventCode. The 2026-08-02 rewrite made it a
      // real reading: "BufPhase[wi]=(double)(phaseNow*((dirNow>=0)?1:-1))", i.e. the live range's own
      // Wyckoff phase 1..5 signed by whether that range is accumulation (+) or distribution (-). That is
      // NOT what StructuralPhase (buffer 5) carries: StructuralPhase is derived from the EVENT on this
      // bar (MapStructuralPhase(ev)) and so is 0 on every bar where nothing fires, while EventPhase
      // persists for the whole life of the range. The pair gives the network both "an event just put us
      // in phase C" and "we are still in phase C" - so it is included below.
      if(!TempData.Add(m_ADWyckoffEventStream.GetData(0, idx)) ||  // EventCode
         !TempData.Add(m_ADWyckoffEventStream.GetData(1, idx)) ||  // EventPhase
         !TempData.Add((m_ADWyckoffEventStream.GetData(2, idx) - close) / atr) || // ZoneTop
         !TempData.Add((m_ADWyckoffEventStream.GetData(3, idx) - close) / atr) || // ZoneBottom
         !TempData.Add(m_ADWyckoffEventStream.GetData(5, idx)) ||  // StructuralPhase
         !TempData.Add(m_ADWyckoffEventStream.GetData(6, idx)) ||  // CHoCHTrendToRange
         !TempData.Add(m_ADWyckoffEventStream.GetData(7, idx)) ||  // CHoCHRangeToTrend
         !TempData.Add(m_ADWyckoffEventStream.GetData(8, idx)) ||  // SlopeAccumulationBullish
         !TempData.Add(m_ADWyckoffEventStream.GetData(9, idx)) ||  // SlopeAccumulationBearish
         !TempData.Add(m_ADWyckoffEventStream.GetData(10, idx)) || // SlopeDistributionBullish
         !TempData.Add(m_ADWyckoffEventStream.GetData(11, idx)) || // SlopeDistributionBearish
         !TempData.Add(m_ADWyckoffEventStream.GetData(12, idx)) || // Reaccumulation
         !TempData.Add(m_ADWyckoffEventStream.GetData(13, idx)))   // Redistribution
         return false;
     }
   if(m_useADWyckoffFailedStructure)
     {
      // buffers: 0=Value, 1=BullishStructuralFailure, 2=BearishStructuralFailure, 3=FailedAccumulation, 4=FailedDistribution
      if(!TempData.Add(m_ADWyckoffFailedStructure.GetData(0, idx)) || // Value
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(1, idx)) || // BullishStructuralFailure
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(2, idx)) || // BearishStructuralFailure
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(3, idx)) || // FailedAccumulation
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(4, idx)))   // FailedDistribution
         return false;
     }
   if(m_useADWyckoffSignificantBarInversion)
     {
      // buffers: 0=SignificantBarQuality, 1=BullishSignificantBar, 2=BearishSignificantBar, 3=BullishControlFlip, 4=BearishControlFlip
      if(!TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(0, idx)) || // SignificantBarQuality
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(1, idx)) || // BullishSignificantBar
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(2, idx)) || // BearishSignificantBar
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(3, idx)) || // BullishControlFlip
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(4, idx)))   // BearishControlFlip
         return false;
     }
   //--- ONE finiteness/plausibility gate for the whole bar, rather than 60-odd individually guarded
   //--- Add() calls. Most blocks above already clamp their own output; the AD/Wyckoff blocks
   //--- deliberately do not, because those indicators emit plain readings with no natural range. But
   //--- MQL5's CDoubleBuffer::At() returns EMPTY_VALUE (DBL_MAX) for any index it holds no data for,
   //--- and (EMPTY_VALUE - close) / atr is ~1e307: still FINITE, so it sails through every downstream
   //--- isfinite() check, and still large enough to overflow the first batch-norm layer's running
   //--- variance and latch that layer to NaN permanently (see NormalizeHost in AI\NeuronBatchNorm.mqh -
   //--- that is the 2026-08-02 "BufferWrite failed for buffer 3" run). Neutral-fill rather than reject
   //--- the bar: "this indicator has no reading here" is the degraded-but-usable case that the swing,
   //--- cross-asset and spread blocks above all already handle the same way.
   int featureEnd = TempData.Total();
   for(int f = featureStart; f < featureEnd; f++)
     {
      double v = TempData.At(f);
      if((!MathIsValidNumber(v) || MathAbs(v) > FEATURE_ABS_MAX) && !TempData.Update(f, 0.0))
         return false;
     }
   return true;
  }
//+------------------------------------------------------------------+
//| Initialize Open indicators.                                      |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitOpen(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Open)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Open.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Close indicators.                                     |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitClose(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Close)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Close.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize High indicators.                                      |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitHigh(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_High)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_High.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Low indicators.                                       |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitLow(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Low)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Low.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Time indicators.                                      |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitTime(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Time)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Time.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Volumes indicators.                                   |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitVolumes(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Volumes)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Volumes.Create(m_symbol.Name(), m_period, VolumeData))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize MA indicator (feature use - see m_useMA). Period comes |
//| from m_indicatorTuner.maPeriod, not the raw PeriodMA input - it   |
//| starts equal to it (see CADIndicatorTuner's constructor) but may  |
//| diverge once AutoTuneIndicators actually searches a trial. The    |
//| Classic Signals MA vote is unaffected - see m_useMA's declaration |
//| comment.                                                           |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitMA(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_MA)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- unified MA custom indicator (CustomIndicators\ADMovingAverage.mq5); type AND period are both tuner-
//--- driven (m_indicatorTuner.maType/maPeriod). params[1..] mirror the indicator's own input order.
   MqlParam params[9];
   params[0].type = TYPE_STRING;  params[0].string_value  = WARRIOR_CI("ADMovingAverage");
   params[1].type = TYPE_INT;     params[1].integer_value = m_indicatorTuner.maType;   // InpType
   params[2].type = TYPE_INT;     params[2].integer_value = m_indicatorTuner.maPeriod; // InpPeriod
   params[3].type = TYPE_INT;     params[3].integer_value = PRICE_CLOSE;               // InpAppliedPrice
   params[4].type = TYPE_DOUBLE;  params[4].double_value  = 0.85;                      // InpOffset (ALMA)
   params[5].type = TYPE_DOUBLE;  params[5].double_value  = 6.0;                       // InpSigma (ALMA)
   params[6].type = TYPE_DOUBLE;  params[6].double_value  = 0.7;                       // InpVolumeFactor (T3)
   params[7].type = TYPE_DOUBLE;  params[7].double_value  = 0.001;                     // InpProcessNoise (Kalman)
   params[8].type = TYPE_DOUBLE;  params[8].double_value  = 0.1;                       // InpMeasurementNoise (Kalman)
   if(!m_MA.Create(m_symbol.Name(), m_period, IND_CUSTOM, 9, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_MA.NumBuffers(1);
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize RSI indicator (feature use - see m_useRSI). Period     |
//| comes from m_indicatorTuner.rsiPeriod - see InitMA()'s comment.   |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitRSI(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_RSI)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
   if(!m_RSI.Create(m_symbol.Name(), m_period, m_indicatorTuner.rsiPeriod, PRICE_CLOSE))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize MACD indicator (feature use - see m_useMACD). Periods  |
//| come from m_indicatorTuner.macdFast/macdSlow/macdSignal - see     |
//| InitMA()'s comment for the "starts at the input, may diverge once |
//| the tuner searches" split, and note the Classic Signals MACD vote |
//| (Signals\SignalMACD.mqh) keeps its own separate instance.         |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitMACDFeature(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_MACDFeature)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
   if(!m_MACDFeature.Create(m_symbol.Name(), m_period, m_indicatorTuner.macdFast, m_indicatorTuner.macdSlow,
                            m_indicatorTuner.macdSignal, PRICE_CLOSE))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Ichimoku indicator (feature use - see m_useIchimoku).  |
//| Periods come from m_indicatorTuner.ichiTenkan/ichiKijun/          |
//| ichiSenkou - see InitMA()'s comment. The Classic Signals Ichimoku |
//| vote (Signals\SignalIchimoku.mqh) keeps its own instance.         |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitIchimoku(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_Ichimoku)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
   if(!m_Ichimoku.Create(m_symbol.Name(), m_period, m_indicatorTuner.ichiTenkan, m_indicatorTuner.ichiKijun,
                         m_indicatorTuner.ichiSenkou))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Cumulative Delta (CustomIndicators\ADCumulativeDelta.mq5) |
//| Loaded via iCustom/CiCustom, not a built-in Ci* class - the compiled |
//| indicator must be present under MQL5\Indicators\ (see              |
//| ExtractCustomIndicators() in Warrior_EA.mq5). Uses the indicator's  |
//| own input defaults; 6 output buffers, one TempData feature each.   |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADCumulativeDelta(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADCumulativeDelta)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADCumulativeDelta.mq5's own input order exactly
   MqlParam params[11];
   params[0].type = TYPE_STRING;
   params[0].string_value = WARRIOR_CI("ADCumulativeDelta");
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adCumDelta.lookback;          // InpLookbackPeriod
   params[2].type = TYPE_DOUBLE;
   params[2].double_value = m_indicatorTuner.adCumDelta.volClimax;          // InpVolumeClimaxMultiplier
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adCumDelta.volHigh;            // InpVolumeHighMultiplier
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adCumDelta.rangeClimax;        // InpRangeClimaxMultiplier
   params[5].type = TYPE_DOUBLE;
   params[5].double_value = m_indicatorTuner.adCumDelta.rangeSignificant;   // InpRangeSignificantMult
   params[6].type = TYPE_DOUBLE;
   params[6].double_value = m_indicatorTuner.adCumDelta.stVolRatio;         // InpSTVolumeRatio
   params[7].type = TYPE_DOUBLE;
   params[7].double_value = m_indicatorTuner.adCumDelta.atrMult;            // InpATRMultiplier
   params[8].type = TYPE_INT;
   params[8].integer_value = 0;                                    // InpContextMode - DO NOT tune
   params[9].type = TYPE_INT;
   params[9].integer_value = 5;                                    // InpSessionType - DO NOT tune
   params[10].type = TYPE_INT;
   params[10].integer_value = 1;                                   // InpSessionCount - DO NOT tune
   if(!m_ADCumulativeDelta.Create(m_symbol.Name(), m_period, IND_CUSTOM, 11, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADCumulativeDelta.NumBuffers(6);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Shortening of Thrust (CustomIndicators\ADShorteningOfThrust.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADShorteningOfThrust(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADShorteningOfThrust)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADShorteningOfThrust.mq5's own input order exactly
   MqlParam params[7];
   params[0].type = TYPE_STRING;
   params[0].string_value = WARRIOR_CI("ADShorteningOfThrust");
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adSOT.thrustLookback; // InpThrustLookback
   params[2].type = TYPE_INT;
   params[2].integer_value = m_indicatorTuner.adSOT.minImpulses;    // InpMinImpulses
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adSOT.sotThreshold;    // InpSOTThreshold
   params[4].type = TYPE_INT;
   params[4].integer_value = 0;                            // InpContextMode - DO NOT tune
   params[5].type = TYPE_INT;
   params[5].integer_value = 5;                            // InpSessionType - DO NOT tune
   params[6].type = TYPE_INT;
   params[6].integer_value = 1;                            // InpSessionCount - DO NOT tune
   if(!m_ADShorteningOfThrust.Create(m_symbol.Name(), m_period, IND_CUSTOM, 7, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADShorteningOfThrust.NumBuffers(4);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Wyckoff Event Stream (CustomIndicators\ADWyckoffEventStream.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADWyckoffEventStream(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADWyckoffEventStream)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADWyckoffEventStream.mq5's own input order exactly.
//--- NOTE the order is NOT grouped by meaning: the three range-lifecycle knobs the indicator gained on
//--- 2026-08-02 were appended AFTER the session inputs, not next to the thresholds they belong with.
//--- MqlParam is positional, so this list follows the indicator's declaration order, not a tidier one.
   MqlParam params[17];
   params[0].type = TYPE_STRING;
   params[0].string_value = WARRIOR_CI("ADWyckoffEventStream");
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adWES.lookback;         // InpLookback
   params[2].type = TYPE_INT;
   params[2].integer_value = m_indicatorTuner.adWES.zigzag;           // InpZigZag
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adWES.volClimax;         // InpVolClimax
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adWES.volHigh;           // InpVolHigh
   params[5].type = TYPE_DOUBLE;
   params[5].double_value = m_indicatorTuner.adWES.rangeClimax;       // InpRangeClimax
   params[6].type = TYPE_DOUBLE;
   params[6].double_value = m_indicatorTuner.adWES.rangeSignificant;  // InpRangeSignificant
   params[7].type = TYPE_DOUBLE;
   params[7].double_value = m_indicatorTuner.adWES.stVolRatio;        // InpSTVolRatio
   params[8].type = TYPE_DOUBLE;
   params[8].double_value = m_indicatorTuner.adWES.atr;               // InpATR
   params[9].type = TYPE_INT;
   params[9].integer_value = 0;                              // InpContextMode - DO NOT tune
   params[10].type = TYPE_INT;
   params[10].integer_value = 5;                             // InpSessionType - DO NOT tune
   params[11].type = TYPE_INT;
   params[11].integer_value = 1;                             // InpSessionCount - DO NOT tune
   params[12].type = TYPE_DOUBLE;
   params[12].double_value = m_indicatorTuner.adWES.touchATR;     // InpTouchATR
   params[13].type = TYPE_DOUBLE;
   params[13].double_value = m_indicatorTuner.adWES.arMinATR;     // InpARMinATR
   params[14].type = TYPE_INT;
   params[14].integer_value = m_indicatorTuner.adWES.maxRangeBars; // InpMaxRangeBars
   //--- InpShowLabels/InpShowZones - forced OFF, and deliberately NOT tunable. This handle exists purely
   //--- to read buffers as network features; it is never the user's chart indicator. Left at their own
   //--- `true` defaults the indicator would litter the traded chart with AWY_-prefixed labels and range
   //--- rectangles that the EA does not own and its OnDeinit chart sweep does not know to remove.
   params[15].type = TYPE_BOOL;
   params[15].integer_value = 0;                             // InpShowLabels
   params[16].type = TYPE_BOOL;
   params[16].integer_value = 0;                             // InpShowZones
   if(!m_ADWyckoffEventStream.Create(m_symbol.Name(), m_period, IND_CUSTOM, 17, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADWyckoffEventStream.NumBuffers(14);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Wyckoff Failed Structure (CustomIndicators\ADWyckoffFailedStructure.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADWyckoffFailedStructure(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADWyckoffFailedStructure)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADWyckoffFailedStructure.mq5's own input order exactly
   MqlParam params[12];
   params[0].type = TYPE_STRING;
   params[0].string_value = WARRIOR_CI("ADWyckoffFailedStructure");
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adWFS.lookback;         // InpLookbackPeriod
   params[2].type = TYPE_INT;
   params[2].integer_value = m_indicatorTuner.adWFS.zigzagStrength;   // InpZigZagStrength
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adWFS.volClimax;         // InpVolumeClimaxMultiplier
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adWFS.volHigh;           // InpVolumeHighMultiplier
   params[5].type = TYPE_DOUBLE;
   params[5].double_value = m_indicatorTuner.adWFS.rangeClimax;       // InpRangeClimaxMultiplier
   params[6].type = TYPE_DOUBLE;
   params[6].double_value = m_indicatorTuner.adWFS.rangeSignificant;  // InpRangeSignificantMult
   params[7].type = TYPE_DOUBLE;
   params[7].double_value = m_indicatorTuner.adWFS.stVolRatio;        // InpSTVolumeRatio
   params[8].type = TYPE_DOUBLE;
   params[8].double_value = m_indicatorTuner.adWFS.atrMult;           // InpATRMultiplier
   params[9].type = TYPE_INT;
   params[9].integer_value = 0;                              // InpContextMode - DO NOT tune
   params[10].type = TYPE_INT;
   params[10].integer_value = 5;                             // InpSessionType - DO NOT tune
   params[11].type = TYPE_INT;
   params[11].integer_value = 1;                             // InpSessionCount - DO NOT tune
   if(!m_ADWyckoffFailedStructure.Create(m_symbol.Name(), m_period, IND_CUSTOM, 12, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADWyckoffFailedStructure.NumBuffers(5);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Wyckoff Significant Bar Inversion (CustomIndicators\ADWyckoffSignificantBarInversion.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADWyckoffSignificantBarInversion(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADWyckoffSignificantBarInversion)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADWyckoffSignificantBarInversion.mq5's own input order exactly
   MqlParam params[8];
   params[0].type = TYPE_STRING;
   params[0].string_value = WARRIOR_CI("ADWyckoffSignificantBarInversion");
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adWSBI.lookback;         // InpLookback
   params[2].type = TYPE_DOUBLE;
   params[2].double_value = m_indicatorTuner.adWSBI.rangeSignificant;  // InpRangeSignificant
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adWSBI.volumeHigh;        // InpVolumeHigh
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adWSBI.atr;               // InpATR
   params[5].type = TYPE_INT;
   params[5].integer_value = 0;                               // InpContextMode - DO NOT tune
   params[6].type = TYPE_INT;
   params[6].integer_value = 5;                               // InpSessionType - DO NOT tune
   params[7].type = TYPE_INT;
   params[7].integer_value = 1;                                // InpSessionCount - DO NOT tune
   if(!m_ADWyckoffSignificantBarInversion.Create(m_symbol.Name(), m_period, IND_CUSTOM, 8, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADWyckoffSignificantBarInversion.NumBuffers(5);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD ZigZag (CustomIndicators\ADZigZag.mq5) - the        |
//| training-label source (see m_ADZigZag's declaration comment).     |
//| Always run at its own stock defaults (Depth=12, Deviation=5,      |
//| Backstep=3) - unlike the AD* feature indicators above, this has   |
//| no tunable-param struct and is never touched by AutoTuneIndicators.|
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADZigZag(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADZigZag)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADZigZag.mq5's own input order exactly - stock defaults,
//--- intentionally not sourced from a tunable params struct (see this function's declaration comment)
   MqlParam params[4];
   params[0].type = TYPE_STRING;
   params[0].string_value = WARRIOR_CI("ADZigZag");
   params[1].type = TYPE_INT;
   params[1].integer_value = 12; // InpDepth
   params[2].type = TYPE_INT;
   params[2].integer_value = 5;  // InpDeviation
   params[3].type = TYPE_INT;
   params[3].integer_value = 3;  // InpBackstep
   if(!m_ADZigZag.Create(m_symbol.Name(), m_period, IND_CUSTOM, 4, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   // Must match ADZigZag.mq5's #property indicator_buffers exactly (3: main ZigZag buffer + 2
   //  internal INDICATOR_CALCULATIONS buffers), even though only buffer 0 is ever read via
   // GetData() - see the working AD Wyckoff indicators' InitAD*() for the same pattern.
   m_ADZigZag.NumBuffers(3);
//--- ok
   return (true);
  }
#endif // WARRIOR_AIBASE_FEATURES_MQH