- Implemented sqx_audit.py to audit StrategyQuant X trade lists, focusing on performance metrics and cost analysis.
- Created sqx_portfolio.py to evaluate portfolio performance based on uncorrelated components and their impact on risk and return.
- Developed swing.py to analyze cost ratios across different holding periods and assess swing trading structures.
- Introduced test_management.py to investigate the effectiveness of exit rules on random entries and their impact on expectancy.
- Moves CLayer neuron construction to AI/Impl/Layer.mqh to keep Network.mqh clean
- Unifies four previously duplicated architecture initialisation blocks (MLP/CONV/LSTM/HYBRID) into a single shared function
- Eliminates risk of behavioural drift where one architecture missed a setter, causing mismatched feature sets or targets
Add freeze-level checks, no-change modification skipping, entry price routing, and per-tick/memory budget monitoring. Override trade actions (Open, Close, Reverse, TrailingStop, TrailingOrder) to validate at the final gate before sending orders.
Optimize() scaled lot size off account trade-history streaks with no Magic-number
filter (picked up other EAs'/manual trades) and an unconfigurable m_factor stuck at
1.0 (Factor() was never wired from an input), so a 3-trade streak could triple lot
size or send it negative. It was also entirely disconnected from what the AI model
actually knows about the current setup.
Replaced both AdjustRiskAmount()'s linear confidence-only scale and Optimize()'s
streak multiplier with one edge-based model: p from the empirically calibrated
AI/DB confidence magnitude, b from the trade's real reward:risk ratio (newly
bridged from OpenParams() via g_TradeRewardRiskRatio), quarter-Kelly applied and
clamped so risk% can only ever scale down from its configured ceiling, never above it.
CMoneyFixedRisk and CMoneyIntelligent both derived independently from
CExpertMoneyCustom and carried near-identical CalculatePotentialLoss()/
CheckOpenLong()/CheckOpenShort()/CalculateLotSize() bodies, maintained
in two places. New Money/MoneyRiskBase.mqh (CMoneyRiskBase) houses the
shared core, with two virtual hooks - AdjustRiskAmount()/AdjustLotSize()
- at the exact two points CMoneyIntelligent's confidence-scaling and
trade-history Optimize() step used to diverge. CMoneyFixedRisk now has
an empty body (the base's defaults are exactly its old behavior);
CMoneyIntelligent overrides only the two hooks. CMoneyFixedLot is
untouched - it doesn't do risk-based sizing.
Pure reorganization, no behavior change; compiled clean (MetaEditor,
0 errors/0 warnings).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
