8157c42314
- Updated README.md with project overview, key features, directory structure, getting started guide, and modernization roadmap. - Added AI_NETWORK.md detailing the neural network and AI/ML infrastructure, including architecture, components, usage patterns, and next steps. - Introduced DATABASE.md for the Database module, outlining key components, design highlights, usage patterns, and future enhancements. - Created README.md files for Enumerations, Expert, Money, Signals, Structures, System, Trailing, Variables directories, detailing their purpose, key components, and integration notes. - Documented the Signals subsystem, emphasizing modularity, extensibility, and AI/ML readiness. - Added comprehensive descriptions for individual signal modules in Signals/ directory. - Established clear integration notes and recommendations for future improvements across all modules.
53 lines
3.4 KiB
Markdown
53 lines
3.4 KiB
Markdown
# Signals Subsystem Documentation
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## Overview
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The signals subsystem provides a modular framework for generating, filtering, and combining trading signals in the Warrior_EA expert advisor. It supports both traditional indicator-based signals and advanced AI/ML-driven signals, as well as session and news filters for robust, context-aware decision-making.
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## Architecture
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- **Signal Classes:**
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- Each indicator or logic type is encapsulated in its own class (e.g., `CSignalMA`, `CSignalLSTM`, `CSignalNewsFilter`, `CSignalSessionFilter`).
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- All signal classes derive from a common base (e.g., `CExpertSignalCustom` or `CExpertSignalAIBase`).
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- **Signal Registry:**
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- `Signals.mqh` acts as a registry, including and exposing all available signal/filter modules for use in the EA.
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- **Filter Signals:**
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- Session and news filters are implemented as signals, allowing flexible composition and enabling/disablement.
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- **AI/ML Integration:**
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- AI-based signals (e.g., LSTM) inherit from a specialized base and are designed for integration with the neural network subsystem.
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## Key Classes & Responsibilities
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- **CSignalMA**
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- Generates signals based on the Moving Average indicator.
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- Supports parameterization (period, shift, method, applied price) and multiple pattern weights.
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- **CSignalLSTM**
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- Generates signals using an LSTM-based AI model.
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- Supports pattern weighting and integrates with the neural network subsystem for stateful, sequence-based predictions.
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- **CSignalNewsFilter**
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- Filters signals based on economic news events and impact levels.
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- Configurable lookback window and impact threshold.
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- **CSignalSessionFilter**
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- Filters signals based on trading session (London, New York, Tokyo).
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- Configurable session enablement and time intervals.
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## Features
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- **Modularity:** Each signal/filter is a self-contained class, easily enabled/disabled or extended.
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- **Extensibility:** New signals (traditional or AI-based) can be added with minimal changes to the registry.
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- **Configurable:** All major parameters (indicator settings, session times, news impact, etc.) are exposed for runtime configuration.
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- **AI/ML Ready:** Designed to support both classic and neural network-based signals, with clear integration points.
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## Integration Points
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- **Signal Generation:** All trading logic (entry/exit) is driven by the combined output of enabled signals and filters.
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- **AI/ML:** LSTM and other AI signals can be prioritized or blended with traditional signals for hybrid strategies.
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- **Session/News Filtering:** Non-signal filters (session, news) are preserved and improved for robust, context-aware trading.
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## Design Notes
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- **Separation of Concerns:** Each signal/filter class has a single responsibility, improving clarity and testability.
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- **Dynamic Configuration:** Move toward runtime-configurable signal pipelines for maximum flexibility.
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- **Backward Compatibility:** Traditional signals are preserved but can be phased out in favor of AI/ML-driven logic.
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## Recommendations
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- **Unit Testing:** Add tests for each signal/filter class, especially for edge cases and parameter validation.
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- **Refactor for Dynamic Pipelines:** Move from hard-coded signal inclusion to a dynamic, user-configurable pipeline.
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- **Documentation:** Maintain this file and add inline comments for all new signals and filters.
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---
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This documentation covers the Signals subsystem. Repeat this process for all other modules to ensure full codebase coverage and maintainability.
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