Three compile errors, all the same cause. Inside a CExpertBase subclass a bare
Period() no longer reaches the builtin ENUM_TIMEFRAMES Period(); MQL5's method-
hiding rules resolve it to the inherited bool CExpertBase::Period(ENUM_TIMEFRAMES)
setter, which takes an argument - hence 'wrong parameters count, 0 passed, but 1
requires'.
Switched to the _Period predefined variable, which is what the rest of this
codebase already uses (100 occurrences; ::Period() appears nowhere). AutoTune.mqh
line 82 builds its own per-symbol/timeframe filename exactly this way, so the
pool file naming now matches the convention it should have followed from the
start.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
The deploy bottleneck is CERTIFICATION, not training. A 4,738-bar OOS window at
L=75.6 holds ~63 independent observations; certifying a 3pp edge at 2 sigma needs
~1,036. More bars of the same symbol barely help - they overlap. Other symbols do
not.
WHAT POOLS. Not win rates: symbols have different derived geometries, different
break-evens and different drifts, so averaging raw rates across them is
meaningless. What pools is each symbol's EXCESS OVER ITS OWN CHANCE RATE,
combined by inverse-variance weighting (fixed-effects meta-analysis). Each symbol
keeps its own model, geometry and chance rate; only the evidence is combined.
THE CORRELATION PROBLEM, bracketed rather than assumed away. SP500 and NAS100 are
~0.9 correlated and pooling them as independent inflates the evidence. Nothing
here can measure that without sharing return series, so instead of guessing a
correction the gate reports both ends:
SE_INDEP = sqrt(1/SUM(1/var_i)) all members independent
SE_CORR = SUM(w_i * sqrt(var_i)) all members perfectly correlated
The truth is always between. THE GATE USES SE_CORR, so a pass cannot be an
artifact of correlated instruments - that bound already assumes the worst. The
ratio is logged as the diversification credit the gate declines to claim, so the
cost of that conservatism is visible instead of hidden.
SCOPE, deliberately limited: the pooled result is REPORTED, never folded into
tradeableOK. The local gate certifies the model that actually trades this symbol;
the pool answers the different question of whether the strategy has an edge at
all. Letting a cross-symbol result license a local deploy would ship a model that
never cleared its own bar - so it cannot.
Mechanics: one file per instrument (no concurrent-write path to get wrong), every
FileOpen carrying FILE_SHARE_READ|FILE_SHARE_WRITE, records skipped rather than
reinterpreted on a version mismatch, 12h staleness cutoff so a stopped chart
cannot vote, and pooling refused below 3 instruments. Poolability requires
matching timeframe and ratio; differing SYMBOL is the entire point. Publishing is
unconditional - a pool that only hears from winners is a selection effect, not a
meta-analysis.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
