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Page: Architecture
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Architecture Home Indicator Components Installation and Usage Limitations Timeframes and State Modes Validation Version History
1 Architecture
Chiki Bum edited this page 2026-09-17 01:59:11 +00:00
Table of contents

Architecture

Processing pipeline

The high-level pipeline of the v1.190 implementation is:

Base Market State -> Market Dynamics -> Dynamic Modifier -> Final State
  • Base Market State — per-timeframe evaluation of bar geometry (body ratio, wick dominance, close location), oscillator evidence (RSI, Stochastic, CCI, MACD), ATR context and tick-volume context. The oscillator parameter sets are fixed by specification (RSI 14, Stochastic 14/3/3, CCI 20, MACD 12/26/9; ADX period 14) and are not user inputs.
  • Market Dynamics — the Market Dynamics Modifier (MDM) layer classifies the dynamic response of each timeframe as CONTINUATION / DAMPENING / REVERSAL / UNRESOLVED, with a strength of WEAK / STRONG / VERY STRONG / EXTREME. PATCH-18 aggregates Market Dynamics semantically across all nine timeframes; PATCH-19 (News Dynamic) adds calendar-news evidence (Actual / Forecast / Previous / Revised Previous, surprise / revision / expectation shift, response phase) to the per-timeframe MDM evaluation.
  • Dynamic Modifier — the MDM outcome yields a numeric modifier (clamped to [-1.0, +1.0]) that is applied to the base state.
  • Final State — the resulting per-timeframe and global market state is presented on the board.

Component relationships

The production source (Indicators/MarketStateBoard_MTF_PATCH19_NEWS_DYNAMIC_9TF_FINAL_v1.190.mq5) resolves three required include files at compile time:

Include Patch layer Responsibility
Include/MarketStateBoard_Fuzzy.mqh PATCH-09 Fuzzy membership layer: bullish/neutral/bearish membership for each oscillator channel (sum-to-one invariant; invalid input never treated as neutral)
Include/MarketStateBoard_Weights.mqh PATCH-11 Dynamic weight engine: direction-neutral conversion of context-quality components into per-channel dynamic weights
Include/MarketStateBoard_MDM_PATCH19.mqh PATCH-19 Market Dynamics Modifier (News Dynamic): dynamic classification and modifier computation

The weight include requires the MSB_ContextQuality structure, which the source declares before inclusion, and it is shared verbatim with the static validation harness. The frozen source contains #include directives for exactly these files; the compile log confirms their inclusion.

Documented semantics

In the implementation's documented semantics, membership values, dynamic weights, the MDM modifier and the aggregated states are mathematical or descriptive quantities. They are not probabilities, confidence measures, predictions, or trading signals. The implementation is deterministic and stateless: identical inputs produce identical output.

See also Indicator-Components and Validation.