203 lines
6.9 KiB
MQL5
203 lines
6.9 KiB
MQL5
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//+------------------------------------------------------------------+
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//| AF_Engine2_Aggregator.mqh |
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//| Project : Algo Forge (refactor total) |
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//| Sumber inspirasi: SniperGold SMC Pro+ (c) Waseem Shahrukh |
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//| https://www.mql5.com/en/code/75466 |
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//+------------------------------------------------------------------+
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//| Engine 2 - AGREGATOR SINYAL (terpisah dari agen) |
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//| |
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//| - Menggabungkan output 4 agen (N/C/E/P) menjadi sinyal final. |
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//| - Agen TIDAK saling tahu; agregator adalah SATU-SATUNYA tempat |
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//| output agen dipertemukan. |
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//| - Bobot dinamis: bobot dasar per agen x confidence, dengan |
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//| penguatan (boost) untuk agen yang searah dengan mayoritas. |
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//| - Output: dir BUY/SELL/WAIT + buy/sell/bias/score/confidence + |
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//| entry/SL/TP (dari bar tertutup & ATR Engine 1) + alasan. |
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//| - Non-repaint: semua level dihitung dari bar tertutup Engine 1. |
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//+------------------------------------------------------------------+
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#ifndef AF_ENGINE2_AGGREGATOR_MQH
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#define AF_ENGINE2_AGGREGATOR_MQH
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#include "AF_Engine2_Agents.mqh"
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//------------------------------------------------------------------
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// Output agregator (untuk Engine 3 display / konsumen sinyal)
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//------------------------------------------------------------------
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struct AFAggOut
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{
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int dir; // +1 buy / -1 sell / 0 wait
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double buy; // dukungan buy agregat [0,1]
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double sell; // dukungan sell agregat [0,1]
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double bias; // buy-sell [-1,1]
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double score; // |bias| kekuatan sinyal [0,1]
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double confidence; // [0,1] (dukungan + kesepakatan)
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double entry; // level entry (close bar tertutup)
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double sl; // stop loss (ATR-based)
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double tp; // take profit (ATR-based)
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bool hasLevels; // true bila entry/sl/tp terhitung
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int activeAgents; // jumlah agen dengan confidence>0.05
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double weights[4]; // bobot efektif per agen (N,C,E,P)
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int agentDir[4]; // arah tiap agen
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string agentReason[4]; // alasan tiap agen (untuk display)
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string reason; // ringkasan
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};
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//------------------------------------------------------------------
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// AFAggregator - penggabung output 4 agen (bobot dinamis 2-pass)
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//------------------------------------------------------------------
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class AFAggregator
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{
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public:
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void Compute(const AFEngine1MTF &e1,int slotE,
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const AFSignalOut &n,const AFSignalOut &c,
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const AFSignalOut &e,const AFSignalOut &p,
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AFAggOut &out) const;
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};
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void AFAggregator::Compute(const AFEngine1MTF &e1,int slotE,
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const AFSignalOut &n,const AFSignalOut &c,
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const AFSignalOut &e,const AFSignalOut &p,
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AFAggOut &out) const
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{
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AFSignalOut ag[4];
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ag[0]=n; ag[1]=c; ag[2]=e; ag[3]=p;
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double baseW[4];
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baseW[0]=AF_AGG_W_N;
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baseW[1]=AF_AGG_W_C;
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baseW[2]=AF_AGG_W_E;
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baseW[3]=AF_AGG_W_P;
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// pass 1: bias awal (bobot dasar x confidence)
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double w1[4];
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double W1=0.0;
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for(int i=0;i<4;i++)
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{
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w1[i]=baseW[i]*MathMax(ag[i].confidence,0.0);
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W1+=w1[i];
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}
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double bias1=0.0;
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if(W1>0.0)
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{
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for(int i=0;i<4;i++) bias1+=w1[i]*ag[i].bias;
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bias1/=W1;
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}
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int majDir=(bias1> AF_E2_DIR_TOL)? 1 : (bias1< -AF_E2_DIR_TOL)? -1 : 0;
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// pass 2: bobot dinamis dengan penguatan kesepakatan (agreement)
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double w2[4];
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double W2=0.0;
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for(int i=0;i<4;i++)
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{
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double boost=1.0;
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if(majDir!=0 && ag[i].dir==majDir) boost=1.5;
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w2[i]=baseW[i]*MathMax(ag[i].confidence,0.0)*boost;
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W2+=w2[i];
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}
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double buy=0.0, sell=0.0;
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if(W2>0.0)
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{
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for(int i=0;i<4;i++)
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{
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buy +=w2[i]*ag[i].buy;
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sell+=w2[i]*ag[i].sell;
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}
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buy/=W2; sell/=W2;
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}
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out.buy =AF_Clamp01(buy);
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out.sell=AF_Clamp01(sell);
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out.bias=out.buy-out.sell;
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out.score=MathAbs(out.bias);
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out.dir=0;
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if(out.bias>=AF_AGG_BUY_TH && out.buy>=AF_AGG_MIN_SUP) out.dir=1;
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else if(out.bias<=-AF_AGG_BUY_TH && out.sell>=AF_AGG_MIN_SUP) out.dir=-1;
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int agree=0;
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for(int i=0;i<4;i++) if(out.dir!=0 && ag[i].dir==out.dir) agree++;
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double confBase=MathMax(out.buy,out.sell);
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out.confidence=(out.dir==0)? confBase : MathMin(1.0,confBase*(0.7+0.1*agree));
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out.activeAgents=0;
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for(int i=0;i<4;i++)
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{
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out.agentDir[i]=ag[i].dir;
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out.agentReason[i]=ag[i].reason;
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out.weights[i]=w2[i];
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if(ag[i].confidence>0.05) out.activeAgents++;
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}
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// level entry/SL/TP (non-repaint: close bar tertutup + ATR Engine 1)
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out.entry=0.0; out.sl=0.0; out.tp=0.0; out.hasLevels=false;
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if(e1.IsReady(slotE))
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{
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double close=e1.Close(slotE,0);
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double atr=e1.ATR(slotE,14);
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if(close>0.0 && atr>0.0)
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{
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out.entry=close;
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out.hasLevels=true;
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if(out.dir>0)
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{
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out.sl=close-AF_AGG_SL_ATR*atr;
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out.tp=close+AF_AGG_TP_ATR*atr;
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}
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else if(out.dir<0)
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{
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out.sl=close+AF_AGG_SL_ATR*atr;
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out.tp=close-AF_AGG_TP_ATR*atr;
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}
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}
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}
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// ringkasan
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out.reason=(out.dir>0)? "BUY" : (out.dir<0)? "SELL" : "WAIT";
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out.reason+="[bias="+DoubleToString(out.bias,2)+"]";
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for(int i=0;i<4;i++)
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{
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string tag=(ag[i].dir>0)? "+" : (ag[i].dir<0)? "-" : "~";
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out.reason+=" "+ag[i].name+":"+tag;
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}
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out.reason+=" | ";
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for(int i=0;i<4;i++)
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{
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if(ag[i].dir!=0 && ag[i].reason!="")
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{
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out.reason+=ag[i].name+"("+ag[i].reason+") ";
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if(StringLen(out.reason)>160)
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{
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out.reason=StringSubstr(out.reason,0,157)+"...";
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break;
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| AFEngine2Signals - facade Engine 2 (4 agen + agregator) |
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//| Satu panggilan: input Engine 1 + 4 slot -> output agen & final. |
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//+------------------------------------------------------------------+
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class AFEngine2Signals
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{
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private:
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AFAgentNarrative m_n;
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AFAgentContext m_c;
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AFAgentEntry m_e;
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AFAgentPriceAction m_p;
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AFAggregator m_agg;
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public:
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void Compute(const AFEngine1MTF &e1,int sN,int sC,int sE,int sP,
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AFSignalOut &oN,AFSignalOut &oC,AFSignalOut &oE,AFSignalOut &oP,
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AFAggOut &agg) const;
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};
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void AFEngine2Signals::Compute(const AFEngine1MTF &e1,int sN,int sC,int sE,int sP,
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AFSignalOut &oN,AFSignalOut &oC,AFSignalOut &oE,AFSignalOut &oP,
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AFAggOut &agg) const
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{
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m_n.Compute(e1,sN,oN);
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m_c.Compute(e1,sC,oC);
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m_e.Compute(e1,sE,oE);
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m_p.Compute(e1,sP,oP);
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m_agg.Compute(e1,sE,oN,oC,oE,oP,agg);
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}
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#endif // AF_ENGINE2_AGGREGATOR_MQH
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