216 lines
9.6 KiB
Markdown
216 lines
9.6 KiB
Markdown
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# SESSION HANDOVER — SNIPERGOLD_ML P3-S.7: MTF ALIGNMENT SPEC + CONFORMANCE
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```text
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Date : 2026-08-22 (session close)
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Status : P3-S.7 COMPLETE — spec + conformance done; synthetic tests 22/22;
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NOT yet committed (handover prepared before commit+push)
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Forge : https://forge.mql5.io/chiki2bum2/SniperGold_ML
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Checkpoint : P3-S.6 533c8c6647a552d01a1a290cb2d0505f94887666 (VERIFIED clean at start)
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```
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---
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## 1. SESSION OBJECTIVE
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```text
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Formal Specification + Code-Conformance Audit for MTF Alignment.
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Question answered:
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Does the current SniperGold implementation genuinely implement the intended
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H4 Narrative -> M30 Context -> M15 Entry -> M3 Price Action hierarchy, with
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correct timestamp alignment, timeframe semantics, and cross-timeframe
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consumption?
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Answer (VERDICT): PARTIALLY CONFORMING
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The four role labels ARE implemented with the correct timeframe assignments
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(H4=N, M30=C, M15=E, M3=P) and the per-slot closed-bar/as-of handling is
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sound (CONFORMING). What is NOT implemented is a genuine multi-timeframe
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SEMANTIC hierarchy: the decision model is a FLAT weighted vote of four
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independent, role-labeled, same-detector-per-TF agents with NO cross-timeframe
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structural references (S-R), NO defined conflict policy (S-X), and a
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training/runtime surface that uses a DIFFERENT MTF model (D1/H4/H1/M15).
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Questions NOT answered: profitability / AUC / PF (semantic audit only).
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Human verification = CANCELLED. No production code changes. No ML / repair.
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```
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---
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## 2. SOURCE RECONCILIATION (17 sources)
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```text
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1 AFEngine1MTF (Register/Refresh/Build/IsBarClosed) AF_Engine1_MTFData.mqh
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2 AF_E2_TF_S1..S4 = H4/M30/M15/M3 AF_Defines.mqh:47-50
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3 AFAgentNarrative::Compute (H4, slot S1) AF_Engine2_Agents.mqh:430-490
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4 AFAgentContext::Compute (M30, slot S2) AF_Engine2_Agents.mqh:492-575
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5 AFAgentEntry::Compute (M15, slot S3) AF_Engine2_Agents.mqh:583-663
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6 AFAgentPriceAction::Compute (M3, slot S4) AF_Engine2_Agents.mqh:665-745
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7 AFAggregator::Compute (2-pass weighted vote) AF_Engine2_Aggregator.mqh:77-170
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8 AFEngine2Signals::Compute (facade) AF_Engine2_Aggregator.mqh:183-199
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9 AF_BuildDisplayData (sDisp/sD1/sW1) AF_Engine2_Display.mqh:308-395
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10 AF_Engine3_Display.mq5 OnCalculate (driver) Indicators\AlgoForge\
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11 AlgoForge_Backtest_Baseline.mq5 (ML path, NO Eng2) Experts\AlgoForge\
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12 build_features.py / train_model.py (M15 + D1/H4/H1) ml\
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13 FEATURE_CONTRACT.md (D1/H4/H1 + M15; E_ea as-of) docs\
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14 v4.5 legacy (D1/H4/H1 structure + M15) Indicators\Downloads\
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15 v4.3/v4.4 legacy (M15 + TFBias D1/H4/H1) Indicators\Downloads\
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16 P3-S.2..S.6 specs (canonical TF statements) docs\
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17 ml/parity/RUNTIME_TRAINING_PARITY_REPORT.md (SB-06) ml\parity\
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```
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**Core findings (brief):**
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```text
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1. The 4 agents are independent and each reads EXACTLY ONE slot; the SAME
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detector suite (AF_DetectSweep/Choch, AF_FindOrderBlock/FVG, AF_RangeStat,
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AF_BuildSwing) runs per-TF. Role differentiation exists only at agent
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composition + labels, not in the detectors, and there is NO cross-TF
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structural reference anywhere (S-R).
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2. The aggregator is a FLAT weighted vote (0.30/0.30/0.25/0.15) + 1.5x majority
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boost. ANY single timeframe can produce a final BUY/SELL (verified
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arithmetically and by unit test T6; MTF-T19/T20/T22). No stage is REQUIRED;
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no stage gates another (S-A / S-H). -> HIERARCHICAL-TO-VOTING DRIFT (D-1)
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relative to a strict-hierarchy reading; per DESIGN.md the vote IS the design.
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3. Conflict policy: NONE defined; contradictions resolve arithmetically
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(S-X / D-2) -> SPECIFICATION AMBIGUOUS.
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4. As-of: Engine-1 closed-bar lock per slot is CORRECT; H4/M30/M15/M3_asof(t)
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<= t holds by construction; HTF-close visibility is deterministic (S-T,
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MTF-T07/T08/T10/T16).
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5. Two MTF models coexist: Engine 2 = H4/M30/M15/M3; Feature Contract/training/
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ML runtime = D1/H4/H1/M15. The agent path has NO Python counterpart
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(PARITY = N/A BY ABSENCE) -> FEATURE_CONTRACT MTF MISMATCH (D-5).
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6. Display shows M15 structure/zones + D1/W1 levels + agent biases; H4/M30
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structures are NOT drawn (V-1..V-4, D-4).
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7. Cross-concept timeframe inconsistency (D-6 / X-1..X-5): f7/f8/f9 M15-only
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(contract) vs per-TF Engine 2 vs legacy D1/H4/H1; FVG/OB/Displacement
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multi-TF without a canonical TF.
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```
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---
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## 3. SPECIFICATION (docs/SMC_MTF_ALIGNMENT_SPEC_v1.md)
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```text
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S-N H4 = Narrative directional VOTE (0.30); CAN trigger entry alone; NO gate/
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override/invalidate.
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S-C M30 = Context zone VOTE (0.30); can trigger alone; NO filter on M15.
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S-E M15 = Entry VOTE (0.25) + internal ZONE + CONFIRMATION rule; contradiction
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NOT blocked.
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S-P M3 = Price Action VOTE (0.15); timing role; NOT mandatory; no override/
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rejection.
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S-H Hierarchy = top-down ANALYSIS order; DECISION = flat vote; no REQUIRED
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stage.
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S-D Direction = 2-pass weighted vote; 1.5x majority boost; bias 0.20 /
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support 0.50.
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S-X Conflict policy = NONE (SPECIFICATION AMBIGUOUS; arithmetic resolution).
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S-T As-of = closed-bar lock per slot; H4/M30/M15/M3_asof(t) <= t; HTF-close
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visibility deterministic.
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S-A Aggregation = SAME-LEVEL VOTES; hierarchical gate NOT implemented.
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S-R Cross-TF references = NONE (confluence only at vote level).
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S-I No implicit TF substitution; explicit per-slot contract via macros;
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runtime TF-identity by convention (unverifiable).
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S-V Display = M15 structure + D1/W1 levels + biases; H4/M30 structure not drawn.
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S-PR Parity = ML path (D1/H4/H1/M15) parity-verified; agent path N/A by absence.
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S-XC Cross-concept = 5 concepts / 3 MTF models; no unified canonical TF.
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S-ST Stale state = agent path stateless; no stale HTF consumption by construction.
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```
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---
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## 4. CONFORMANCE (docs/P3_S7_MTF_ALIGNMENT_CONFORMANCE.md)
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```text
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H4 role : CONFORMING (narrative vote, 0.30; S-N)
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M30 role : CONFORMING (context vote, 0.30; S-C)
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M15 role : CONFORMING (entry vote, 0.25 + ZONE+CONF; S-E)
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M3 role : CONFORMING (price-action vote, 0.15; S-P)
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Hierarchy : PARTIALLY CONFORMING (analysis order yes; decision
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hierarchy absent — D-1)
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Timestamp semantics : CONFORMING (closed-bar as-of per slot; S-T)
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Cache alignment : CONFORMING (explicit slot-TF contract; D-3 note)
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Conflict policy : SPECIFICATION AMBIGUOUS (no policy; D-2)
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Aggregation : PARTIALLY CONFORMING (flat vote per design; drift vs
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strict hierarchy — D-1)
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Consumer semantics : CONFORMING (stateless; no stale; no cross-TF refs)
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Cross-concept consistency : NON-CONFORMING (three MTF models; D-6)
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Runtime/training parity : PARTIALLY CONFORMING (ML path verified; agent path
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N/A by absence; contract mismatch D-5)
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Display consistency : PARTIALLY CONFORMING (V-1..V-4; D-4)
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VERDICT : PARTIALLY CONFORMING
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The role labels and per-slot as-of handling conform; the genuine
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multi-timeframe SEMANTIC hierarchy (cross-TF references, defined conflict
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policy, single canonical MTF model) is not implemented.
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```
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---
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## 5. SYNTHETIC TESTS — 22/22 PASS
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```text
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spec_tests_mtf_alignment.py + spec_test_cases_mtf_alignment.json
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+ output/spec_tests_mtf_alignment_report.json
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MTF-T01..T22 all pass; code_port == spec in ALL cases (the implementation
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conforms to the project's flat-vote model); structural facts verified:
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e_agent_single_slot=True agents_stateless=True aggregator_flat_vote=True
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engine1_closed_bar_lock=True hardcoded_tf_macros=True
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tf_identity_by_convention=True
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Notable expectations: MTF-T02 exact H4/C tie -> WAIT; MTF-T14 E-bear vs P-bull
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-> WAIT (bias 0.197 < 0.20); MTF-T19/T20/T22 single-agent permissiveness;
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MTF-T21 H4 bull + M15 bear -> BUY (arithmetic, no conflict block).
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```
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---
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## 6. CONFIRMED FINDINGS (document-only)
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```text
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D-1 HIERARCHICAL-TO-VOTING DRIFT [MEDIUM] — flat vote vs strict-hierarchy
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reading; not adjudicated (A-2).
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D-2 CONFLICT POLICY UNDEFINED [MEDIUM] — no BLOCK/WAIT/OVERRIDE; arithmetic
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resolution (A-1).
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D-3 RUNTIME TF-IDENTITY BY CONVENTION [LOW] — slot->TF not re-checked at
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consume time (MTF-T11).
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D-4 DISPLAY VS DECISION INCONSISTENCY [LOW] — V-1..V-4.
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D-5 FEATURE_CONTRACT MTF MISMATCH [MEDIUM] — Engine 2 H4/M30/M15/M3 vs
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contract/training/ML D1/H4/H1/M15.
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D-6 CROSS-CONCEPT TIMEFRAME INCONSISTENCY [MEDIUM] — X-1..X-5.
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D-7 SAME DETECTOR vs DIFFERENT ROLE [INFORMATIONAL] — MTF ROLE DIVERGENCE.
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NO stale-HTf-state bug in the agent path (stateless; f7/CHoCH/FVG/OB stale
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class does not apply).
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```
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---
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## 7. AMBIGUITIES
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```text
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A-1 Conflict policy (D-2) — not adjudicated.
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A-2 Strict-hierarchy intent (D-1) — brief's decision-chain vs DESIGN.md flat
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vote; not adjudicated.
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A-3 Canonical concept TF (D-6) — three MTF models.
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A-4 Runtime TF-identity enforcement (D-3) — by convention.
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```
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## 8. NO PRODUCTION CHANGE — only P3-S.7 artifacts added; 0 production files modified.
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## 9. NEXT GATE: P3-S.8 Candidate Setup (no consolidated repairs; no ML until
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the semantic audit chain completes).
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## 10. ARTIFACTS
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```text
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docs/SMC_MTF_ALIGNMENT_SPEC_v1.md
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docs/P3_S7_MTF_ALIGNMENT_CONFORMANCE.md
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ml/p3/smc_semantic/spec_tests_mtf_alignment.py
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ml/p3/smc_semantic/spec_test_cases_mtf_alignment.json
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ml/p3/smc_semantic/output/spec_tests_mtf_alignment_report.json
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docs/SESSION_HANDOVER_2026-08-22_P3_S7_MTF_ALIGNMENT.md (this document)
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```
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## 11. COMMIT & PUSH STATUS
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```text
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NOT YET COMMITTED at handover write time.
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Planned message:
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research: P3-S.7 MTF Alignment formal spec + conformance audit (PARTIALLY CONFORMING)
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```
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