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