SniperGold_ML/docs/PROGRESS.md

# Algo Forge — PROGRESS (session log)

## Session 2026-08-21 — Phases 0 & 1 complete

### Phase 0 — Project Structure + Attribution ✅
- Folders created:
  - `MQL5\Include\AlgoForge\` (AF_Attribution.mqh, AF_Defines.mqh, AF_Engine1_MTFData.mqh)
  - `MQL5\Indicators\AlgoForge\` (empty — Engine-3 reserve)
  - `MQL5\Experts\AlgoForge_Engine1_UnitTest.mq5` (unit test; must be at the root
    `MQL5\Experts` because the tester tool only recognizes EAs whose `.mq5` source is at the root)
  - `Shared Projects\AlgoForge\` (README.md, DESIGN.md, PROGRESS.md)
- Attribution header (MANDATORY): source `https://www.mql5.com/en/code/75466`,
  Waseem Shahrukh, baseline v4.4 AUC 0.627/0.621 — in `AF_Attribution.mqh`.

### Phase 1 — Engine 1 (MTF Data Collector + Cache) ✅
- `AF_Engine1_MTFData.mqh`: class `AFEngine1MTF` + struct `AFBar`.
- Features: index cache `Bars()` → `CopyRates` once per new TF bar (anti-freeze);
  closed-bar lock (`IsBarClosed`); chart-TF independent (`PERIOD_CURRENT` rejected);
  retry throttle when history is not ready; reentrancy guard; HistoryCalls statistics.
- API: `Register / Refresh / IsReady / Count / GetBar / GetBarByTime / FindBarIndex /
  Open/High/Low/Close/Time/TickVolume / ATR / HistoryCalls / RefreshCount / LastBars`.

### Compilation
- `AlgoForge_Engine1_UnitTest.mq5` → **0 errors, 0 warnings** (build 6093, AVX512 target).

### Unit Test (Strategy Tester, XAUUSD)
| Run | Range | Model | Result |
|---|---|---|---|
| Full | 2026.08.01–08.19 | every tick | **PASS=115070 FAIL=0** (5.39M ticks, 4.16 s) |
| Verification | 2026.08.01–08.03 | every tick | **PASS=8870 FAIL=0** (clean log) |

- Anti-freeze proven: `historyCalls` = 1 per new bar per TF (M1=17928, M5=3589,
  M15=1197, H1≈300 in the full run).
- Checks: T1 ready, T2 valid OHLC, T3 strict time order, T4 closed-bar lock,
  T5 anti-freeze, T6 count<=Bars, T7 chart-TF independence (static: 0 uses of
  `_Period`; `PERIOD_CURRENT` only in the Register rejection).

### Constraints & Solutions (recorded)
1. **MQL5: array-element references not allowed** → use direct index access.
2. **`#property version "0.1.0"` triggers a Market warning** → use `X.YY` format ("1.00").
3. **The MCP tester only accepts EAs whose `.mq5` is at the root `MQL5\Experts`**
   (subfolders and `.ex5`-only copies rejected) → unit-test sources placed at the root.
4. **The "1-min OHLC" tester model rejects sub-chart TF requests** → use the
   "every tick" model (XAUUSD has tick data; M1/M5/M15/H1 available).
5. **"Array out of range" bug**: `bars[]` has `maxBars` capacity but `CopyRates`
   fetches `maxBars+1` → `n` capped with `MathMin(got-skip, maxBars)`.
6. **Per-M1-bar stat log too large** → stats printed only when `InpVerbose=true`;
   per-slot final summary in `OnTester`.

## Session 2026-08-21 (continued) — PUBLICATION ✅

- New repository: **https://forge.mql5.io/chiki2bum2/SniperGold_ML** (public, main branch).
- Contents: README (mandatory attribution: 75466/Waseem Shahrukh), LICENSE, .gitignore,
  MQL5\Include\AlgoForge\*.mqh (3), MQL5\Experts\AlgoForge_Engine1_UnitTest.mq5,
  docs\DESIGN.md + PROGRESS.md — commit `f4dc7cd`, 9 files.
- Process: Forgejo API (create repo) + git push (user access token).
- Publication source package: `Shared Projects\AlgoForge\publish\AlgoForge\` (local git repo).

## Session 2026-08-21 (this session) — Phase 2 COMPLETE ✅

### Phase 2 — Engine 2 (4 Independent Signal Agents N/C/E/P + Fuzzy + Aggregator)
- New files:
  - `MQL5\Include\AlgoForge\AF_Engine2_Agents.mqh` — struct `AFSignalOut`, fuzzy
    helpers (`AF_MF_Tri/Trap`, `AFFuzzyEval`), structure analysis (fractal pivots,
    trend+clarity, CHoCH, BOS, sweep, displacement, OB, FVG, PA patterns) and 4 agents:
    `AFAgentNarrative` (N), `AFAgentContext` (C), `AFAgentEntry` (E),
    `AFAgentPriceAction` (P) — all **stateless, read Engine 1 only through one slot**.
  - `MQL5\Include\AlgoForge\AF_Engine2_Aggregator.mqh` — `AFAggOut`, `AFAggregator`
    (2-pass dynamic weights + agreement boost), facade `AFEngine2Signals`.
  - `MQL5\Experts\AlgoForge_Engine2_UnitTest.mq5` — unit tests T1–T6.
- `AF_Defines.mqh` extended: Engine-2 constants (AF_E2_*, AF_AGG_*).
- Per-agent timeframe input: `InpHtfS1..S4 = N, C, E, P`.
- Data source: **Engine 1 only** (`AFEngine1MTF`) — no direct History calls from
  Engine 2; closed-bar lock guaranteed by Engine 1.

### Compilation
- `AlgoForge_Engine2_UnitTest.mq5` → **0 errors, 0 warnings** (build 6093, AVX512).
- `AlgoForge_Engine1_UnitTest.mq5` (regression, AF_Defines changed) → **0/0**.

### Unit Test (Strategy Tester, XAUUSD, every tick)
| Run | Range | Result |
|---|---|---|
| Full (initial code) | 2026.08.01–08.20 | **PASS=21534 FAIL=0** |
| Verbose | 2026.08.01–08.11 | **PASS=9942 FAIL=0** (T1–T6 shown explicitly) |
| Full (final code) | 2026.08.01–08.20 | **PASS=21534 FAIL=0** |

- **T1**: all 4 agent outputs valid (buy/sell/bias/conf/dir consistent).
- **T2**: independence — changing agent X's input (tamper slot, different TF) does
  NOT change other agents' outputs; determinism — same input → identical output.
- **T3**: closed-bar lock on all slots. **T4**: non-repaint — identical output within the same bar.
- **T5**: aggregator valid (dir/bias/score/confidence/entry-SL-TP).
- **T6**: synthetic aggregator, 5 cases (neutral→WAIT, buy→BUY, sell→SELL, N-only→BUY,
  balanced N vs C→WAIT).
- Engine-1 anti-freeze maintained: historyCalls M5=3589, M15=1197, H1=300 (same as Phase 1).
- Real signal examples (verbose): Narrative "uptrend -premium zone", Context "-premium
  zone", Entry "+in zone (OB/FVG)", PriceAction "+2-bar momentum (trending)",
  aggregate BUY/WAIT/SELL with ATR-based entry/SL/TP.

### Constraints & Solutions (this session)
7. `replace_text_in_file` multi-line edits fail (CRLF) → single-line edits
   (2 statements on 1 line when necessary).
8. The independence test needs a tamper slot ≥ 80 bars → choose dense TFs (M6/M12/M20/M30).
9. `g_indepDone` was originally set `true` even when T2 was skipped → T2 now returns bool
   and is only marked done when it actually runs (auto-retry).

### Next checklist
- [x] Phase 3: Engine 3 — display like the original 75466 code (reads Engine 1–2 output).
- [x] Phase 4: ML LSTM + Regime (MSM/GARCH) — COMPLETE with GATE No-Go.
- [x] Phase 5: final Algo Forge verification & publication (75466 attribution).

## Phase 2 Publication (complete)

- Commit `cfcdf23` "Algo Forge Phase 2: Engine 2 (4 independent signal agents N/C/E/P +
  dynamic-weight fuzzy + separate aggregator)" — already in the local publish repo.

## Session 2026-08-21 (this session) — Phase 3 COMPLETE ✅

### Phase 3 — Engine 3 (Display: pure render, reads Engine 1 & 2 output only)
- New files:
  - `MQL5\Include\AlgoForge\AF_Engine2_Display.mqh` — display-computation layer in
    Engine 2: struct `AFDisplayData`, `AFDispZone`, `AFDispLine`, `AFDispPivot` +
    `AF_BuildDisplayData()` (structure, swing points, OB, FVG, premium/discount, MTF
    PDH/PDL/PWH/PWL levels, agent bias) — uses the same analysis helpers as the agents.
  - `MQL5\Include\AlgoForge\AF_Engine3_Render.mqh` — pure renderer: `AFRenderCfg`,
    `AFR_DefaultCfg`, `AFR_DrawAll()`, `AFR_Clear()`; lines/text/boxes/panel; dashboard
    mimicking the original 75466 layout (bias, structure, liquidity, context, key levels,
    N/C/E/P alignment, trade setup, legend). NO analysis computation.
  - `MQL5\Indicators\AlgoForge\AF_Engine3_Display.mq5` — consumer indicator (0 buffers,
    object-only): draws only when a new closed bar appears on the display TF (`g_lastDispBar`).
  - `MQL5\Experts\AlgoForge_Engine3_UnitTest.mq5` — unit tests T1–T5 (prefix `AFTEST3`).
- `AF_Defines.mqh` extended: Engine-3 constants (AF_E3_*: window, zone counts,
  min OB/FVG sizes, PD bands, D1/W1 capacity, object prefix `AF3_`).
- Principle: Engine 3 READS ONLY Engine 1 & 2 output; anti-freeze stays in Engine 1.

### Compilation
- `AlgoForge_Engine3_UnitTest.mq5` → **0 errors, 0 warnings** (build 6093, AVX512).
- `AF_Engine3_Display.mq5` (indicator) → **0 errors, 0 warnings**.
- Regression: `AlgoForge_Engine1_UnitTest.mq5` & `AlgoForge_Engine2_UnitTest.mq5`
  (AF_Defines.mqh changed) → **0/0**.

### Unit Test (Strategy Tester, XAUUSD M15, every tick)
| Run | Range | Result |
|---|---|---|
| Full | 2026.08.01–08.20 | **PASS=21528 FAIL=0** (finished 10:14:42; 506 AFTEST3 log lines) |

- **T1**: display data valid (structure/eqPos/range/PDH-PDL-PWH-PWL must be >0 when
  the D1/W1 slots are ready).
- **T2**: non-repaint — identical display data within the same bar.
- **T3**: closed-bar lock on all slots (N/C/E/P/DISP).
- **T4**: render creates 214–232 objects per bar (prefix `AF3_`) + the `P_BIAS`
  dashboard panel exists.
- **T5**: render deterministic — re-rendering the same bar → same object count.
- Real examples: structure Range/Bullish/Bearish; eqPos Premium/Equilibrium/Discount;
  HH/HL/LH/LL varying (21–22 / 17–18 / 20–21 / 17–18); piv=32, lines=43–45,
  ob=5, fvg=6.

### Constraints & Solutions (this session)
10. `ObjectCreate` in the Strategy Tester: on this build, chart objects are created
    even with `Visual=0` (object probe succeeds → T4/T5 run, 232 objects); when
    unsupported, the probe marks an automatic SKIP (not a failure) — see DESIGN.md §17.

## Phase 3 Publication (complete)

- Commit `92f1fbc` "Algo Forge Phase 3: Engine 3 (pure display render - structure/zones/
  signals/dashboard, reads Engine 1-2 output only) + AF_Engine3_Display indicator +
  unit test (PASS=21528 FAIL=0)" — 9 files, +1681/−79 — pushed to
  https://forge.mql5.io/chiki2bum2/SniperGold_ML (main).

## Phase 4 — Hybrid ML (SUB-SESSION 1: DATA + SURVEY ✅, 2026-08-21)

- Handoff + initial prompt: `Shared Projects\SniperGold_ML\REFACTOR_ALGOFORGE.md` §14.
- Baseline: `MQL5\Include\SniperGold_ML.mqh` (MLP 19→12→2, AUC 0.627/0.621) —
  deploy freeze, do not change during testing.
- Binding protocol: `Shared Projects\SniperGold_ML\FASE3_BATASAN_UJI.md` (G1–G7).
- Estimate: ≥150–250k tokens, multi-session; split into sub-sessions (data → regime →
  LSTM → validation → export → integration), each ending with a checkpoint + handoff.

### Sub-session 1 (COMPLETE) — Survey + Audit + ~19 years of data

**Old pipeline audit** (Shared Projects\SniperGold_ML\): train_model.py (19 SMC features,
24×0.75ATR label, MLP, walk-forward, .mqh export), train_lstm.py (1-layer numpy LSTM,
W=32 H=32, bootstrap CI), train_regime.py (GARCH-t + 2-state HMM + causal RV24),
train_regime_gate.py (regime as gate — proven to lose), train_ensemble.py (5-seed),
retrain_deploy.py (deploy+rollback+audit). Details: `docs\TAHAP4_PLAN.md` §2.

**Data (downloaded + continuity verified):**
- `ml\download_bars.py` → `Files\AlgoForge\Data\XAUUSD_{M15,H1,H4,D1}.{csv,npz}`.
- Verification: 0 duplicates, 0 anomalies (>4 days), longest gap 96 hours (long weekend).

| TF | Bars | Range | Decision |
|---|---|---|---|
| D1 | 4.842 | 2007-11-29 → 2026-08-21 (18.73 y) | ✅ fully dense — HTF context |
| M15 | 199.386 total | 2007–2016 ≈ 1 bar/day | ⚠️ NOT usable for an M15 model |
| M15 | ~186.500 | 2018-01-01 → now (8.6 y) | ✅ DENSE window (≈3x the 60k baseline) |

**Binding decisions (honest):**
1. The "20-year M15" target is NOT available on the HFM feed → M15 uses the dense 2018+
   window (8.6 years); D1 18.7 years for HTF bias. Dukascopy is only an experiment (different feed).
2. Label stays `24 bars × 0.75 ATR`; note: the new density ~65 bars/day → 24 bars ≈
   6 session hours; verified when building features (sub-session 2).
3. Baseline cache `features_XAUUSDc.npz` read-only (like-for-like gate vs 0.627/0.621).
4. Symbol: XAUUSD (2-digit) — XAUUSDc no longer exists in the terminal.
5. Architecture: 19 SMC features + causal regime (GARCH/HMM/RV) → 2-layer LSTM → 2-head
   P(long)/P(short); Engine-2 features (N/C/E/P) as backlog candidates, only if they win
   validation. Gates G1–G7 binding; test touched once.

**New files:** `ml\download_bars.py`, `ml\probe_density.py`, `ml\probe_byyear.py`,
`docs\TAHAP4_PLAN.md`.

### Sub-session 2 (COMPLETE) — Features + Regime + Label

**`ml\build_features.py`** (reuses `train_model.py`/`train_regime.py` — runtime–training
consistency):
- 19 SMC features identical to baseline + `24×0.75ATR` label; dense 2018+ window
  (2017 warmup for structure/ATR/HTF lookbacks).
- Causal regime (strict anti-lookahead):
  - **t-GARCH(1,1)** interior with classic bounds + 0.5% return winsor:
    `alpha=0.0615 beta=0.9230 persist=0.9844 nu=7.12` (without winsor the MLE falls
    to an ARCH-heavy boundary solution; evidence `diag_garch.py`/`diag_garch2.py`).
  - causal sigma (unconditional init — improvement over `train_regime.py` which used
    `np.var(r)` over the whole array = mild lookahead at bar 0).
  - z standardization train-only; RV24 from RAW returns.
  - **2-state Gaussian HMM (MSM) COLLAPSES on this feed** (P(high)=1 on z, |z|,
    log(RV24), RV24 — evidence `diag_hmm.py`; consistent with the Phase-2 lesson). Replaced
    by a **causal logistic regime score** (RV24 vs train median/MAD): mean 0.585,
    std 0.229, test mean 0.701 (2024+ is indeed volatile). The honest deviation is
    recorded in TAHAP4_PLAN §7.6; the final effect is decided by the AUC gate.
- **Cache** `Files\AlgoForge\Data\features_XAUUSD.npz`:
  F(197032,19), F2(197032,6), label, ATR, close, time, split_bar=148470,
  split_pos=115631, meta JSON. 0 NaN/Inf; 0 constant columns.
- Label: 154.175 samples (bull 80.939 / bear 73.236, ratio 1.105); train bull 0.516,
  test bull 0.551. **24-bar forward = median 6.00 session hours** (p10=6, p90=7).
- **Unit tests B1–B5 PASS** (numerical ATR, streaming-feature anti-lookahead
  prefix==full, forward label, causal GARCH sigma, causal HMM filter + valid probs).
- Verification: `ml\verify_cache.py` (shape/NaN/variation/label density) OK.
- Baseline `features_XAUUSDc.npz` & `SniperGold_ML.mqh` NOT touched.

**Next (sub-session 3):** `train_hybrid.py` — 2-layer LSTM (W=32, H=32) + 2-target
long/short head; walk-forward 75/25 (+70/30, 80/20); 5 seeds
[42,7,123,2024,999]; 2000× bootstrap CI; gates G1–G7 vs baseline 0.627/0.621
(like-for-like on the XAUUSDc cache) — test touched once.

### Sub-session 3 (COMPLETE) — 2-layer LSTM + Gate → **No-Go**

**`ml\train_hybrid.py`** (pure numpy):
- **2-layer** LSTM (W=32, H1=H2=32) + **2-target** long/short head (BCE mean B×2);
  2-layer BPTT (L2 → dX → L1). Unit tests **B1–B5 PASS**: forward == 2×1-layer
  (err 0), gradcheck rel=2.7e-5, determinism, anti-lookahead, overfit AUC=1.0.
- Calibration: 6.6 s/epoch (5.1k train) → gate estimate ~53 min.

**LIKE-FOR-LIKE GATE (XAUUSDc 60k cache, 75/25 split, 5 seeds, 2000× bootstrap)**
(log: `ml\TAHAP4_HYBRID.log`):
- Hybrid ens: LONG=0.6074 (mean 0.5898±0.0066) · SHORT=0.6073 (mean 0.5900±0.0056)
- vs target 0.6270/0.6207 → dAUC **−0.0196 / −0.0134** → **G3 FAILED**
- vs MLP reproduction (0.6795/0.6560) → dAUC **−0.0723 / −0.0487**, 95% CI all
  NEGATIVE → **G4 FAILED (significantly worse)**; **G6 0/5 seeds** win.
- **DECISION: GATE No-Go → protocol complete (one No-Go = done, no negotiation).**
  Consistent with Phase 3 (LSTM lost on 60k bars). Full walk-forward on new data NOT
  run (gate decisive; stop rule).
- **Hybrid .mqh export CANCELLED** (no model passed the gate). The baseline
  `SniperGold_ML.mqh` (MLP 0.627/0.621) REMAINS the deployed model (freeze kept).

**Phase-4 status:** data ✅ → regime/features/label ✅ → LSTM ✅ → validation/gate ✅
(No-Go) → export ❌ (cancelled) → integration — baseline stays. Proceed to **Phase 5**
(baseline verification & publication / Algo Forge release) — see REFACTOR §20.

## Phase 3 Publication (complete, reference)

- Commit `92f1fbc` "Algo Forge Phase 3: Engine 3 (pure display render - structure/zones/
  signals/dashboard, reads Engine 1-2 output only) + AF_Engine3_Display indicator +
  unit test (PASS=21528 FAIL=0)" — 9 files, +1681/−79 — pushed to
  https://forge.mql5.io/chiki2bum2/SniperGold_ML (main).

## Phase 4 Sub-session 1 Publication (complete)

- Commit `33fcb37` "Algo Forge Phase 4 sub-session 1: survey + old ML pipeline audit +
  XAUUSD 19y data ..." — 5 files, +471 — pushed (main).

## Phase 5 — BASELINE / ALGO FORGE VERIFICATION & PUBLICATION (COMPLETE, 2026-08-21)

### 1. 0/0 compile of the whole package + unit-test regression

- Compile **0 errors / 0 warnings** (build 6093, AVX512):
  `AlgoForge_Backtest_Baseline.mq5`, `AlgoForge_Engine1/2/3_UnitTest.mq5`,
  `AF_Engine3_Display.mq5`.
- Strategy Tester unit-test regression (XAUUSD M15, every tick, 2026.08.01–08.20):

| Engine | PASS | FAIL | Status |
|---|---|---|---|
| Engine 1 | 115070 | 0 | identical to the Phase-1 baseline |
| Engine 2 | 21534 | 0 | identical to the Phase-2 baseline |
| Engine 3 | 21528 | 0 | identical to the Phase-3 baseline |

### 2. Net-of-spread baseline backtest (internal features + CSV, NOT iCustom)

- New EA `MQL5\Experts\AlgoForge_Backtest_Baseline.mq5`:
  - 19 SMC features computed INTERNALLY (identical to v4.4 `ComputeMLFeatures` +
    dependencies), data source ONLY Engine 1 (`AFEngine1MTF`; closed-bar lock, anti-freeze).
  - Calls the frozen model `SniperGold_ML.mqh` (MLP 19→12→2, v20260821_2head).
  - Mode 0 = per-bar M15 prob CSV (parity/AUC via `ml\backtest_eval.py`);
    Mode 1 = net-of-spread trading in the tester (market OrderSend, actual spread).

**Mode 0 (CSV/AUC)** — XAUUSD M15, 2026.01.01–08.20, every tick, **14.850 bars**:

| Metric | Value | Baseline freeze |
|---|---|---|
| AUC LONG | **0.5305** | 0.6270 |
| AUC SHORT | **0.5487** | 0.6207 |
| Precision LONG @0.60 | 0.5352 (n=4454) | — |
| Precision SHORT @0.60 | 0.5292 (n=7010) | — |

- Poor calibration: prob long 0.65+ → actual frequency only 0.545.
- **HONEST CONCLUSION**: on the XAUUSD feed (not the XAUUSDc training feed), the
  baseline model probabilities are NOT calibrated and the AUC is far lower. Evidence
  that the 0.627/0.621 metrics apply only to the training feed/split → **do not claim
  an edge on another feed without a like-for-like gate**.

**Mode 1 (net-of-spread trade)** — XAUUSD M15, 2026.05.01–08.20, every tick,
lot 0.01, deposit 10k, thresh L/S=0.60, SL=1.0ATR, TP=1.5ATR, maxHold=24:

| Stat | Value |
|---|---|
| Trades | 308 |
| Net profit | +1125.32 |
| Max drawdown | 1188.18 |
| Profit factor | 1.32 |

- Honest note: some signals failed to execute (requote ret=10018, no retry);
  the positive result is NOT significant (runtime AUC 0.53/0.55; small sample; model
  not calibrated on this feed) → reported as-is, not an edge claim.

### 3. Documentation & publication

- README/DESIGN/PROGRESS updated; `AlgoForge_Backtest_Baseline.mq5` + tester config +
  `ml\backtest_eval.py` added to the repo; mandatory 75466/Waseem Shahrukh attribution
  kept in all files.
- Pushed to https://forge.mql5.io/chiki2bum2/SniperGold_ML (main) — see
  `REFACTOR_ALGOFORGE.md` §21.

## Agent base-TF change — HARDCODED H4/M30/M15/M3 (COMPLETE, 2026-08-21)

- **Decision:** manual inputs `InpHtfS1..S4` **removed**; agent TFs hardcoded via new
  macros in `AF_Defines.mqh`: `AF_E2_TF_S1=H4` (Narrative),
  `AF_E2_TF_S2=M30` (Context), `AF_E2_TF_S3=M15` (Entry), `AF_E2_TF_S4=M3`
  (PriceAction). Top-down analysis basis: **H4→M30→M15→M3**.
- Wording correction: S4 was originally mistyped M5 → corrected to **M3** (user request).
- Files changed: `AF_Defines.mqh`, `AF_Engine3_Display.mq5` (indicator),
  `AlgoForge_Engine2_UnitTest.mq5`, `AlgoForge_Engine3_UnitTest.mq5`
  (independence-test tamper slots: H1/M20/M12/M6 — different from the base),
  Engine-2/3 tester configs.
- **Compile 0/0** (indicator + 2 unit tests + Engine-1 regression).
- **Re-test** (XAUUSD M15, every tick, 2026.08.01–08.20, new base):
  - Engine 2: **PASS=35886 FAIL=0** (final: N=H4 hist=79 · C=M30 hist=599 ·
    E=M15 hist=1197 · P=M3 hist=5981).
  - Engine 3: **PASS=35880 FAIL=0** (DISP=M15, D1/W1 OK).
  - (PASS rose vs 21534/21528 because M3 adds more new bars per range; FAIL stays 0, no SKIP.)
- Anti-freeze maintained: `historyCalls` = 1 per new bar per TF.