Warrior_EA/Warrior_EA.mq5

//+------------------------------------------------------------------+
//|                                                       Warrior_EA |
//|                                                     AnimateDread |
//|                                                                  |
//+------------------------------------------------------------------+
//--- database classes
#include "Database\DatabaseManager.mqh"
//--- available custom classes
#include "Expert\ExpertCustom.mqh"
#include "System\PrintVerbose.mqh"
#include "System\StatusLabel.mqh"
//--- available signals
#include "Signals\Signals.mqh"
//--- available trailing
#include "Trailing\Trailing.mqh"
//--- available money management
#include "Money\Money.mqh"
//--- Inputs
#include "Variables\Inputs.mqh"
//--- Variables
#include "Variables\Variables.mqh"
//--- Control panel GUI (standard MQL5 Controls library)
#include "Panel\ControlPanel.mqh"
//+------------------------------------------------------------------+
//| The 5 CustomIndicators\*.mq5 files (ADCumulativeDelta,            |
//| ADShorteningOfThrust, ADWyckoffEventStream,                       |
//| ADWyckoffFailedStructure, ADWyckoffSignificantBarInversion) are    |
//| loaded via CiCustom/IND_CUSTOM (see ExpertSignalAIBase.mqh), which |
//| - like #import for DLLs - resolves them from                      |
//| <terminal data folder>\MQL5\Indicators\ at call time. MQL5 no      |
//| longer allows a running program to write outside its own          |
//| MQL5\Files\ sandbox (mirroring the WarriorCPU.dll/WarriorDML.dll   |
//| restriction in AI\Network.mqh), so auto-extracting them there from |
//| an embedded #resource is no longer possible. Compile each          |
//| CustomIndicators\*.mq5 once in MetaEditor (or copy the already-    |
//| compiled .ex5) directly into MQL5\Indicators\ alongside this EA    |
//| before enabling any EnableAD* input - InitADCumulativeDelta() etc. |
//| below will simply fail CiCustom::Create() with a clear log message |
//| if the matching .ex5 isn't there.                                  |
//+------------------------------------------------------------------+
//
CExpertCustom Expert;
CDatabaseManager dbm();
//+------------------------------------------------------------------+
//| Pointers to whichever AI signal instances this run actually       |
//| created (per AIType - PAI/CONV/LSTM, any subset), so the control  |
//| panel can drive training/weight actions on exactly the signal(s)  |
//| in play this run and never touch another config's files.          |
//+------------------------------------------------------------------+
#define MAX_AI_SIGNALS 3
CExpertSignalAIBase *g_aiSignals[MAX_AI_SIGNALS];
int                  g_aiSignalCount = 0;
void RegisterAISignal(CExpertSignalAIBase *sig)
  {
   if(sig == NULL || g_aiSignalCount >= MAX_AI_SIGNALS)
      return;
   g_aiSignals[g_aiSignalCount++] = sig;
  }
//+------------------------------------------------------------------+
//| Control panel: a CAppDialog-based GUI (see Panel\ControlPanel.mqh) |
//| with show/hide signals, start/pause/stop training, and save/load/ |
//| delete-reset weights buttons for the currently-active AI          |
//| signal(s) only. The dialog's own caption bar provides the show/   |
//| hide (minimize) control - no separate toggle button needed.       |
//+------------------------------------------------------------------+
//--- default spawn position: top-right corner, clear of the status label text block (top-left) so the
//--- two don't overlap on first run - the panel is fully draggable afterwards via its caption bar,
//--- so this is only a starting point, not a constraint.
#define CP_Y0          10
#define CP_RIGHT_MARGIN 80
CControlPanel ExtPanel;
bool g_signalsVisible = true;
//--- tracks the last known AlgoTrading permission state (terminal "Algo Trading" toggle AND this
//--- EA's own "Allow Algo Trading" property) so a change is logged exactly once, not spammed every tick
bool g_lastAlgoTradingAllowed = true;
//--- OnDeinit() is not guaranteed to run on a terminal crash/power loss/forced kill, so weights
//--- would otherwise only be as fresh as the last fully-completed training era. A periodic
//--- autosave closes that gap without depending on UseDatabaseRanking's timer.
#define AUTOSAVE_INTERVAL_SECONDS 300
datetime g_lastAutosave = 0;
//--- summarizes state across all currently-active AI signals for button labels;
//--- "paused"/"stopped" only report true if EVERY active signal agrees, so a mixed state
//--- (e.g. AIType=All with one signal paused and one running) still shows an actionable label
bool AllTrainingPaused(void)
  {
   if(g_aiSignalCount == 0)
      return false;
   for(int i = 0; i < g_aiSignalCount; i++)
      if(!g_aiSignals[i].IsTrainingPaused())
         return false;
   return true;
  }
bool AllTrainingStopped(void)
  {
   if(g_aiSignalCount == 0)
      return false;
   for(int i = 0; i < g_aiSignalCount; i++)
      if(!g_aiSignals[i].IsTrainingStopped())
         return false;
   return true;
  }
void ApplySignalsVisibility(void)
  {
   for(int i = ObjectsTotal(0, 0, OBJ_ARROW) - 1; i >= 0; i--)
     {
      string name = ObjectName(0, i, 0, OBJ_ARROW);
      ObjectSetInteger(0, name, OBJPROP_TIMEFRAMES, g_signalsVisible ? OBJ_ALL_PERIODS : OBJ_NO_PERIODS);
     }
   ChartRedraw(0);
  }
void ToggleSignalsVisibility(void)
  {
   g_signalsVisible = !g_signalsVisible;
   ApplySignalsVisibility();
  }
//--- keeps every button's label in sync with live training/signal-visibility state; safe/cheap to
//--- call after every panel action
void RefreshControlPanelLabels(void)
  {
   ExtPanel.SetSignalsText(g_signalsVisible ? "Hide Signals" : "Show Signals");
   bool noAI = (g_aiSignalCount == 0);
   ExtPanel.SetPauseText(noAI ? "Pause Training (n/a)" : (AllTrainingPaused() ? "Resume Training" : "Pause Training"));
   ExtPanel.SetStopText(noAI ? "Stop Training (n/a)" : (AllTrainingStopped() ? "Start Training" : "Stop Training"));
   ChartRedraw(0);
  }
//--- creates the control panel dialog once, from OnInit() - the standard CAppDialog usage pattern
//--- (create in OnInit, destroy in OnDeinit; see Controls\Dialog.mqh). CAppDialog::Destroy(REASON_PROGRAM)
//--- calls ExpertRemove() once the dialog has a valid PROGRAM_EXPERT type (i.e. on any call after the
//--- first successful Create()), so it must never be called speculatively/defensively before Create() -
//--- doing so would silently detach this EA from the chart the next time this function ran.
bool CreateControlPanel(void)
  {
   ResetLastError();
   long chartWidth = ChartGetInteger(0, CHART_WIDTH_IN_PIXELS);
   int panelX1 = (chartWidth > CP_PANEL_W + CP_RIGHT_MARGIN + 20) ? (int)(chartWidth - CP_PANEL_W - CP_RIGHT_MARGIN) : 10;
   if(!ExtPanel.Create(0, "WarriorCP", 0, panelX1, CP_Y0, panelX1 + CP_PANEL_W, CP_Y0 + CP_PANEL_H))
     {
      Print(__FUNCTION__ + ": failed to create control panel, error " + IntegerToString(GetLastError()));
      return false;
     }
   if(!ExtPanel.Run())
     {
      Print(__FUNCTION__ + ": failed to run control panel, error " + IntegerToString(GetLastError()));
      return false;
     }
   ExtPanel.ForceMaximize();
   RefreshControlPanelLabels();
   return true;
  }
//--- performs whatever button action ExtPanel recorded (see ConsumeAction() in ControlPanel.mqh);
//--- a no-op when nothing was clicked since the last call
void HandleControlPanelAction(ENUM_CP_ACTION action)
  {
   switch(action)
     {
      case CP_ACTION_TOGGLE_SIGNALS:
         ToggleSignalsVisibility();
         RefreshControlPanelLabels();
         break;
      case CP_ACTION_TOGGLE_PAUSE:
        {
         bool pause = !AllTrainingPaused();
         for(int i = 0; i < g_aiSignalCount; i++)
            if(pause)
               g_aiSignals[i].PauseTraining();
            else
               g_aiSignals[i].ResumeTraining();
         RefreshControlPanelLabels();
         break;
        }
      case CP_ACTION_TOGGLE_STOP:
        {
         bool doStop = !AllTrainingStopped();
         for(int i = 0; i < g_aiSignalCount; i++)
            if(doStop)
               g_aiSignals[i].StopTraining();
            else
               g_aiSignals[i].StartTraining();
         RefreshControlPanelLabels();
         break;
        }
      case CP_ACTION_SAVE:
         for(int i = 0; i < g_aiSignalCount; i++)
            g_aiSignals[i].SaveWeightsNow();
         break;
      case CP_ACTION_LOAD:
         for(int i = 0; i < g_aiSignalCount; i++)
            g_aiSignals[i].LoadWeightsNow();
         break;
      case CP_ACTION_RESET:
         for(int i = 0; i < g_aiSignalCount; i++)
            g_aiSignals[i].ResetWeights();
         RefreshControlPanelLabels();
         break;
      default:
         break;
     }
  }
// Helper function to pause execution for a random duration between 1 to 3 seconds
void RandomSleep()
  {
   Sleep(MathRand() % 2000 + 1000);  // Sleeps between 1000ms (1s) and 3000ms (3s)
  }
//+------------------------------------------------------------------+
//| Verifies real Depth of Market data is actually available for      |
//| `symbol` before anything else (including neural network init)     |
//| depends on it. MarketBookAdd() succeeding only means the           |
//| SUBSCRIPTION was accepted - some brokers/symbols accept the        |
//| subscription but never actually stream book data, so this also    |
//| polls MarketBookGet() briefly for a genuinely non-empty snapshot   |
//| before trusting it. Alerts the user (popup) and cleans up its own  |
//| subscription on any failure so the caller can simply treat         |
//| EnableMarketDepth as false for the rest of this run.               |
//+------------------------------------------------------------------+
bool CheckMarketDepthAvailability(string symbol)
  {
   if(!MarketBookAdd(symbol))
     {
      Alert("Warrior EA: Market Depth (DOM) is not available for " + symbol + " - the order-book confirmation filter will be omitted for this run. Your broker/account may not provide Depth of Market for this symbol.");
      Print("Warrior EA: MarketBookAdd(" + symbol + ") failed, error " + IntegerToString(GetLastError()) + " - EnableMarketDepth will be treated as false.");
      return false;
     }
   MqlBookInfo book[];
   bool populated = false;
   for(int attempt = 0; attempt < 10 && !populated; attempt++)
     {
      if(MarketBookGet(symbol, book) && ArraySize(book) > 0)
         populated = true;
      else
         Sleep(200);
     }
   if(!populated)
     {
      MarketBookRelease(symbol);
      Alert("Warrior EA: Market Depth (DOM) subscribed for " + symbol + " but returned no data - your broker likely does not provide real Depth of Market for this symbol. The order-book confirmation filter will be omitted for this run.");
      Print("Warrior EA: MarketBookGet(" + symbol + ") returned no levels after 2s - EnableMarketDepth will be treated as false.");
      return false;
     }
   Print("Warrior EA: Market Depth (DOM) available for " + symbol + " - order-book confirmation filter enabled.");
   return true;
  }
// Helper function to retry signal creation with error handling
template <typename TSignal>
TSignal* CreateSignalWithRetry(int maxRetries, bool enableFlag)
  {
   if(!enableFlag)
      return NULL;
   TSignal* signal = NULL;
   for(int tries = 0; tries < maxRetries; ++tries)
     {
      signal = new TSignal;
      if(signal == NULL)
        {
         Print("Initialization of signal failed, retrying...");
         RandomSleep();
        }
      else
         break;
     }
   if(signal == NULL)
     {
      Print("Failed to create and initialize signal after retries");
     }
   return signal;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| IMPORTANT: no failure branch below (nor in any helper it calls -   |
//| AddFilterToSignal(), InitializeSignal(), InitializeTrailing(),     |
//| InitializeMoneyManagement()) may call Expert.Deinit() before       |
//| returning INIT_FAILED/false. MQL5 ALWAYS calls this EA's own       |
//| OnDeinit(REASON_INITFAILED) automatically once OnInit() returns    |
//| anything other than INIT_SUCCEEDED, and OnDeinit() already calls   |
//| Expert.Deinit() itself. Expert.Deinit() tears down `signal` and,   |
//| through it, every registered AI signal (PAI/CONV/LSTM - see        |
//| g_aiSignals' declaration comment) - calling it a second time here  |
//| would free those objects while g_aiSignals[] still points at them, |
//| and OnDeinit()'s own PersistOnShutdown() loop over g_aiSignals[]   |
//| would then dereference already-freed pointers. This is exactly    |
//| what "invalid pointer access" during OnDeinit() after a failed     |
//| OnInit() means if it ever recurs - the fix is to remove whichever  |
//| inline Expert.Deinit() call was re-added, not to guard the loop.  |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- clears out whatever status label text was left over from before this OnInit() ran (stale text
//--- from a prior "warm" re-init - e.g. an input-parameter change, which reuses this same running
//--- instance rather than a fresh one - would otherwise sit unchanged and look like nothing is
//--- happening) so it's obvious the moment training/signal init actually resumes producing new status text
   SetStatusLabel("Warrior EA: initializing...");
   int maxRetryOnError = 5;
   string functionName = __FUNCTION__;
// Initialize random seed based on the number of milliseconds since the system started
   MathSrand(GetTickCount());
// Initialize expert
   bool expertInitialized = false;
   for(int tries = 0; !expertInitialized && tries < 5; ++tries)
     {
      if(!Expert.Init(Symbol(), Period(), Expert_EveryTick, Expert_MagicNumber))
        {
         Print(functionName + ": Failed initializing expert, retrying...");
         RandomSleep();
        }
      else
        {
         expertInitialized = true;
         break;
        }
     }
   if(!expertInitialized)
     {
      Print(functionName + ": Failed to initialize expert after retries");
      return INIT_FAILED;
     }
   Expert.OnChartEventProcess(true);
//--- Market Depth availability check - deliberately BEFORE any signal (and therefore any neural
//--- network) is created below, per the same "before initializing neurons" requirement as the
//--- AI models themselves. g_marketDepthAvailable stays false (its declaration default) if
//--- EnableMarketDepth is off, so nothing below needs to special-case that.
   if(EnableMarketDepth)
      g_marketDepthAvailable = CheckMarketDepthAvailability(_Symbol);
// Creating signal
   PrintVerbose("Initializing Signal...");
   CExpertSignalCustom* signal = NULL;
   for(int tries = 0; signal == NULL && tries < 5; ++tries)
     {
      signal = new CExpertSignalCustom;
      if(signal == NULL)
        {
         Print(functionName + ": Failed to initialize Signal, retrying...");
         RandomSleep();
        }
      else
        {
         break;
        }
     }
   if(signal == NULL)
     {
      Print(functionName + ": Failed to initialize Signal after retries");
      return INIT_FAILED;
     }
   InitializeSignal(signal);
// Initializing Database
   if(UseDatabaseRanking)
     {
      bool dbInitialized = false;
      string databaseFolderStructure[] = {eaName, "Databases", "Signals"};
      const string dbName = Symbol() + "_" + IntegerToString(Period()) + ".db";
      const string dbVersion = "2.0";
      PrintVerbose("Initializing Database...");
      for(int tries = 0; !dbInitialized && tries < 5; ++tries)
        {
         if(!dbm.Init(dbVersion, databaseFolderStructure, dbName))
           {
            Print(functionName + ": Failed to initialize Database, retrying...");
            RandomSleep();
           }
         else
           {
            dbInitialized = true;
            break;
           }
        }
      if(!dbInitialized)
        {
         Print(functionName + ": Failed to initialize Database after retries");
         return INIT_FAILED;
        }
     }
//+------------------------------------------------------------------+
//| AIType selects which of the 3 AI signal models this run trades/  |
//| trains, or all 3 at once under HYBRID:                            |
//|  - PAI  (CSignalPAI):  plain multi-layer Perceptron - input layer |
//|    feeds straight into the tapering Dense hidden-layer stack, no  |
//|    Conv/Pool/LSTM stage. The baseline/cheapest model.              |
//|  - CONV (CSignalCONV): Conv+Pool front-end ahead of the same       |
//|    tapering Dense stack - looks for local price-action patterns    |
//|    (candlestick/short-range shapes) before the dense layers see    |
//|    them.                                                           |
//|  - LSTM (CSignalLSTM): a single LSTM layer ahead of the same       |
//|    tapering Dense stack - genuine forget/input/output-gated        |
//|    recurrence (see AI\Network.mqh's CNeuronLSTM/CNeuronLSTMOCL),   |
//|    for sequential/regime-dependent structure the other two can't   |
//|    see across bars.                                                |
//| All 3 share one CExpertSignalCustom "signal" (see                  |
//| InitializeSignal()/AddFilterToSignal() below) via the standard     |
//| MQL5 wizard signal-aggregation pattern: each is added as a         |
//| weighted filter, and the aggregate signal's Direction()/SLTP just  |
//| blends whichever of them are active. Concurrency model: MQL5 is    |
//| single-threaded per chart - OnTick()/OnTimer() never run           |
//| re-entrantly, so PAI/CONV/LSTM never race each other inside this   |
//| EA's own code; PollTraining() below just calls each in turn every  |
//| timer tick. The one real concurrency-relevant boundary is the      |
//| native compute backend (WarriorCPU.dll/WarriorDML.dll, see         |
//| AI\Network.mqh) - each CNet (there can be up to 6 alive at once     |
//| under HYBRID: 3 signals x live+shadow net each) gets its OWN        |
//| opaque per-instance context handle with no shared/global DLL       |
//| state, so a fault or watchdog-kill against one can never poison    |
//| another's calls. Each CNet's WarriorCPU.dll worker pool is sized   |
//| directly off the single global TargetCPULoad input, undivided,     |
//| even though several pools can be alive at once - see               |
//| AI\Network.mqh's TargetCPULoad declaration comment for why that's  |
//| safe: MQL5's single execution thread per chart means only one      |
//| pool is EVER actively computing at a time, so there is no real     |
//| contention to divide the budget across.                            |
//| Memory ownership: PAI/CONV/LSTM are allocated here with `new` and  |
//| registered into g_aiSignals[] for the control panel's benefit, but |
//| g_aiSignals[] does NOT own them - AddFilterToSignal() below adds   |
//| each to `signal`'s own filter array (CExpertSignal::AddFilter()),  |
//| which frees its elements on destruction; `signal` itself is owned  |
//| by Expert (InitializeSignal() -> Expert.InitSignal()). So the      |
//| actual free happens via Expert.Deinit() (see OnDeinit() below)     |
//| tearing down signal -> its filter array -> PAI/CONV/LSTM, exactly  |
//| once each - g_aiSignals[] is never delete'd directly (grep confirms|
//| this file has no `delete g_aiSignals` anywhere), so there is no    |
//| double-free risk from the two arrays holding the same pointers.    |
//+------------------------------------------------------------------+
   EnablePAI = (AIType == 0 || AIType == 3);
   EnableCONV = (AIType == 1 || AIType == 3);
   EnableLSTM = (AIType == 2 || AIType == 3);
// Creating instances of signals
   CSignalPAI *PAI = CreateSignalWithRetry<CSignalPAI>(maxRetryOnError, EnablePAI);
   CSignalCONV *CONV = CreateSignalWithRetry<CSignalCONV>(maxRetryOnError, EnableCONV);
   CSignalLSTM *LSTM = CreateSignalWithRetry<CSignalLSTM>(maxRetryOnError, EnableLSTM);
//--- register whichever AI signal instances this run created, so the control panel can drive
//--- training/weight actions on exactly this run's current config (never another AIType's files)
   g_aiSignalCount = 0;
   if(EnablePAI && PAI != NULL)
      RegisterAISignal(PAI);
   if(EnableCONV && CONV != NULL)
      RegisterAISignal(CONV);
   if(EnableLSTM && LSTM != NULL)
      RegisterAISignal(LSTM);
   CSignalNewsFilter *newsFilter = CreateSignalWithRetry<CSignalNewsFilter>(maxRetryOnError, EnableNewsFilter);
   CSignalSessionFilter *sessionFilter = CreateSignalWithRetry<CSignalSessionFilter>(maxRetryOnError, EnableSessionFilter);
   CSignalITF *ITF = CreateSignalWithRetry<CSignalITF>(maxRetryOnError, EnableITF);
   //--- g_marketDepthAvailable is the OnInit-time verified result (see CheckMarketDepthAvailability()
   //--- above), not the raw EnableMarketDepth input - only created when real DOM data was confirmed.
   CSignalMarketDepth *marketDepth = CreateSignalWithRetry<CSignalMarketDepth>(maxRetryOnError, g_marketDepthAvailable);
   CSignalRiskGuard *riskGuard = CreateSignalWithRetry<CSignalRiskGuard>(maxRetryOnError, EnableRiskGuard);
   if((EnableITF && ITF == NULL) || (EnablePAI && PAI == NULL) || (EnableCONV && CONV == NULL) || (EnableLSTM && LSTM == NULL) || (EnableNewsFilter && newsFilter == NULL) || (EnableSessionFilter && sessionFilter == NULL) || (g_marketDepthAvailable && marketDepth == NULL) || (EnableRiskGuard && riskGuard == NULL))
     {
      Print("Critical signal initialization failed, cannot proceed");
      return INIT_FAILED;
     }
// Set filter parameters
   if(EnableRiskGuard)
     {
      riskGuard.SetMaxDailyLossPct(MaxDailyLossPct);
      riskGuard.SetMaxDrawdownPct(MaxDrawdownPct);
     }
   if(EnableSessionFilter)
     {
      sessionFilter.TradeLondonSession(SF_trade_LondonSession);
      sessionFilter.TradeNewYorkSession(SF_trade_NewYorkSession);
      sessionFilter.TradeTokyoSession(SF_trade_TokyoSession);
     }
   if(EnableITF)
     {
      ITF.GoodHourOfDay(ITF_GoodHourOfDay);
      ITF.BadHoursOfDay(ITF_BadHoursOfDay);
      ITF.GoodDayOfWeek(ITF_GoodDayOfWeek);
      ITF.BadDaysOfWeek(ITF_BadDaysOfWeek);
     }
   if(EnableNewsFilter)
     {
      newsFilter.SetMinImpact(NF_MinImpact);
      newsFilter.SetLookbackMinutes(NF_LookMinutes);
     }
   if(g_marketDepthAvailable)
     {
      marketDepth.DepthLevels(DOM_DepthLevels);
      marketDepth.ImbalanceScale(DOM_ImbalanceScale / 100.0);
      marketDepth.MaxSpreadMultiple(DOM_MaxSpreadMultiple);
     }
   if(AIType == 0 || AIType == 3)
     {
      PAI.InitialNeuronsCount(InitialNeurons);
      PAI.OutputNeuronsCount(OutputNeuronsCount);
      PAI.MinNeuronsCount(MinNeuronsCount);
      PAI.HiddenLayersCount(HiddenLayersCount);
      PAI.NeuronsReduction(NeuronsReduction);
      PAI.HistoryBars(ind_Periods);
      PAI.StudyPeriod(StudyPeriods);
      PAI.StopTrainWR(MinWR);
      PAI.MinDirectionalRecall(MinRecall);
      PAI.ClassSampleWeight(ClassSampleWeight / 10.0);
      PAI.FocalLossGamma(FocalLossGamma / 10.0);
      PAI.SwingConfirmationBars(SwingConfirmationBars);
      PAI.MaxErasPerRun(MaxErasPerRun);
      PAI.TrainRetryCooldownSeconds(TrainRetryCooldownSec);
      PAI.OOSSplit(OOSSplit);
      if(!UseDatabaseRanking)
         PAI.Weight(1);
      PAI.UseVolumes(EnableVolume);
      PAI.UseTime(EnableTime);
      PAI.UseATR(EnableATR);
      PAI.UseSwingContext(EnableSwingContext);
      PAI.UseNews(EnableNews);
      PAI.NewsFeatureWindowMinutes(NewsFeatureWindowMinutes);
      PAI.UseADCumulativeDelta(EnableADCumulativeDelta);
      PAI.UseADShorteningOfThrust(EnableADShorteningOfThrust);
      PAI.UseADWyckoffEventStream(EnableADWyckoffEventStream);
      PAI.UseADWyckoffFailedStructure(EnableADWyckoffFailedStructure);
      PAI.UseADWyckoffSignificantBarInversion(EnableADWyckoffSignificantBarInversion);
      PAI.AutoTuneIndicators(AutoTuneIndicators);
      PAI.IndicatorTuneTrials(IndicatorTuneTrials);
     }
   if(AIType == 1 || AIType == 3)
   {
    CONV.InitialNeuronsCount(InitialNeurons);
    CONV.OutputNeuronsCount(OutputNeuronsCount);
    CONV.MinNeuronsCount(MinNeuronsCount);
    CONV.HiddenLayersCount(HiddenLayersCount);
    CONV.NeuronsReduction(NeuronsReduction);
    CONV.HistoryBars(ind_Periods);
    CONV.StudyPeriod(StudyPeriods);
    CONV.StopTrainWR(MinWR);
    CONV.MinDirectionalRecall(MinRecall);
    CONV.ClassSampleWeight(ClassSampleWeight / 10.0);
    CONV.FocalLossGamma(FocalLossGamma / 10.0);
    CONV.SwingConfirmationBars(SwingConfirmationBars);
    CONV.MaxErasPerRun(MaxErasPerRun);
    CONV.TrainRetryCooldownSeconds(TrainRetryCooldownSec);
    CONV.OOSSplit(OOSSplit);
    if(!UseDatabaseRanking)
       CONV.Weight(1);
    if(AIType == 3)
       CONV.Pattern_0(10);
    CONV.UseVolumes(EnableVolume);
    CONV.UseTime(EnableTime);
    CONV.UseATR(EnableATR);
    CONV.UseSwingContext(EnableSwingContext);
    CONV.UseNews(EnableNews);
    CONV.NewsFeatureWindowMinutes(NewsFeatureWindowMinutes);
    CONV.UseADCumulativeDelta(EnableADCumulativeDelta);
    CONV.UseADShorteningOfThrust(EnableADShorteningOfThrust);
    CONV.UseADWyckoffEventStream(EnableADWyckoffEventStream);
    CONV.UseADWyckoffFailedStructure(EnableADWyckoffFailedStructure);
    CONV.UseADWyckoffSignificantBarInversion(EnableADWyckoffSignificantBarInversion);
    CONV.AutoTuneIndicators(AutoTuneIndicators);
    CONV.IndicatorTuneTrials(IndicatorTuneTrials);
   }
   if(AIType == 2 || AIType == 3)
   {
    LSTM.InitialNeuronsCount(InitialNeurons);
    LSTM.OutputNeuronsCount(OutputNeuronsCount);
    LSTM.MinNeuronsCount(MinNeuronsCount);
    LSTM.HiddenLayersCount(HiddenLayersCount);
    LSTM.NeuronsReduction(NeuronsReduction);
    LSTM.HistoryBars(ind_Periods);
    LSTM.StudyPeriod(StudyPeriods);
    LSTM.StopTrainWR(MinWR);
    LSTM.MinDirectionalRecall(MinRecall);
    LSTM.ClassSampleWeight(ClassSampleWeight / 10.0);
    LSTM.FocalLossGamma(FocalLossGamma / 10.0);
    LSTM.SwingConfirmationBars(SwingConfirmationBars);
    LSTM.MaxErasPerRun(MaxErasPerRun);
    LSTM.TrainRetryCooldownSeconds(TrainRetryCooldownSec);
    LSTM.OOSSplit(OOSSplit);
    if(!UseDatabaseRanking)
       LSTM.Weight(1);
    if(AIType == 3)
       LSTM.Pattern_0(10);
    LSTM.UseVolumes(EnableVolume);
    LSTM.UseTime(EnableTime);
    LSTM.UseATR(EnableATR);
    LSTM.UseSwingContext(EnableSwingContext);
    LSTM.UseNews(EnableNews);
    LSTM.NewsFeatureWindowMinutes(NewsFeatureWindowMinutes);
    LSTM.UseADCumulativeDelta(EnableADCumulativeDelta);
    LSTM.UseADShorteningOfThrust(EnableADShorteningOfThrust);
    LSTM.UseADWyckoffEventStream(EnableADWyckoffEventStream);
    LSTM.UseADWyckoffFailedStructure(EnableADWyckoffFailedStructure);
    LSTM.UseADWyckoffSignificantBarInversion(EnableADWyckoffSignificantBarInversion);
    LSTM.AutoTuneIndicators(AutoTuneIndicators);
    LSTM.IndicatorTuneTrials(IndicatorTuneTrials);
   }
// Add filters
   PrintVerbose("Initializing Signal filters...");
//--- added exactly once, before the DB retry loop below - these calls don't depend on DB success at
//--- all (every pointer here was already validated non-NULL above), but living inside the loop body
//--- meant a DB open/transaction failure that triggered a retry would re-run AddFilterToSignal() and
//--- register the same filter pointer a second time in signal's CArrayObj; since that array frees its
//--- elements on destruction, a duplicate entry means the same pointer gets deleted twice on shutdown
//--- (heap corruption), which could easily explain instability across a later remove/re-add cycle.
   bool filtersAdded = true;
   filtersAdded &= (EnableITF ? AddFilterToSignal(signal, ITF) : true);
   filtersAdded &= (EnableSessionFilter ? AddFilterToSignal(signal, sessionFilter) : true);
   filtersAdded &= (g_marketDepthAvailable ? AddFilterToSignal(signal, marketDepth) : true);
   filtersAdded &= (EnableNewsFilter ? AddFilterToSignal(signal, newsFilter) : true);
   filtersAdded &= (EnableRiskGuard ? AddFilterToSignal(signal, riskGuard) : true);
   filtersAdded &= (EnablePAI ? AddFilterToSignal(signal, PAI) : true);
   filtersAdded &= (EnableCONV ? AddFilterToSignal(signal, CONV) : true);
   filtersAdded &= (EnableLSTM ? AddFilterToSignal(signal, LSTM) : true);
   if(!filtersAdded)
     {
      Print(functionName + ": Error loading filters");
      return INIT_FAILED;
     }
   bool filterSuccess = false;
   for(int tries = 0; tries < maxRetryOnError; ++tries)
     {
      if(UseDatabaseRanking && !dbm.OpenDatabase())
        {
         Print(functionName + ": Error opening database, retrying...");
         RandomSleep();
         continue;
        }
      if(UseDatabaseRanking && !dbm.BeginTransaction())
        {
         Print(functionName + ": Error starting transaction, retrying...");
         dbm.CloseDatabase(); // Ensure the database is closed before retry
         RandomSleep();
         continue;
        }
      if(UseDatabaseRanking && (!dbm.CommitTransaction() || !dbm.CloseDatabase()))
        {
         Print(functionName + ": Error committing transaction or closing database, retrying...");
         RandomSleep();
         continue;
        }
      filterSuccess = true;
      break; // Success if all operations complete without error
     }
   if(!filterSuccess)
     {
      Print(functionName + ": Failed after all retries");
      return INIT_FAILED; // Return failure if retries are exhausted
     }
// Trailing logic
   PrintVerbose("Initializing Trailing...");
   bool trailingInitialized = false;
   for(int tries = 0; !trailingInitialized && tries < maxRetryOnError; ++tries)
     {
      if(!InitializeTrailing())
        {
         Print(functionName + ": Failed to initialize Trailing, retrying...");
         RandomSleep();
        }
      else
        {
         trailingInitialized = true;
         break;
        }
     }
   if(!trailingInitialized)
     {
      Print(functionName + ": Failed to initialize Trailing after retries");
      return INIT_FAILED;
     }
// Creation of money object
   bool moneyManagementInitialized = false;
   for(int tries = 0; !moneyManagementInitialized && tries < maxRetryOnError; ++tries)
     {
      if(!InitializeMoneyManagement())
        {
         Print(functionName + ": Failed to initialize Money Management, retrying...");
         RandomSleep();
        }
      else
        {
         moneyManagementInitialized = true;
         break;
        }
     }
   if(!moneyManagementInitialized)
     {
      Print(functionName + ": Failed to initialize Money Management after retries");
      return INIT_FAILED;
     }
// Check all trading objects parameters
   PrintVerbose("Validating settings...");
   bool settingsValidated = false;
   for(int tries = 0; !settingsValidated && tries < maxRetryOnError; ++tries)
     {
      if(!Expert.ValidationSettings())
        {
         Print(functionName + ": Failed to validate settings, retrying...");
         RandomSleep();
        }
      else
        {
         settingsValidated = true;
         break;
        }
     }
   if(!settingsValidated)
     {
      Print(functionName + ": Failed to validate settings after retries");
      return INIT_FAILED;
     }
// Tuning of all necessary indicators
   PrintVerbose("Initializing Indicators...");
   bool indicatorsInitialized = false;
   for(int tries = 0; !indicatorsInitialized && tries < maxRetryOnError; ++tries)
     {
      if(!Expert.InitIndicators())
        {
         Print(functionName + ": Failed to initialize Indicators, retrying...");
         RandomSleep();
        }
      else
        {
         indicatorsInitialized = true;
         break;
        }
     }
   if(!indicatorsInitialized)
     {
      Print(functionName + ": Failed to initialize Indicators after retries");
      return INIT_FAILED;
     }
// setting timer: always on (short interval) so control-panel upkeep and other periodic checks run
// on a fixed schedule regardless of tick activity - a quiet/after-hours symbol can go long stretches
// without a single OnTick() call, and self-healing logic that only lives in OnTick() would never run
// during that stretch. The (much less frequent) DB-ranking work is throttled separately inside
// OnTimer() below rather than by EventSetTimer's own interval, since MQL5 only supports one timer
// interval per program.
   if(UseDatabaseRanking)
      Expert.OnTimerProcess(true);
   bool timerSet = false;
   // 250ms (was 5s, via EventSetTimer's whole-second granularity): Train() only does up to
   // TRAIN_TIME_BUDGET_MS (80ms) of work per call, then yields back here - at a 5s interval that's
   // ~80ms busy / 5000ms elapsed, i.e. training sat idle ~98% of the time whenever it was being
   // driven by this timer (quiet symbol/no ticks) instead of real tick flow, which is why an era was
   // taking ~2 minutes wall-clock for well under 2s of actual compute. EventSetMillisecondTimer is
   // needed for sub-second resolution; EventSetTimer only accepts whole seconds. DB-ranking work
   // below is paced by its own g_lastDbRankingRun/DB_RANKING_INTERVAL_SECONDS check, not by this
   // interval, so it still only runs ~hourly regardless of this change.
   int timerInterval_ms = 250;
   for(int tries = 0; !timerSet && tries < maxRetryOnError; ++tries)
     {
      if(!EventSetMillisecondTimer(timerInterval_ms))
        {
         Print(functionName + ": Error creating timer, retrying...");
         RandomSleep();
        }
      else
        {
         timerSet = true;
         break;
        }
     }
   if(!timerSet)
     {
      Print(functionName + ": Failed to set timer after retries");
      return INIT_FAILED;
     }
// Initialization successful
   PrintVerbose("Initialization successful");
   if(!CreateControlPanel())
      Print(functionName + ": WARNING - control panel failed to initialize; trading/training continue normally, "
            "but no GUI panel will be available for this run");
//--- one-time cleanup: an earlier build used Comment() plus a separate background rectangle object
//--- that turned out to render ON TOP of the text (Comment() has no built-in background/styling
//--- parameters at all) - delete any leftover from a prior run now that status text is a single
//--- self-contained OBJ_LABEL (see SetStatusLabel()) with its own BGCOLOR fill instead
   if(ObjectFind(0, "WarriorCommentBG") >= 0)
      ObjectDelete(0, "WarriorCommentBG");
//--- required for CAppDialog's caption-bar drag to work at all - without it, the chart never delivers
//--- CHARTEVENT_MOUSE_MOVE and the panel silently ignores drag attempts
   ChartSetInteger(0, CHART_EVENT_MOUSE_MOVE, true);
   g_lastAlgoTradingAllowed = (bool)TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) && (bool)MQLInfoInteger(MQL_TRADE_ALLOWED);
   if(!g_lastAlgoTradingAllowed)
      Print(functionName + ": WARNING - AlgoTrading is currently disabled (terminal or EA); signals will still train but no orders will be sent until it is re-enabled");
   return INIT_SUCCEEDED;
  }
// Called before optimization/backtesting in the strategy tester
int OnTesterInit()
  {
   IsBacktesting = true;
   return(INIT_SUCCEEDED);
  }
// Called after EA optimization in the strategy tester
void OnTesterDeinit()
  {
   dbm.Deinit();
   IsBacktesting = false;
   OnDeinit(0);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Maps a terminal deinit reason code to a short label for logging,  |
//| so operators can tell a routine recompile/parameter change apart  |
//| from a terminal shutdown or the EA actually being removed.        |
//+------------------------------------------------------------------+
string DeinitReasonToString(const int reason)
  {
   switch(reason)
     {
      case REASON_PROGRAM:     return "EA stopped by ExpertRemove()/self";
      case REASON_REMOVE:      return "EA removed from chart";
      case REASON_RECOMPILE:   return "EA recompiled";
      case REASON_CHARTCHANGE: return "chart symbol/period changed";
      case REASON_CHARTCLOSE:  return "chart closed";
      case REASON_PARAMETERS:  return "input parameters changed";
      case REASON_ACCOUNT:     return "account changed";
      case REASON_TEMPLATE:    return "template applied";
      case REASON_INITFAILED:  return "OnInit() failed";
      case REASON_CLOSE:       return "terminal closed";
      default:                 return "unknown (" + IntegerToString(reason) + ")";
     }
  }
void OnDeinit(const int reason)
  {
   string reasonStr = DeinitReasonToString(reason);
   Print(__FUNCTION__ + ": shutting down - reason: " + reasonStr);
   //--- matches the MarketBookAdd() in CheckMarketDepthAvailability() (OnInit) - only subscribed at
   //--- all when g_marketDepthAvailable ended up true for this run.
   if(g_marketDepthAvailable)
      MarketBookRelease(_Symbol);
//--- persist every active AI signal's current in-memory weights/state before anything is torn down,
//--- so a terminal restart, chart re-add, or template swap resumes from here rather than from the
//--- last fully-completed training era only. Best-effort: a save failure is logged but must not
//--- block the rest of shutdown.
   for(int i = 0; i < g_aiSignalCount; i++)
     {
      if(!g_aiSignals[i].PersistOnShutdown())
         Print(__FUNCTION__ + ": WARNING - failed to persist weights for signal index " + IntegerToString(i) + " on shutdown (reason: " + reasonStr + ")");
     }
   g_aiSignalCount = 0;
   EventKillTimer();
   dbm.Deinit();
//--- destroy the control panel's own UI BEFORE Expert.Deinit() below - each active AI signal's
//--- destructor (~CExpertSignalAIBase) calls PurgeChart(), which does ObjectsDeleteAll(0) and force-
//--- deletes every object on the chart, including the panel's buttons/labels. Tearing the panel down
//--- first lets CAppDialog remove its own objects cleanly instead of Destroy() running against
//--- objects that were already deleted out from under it.
   ExtPanel.Destroy(reason);
   Expert.Deinit();
//--- ObjectsDeleteAll(0) above already deleted the status label along with every other chart object,
//--- but this explicit clear is kept as a belt-and-suspenders guard in case that call path changes -
//--- without it, whatever status line (e.g. "Warrior EA: initializing..." or the last training-
//--- progress line) was showing could stay on the chart forever after the EA is removed.
   ClearStatusLabel();
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//--- Expert.OnTimer() does the (comparatively expensive) DB-ranking work, originally paced by its
//--- own 1-hour EventSetTimer() interval; now that the timer itself runs every 5s (see OnInit), pace
//--- that work manually instead so it still only actually runs about once an hour.
#define DB_RANKING_INTERVAL_SECONDS 3600
datetime g_lastDbRankingRun = 0;
void OnTimer()
  {
   //--- keeps training progressing on wall-clock time even with no ticks at all (market closed) -
   //--- OnTickHandler's own scheduling only ever runs when a tick actually arrives
   for(int i = 0; i < g_aiSignalCount; i++)
      g_aiSignals[i].PollTraining();
   if(!UseDatabaseRanking)
      return;
   datetime now = TimeCurrent();
   if(g_lastDbRankingRun != 0 && now - g_lastDbRankingRun < DB_RANKING_INTERVAL_SECONDS)
      return;
   g_lastDbRankingRun = now;
   Expert.OnTimer();
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CheckAlgoTradingState(void)
  {
   bool allowed = (bool)TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) && (bool)MQLInfoInteger(MQL_TRADE_ALLOWED);
   if(allowed != g_lastAlgoTradingAllowed)
     {
      if(allowed)
         Print(__FUNCTION__ + ": AlgoTrading re-enabled - order placement resumed (training/signals were unaffected while disabled)");
      else
         Print(__FUNCTION__ + ": AlgoTrading disabled (terminal toggle off, or EA's own permission revoked) - no new orders will be sent until re-enabled; training/signal generation continues unaffected");
      g_lastAlgoTradingAllowed = allowed;
     }
  }
void AutosaveWeightsIfDue(void)
  {
   datetime now = TimeCurrent();
   if(now - g_lastAutosave < AUTOSAVE_INTERVAL_SECONDS)
      return;
   g_lastAutosave = now;
   for(int i = 0; i < g_aiSignalCount; i++)
      g_aiSignals[i].SaveWeightsNow();
  }
void OnTick()
  {
   CheckAlgoTradingState();
   AutosaveWeightsIfDue();
   Expert.OnTick();
//--- new arrows are always created visible; if signals are currently hidden, re-hide
//--- any that were drawn this tick (cheap - only runs while the toggle is in the "hidden" state)
   if(!g_signalsVisible)
      ApplySignalsVisibility();
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
//--- canonical CAppDialog usage (Controls\Dialog.mqh): forward every event to the dialog first, since
//--- that's what drives its own click/drag hit-testing (via CHARTEVENT_MOUSE_MOVE) as well as our
//--- buttons' EVENT_MAP handlers (see ControlPanel.mqh) - then pick up whatever button action, if any,
//--- that just recorded.
   ExtPanel.ChartEvent(id, lparam, dparam, sparam);
   HandleControlPanelAction(ExtPanel.ConsumeAction());
   Expert.OnChartEvent(id, lparam, dparam, sparam);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool AddFilterToSignal(CExpertSignalCustom * signal, CExpertSignalCustom * filter)
  {
   if(filter == NULL)
     {
      Print(__FUNCTION__ + "Error creating filters");
      return false;
     }
   return signal.AddFilter(filter);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool InitializeSignal(CExpertSignalCustom * signal_obj)
  {
   if(signal_obj == NULL)
     {
      Print(__FUNCTION__ + ": error creating signal");
      return false;
     }
   Expert.InitSignal(signal_obj);
   signal_obj.Entry_Multiplier(Entry_Multiplier);
   signal_obj.Expiration(Signal_Expiration);
   signal_obj.Periods(ind_Periods);
   signal_obj.SLAtrMultiplier(SL_Atr_Multiplier);
   signal_obj.MinRiskRewardRatio(Min_Risk_Reward_Ratio);
   signal_obj.UseAISLTP(SLTP_Source == SLTP_AI_CONFIDENCE);
   signal_obj.ConfidenceSource((int)Confidence_Source);
   signal_obj.UseAIExit(Use_AI_Exit);
   signal_obj.AIExitThreshold((double)AI_Exit_Threshold / 100.0);
   if(AIType == 3)
     {
      signal_obj.ThresholdOpen(20);
      signal_obj.ThresholdClose(20);
     }
   else
     {
      signal_obj.ThresholdOpen(10);
      signal_obj.ThresholdClose(10);
     }
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
// Initialize Trailing
bool InitializeTrailing()
  {
   if(TrailingStrategy == TRAILING_STRATEGY_NONE)
     {
      // No trailing strategy selected
      return true;
     }
   else
      if(TrailingStrategy == TRAILING_STRATEGY_ATR_x1 ||
            TrailingStrategy == TRAILING_STRATEGY_ATR_x2 ||
            TrailingStrategy == TRAILING_STRATEGY_ATR_x3)
           {
            // ATR Trailing Strategy
            double multiplier = 0;
            if(TrailingStrategy == TRAILING_STRATEGY_ATR_x1)
               multiplier = 1;
            else
               if(TrailingStrategy == TRAILING_STRATEGY_ATR_x2)
                  multiplier = 2;
               else
                  if(TrailingStrategy == TRAILING_STRATEGY_ATR_x3)
                     multiplier = 3;
            CTrailingATR *trailing = new CTrailingATR;
            if(trailing == NULL)
              {
               Print(__FUNCTION__ + ": error creating trailing");
               return false;
              }
            // Set ATR Multiplier
            trailing.Multiplier(multiplier);
            if(!Expert.InitTrailing(trailing))
              {
               Print(__FUNCTION__ + ": error initializing trailing");
               return false;
              }
           }
// Add more trailing strategies if needed
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool InitializeMoneyManagement()
  {
   string functionName = __FUNCTION__;
   if(MM_STRATEGY == FIXED_RISK)
     {
      CMoneyFixedRisk *money = new CMoneyFixedRisk;
      if(money == NULL)
        {
         Print(functionName + ": error creating money");
         return false;
        }
      if(!Expert.InitMoney(money))
        {
         Print(functionName + ": error initializing money");
         return false;
        }
      money.Percent(Money_Risk_Percent);
     }
   else
      if(MM_STRATEGY == FIXED_LOT)
        {
         CMoneyFixedLot *money = new CMoneyFixedLot;
         if(money == NULL)
           {
            Print(functionName + ": error creating money");
            return false;
           }
         if(!Expert.InitMoney(money))
           {
            Print(functionName + ": error initializing money");
            return false;
           }
         money.Lots(Money_FixLot_Lots);
        }
      else
         if(MM_STRATEGY == INTELLIGENT)
           {
            CMoneyIntelligent *money = new CMoneyIntelligent;
            if(money == NULL)
              {
               Print(functionName + ": error creating money");
               return false;
              }
            if(!Expert.InitMoney(money))
              {
               Print(functionName + ": error initializing money");
               return false;
              }
            money.Percent(Money_Risk_Percent);
            money.UseAIConfidenceLotSizing(Use_AI_Lot_Sizing);
            money.ConfidenceSource((int)Confidence_Source);
           }
// Add more money management strategies if needed
   return true;
  }
//+------------------------------------------------------------------+