Optimize() scaled lot size off account trade-history streaks with no Magic-number
filter (picked up other EAs'/manual trades) and an unconfigurable m_factor stuck at
1.0 (Factor() was never wired from an input), so a 3-trade streak could triple lot
size or send it negative. It was also entirely disconnected from what the AI model
actually knows about the current setup.
Replaced both AdjustRiskAmount()'s linear confidence-only scale and Optimize()'s
streak multiplier with one edge-based model: p from the empirically calibrated
AI/DB confidence magnitude, b from the trade's real reward:risk ratio (newly
bridged from OpenParams() via g_TradeRewardRiskRatio), quarter-Kelly applied and
clamped so risk% can only ever scale down from its configured ceiling, never above it.
CMoneyFixedRisk and CMoneyIntelligent both derived independently from
CExpertMoneyCustom and carried near-identical CalculatePotentialLoss()/
CheckOpenLong()/CheckOpenShort()/CalculateLotSize() bodies, maintained
in two places. New Money/MoneyRiskBase.mqh (CMoneyRiskBase) houses the
shared core, with two virtual hooks - AdjustRiskAmount()/AdjustLotSize()
- at the exact two points CMoneyIntelligent's confidence-scaling and
trade-history Optimize() step used to diverge. CMoneyFixedRisk now has
an empty body (the base's defaults are exactly its old behavior);
CMoneyIntelligent overrides only the two hooks. CMoneyFixedLot is
untouched - it doesn't do risk-based sizing.
Pure reorganization, no behavior change; compiled clean (MetaEditor,
0 errors/0 warnings).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
