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.
- Updated README.md with project overview, key features, directory structure, getting started guide, and modernization roadmap.
- Added AI_NETWORK.md detailing the neural network and AI/ML infrastructure, including architecture, components, usage patterns, and next steps.
- Introduced DATABASE.md for the Database module, outlining key components, design highlights, usage patterns, and future enhancements.
- Created README.md files for Enumerations, Expert, Money, Signals, Structures, System, Trailing, Variables directories, detailing their purpose, key components, and integration notes.
- Documented the Signals subsystem, emphasizing modularity, extensibility, and AI/ML readiness.
- Added comprehensive descriptions for individual signal modules in Signals/ directory.
- Established clear integration notes and recommendations for future improvements across all modules.
