Audit turned up a real gap for a prop-firm-portfolio-manager use
case: nothing in this codebase watched for account-level daily-loss
or max-drawdown breaches - the single most common way a prop-firm
evaluation actually gets failed.
New Signals/SignalRiskGuard.mqh (CSignalRiskGuard), wired into the
exact same filter-composition chain as SignalNewsFilter/
SignalSessionFilter (CreateSignalWithRetry/AddFilterToSignal, no new
architecture). Vetoes new entries only (never closes existing
positions - a materially bigger behavior change, left to the
trader/EA's own SL/TP handling) once either MaxDailyLossPct or
MaxDrawdownPct (new RISK_LIMIT_PCT_PRESET inputs, both default
disabled) is breached. Peak equity and the current broker day's
starting balance persist to a small local per-symbol-per-magic state
file - peak equity in particular must survive a restart to mean
anything, otherwise a restart would silently reset drawdown tracking.
New RISK_LIMIT_PCT_PRESET enum (2/3/4/5/8/10/15/20%) rather than
reusing PERCENTAGE_PRESETS, which steps by 10 starting at 10 - too
coarse for prop-firm-style limits (commonly single-digit daily loss,
~8-10% max drawdown). Compiled clean (MetaEditor, 0 errors/0
warnings).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
CalendarValueHistory() was called with no country filter at all, so
ANY country's economic calendar event vetoed a trade regardless of
relevance - a JPY release blocked a EURUSD trade just as readily as a
USD one, making NF_MinImpact's fine-tuning far noisier than intended.
Adds System/NewsRelevance.mqh (GetRelevantCountryCodes/
ImpactWeightedProximity), a shared utility that cross-references
CalendarCountries() against the symbol's base/quote currency to get
the actually-relevant ISO country codes, then uses
CalendarValueHistory()'s country_code-filtering overload. Shared so
the upcoming NN news-input feature reuses the same relevance logic
rather than duplicating it.
Compiled clean (MetaEditor, 0 errors/0 warnings).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
- Variables/Inputs.mqh: drop the dead commented-out HybridSignals input
line; add a one-line note above the section-header input strings
clarifying they're intentional MetaTrader GUI dividers (consumed by
the terminal, not any MQL5 statement) so a future audit doesn't
re-flag them as unwired.
- Signals/SignalSessionFilter.mqh: replace the never-filled-in MQL5
Wizard template header (ProjectName/CompanyName placeholders) with
this codebase's real header, matching every other Signals/*.mqh file.
- Signals/SignalNewsFilter.mqh: remove the stale NEWS_IMPACT template
macro - it was only ever used as the constructor default, immediately
overridden by the real NF_MinImpact input at wiring time.
- Expert/ExpertSignalAIBase.mqh: guard the SERIES_LASTBAR_DATE read in
ScheduleTrainingIfNeeded() so a failed lookup (0) can't silently be
read as "no new bar pending" and stall training/signal refresh.
Compiled clean (MetaEditor, 0 errors/0 warnings) after each change.
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
Replace hardcoded lr and momentum with new input variables for Adam and
SGD+momentum. Add OpenCL kernel LSTM_UpdateWeightsMomentum alongside the
existing Adam kernel. Update comments and revert beta1 to book default 0.9.
- Ensure `tick_volume` array is set as series in ADShorteningOfThrust.mq5 to prevent future-data leak in volume calculations.
- Ensure `open` array is set as series in ADWyckoffFailedStructure.mq5 to prevent future-data leak in structure detection.
- Add missing PReLU gradient scaling (multiply by 0.01 for negative outputs) in CPU_CalcHiddenGradient and DirectML shader to match expected derivative behavior across all backends.
Warrior_EA.mq5: clear Comment() and destroy the control panel before
Expert.Deinit()'s object-purge cascade runs out from under it; stop
re-registering the same signal filters on every DB retry (was causing a
double-delete of the same pointer on shutdown).
DirectML/WarriorCPU.cpp: bound the worker-thread join in ThreadPool::Stop()
instead of blocking forever - CPU_Shutdown() held g_mutex across an unbounded
join, so a watchdog-killed calling thread could leave it locked forever,
poisoning every future call into the DLL (matches reports of the EA getting
stuck on "initializing" after being removed and re-added to a chart).
Also includes prior era-0 label-cache prebuild and pullback/reversal
label-quality work in AI/Network.mqh, Expert/ExpertSignalAIBase.mqh, and
Variables/Inputs.mqh.
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
- Define MAX_WEIGHT constant (1.0e6) for weight limits in clusters
- Remove redundant barrier from FeedForward kernel (prevents sync issues)
- Port FeedForwardProof and CalcInputGradientProof kernels for max-pooling (no weights, sliding max)
- Port FeedForwardConv kernel for convolution layers (shared weights, multiple output channels)
- Remove unused code and refactor signal condition logic (CSignalPAI)
- 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.
