- Added bulk read/write methods for feature caches in IFeaturesView and its implementations to optimize performance.
- Introduced LabelCacheInvalidateAll method to manage label cache invalidation alongside feature cache.
- Implemented PooledIndependentBars method in topology interfaces to account for additional independent observations.
- Enhanced risk budget management with throttling for peak-equity updates to reduce unnecessary file operations.
- Improved error handling and logging for ATR trailing stops to ensure better visibility of issues.
- Updated alt-data handling to prevent unnecessary operations during testing and optimization phases.
Five modes went, all of them staking real risk on the model's confidence:
Intelligent entry (ENTRY_INTELLIGENT), stop (SL_INTELLIGENT), target
(TP_INTELLIGENT), trailing (CTrailingIntelligent) and lot size
(CMoneyIntelligent's quarter-Kelly). With them, the Confidence_Source
input and the CONFIDENCE_SOURCE enum, whose only job was choosing which
number those five read.
The reason is calibration, not correctness: the confidence magnitude is
known to be miscalibrated against the label prior, so every one of these
modes multiplied money by a quantity whose units were never established.
The DB arm had a second, independent defect - since the tester DB guard
(SignalDatabaseActive) it reads 0 in tester and optimizer but non-zero
live, so any backtest of CONF_DB/CONF_BLENDED could not reproduce live
trading. And what the DB produces is a filter-RANKING win rate, not a
per-trade win probability.
Both confidence numbers are still recorded per trade (aiConfidence /
dbConfidence) and still bucketed against outcome in TradeJournalReport.
Recording is what keeps the question answerable; acting on it was the
part with no evidence behind it. ConfidenceBridge.mqh now carries an
explicit telemetry-only rule at the top.
ENUM ORDINALS PINNED. Removing a member vacated a value in four enums at
once and MT5 does not validate an enum input replayed from a saved .set
or a stored optimization pass. TRAILING_STRATEGY and
MONEY_MANAGEMENT_STRATEGY now carry explicit values so the survivors keep
the numbers they were saved as, and ValidateBarrierInputs is widened into
ValidateTradeManagementInputs covering SL_Mode, TP_Mode,
Entry_Multiplier, TrailingStrategy and MM_STRATEGY. Without that gate a
chart saved with the Intelligent stop would feed SL_Mode = -1 into a
multiplier now used verbatim, placing the stop on the wrong side of entry.
RETRAIN-NEUTRAL: neither SL_Mode nor TP_Mode appears in
BuildModelFingerprint() or ComputeDbConfigFingerprint() since the
swing-pivot target replaced the barrier labels. No .nnw, .cfg or .db
re-keys. Also drops the now-dead g_TradeRewardRiskRatio bridge, the
CMoneyRiskBase::AdjustRiskAmount hook and the unsigned AIConfidence().
Compile-verified in _claude_stage: 0 errors, 0 warnings.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Verified dead by grep across all first-party sources (references/, Scripts/,
research/ excluded): EraCount, HiddenLayersCount, LstmHiddenSize, ConvFilterCount,
HistoryBars and MinTrainYear setters, PendingBatchSamples, getPrevOutIndex,
BaseCurrency, QuoteCurrency, CurrencyCount, IsLoaded, LastFiredDirection,
DBConfidence, SpecIndex, and the conv Step/WindowOut shape accessors. Every
backing member stays - each is still read internally and several are pinned by
the positional .cfg layout - so this removes surface, not behaviour.
Two comments were asserting the opposite of the code and are now true: the
"No setter: the taper's endpoints are derived" note was directly above three
setters, and the conv shape block claimed EnforceTopologyContract reads all
three accessors when CNet::FirstConvWindow only ever calls Window().
CTrailingATR::CheckTrailingStopLong/Short were byte-identical but for Bid vs Ask
and the isLong flag; both now delegate to one CheckTrailingStop body.
Deliberately NOT removed: the fractal-target branch (TrainTargetFractal,
IsFractalTarget and their label machinery). It reads as dead because the
TrainingTarget input was withdrawn, but Warrior_EA.mq5:836 documents it as a
parked option with a three-line restore path - that is a product call, not a
refactor.
Not compiled - MetaEditor compile pending.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Add freeze-level checks, no-change modification skipping, entry price routing, and per-tick/memory budget monitoring. Override trade actions (Open, Close, Reverse, TrailingStop, TrailingOrder) to validate at the final gate before sending orders.
Replace old ATR_MULTIPLIER, THRESHOLDS_PRESET enums with new
STOP_LOSS_MODE, TAKE_PROFIT_MODE, AI_EXIT_MODE enums that support
ATR-based, intelligent confidence-scaled, and swing-anchored modes.
Also fix LSTM signal identity string.
Replace the absolute thread count input (CpuDllThreads) with a percentage-based CPU_LOAD_PRESET enum (TargetCPULoad). This allows users to specify a percentage of detected cores to use when the CPU DLL fallback is active, improving flexibility and preventing issues when multiple instances share the same CPU DLL pool. Also adds CPU_GetHardwareConcurrency() for accurate core detection.
- 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.
