Warrior_EA/Enumerations/InputEnums.mqh

//+------------------------------------------------------------------+
//|                                                  CustomEnums.mqh |
//|                                                     AnimateDread |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "AnimateDread"
#property link      "https://www.mql5.com"
//--- custom enumerations for certain settings, minimizes overfitting
enum IND_PERIODS_PRESETS
  {
   PERIOD_5 = 5, // 5 Periods
   PERIOD_10 = 10, // 10 Periods
   PERIOD_14 = 14, // 14 Periods
   PERIOD_20 = 20, // 20 Periods
   PERIOD_30 = 30, // 30 Periods
   PERIOD_50 = 50, // 50 Periods
   PERIOD_100 = 100, // 100 Periods
   PERIOD_200 = 200, // 200 Periods
  };
enum TRAINING_YEARS_PRESET
  {
   YEARS_1 = 1, // 1 year
   YEARS_2 = 2, // 2 years
   YEARS_5 = 5, // 5 years
   YEARS_10 = 10, // 10 years
   YEARS_20 = 20, // 20 years
  };
enum ATR_MULTIPLIER
  {
   DISABLED = 0, // Disabled
   ATR_x1 = 1, // ATR * 1
   ATR_x2 = 2, // ATR * 2
   ATR_x3 = 3, // ATR * 3
  };
enum THRESHOLDS_PRESET
  {
   T5 = 5, // 5
   T10 = 10, // 10
   T15 = 15, // 15
   T20 = 20, // 20
   T25 = 25, // 25
   T30 = 30, // 30
   T35 = 35, // 35
   T40 = 40, // 40
   T45 = 45, // 45
   T50 = 50, // 50
   T55 = 55, // 55
   T60 = 60, // 60
   T65 = 65, // 65
   T70 = 70, // 70
   T75 = 75, // 75
   T80 = 80, // 80
   T85 = 85, // 85
   T90 = 90, // 90
   T95 = 95, // 95
   T100 = 100 // 100
  };
enum RISK_REWARD_RATIO
  {
   RR_1x1 = 1, // 1:1 RR
   RR_1x2 = 2, // 1:2 RR
   RR_1x3 = 3, // 1:3 RR
   RR_1x4 = 4, // 1:4 RR
   RR_1x5 = 5, // 1:5 RR
   RR_1x6 = 6,// 1:6 RR
   RR_1x8 = 8, // 1:8 RR
   RR_1x10 = 10, // 1:10 RR
  };
enum MONEY_RISK_PERCENT_PRESET
  {
   RISK_PCT_1 = 1, // 1
   RISK_PCT_2 = 2, // 2
   RISK_PCT_3 = 3, // 3
   RISK_PCT_4 = 4, // 4
   RISK_PCT_5 = 5, // 5
  };
enum BARS_EXPIRATION
  {
   BARS_X1 = 1, // 1 Candle
   BARS_X2 = 2, // 2 Candles
   BARS_X3 = 3, // 3 Candles
   BARS_X5 = 5, // 5 Candles
   BARS_X10 = 10, // 10 Candles
   BARS_X20 = 20, // 20 Candles
  };
enum ENTRY_MULTIPLIER
  {
   MARKET = 0,        // Market order
   LIMIT_1xATR = -1,   // Limit order with 1x ATR
   LIMIT_2xATR = -2,   // Limit order with 2x ATR
   LIMIT_3xATR = -3,   // Limit order with 3x ATR
   STOP_1xATR = 1,   // Stop order with 1x ATR
   STOP_2xATR = 2,   // Stop order with 2x ATR
   STOP_3xATR = 3,   // Stop order with 3x ATR
  };
enum TRAILING_STRATEGY
  {
   TRAILING_STRATEGY_NONE, // No Trailing Stop Strategy
   TRAILING_STRATEGY_ATR_x1, // ATR * 1 Trailing Strategy
   TRAILING_STRATEGY_ATR_x2, // ATR * 2 Trailing Strategy
   TRAILING_STRATEGY_ATR_x3, // ATR * 3 Trailing Strategy
  };
enum MONEY_MANAGEMENT_STRATEGY
  {
   FIXED_RISK, // Fixed risk Percent of Account
   INTELLIGENT, // Intelligent lot size
   FIXED_LOT, // Fixed lot size
  };
enum TIME_FILTER_DAY_OF_WEEK
  {
   DOW_DISABLED = -1,// Disabled
   DOW_SUNDAY = 0, // Sunday
   DOW_MONDAY = 1, // Monday
   DOW_TUESDAY = 2, // Tuesday
   DOW_WEDNESDAY = 3, // Wednesday
   DOW_THURSDAY = 4, // Thursday
   DOW_FRIDAY = 5, // Friday
   DOW_SATURDAY = 6, // Saturday
  };
enum ENTRY_HOUR_OF_DAY
  {
   ENTRY_HOUR_DISABLED = -1, // Disabled
   EH_0 = 0, // 00Hxx
   EH_1 = 1, // 1Hxx
   EH_2 = 2, // 2Hxx
   EH_3 = 3, // 3Hxx
   EH_4 = 4, // 4Hxx
   EH_5 = 5, // 5Hxx
   EH_6 = 6, // 6Hxx
   EH_7 = 7, // 7Hxx
   EH_8 = 8, // 8Hxx
   EH_9 = 9, // 9Hxx
   EH_10 = 10, // 10Hxx
   EH_11 = 11, // 11Hxx
   EH_12 = 12, // 12Hxx
   EH_13 = 13, // 13Hxx
   EH_14 = 14, // 14Hxx
   EH_15 = 15, // 15Hxx
   EH_16 = 16, // 16Hxx
   EH_17 = 17, // 17Hxx
   EH_18 = 18, // 18Hxx
   EH_19 = 19, // 19Hxx
   EH_20 = 20, // 20Hxx
   EH_21 = 21, // 21Hxx
   EH_22 = 22, // 22Hxx
   EH_23 = 23, // 23Hxx
  };

enum CLOSE_HOUR_OF_DAY
  {
   CLOSE_HOUR_DISABLED = -1, // Disabled
   CH_0 = 0, // 00Hxx
   CH_1 = 1, // 1Hxx
   CH_2 = 2, // 2Hxx
   CH_3 = 3, // 3Hxx
   CH_4 = 4, // 4Hxx
   CH_5 = 5, // 5Hxx
   CH_6 = 6, // 6Hxx
   CH_7 = 7, // 7Hxx
   CH_8 = 8, // 8Hxx
   CH_9 = 9, // 9Hxx
   CH_10 = 10, // 10Hxx
   CH_11 = 11, // 11Hxx
   CH_12 = 12, // 12Hxx
   CH_13 = 13, // 13Hxx
   CH_14 = 14, // 14Hxx
   CH_15 = 15, // 15Hxx
   CH_16 = 16, // 16Hxx
   CH_17 = 17, // 17Hxx
   CH_18 = 18, // 18Hxx
   CH_19 = 19, // 19Hxx
   CH_20 = 20, // 20Hxx
   CH_21 = 21, // 21Hxx
   CH_22 = 22, // 22Hxx
   CH_23 = 23, // 23Hxx
  };
enum CLOSE_MINUTE_OF_HOUR
  {
   CLOSE_MINUTE_DISABLED = -1,// Disabled
   CM_0 = 0, // xxH00
   CM_5 = 5, // xxH05
   CM_10 = 10, // xxH10
   CM_15 = 15, // xxH15
   CM_20 = 20, // xxH20
   CM_25 = 25, // xxH25
   CM_30 = 30, // xxH30
   CM_35 = 35, // xxH35
   CM_40 = 40, // xxH40
   CM_45 = 45, // xxH45
   CM_50 = 50, // xxH50
   CM_55 = 55, // xxH55
   CM_60 = 60, // xxH60
  };
enum CLOSE_DAY_OF_WEEK
  {
   CLOSE_DAY_DISABLED = -1, // Disabled
   CLOSE_MONDAY = 1, // Monday
   CLOSE_TUESDAY = 2, // Tuesday
   CLOSE_WEDNESDAY = 3, // Wednesday
   CLOSE_THURSDAY = 4, // Thursday
   CLOSE_FRIDAY = 5, // Friday
   CLOSE_EVERYDAY, // Every Day
  };
enum NF_LOOKBACK_PRESETS
  {
   NF_DISABLED = -1, // Disabled
   M5 = 5, // 5 Minutes
   M15 = 15, // 15 Minutes
   M30 = 30, // 30 Minutes
   M45 = 45, // 45 Minutes
   M60 = 60, // 1 Hour
   M120 = 120, // 2 Hours
   M240 = 240, // 4 Hours
  };
enum NF_IMPACT_PRESETS
  {
   HOLIDAYS = 0, //Holidays
   LOW = 1, // Low Impact News
   MEDIUM = 2, // Medium Impact News
   HIGH = 3, // High Impact News
  };
enum TRADING_DIRECTION
  {
   BOTH,       // Allow both long and short trades
   LONG_ONLY,  // Allow only long (buy) trades
   SHORT_ONLY  // Allow only short (sell) trades
  };

enum PERCENTAGE_PRESETS
  {
   PCT_10 = 10, // 10%
   PCT_20 = 20, // 20%
   PCT_30 = 30, // 30%
   PCT_40 = 40, // 40%
   PCT_50 = 50, // 50%
   PCT_60 = 60, // 60%
   PCT_70 = 70, // 70%
   PCT_80 = 80, // 80%
   PCT_90 = 90, // 90%
   PCT_100 = 100, // 100%
  };
enum FIRST_LAYER_NEURONS
  {
   NEURONS_500 = 500,   // 500 Neurons
   NEURONS_1000 = 1000, // 1000 Neurons
   NEURONS_2000 = 2000, // 2000 Neurons
   NEURONS_3000 = 3000, // 3000 Neurons
   NEURONS_5000 = 5000, // 5000 Neurons
  };
enum HIDDEN_LAYERS_COUNT
  {
   LAYERS_0 = 0, // No Hidden Layers
   LAYERS_1 = 1, // 1 Hidden Layer
   LAYERS_2 = 2, // 2 Hidden Layers
   LAYERS_3 = 3, // 3 Hidden Layers
   LAYERS_4 = 4, // 4 Hidden Layers
   LAYERS_5 = 5, // 5 Hidden Layers
   LAYERS_6 = 6,  // 6 Hidden Layers
   LAYERS_7 = 7, // 7 Hidden Layers
   LAYERS_8 = 8,  // 8 Hidden Layers
   LAYERS_10 = 10,  // 10 Hidden Layers
  };

enum MIN_NEURONS_COUNT
  {
   MIN_NEURONS_10 = 10, // Min. 10 Neurons per layer
   MIN_NEURONS_20 = 20, // Min. 20 Neurons per layer
   MIN_NEURONS_30 = 30, // Min. 30 Neurons per layer
   MIN_NEURONS_40 = 40, // Min. 40 Neurons per layer
   MIN_NEURONS_50 = 50, // Min. 50 Neurons per layer
  };
// Value IS the reduction percentage applied per hidden layer (retention = 100-value), consumed
// via BuildFreshTopology()'s n = n*((100-value)*0.01) taper - e.g. RF_70 keeps 30% of the previous
// layer's neurons, i.e. a genuine 70% reduction per layer, matching the label at face value.
enum NEURONS_REDUCTION_FACTOR
  {
   RF_10 = 10, // 10 % Neurons Reduction Per Layer
   RF_20 = 20, // 20 % Neurons Reduction Per Layer
   RF_30 = 30, // 30 % Neurons Reduction Per Layer
   RF_40 = 40, // 40 % Neurons Reduction Per Layer
   RF_50 = 50, // 50 % Neurons Reduction Per Layer
   RF_60 = 60, // 60 % Neurons Reduction Per Layer
   RF_70 = 70, // 70 % Neurons Reduction Per Layer
   RF_80 = 80, // 80 % Neurons Reduction Per Layer
   RF_90 = 90, // 90 % Neurons Reduction Per Layer
  };
enum OUTPUT_NEURONS_COUNT
  {
   OUTPUT_REGRESSION = 1, // Regression Algorithm
   OUTPUT_CLASSIFICATION = 3, // Classification Algorithm
  };
enum AI_CHOICE
  {
  MLP = 0, // Perceptron Neural Network
  CONV = 1, // Convolutional Neural Network
  LSTM = 2, // LSTM Neural Network
  HYBRID = 3, // Hybrid Neural Network
  };
enum SL_TP_SOURCE
  {
   SLTP_RULE_BASED = 0,     // Rule-based (ATR distance + swing structure)
   SLTP_AI_CONFIDENCE = 1,  // Confidence-scaled (tighter SL, wider TP as confidence rises)
  };
// Confidence used to scale SL/TP, gate early AI exits, and (Intelligent MM) scale lot size.
// AI confidence comes from the signal filter's live prediction (0..1); DB confidence comes
// from the historical time-based win rate of the currently traded patterns (0..1). Blended
// averages both, so a pattern is only sized up when both the model and its track record agree.
enum CONFIDENCE_SOURCE
  {
   CONF_AI = 0,       // AI signal confidence only
   CONF_DB = 1,        // Database win-rate confidence only
   CONF_BLENDED = 2,   // Average of AI and database confidence
  };
// How many bars to wait, after a candidate ZigZag reversal bar, before trusting the real ADZigZag
// indicator's verdict on it as a training label - see CExpertSignalAIBase's m_swingConfirmationBars
// declaration comment. A ZigZag's most recent 1-3 legs can still repaint as new bars arrive, so this
// must be generous enough to let a leg fully settle (bumped from the old fractal-based system's
// default of 20 to 100 for exactly that reason). A value of 0 is clamped up to a 1-bar minimum
// internally, never used to mean "no delay".
enum SWING_CONFIRMATION_PRESET
  {
   SC_10 = 10, // 10 Bars
   SC_20 = 20, // 20 Bars
   SC_30 = 30, // 30 Bars
   SC_50 = 50, // 50 Bars
   SC_100 = 100, // 100 Bars
   SC_200 = 200, // 200 Bars
  };
enum MAX_ERAS_PRESET
  {
   ME_100 = 100, // 100 Eras
   ME_200 = 200, // 200 Eras
   ME_300 = 300, // 300 Eras
   ME_500 = 500, // 500 Eras
   ME_1000 = 1000, // 1000 Eras
  };
enum RETRY_COOLDOWN_PRESET
  {
   RC_30 = 30, // 30 Seconds
   RC_60 = 60, // 60 Seconds
   RC_120 = 120, // 2 Minutes
   RC_300 = 300, // 5 Minutes
   RC_600 = 600, // 10 Minutes
  };
enum TUNE_TRIALS_PRESET
  {
   TT_4 = 4, // 4 Trials
   TT_8 = 8, // 8 Trials
   TT_16 = 16, // 16 Trials
   TT_32 = 32, // 32 Trials
   TT_50 = 50, // 50 Trials
  };
//--- percentage of the study period held back as out-of-sample data never trained on;
//--- value is the OOS share, in-sample share is the remainder (e.g. OOS_30 -> 70% IS / 30% OOS)
enum OOS_SPLIT_PRESET
  {
   OOS_10 = 10, // 90% IS / 10% OOS
   OOS_20 = 20, // 80% IS / 20% OOS
   OOS_30 = 30, // 70% IS / 30% OOS
   OOS_40 = 40, // 60% IS / 40% OOS
   OOS_50 = 50, // 50% IS / 50% OOS
  };
//--- Formerly a ceiling on the class-balance loss-weight multiplier applied to rare-class (Buy/Sell)
//--- training examples - currently has no effect, see CExpertSignalAIBase's m_maxClassSampleWeight
//--- declaration comment (class-balance correction is now data-level oversampling only). Value is
//--- tenths (CSW_15 -> 1.5x); kept for a possible future supplemental loss weight on top of oversampling.
enum CLASS_SAMPLE_WEIGHT_PRESET
  {
   CSW_10 = 10, // 1.0x - no class-balance oversampling
   CSW_15 = 15, // 1.5x
   CSW_20 = 20, // 2.0x
   CSW_25 = 25, // 2.5x
   CSW_30 = 30, // 3.0x - old hardcoded default, insufficient in practice
  };
//--- Focal loss modulating exponent (Lin et al. 2017) applied on top of the class-balance weight
//--- above (3-neuron classification only) - see its computation in Train() and
//--- m_focalGamma's declaration comment. Value is tenths (FG_20 -> gamma=2.0, the paper's default).
//--- FG_00 disables it (factor stays 1.0, i.e. today's plain class-balanced weighting only).
enum FOCAL_GAMMA_PRESET
  {
   FG_00 = 0,  // 0.0 - disabled (class-balance weighting only)
   FG_10 = 10, // 1.0
   FG_15 = 15, // 1.5
   FG_20 = 20, // 2.0 - standard default (Lin et al. 2017)
   FG_30 = 30, // 3.0
   FG_50 = 50, // 5.0 - aggressive: near-zero weight above ~90% confidence
  };
//--- SGD's own learning rate/momentum are now direct inputs (SgdLearningRate/SgdMomentum,
//--- AI\Network.mqh, book defaults) instead of a multiplier on Adam's rate - see those inputs'
//--- declaration comments.
//+------------------------------------------------------------------+
//| Market Depth (DOM) confirmation filter presets - see              |
//| Signals\SignalMarketDepth.mqh's class-level comment.               |
//+------------------------------------------------------------------+
enum DOM_DEPTH_LEVELS_PRESET
  {
   DOM_LEVELS_1  = 1,  // Top of book only
   DOM_LEVELS_3  = 3,
   DOM_LEVELS_5  = 5,
   DOM_LEVELS_10 = 10,
  };
enum DOM_IMBALANCE_SCALE_PRESET
  {
   DOM_SCALE_25  = 25,  // 25% of full range - light influence
   DOM_SCALE_50  = 50,
   DOM_SCALE_75  = 75,
   DOM_SCALE_100 = 100, // 100% - a one-sided book can swing composite like AI signal
  };
enum DOM_MAX_SPREAD_MULTIPLE_PRESET
  {
   DOM_SPREADMULT_2x = 2,
   DOM_SPREADMULT_3x = 3,
   DOM_SPREADMULT_5x = 5,
   DOM_SPREADMULT_OFF = 0, // Disabled - never veto on spread, only vote on imbalance
  };
//+------------------------------------------------------------------+
//| Account-level risk circuit-breaker thresholds - see                |
//| Signals\SignalRiskGuard.mqh's class-level comment. PERCENTAGE_PRESETS
//| above steps by 10 starting at 10, too coarse for prop-firm-style
//| daily-loss/max-drawdown limits, which are commonly single digits.
//+------------------------------------------------------------------+
enum RISK_LIMIT_PCT_PRESET
  {
   RISK_LIMIT_DISABLED = 0, // Disabled
   RISK_LIMIT_2 = 2,   // 2%
   RISK_LIMIT_3 = 3,   // 3%
   RISK_LIMIT_4 = 4,   // 4%
   RISK_LIMIT_5 = 5,   // 5%
   RISK_LIMIT_8 = 8,   // 8%
   RISK_LIMIT_10 = 10, // 10%
   RISK_LIMIT_15 = 15, // 15%
   RISK_LIMIT_20 = 20, // 20%
  };
//+------------------------------------------------------------------+