forked from animatedread/Warrior_EA
31b2711c8f
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> |
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| .. | ||
| README.md | ||
| SignalCONV.mqh | ||
| SignalITF.mqh | ||
| SignalLSTM.mqh | ||
| SignalMarketDepth.mqh | ||
| SignalNewsFilter.mqh | ||
| SignalPAI.mqh | ||
| SignalRiskGuard.mqh | ||
| Signals.mqh | ||
| SignalSessionFilter.mqh | ||
Signals Subsystem (Signals/)
Overview
The Signals/ directory contains all trade signal generation logic for the Warrior EA. It includes both traditional indicator-based signals and advanced AI/ML-driven signals. Each signal is encapsulated in its own class, supporting modularity and extensibility.
Key Components
Signals.mqh
- Main orchestration file for signal modules.
- Includes both traditional and AI/ML signal classes.
- Facilitates integration of filters (news, session, etc.) and advanced signals.
AI/ML-Driven Signals
- SignalLSTM.mqh: Implements an LSTM-based neural network signal generator. Integrates with the AI subsystem, supports model training, loading, and inference. Designed for advanced, data-driven strategies.
- SignalPAI.mqh: Implements a Perceptron AI-based signal generator. Inherits from
CExpertSignalAIBase. Provides methods for initializing, training, and using a perceptron neural network for trade signal generation. Supports dynamic configuration, indicator integration, and modular AI/ML pipeline features. Designed for advanced, data-driven strategies and easy integration into the EA's AI subsystem.
Traditional Indicator-Based Signals
- SignalMA.mqh: Moving Average signal generator.
- SignalMACD.mqh: MACD oscillator signal generator.
- SignalRSI.mqh: Relative Strength Index signal generator.
- SignalStoch.mqh: Stochastic oscillator signal generator.
- SignalPB.mqh: Pin Bar pattern signal generator.
- SignalNewsFilter.mqh: News event filter for signals, configurable by impact and lookback period.
- SignalSessionFilter.mqh: Session-based filter (London, New York, Tokyo sessions).
Individual Signal Modules
Below is a comprehensive list of all signal modules in the Signals/ directory, with a brief description of each:
- SignalAC.mqh: (Removed)
- SignalAO.mqh: (Removed)
- SignalCCI.mqh: (Removed)
- SignalCONV.mqh: Convolutional AI signal. Uses a neural network for advanced pattern recognition.
- SignalDTDB.mqh: (Removed)
- SignalEB.mqh: (Removed)
- SignalIB.mqh: (Removed)
- SignalITF.mqh: Intraday Time Filter. Filters signals based on time-of-day and day-of-week.
- SignalLSTM.mqh: LSTM AI signal. Uses a recurrent neural network for sequence-based prediction.
- SignalMA.mqh: (Removed)
- SignalMACD.mqh: (Removed)
- SignalNewsFilter.mqh: (Filters trading signals based on economic news events and impact levels. Configurable lookback window and impact threshold.)
- SignalPAI.mqh: Implements a Perceptron AI-based signal generator. Inherits from
CExpertSignalAIBase. Provides methods for initializing, training, and using a perceptron neural network for trade signal generation. Supports dynamic configuration, indicator integration, and modular AI/ML pipeline features. Designed for advanced, data-driven strategies and easy integration into the EA's AI subsystem. - SignalPB.mqh: (Removed)
- SignalRSI.mqh: (Removed)
- SignalRVI.mqh: (Removed)
- Signals.mqh: Main orchestration file for all signals.
- SignalSAR.mqh: (Removed)
- SignalSessionFilter.mqh: (Removed)
- SignalStoch.mqh: (Removed)
- SignalWPR.mqh: (Removed)
Integration Notes
- All signals derive from a common base (typically
CExpertSignalCustomorCExpertSignalAIBase). - Modular design allows for easy addition/removal of signals and filters.
- Migration to a fully AI/ML-driven pipeline is recommended for future-proofing and improved performance.
- Some files (e.g., SignalPAI.mqh) may require conversion or external review due to non-text format.
Documented April 2026. For AI/ML migration and modernization, see AI_NETWORK.md and project roadmap.