forked from animatedread/Warrior_EA
d91cabc114
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.
40 lines
2.4 KiB
MQL5
40 lines
2.4 KiB
MQL5
//+------------------------------------------------------------------+
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//| Warrior_EA |
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//| AnimateDread |
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//| |
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//+------------------------------------------------------------------+
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// Money management classes (CExpertMoney) are invoked by the standard library's
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// CExpert with a fixed (price, sl) signature - they have no pointer back to the
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// signal filter that computed those levels. CExpertSignalCustom::OpenParams()
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// refreshes these globals right before Money.CheckOpenLong/Short() is called for
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// the same trade, so Money classes can read a same-tick confidence value without
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// requiring an intrusive change to the wizard framework's call chain.
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double g_AISignedConfidence = 0.0; // -1..1, sign = direction, magnitude = AI confidence; 0 if no AI filter
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double g_DBConfidence = 0.0; // 0..1, historical time-based win rate of the active pattern set
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// source takes CONFIDENCE_SOURCE's underlying int values (0=CONF_AI, 1=CONF_DB, 2=CONF_BLENDED).
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// Declared as int rather than the enum type so this header has no dependency on the include
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// order of Enumerations\InputEnums.mqh (this file is pulled in from class headers that are
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// included before Inputs.mqh in Warrior_EA.mq5).
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// reward:risk ratio of the specific trade OpenParams() just sized (b in the Kelly-criterion
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// formula CMoneyIntelligent::AdjustRiskAmount() uses) - refreshed on the same same-tick
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// contract as the two confidence globals above; always > 0 when populated, since OpenParams()
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// already rejects any setup below Min_Risk_Reward_Ratio before Money is ever consulted.
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double g_TradeRewardRiskRatio = 0.0;
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//+------------------------------------------------------------------+
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//| Combine AI/DB confidence into a single 0..1 magnitude |
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//+------------------------------------------------------------------+
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double CombinedConfidence(int source)
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{
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double aiMag = MathMax(0.0, MathMin(MathAbs(g_AISignedConfidence), 1.0));
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double dbMag = MathMax(0.0, MathMin(g_DBConfidence, 1.0));
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switch(source)
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{
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case 1: // CONF_DB
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return dbMag;
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case 2: // CONF_BLENDED
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return (aiMag + dbMag) / 2.0;
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default: // CONF_AI
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return aiMag;
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}
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}
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//+------------------------------------------------------------------+
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