Commit graph Warrior_EA/Database/TradeJournalReport.mqh
Author SHA1 Message Date
AnimateDread
ea2552efe2 refactor(stdlib): adopt Math\Stat for the deploy gate's normal tail; retire the b1/b2/lr/momentum macros
The gate's NormalUpperTail was a hand-rolled Abramowitz & Stegun 26.2.17
approximation. Its own comment gave the reason - "drags a chain of headers
behind it" - and that turned out to be one file: Math\Stat\Normal.mqh
includes only Math.mqh, which includes nothing. Swapped for Cody's rational
approximation in the library (~18 significant digits vs |error| < 7.5e-8).
No past verdict changes: at the z the gate operates on, the difference is
orders of magnitude below DEPLOY_FAMILY_WISE_ALPHA.

Adopting it needed the four bare macros in AI\Network.mqh gone first.
"#define b1 AdamBeta1" collides with an identifier in Math.mqh, so the
include would have macro-expanded the library's own local and failed to
compile - the same landmine that made the original author rename the
approximation's coefficients to ntB1..ntB5 rather than use the reference's
b1..b5. lr, b2 and momentum are the same class of hazard: single-token
global macros in a 52k-line codebase. All four now resolve to the input
names they always aliased, which is a pure textual identity - verified zero
bare occurrences remain.

Also:
- SelectionSort over the buffered signals was O(n^2) with an O(n^2) count of
  StructToTime calls, because the comparison rebuilt both datetimes from the
  six int date fields every time. Now materialises the keys once and does an
  insertion sort; ArraySort cannot permute a struct array. IsEarlier goes
  with it, MakeDateTime becomes SignalTime.
- Seven FileOpen sites lacked FILE_SHARE_READ|FILE_SHARE_WRITE, including
  AtomicWriteBegin, which stages every model save. All 43 sites now carry
  them - an exclusive open fails outright when another process holds the
  path, which here has meant a silently skipped save.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 19:31:36 -04:00
8d4fe088b8 refactor: unify AI and classic vote parameters to Min_Vote_Open/Close
Removes standalone AI confidence parameters (MinAIConfidence, MinAIExitConfidence) and replaces them with unified Min_Vote_Open and Min_Vote_Close thresholds that apply to both AI and classic engines. Updates all code comments, report suggestions, and market descriptions accordingly, simplifying configuration and ensuring consistent vote requirements across entry and exit logic.
2026-07-26 17:27:51 -04:00
AnimateDread
771c9b58ec feat: add weight scaling parameter to neuron initialization for improved training stability
- Added optional `weighScale` parameter (default -1.0) to `CNeuronBase::Init` and `CLayer::CreateElement`.
- Updated `CNeuronPool::Init` to use LeCun-uniform scaling (1/sqrt(window+1)) for its base initialization.
- Updated `CNet::CNet` to use He-scaled initialization (sqrt(2/neurons)) for dense layers.
- These changes enable more flexible and statistically sound weight initialization, matching the rationale used in OCL-based implementations, leading to better training stability and convergence.
2026-07-22 22:51:04 -04:00