Commit graph Warrior_EA/Expert/ExpertSignalAIBase.mqh
Author SHA1 Message Date
AnimateDread
ada8ddac22 refactor(chart): rename methods for consistency and clarity in CAIBaseChartView and ExpertSignalAIBase 2026-08-23 20:24:54 -04:00
AnimateDread
053d704a84 refactor(chart): ChartUI is a real collaborator, not a raw-include partial (S2)
Expert/AIBase/ChartUI.mqh was 869 lines of method bodies of
CExpertSignalAIBase, #included after the class declaration - free to touch
any of its ~500 members. First of the eleven AIBase/*.mqh partials to come
out (fewest inbound edges - see the SOLID campaign session order), using
the same view+adapter shape already proven for CTrainingDataView.

CChartView (Expert/Chart/IChartView.mqh) is the abstract read/behaviour
surface a chart-rendering collaborator needs - identity, bar/model access,
the prediction cache, and the training/vote/meta scalars the panel and HUD
line summarise. CAIBaseChartView is the adapter the signal owns and binds
to itself (MQL5 gives a class exactly one base, so CExpertSignalAIBase
cannot implement the view directly). CChartUI is the real collaborator: it
owns the arrow-restore queue, the rescan queue/tally, the last-arrows-saved
count and the purge-mismatch latch as its own fields (verified via grep to
be touched nowhere else in Expert/), and reaches everything else - including
StartChartSignalRescan, moved in from its old inline home in the header
since it drives the exact same rescan state machine AdvanceChartSignalRescan
drains - through the view.

m_arrowSignalCache and m_signalClusterWindow stay on the signal: Training.mqh
writes the cache directly every era and the training-data view already reads
it, so moving it would mean rewriting Training.mqh's write sites too - out of
scope here. CChartUI reaches it through four bounds-checked accessors instead
of a raw member poke. All 10 public methods keep their exact signatures and
become one-line forwards on the signal, so no other file's call sites change
except Training.mqh's one era-end status refresh, which now reads
RefreshStatusLabel() rather than reaching into CChartUI's now-private
last-displayed-neuron cache directly.

Verified structurally, not compiled (never compile - the operator does, in
MetaEditor): brace balance checked on every touched/new file against HEAD,
and the view/adapter/impl method lists cross-diffed to confirm all 59
accessors match 1:1 across the interface, the adapter declaration and the
adapter body.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-08-23 20:03:52 -04:00
AnimateDread
909f2385bc refactor(build): retire the WARRIOR_EXPORT_FEATURES compile flag
Last surviving compile-time feature switch in the codebase - the same pattern
already killed for the MARKET build and DirectML tier (02766b5): one build,
configured at runtime like every other module (inputs + getters/setters, set
in ConfigureAISignal during OnInit), not a second code path that only existed
if someone remembered to define a macro before compiling.

Replaced with `input bool ExportFeaturesOnly = false` (Variables/Inputs.mqh)
and a plain m_exportFeaturesOnly member + setter, matching AutoTuneIndicators'
exact shape. Four call sites converted from #ifdef to a runtime read of the
same variable:
  - Warrior_EA.mq5 OnTick() - reads the input directly (this check has to
    stand before any per-signal object exists)
  - Topology.mqh's config-lock skip and ExportFeatureMatrix() call - read
    m_exportFeaturesOnly, now set by ConfigureAISignal before InitIndicators()
    runs (same init-order guarantee AutoTuneIndicators already relies on)
  - ExportFeatureMatrix()/ExportRawRates() declarations - always compiled now,
    called conditionally instead of not existing as symbols

No change to what the flag does when off (the state of every build that
exists today, since the macro was never defined anywhere in-repo) or when on;
only how it's set. Verified: WARRIOR_EXPORT_FEATURES fully gone from every
#ifdef/#endif in the tree; brace and ifdef/endif counts balance in every
touched file; ConfigureAISignal runs before StepInitIndicators in OnInit's
linear init chain, so the flag reaches InitNeuralNetwork() in time.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-08-23 19:14:55 -04:00
AnimateDread
fd0696c344 refactor(mi): split AutoTune.mqh - SEARCH vs MEASUREMENT
Session C of the feature-selection/labeling refactor track. AutoTune.mqh was
two responsibilities in one 1,584-line file: SEARCH (TuneIndicatorsByFilter,
coordinate-descent over indicator settings) and MEASUREMENT (the "does this
feature vector predict this label at all" evidence screen and its three
sub-reports). Split along that seam into a new Expert/AIBase/FeatureScreen.mqh.

Moved, verbatim (diffed byte-for-byte against the pre-split content - zero
lines differ beyond the file-boundary comment headers): ReportFeatureLabel-
Information, ReportExcursionInformation, ReportFeatureLagProfile, Report-
BarrierGeometryScan, ApplyAdoptedGeometry.

Stayed in AutoTune.mqh: the MI engine (FeatureColumnMI/BuildMiSample/
ScoreMiSample) both files call - a shared dependency used by two consumers is
not itself a reason to split further; TuneIndicatorsByFilter; the export
utilities; and TuneIndicatorsAndTrain, the entry point that decides which of
the two branches a given model runs - it is the coordinator, not a member of
either side.

Still body-only method definitions of CExpertSignalAIBase, same as every
other Expert\AIBase\*.mqh file - MQL5 has no partial classes, so this is a
file-organisation move (legibility, SRP-per-file), not a coupling reduction.
The include site says order between AIBase\*.mqh files is irrelevant, so the
new include was added next to AutoTune.mqh's; the file-scope g_ensembleChart*
globals both files reference stay declared in AutoTune.mqh's header, ahead of
the new include either way.

Verified: brace counts split exactly 105 -> 57+48; every one of the 14
function definitions HEAD had in AutoTune.mqh accounted for in exactly one of
the two files, no duplicates; the WARRIOR_EXPORT_FEATURES ifdef/endif pair
(unrelated, lines 35/147) untouched.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-08-23 19:08:36 -04:00
AnimateDread
fec4d47eb2 refactor(labeling): CTripleBarrier - one copy of the fill/barrier arithmetic
Session B of the feature-selection/labeling refactor track. Extracts the two
pieces of triple-barrier arithmetic that were genuinely duplicated or
scattered, taking price/ATR/geometry as plain arguments - no chart, no
indicator handle - so it is testable with synthetic numbers.

CTripleBarrier::ComputeLevels() replaces the fill/barrier level arithmetic
that TripleBarrierLabel() and SimulateTradeOutcome() each spelled out by
hand; their own comments already called it "IDENTICAL... deliberately and by
copy." One caller resolves both sides at once (the both-won tie-break needs
both); the other selects the side its isLong argument names. Same for
ApplyMinStopWidening(), the broker-minimum-stop floor both walks applied.
Fuzzed 200k random (entry, spread, risk, reward, minStop, isLong) tuples
against both original hand-written forms: 0 mismatches.

CLabelOverlap replaces m_labelLifespanSum/m_labelLifespanCount - two members
reset from three separate call sites (constructor, label-cache rebuild), the
exact "N loose members cleared in more than one place" shape a candidate-
geometry incident (7452bd1) turned into a live bug. One object, one Reset(),
default-constructed like every other object member. MeanLabelLifespan() and
EffectiveSampleSize() on the signal become thin forwarders with an unchanged
signature - every one of their ~15 existing callers, direct and through the
CAIBaseTrainingData adapter, is unaffected.

SnapHorizonToLadder() forwards to CTripleBarrier::SnapToLadder(), the ladder
array's one remaining copy; EffectiveHorizonMax() (the close-all cache) stays
on the signal since that state has no clean argument form.

NOT extracted: TripleBarrierLabel()'s ~200-line walk itself. It resolves both
sides simultaneously, tracks the first-passage ladder, and feeds the label
every live order is sized from; a rewrite of it cannot be checked without a
compiler, so only the two pieces provably identical to their originals moved.

Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
2026-08-23 18:57:17 -04:00
AnimateDread
60e4910d8a docs(mi): the keep-mask is held on an unread report, not on retrain cost
Operator, 2026-08-23: retraining is a cost they absorb routinely and is never
to gate work. Two comments claimed the mask stays report-only because pruning
re-keys BuildModelFingerprint() and invalidates every .nnw. That is a real
consequence and worth stating, but it was never the reason.

The actual reason is that no report has been read yet, and selecting features
on a screen nobody has looked at is how a measurement becomes a mistake - a
hold that lifts after one compile and one attach, not one that needs a policy
decision. Comment only; no behaviour changes.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 18:49:33 -04:00
AnimateDread
7dbdac8ece feat(mi): per-column feature screen, and fix the block permutation it rides on
CFeatureSelector keeps the per-column MI vector ScoreMiSample has always
computed and thrown away. It is fed from inside the 200 draws
ReportFeatureLabelInformation already performs, so the screen costs an array
copy per draw and not one extra mutual-information computation.

The keep-mask is cut on the single-step maxT (Westfall-Young) statistic - a
column must beat the MAXIMUM of a null draw over all columns, which is strong
family-wise control needing no Bonferroni factor, and is the same null of the
maximum the headline verdict already trusts. The uncorrected per-comparison
p is reported alongside it; the gap between the two counts IS the multiplicity
correction, shown rather than described. Checked offline at 40 columns: 0/40
noise runs keep anything, where the uncorrected rule hands back ~2 columns per
run, and a planted column is recovered 40/40.

REPORT-ONLY. Nothing reads the mask. Pruning changes m_neuronsCount, which is
in BuildModelFingerprint(), which invalidates every .nnw - that is a retrain
across every chart and an operator's call to make after reading the report.

Also fixes the block permutation, found while moving it. When blockRows did
not divide n the short last block, drawn to a non-final slot, read past the
end of the array; the read was clamped to labels[n-1], duplicating one label
and truncating whichever block landed last. 18 of the 24 possible block orders
on n=10/blockRows=3 altered the class counts. A duplicated label concentrates
the class distribution, lowering H(Y) and so the null MI those draws can reach,
so p-values leaned toward significance - the permissive direction, and
m_dirEvidence is a deploy gate. Each block now contributes exactly its own
length. The invariance the old comment asserted ("a permutation preserves the
class counts - that invariance is itself a check on the shuffle") was never
actually compared anywhere; BlockPermute now checks it and returns false, and
all six shuffled call sites already guard on a negative return.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 18:45:00 -04:00
AnimateDread
624bde5b6a fix(meta): two m_metaGate members in one inheritance chain
The gate-ownership commit put CMetaGate *m_metaGate on CExpertSignalCustom
while SMetaGateTelemetry m_metaGate already sat on CExpertSignalAIBase,
which derives from it - so the derived name hid the base one.

The telemetry is m_metaTelemetry now, and the declaration says why:
m_metaGate is the gate the root signal OWNS; this is the RECORD of what a
gate did. Different things, and they read differently at a glance.

Checked the rest of the chain for the same shape - no other member name is
declared in more than one of CExpertSignalCustom / CExpertSignalAIBase /
CSignalMETA.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 16:23:47 -04:00
AnimateDread
303c9bf412 refactor(meta): the era's candidates are an object, not eight base members
Five parallel arrays, a count and a two-array intrusive chain sat on
CExpertSignalAIBase - inherited by every direction model, filled and read
by exactly one subclass. CMetaCandidateStore takes all eight.

What that fixes beyond the clutter:

- THE CHAIN WAS LINKED BY HAND. MetaPrepareEra wrote next[id] = head[bar]
  then head[bar] = id itself, after six ArrayResize calls it also wrote out
  itself. Add() does the linking, Reset() does the sizing, and a bar off
  the grid now cannot be stored at all rather than stored unreachable.

- THE BOUNDS TEST HAD FOUR SITES AND THREE IMPLEMENTATIONS.
  MetaCandidateWon indexed side[] with no test at all and answered
  "short" for any id out of range - the same shape as the ladder's
  negative-index read (2c351a0). Side() is three-state here, IsLong() and
  SideIndex() are the safe ways to ask, and the per-side era tally in
  RunOosPass is now guarded exactly like the per-family one beside it,
  which always was.

Like the ladder and the OOS tally, none of it needs a chart, a net or a
broker: hand it bars and rows and every answer is a function of those.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 15:36:31 -04:00
AnimateDread
3d2ee517ca refactor(meta): the veto is a gate, not a virtual every signal carries
Since S3 (f64e0f8) the meta head casts no vote - it scores an entry the
consensus already cleared and vetoes the ones under the cost-adjusted
break-even. The code still said otherwise. LiveMetaGate() was a virtual on
CExpertSignalCustom, so MA, RSI, MACD, Ichimoku, the four direction nets,
the session and news filters and the risk guard each carried a meta-gate
method they had no business having; one class implemented it and a dozen
inherited it. The trading pipeline held the gate as a CExpertSignalCustom*
- a signal pointer, with a signal's two hundred other methods reachable
from the entry path.

Expert\Trading\MetaGate.mqh now owns the abstraction:

  CMetaGate            one pure virtual, Evaluate(), and the two static
                       readings of a verdict (Blocks / Scored)
  META_GATE_*          names for the four codes the three call sites used
                       to spell as bare 0/1/2 and test three different ways
                       (`< 0` here, `== 2` there, `else` for the rest).
                       Codes unchanged; only ONE of them blocks, and that
                       asymmetry is now stated where it lives.
  SMetaGateTelemetry   the five m_metaGate* members that were on the AI
                       signal base - inherited by every direction model,
                       meaningful for none of them. One lifetime, one
                       writer, one object; the arm latch and the two
                       counters are a set that clears together.

g_warriorMetaGate is a CMetaGate*. MQL5's single inheritance means the head
cannot also BE one (it already extends the AI base for the net, the era
loop, the feature windows, the label caches and persistence), so it owns a
bound CMetaGateAdapter and hands that out - the same shape CTrainingDataView
uses for the same reason. LiveMetaGate() is gone from the signal base.

Behaviour unchanged: same codes, same thresholds, same fail-open doctrine,
same live-only telemetry rule. The adapter fails open when unbound, on that
same doctrine.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 15:33:47 -04:00
AnimateDread
11006a8e38 fix(train): BeginTrainRun read Train()'s parameter from a scope it no longer had
The run-start block calls TrainWindowStart(StartTrainBar), and StartTrainBar
is Train()'s parameter. Moving the block into its own method left the read
behind. Now passed explicitly.

THIRD TIME THIS FAMILY HAS BILLED THIS SESSION, and the third distinct
sub-shape:
  1d7ebbd  a DELETED loop's variable still read by its body
  d7469c6  a RENAMED field still read by its call site
  here     a MOVED block still reading its old enclosing scope

Same root cause each time: I verify the side I edited. What I had been
checking - statement multisets, brace balance, field-name resolution - all
passed, because none of them models SCOPE. The move was faithful; the
scope was not.

So scope is now checked too. For every CExpertSignalAIBase::Method, collect
the identifiers its body reads and subtract what can actually resolve:
names declared in the body (any type, and every name in a multi-declarator),
the method's own parameters, class members, file-scope globals and #defines.
Parameter names from OTHER declarations must NOT count as resolvable - that
is the bug in the first version of this check, which let StartTrainBar
through because Train() declares it in the header.

Validated against the broken commit before being trusted: it reports
StartTrainBar there and not here. The only residual output is MQL5 enum
members and EA inputs declared outside the scanned headers.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 14:58:35 -04:00
AnimateDread
4e508460ac refactor(train): Train() is the era lifecycle again, not the whole of it
Train() was 1,273 lines. It is now 79, of which about 35 are statements, and
they read as what the function is: preempt, begin run, begin era, four
passes, advance, complete, report, finalize.

Seven methods carry what left it:
  TrainCallPreempted   107  six ways this call is not a training call at all
  BeginTrainRun        130  once per run - history sync, window, one-shot walks
  BeginEra             232  once per era, or resume a chunk that yielded
  ReportPass1Outcome   105  what pass 1 found, said out loud
  AdvanceEra            68  count the era, decide whether the RUN ends
  CompleteEra          590  calibrate, gate, rank, checkpoint, ladders, persist
  ReportBarrierHold     62  why this member is idle at the era barrier
  ClaimCallForWalk      15  the preamble the three exclusive walks shared

TWO DRY FIXES fell out rather than being looked for. The three exclusive
walks each had to tell TWO watchdogs the same thing - the stall reporter
which branch is running, the era-barrier watchdog that this member is BUSY
rather than stuck - written out three times, so a fourth walk was three
chances to be added with only one of them. And the barrier-hold reporting
was 44 lines inline in a branch whose only other statement was resetting a
tick.

CompleteEra is lifted WHOLE and stays that way for now. Its parts share
thirty-odd locals - the recalls, the gate verdict, the better/worse flags -
and threading those through three signatures would recreate exactly the
eight-locals-across-four-passes problem STrainEra was built to end.
Splitting it needs an era-outcome object first, not more parameters.

VERIFIED AS A PURE MOVE: statement multisets, old file vs new, differ only
by the 14 `return;` that became 17 `return true;` plus 3 new returns at the
call sites, the 3 collapsed walk preambles, the 8 new signatures and their
braces. Nothing else moved, and every function closes at depth 0.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 14:50:59 -04:00
AnimateDread
3ea2bbc015 refactor(gate): the member gate and the ensemble gate were one rule written twice
SDeployVerdict::EvaluateRates() is now the deploy arithmetic - coverage
floor, chance + EDGE_MIN_SIGMAS x SE, tradeability, and the coverage-
discounted ranking score - and both gates call it.

The duplicate was self-documenting. The ensemble copy carried three comments
asking a reader to keep it in step with the member copy by hand: "same
intent as the member gate's coverage floor + bothSidesLive", "the two gates
have to apply the identical correction or the ensemble becomes the easier
one to clear", "same lexicographic ordering as isBetterEra". They had
already fallen out of step once - 2c443ba found the ensemble certifying a
vote the EA never casts, in the wrong currency and against the wrong
denominator.

THE TWO REAL DIFFERENCES ARE NOW ARGUMENTS, not branches:
  chancePct  - the ensemble filters its zero-skill reference by the
               direction policy, because with shorts blocked "always short"
               is not a book anyone could run.
  twoSided   - a member reads per-side RECALL against a floor; the vote
               reads whether it actually fired both ways.
Everything else was identical and is now literally identical.

effN stays an argument so the label-overlap deflation lives where it is
measured - and so the remaining inconsistency stays visible rather than
buried: the two FAMILY-WISE selection gates still take their SE from RAW n.
Recorded in the header, deliberately not changed; tightening them is a
policy call, not a refactor.

The decision now reads no chart, holds no net, prints nothing and opens no
file, so it can be exercised against a made-up tally.

BEHAVIOUR UNCHANGED: every expression keeps its formula, its guard and its
-1 sentinel; the ensemble's chance-reference and two-sidedness rules are
passed through untouched.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 14:19:44 -04:00
AnimateDread
93d7bbe677 refactor(oos): twenty-one counters with one lifetime become one object
SOosTally holds this era's OOS confusion counts and the rates they imply.
The signal keeps one member where it kept twenty-one, and the era-reset
block loses twenty of its twenty-one clearing lines.

THE SHAPE THIS ENDS is the one that produced 7452bd1: a group of tallies
read together but cleared one-per-line, so a second reset path could clear
a subset and leave stale numerators over restarted denominators. Reset()
is now the only way to clear them and it clears all of them.

The pair had already started to drift. m_oosBuyFired/m_oosBuyFiredHits sat
at line 1085 and their Sell twins at line 1140 - 55 lines and an unrelated
member apart, with the Buy comment still claiming to describe both.

DERIVED RATES MOVE WITH THE DATA. `(bars > 0) ? (int)MathRound(100.0 * x /
bars) : -1` was written out twelve times, and the "-1 means not measurable,
never 0" convention re-spelled at each - a convention the deploy gate
depends on, since every caller tests `< 0` to mean "this does not block".
One rounding rule and one sentinel now.

GROUPED BY LIFETIME, NOT BY NAME. m_oosSamples looks like it belongs here
and does not: it is RUN-level, reset only with the weights, and the status
panel prints it beside dOosError which is also a run-level EMA. That pairing
is correct and stays. But the confidence-calibration block divided per-era
numerators by it, naming the results `empiricalAccuracy` and
`avgClaimedConfidence` when neither is that - the run-level denominator
cancels in their ratio, so eraScale was right and the two named
intermediates were not. Now written as the ratio it actually is, with the
cancellation stated, so nobody logs or gates on a half that decays with era
count.

BEHAVIOUR UNCHANGED: every moved expression preserves its formula, its
denominator and its sentinel.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 14:15:22 -04:00
AnimateDread
2c351a02ca refactor(barriers): the ladder is an object, and its snap rule is one rule
CFirstPassageLadder owns the three caches (per-rung up/down first-touch ages
plus the terminal travel) and every question asked of them. The signal keeps
one member where it kept three arrays and a lifespan scalar.

WHAT THIS ENDS. The log-space rung snap existed THREE times: once as
LadderRungFor, twice written out inline inside LadderWinShare - and
LadderRungFor's own header said "Same rule LadderWinShare snaps with, so a
rung chosen here and a rung chosen there are the same rung". A comment asking
a reader to keep three copies equal by hand is the arrangement CMetaFamilies
was built to end. It is now one static RungFor(), so the two rungs agree by
construction.

The bounds test was spelled out at four sites and the "0 means never, tie
goes to the stop" comparison at three. Now Has() and FirstTouch(), once.
The four-site bounds test was also subtly weak: it computed
`idx * COUNT` and tested only the upper end, so a negative index slipped
through into a negative array read. Row() rejects it.

Spread and horizon are ARGUMENTS, not state. The ladder is pure travel in ATR
multiples; what a spread costs and how long the walk ran are facts the caller
supplies. Every answer is now a function of its inputs alone - which is the
point, because this is the barrier arithmetic that failed its own acceptance
test in b5e22a1 and it has never been runnable without a chart, a net and a
broker attached.

BEHAVIOUR UNCHANGED. Each moved body was checked statement-multiset against
its predecessor with the rename map reversed; the only differences are the
substitutions named above.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 14:02:50 -04:00
AnimateDread
7452bd1ba9 fix(geometry): a shutdown abort cleared one tally of ten
Found by grouping, not by looking for it.

The candidate-geometry scan kept ten accumulators as ten separate
members. Era start cleared all ten in a ten-line block. The
shutdown-abort path inside the exit-policy simulation cleared
m_geoTrades and nothing else, so nine partial sums - diffSum,
diffSumSq, incSum, candSum, candSl, candTp, incOpen, candOpen,
startTick - survived the abort with the aborted era's values.

The next era then accumulated onto those sums while counting from
zero, so the paired mean is sum/trades with a numerator carrying an
extra era's worth of difference. The paired sigma is worse: diffSumSq
inherits the same contamination, so the scan reports a tighter or wider
spread than it measured depending on what the abort happened to be
holding.

That is the SAME arithmetic that failed its own acceptance test in
b5e22a1, where the reported gain turned out to be monotone in timeout
share. This is not that bug - it needs a shutdown mid-era to fire - but
it lands on the same number, and any geometry reading taken from a
session that was stopped and restarted is suspect.

SGeometryScan now owns all ten with one Reset(). Both sites call it.
A partial reset is no longer something that can be written: there is
one door, and it clears everything behind it.

The struct initialises itself, so the ten constructor-initialiser
entries in Lifecycle.mqh are gone too - MQL5 cannot list struct fields
there, which is a second reason ten loose members was the wrong shape.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 13:49:09 -04:00
AnimateDread
37b3e0e36a refactor(pool): the cross-instrument gate owns a directory, not a model
PooledGate was three CExpertSignalAIBase method bodies in an #included
partial. It is now CPooledGate, a class the signal owns.

It needed NO data view. Diagnosing that first is the point: the module
reads a directory of CSV files and knows nothing about a model. The
only things it needs from its owner - the symbol's own numbers and the
ratio they were measured at - are arguments. Handing it a
CTrainingDataView would have been machinery for a dependency that does
not exist.

The owner fills SPoolRecord (the on-disk shape, which already existed)
because only it knows its symbol, its actual TargetRR and its label
lifespan. `id` is passed per call rather than bound, so there is no
init-order question about when the identity became available - m_symbol
is set by CExpertSignal::Init and ID by SetIdentity, at different
times.

m_poolWriteWarned was a one-shot latch living on the signal for a
warning only this module emits. It is m_writeWarned, private.

targetRR is now threaded into ReadPooledEvidence rather than read from
the owner. That is not plumbing for its own sake: a peer measured at a
different ratio has a different structural break-even, and only the
caller knows which ratio it is asking about.

Caught before compiling: I declared ReadPooledEvidence from memory as
(..., double &pooledEffN, const double targetRR). The real signature
ends in `string &detail`. Read the definition, aligned both ends.

Call sites in Training.mqh are untouched - PublishPoolRecord and
PooledGatePasses remain on the signal as the thin fillers that know its
geometry.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 13:32:48 -04:00
AnimateDread
a0f9cfa3e0 refactor(baselines): the first real module - a class, not an #included partial
Baselines was 951 lines of CExpertSignalAIBase method bodies in a file
that only looked like a module. It is now CBaselineComparator: a class
the signal OWNS, which reads a CTrainingDataView and prints. It does
not name the signal anywhere in its code.

What the seam forced out into the open:

- Thirty-odd ArraySize() bounds tests, each carried by its caller, are
  now one test per accessor next to the data. The two `hasValueN` and
  one `arrowN` locals are gone with them.
- The -2.0 "never scored" sentinel on the arrow cache was tested at the
  call site. It is now inside DataDirectionalCall, where it cannot be
  read as a small confidence.
- DoubleToSignal needs m_outputNeuronsCount, so a raw double could not
  be turned into a side by any reader. The view answers
  DirectionalCall(bar, isBuy, magnitude) instead - the conversion
  happens where the head width lives, and the module no longer needs
  ENUM_SIGNAL at all.
- m_baselineDone was a latch on the signal for a decision only this
  module makes. It is m_done, private, where it belongs.

Correction to my own earlier claim: I said Baselines had nine exclusive
members "polluting the signal class". It had none. m_x, m_f, m_ngrad,
m_AvgCE and the rest are FIELDS OF ALGLIB REPORT OBJECTS (state.m_x,
mrep.m_AvgCE) that my `\bm_\w+` scan matched after the dot. The module
needs no private state but its view pointer and that latch - which is
why it came out this cleanly.

The include sits below the g_ens* vote globals and the Alglib headers
it reads, because unlike the AIBase\*.mqh partials this is a real class
declaration compiled where it stands.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 12:00:18 -04:00
AnimateDread
2d8f231f12 refactor(arch): a read-only training-data view, so modules stop being #included code
The AIBase\*.mqh files are not modules. They are method bodies of one
3,400-line class, textually #included after its declaration. Every one
of them can touch every member of every other, which is why "move this
out" has so far meant "move the whole class".

Introduce the seam that ends that:

  CTrainingDataView   abstract - the ONLY thing a training-side
                      collaborator may see: a feature row, a label, an
                      outcome, an excursion, the shape they share, and
                      the identity to log under.
  CAIBaseTrainingData the adapter. MQL5 gives a class exactly one base
                      and CExpertSignalAIBase is already a
                      CExpertSignalCustom, so it cannot implement the
                      view itself. It owns one of these instead.
  Data*() on the      the published read API the adapter forwards to.
  signal              MQL5 has no `friend`, so reaching in from outside
                      was never an option - and making it explicit is
                      the point rather than a workaround.

Every row accessor OWNS ITS BOUNDS TEST and answers false for a bar it
has nothing for. Thirty-odd call sites currently carry their own
ArraySize() guard; one that forgets reads past a cache that is shorter
than the bar count for the whole warm-up. The -2.0 "never scored"
sentinel on the arrow cache is folded in the same way, so it can no
longer be mistaken for a small confidence.

Nothing uses it yet - this is the seam only, kept as its own commit so
the pattern compiles before 951 lines of Baselines move onto it. The
pattern is the stdlib's own: abstract base with =0 (Canvas\DX\DXObject),
concrete override, forward-declared owner pointer.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 11:53:00 -04:00
AnimateDread
8a9aaa4800 fix(training): the wall-clock budget was left behind in Train()
Compile error, four sites: TRAIN_TIME_BUDGET_MS was a const local to
Train(), and the four passes that yield on it are now defined above
Train(). I checked every pass for the eight locals STrainEra replaced
and missed the ninth, because it was a const rather than a variable.

It is per-call state like everything else in STrainEra, so it moves
there as budgetMs. All four sites asked the same question the same way

  GetTickCount() - era.chunkStartTick >= TRAIN_TIME_BUDGET_MS

so the struct answers it once as BudgetSpent().

Swept for the same class of mistake rather than waiting for another
compile: Train() now has exactly two top-level locals left
(STABILITY_WINDOW, STABILITY_TOLERANCE) and neither appears in any
extracted body.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 11:40:15 -04:00
AnimateDread
08c2cecd70 refactor(training): each of an era's four passes is its own method
Train() was still 2,572 lines because the four passes it runs - the
scan/queue sweep, the shuffled replay, the purged calibration walk and
the OOS scoring walk - were written inline as four consecutive blocks
sharing one scope. STrainEra removed the only obstacle to moving them.

Each pass now keeps its own guard inside its own body, so it is
self-contained: RunPass2 still tests !era.stop && era.addLoop &&
!m_isPass2Done itself rather than being called conditionally. Train()
reads as the sequence it always was.

RunOosPass MEASURES and nothing more - the recall gate, plateau ladder,
deploy gate and era checkpoint read its numbers afterwards and stay in
Train(). The first version of its header comment claimed it ran those
too; the body is 504 lines and does not, so the comment was corrected
rather than shipped.

Verified by stripping comments and whitespace from both revisions:
ZERO statements removed, sixteen added - four signatures, their eight
braces and four call sites. Every other statement byte-identical.

Train() 2,572 -> 1,282 lines.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 11:30:31 -04:00
AnimateDread
0a1337edb2 refactor(training): Train()'s working state is one object, not eight locals
Train() is not a function that trains a model - it is one STEP of a
resumable state machine, called again every tick until the era ends.
Eight locals carried the state from one step to the next: bars,
totalIter, oosCutoff, i, add_loop, stop, chunkStartTick and the
forward-failure latch.

Those eight are the sole reason none of the four passes could be lifted
into a method. Each would have needed eight by-reference parameters,
and a pass that takes eight parameters is not a pass - it is the same
function under another name.

Collapse them into STrainEra. Nothing else changes: no logic, no
ordering, no early return. Verified the same way as the era log - strip
comments and whitespace from both revisions, map era.X back to X, and
diff the remaining statements. The only differences are the five
declaration lines becoming one object and two assignments losing their
type. Every other statement is byte-identical.

One incidental fix: a for(int i...) loop over g_warriorEnsemble shadowed
the era counter. It ran before the era locals were declared so it was
never a live bug, but it becomes one the moment a pass moves out. It is
now mi.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 11:28:11 -04:00
AnimateDread
445470baf8 refactor(training): the era log is not part of the era loop
Train() was 2,572 lines in one function. The largest single block in it
was ~200 lines of string building for the console line, reachable only
because twenty-one loose ints were declared at the top of the function
and read nine hundred lines later. Those declarations were the reason
the block could not move.

Introduce SEraTelemetry - one parameter object holding exactly those
twenty-one numbers, self-initialising to -1 ("not measured this era",
which is what era 0 and any stopped era report, and is not the same as
a measured zero). ReportEraProgress() takes it and renders it, guarding
on its own shouldLog so the call site is one unconditional line rather
than a 200-line branch.

Nothing is decided or measured in the moved code - it reads state and
prints. Verified by stripping comments and whitespace from both
revisions and diffing the remaining statements: the only differences
are the ten declarations collapsing into one object, the throttle test
moving inside the callee, and the new signature plus its call. Every
other statement is byte-identical.

Train() 2,572 -> 2,370 lines.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 11:25:07 -04:00
AnimateDread
14f7718d35 refactor(signal): only true signalers are filters - META becomes a gate
Operator's call: "META should be removed or implemented directly into
CExpertSignalBase. Only true signalers needs to be filters."

A meta head never votes - its Long/ShortCondition are structurally 0 and
its verdict reaches the pipeline through LiveMetaGate(), not through the
vote. Keeping it in m_filters meant every consumer of that list needed a
special case, and each one was a bug waiting: VoteCapableWeight() had to
return 0 for it or it would park a permanent abstainer in the consensus
divisor. The replay's divisor bug (d81ec15) had exactly this shape.

CExpertSignalCustom::IsVotingSignal() is the predicate, false for a meta
target. AddFilter() ROUTES on it into a second owned list, m_gates, so
the EA's init code stays one uniform AddFilterToSignal() call per signal
and the invariant is enforced in one place instead of re-checked by
every reader.

THE TRAP, and it is why this is not just a deletion: m_filters is not
only the voting list, it is also how a signal reaches its children for
INDICATORS, TICKS, PANEL COMMANDS, CHART EVENTS and TRAIT COUNTS.
OnTickHandler in particular is what drives each AI signal's training - a
gate dropped from it silently stops learning. So the tree is now split
by purpose:

  m_filters (voting)          Direction, HistoricalNetVote,
                              RefreshVoteReadout, vote rollback,
                              UpdateSignalsWeights (pattern/DB weights)
  ChildSignalAt (whole tree)  InitIndicators, OnTickHandler,
                              OnChartEventHandler, DispatchSignalCommand,
                              CountSignalTrait

and the IsMetaTarget() special case in VoteCapableWeight() is deleted -
the structure now guarantees what it was hand-checking.

META was already added last, so no filter's m_ignore/m_invert bit index
moves.

Not done here: removing META outright. It is default-off and has never
shown an operating point clearing break-even, so the case for deleting
it is real - but that is a feature decision, not a refactor, and it is
offered separately.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 10:03:48 -04:00
AnimateDread
788115970c fix(vote): unranked members voted with the stock 25/50/75/100 ladder
Two defects behind "arrows drawn while members are still mid-era".

1. THE DRAW. The filtered overlay armed on the FIRST member to finish
   pass 3 and leaned on a 60 s rate limit to "collapse the burst",
   assuming members finish seconds apart. They do not - on USDJPY one
   member was at sample 10496 of pass 2 while another was at 2304,
   minutes apart. A member with no era-end snapshot returns false from
   SnapshotVoteAt, and the sweep's `if(!hasData) continue;` skips it
   BEFORE `den += ModuleWeight()`, so the one finished model's tier
   weight became the entire vote and was drawn as a consensus arrow.

   An abstention is a member that looked at the bar and said nothing; a
   missing snapshot is a member that has not looked. The first must
   dilute the vote, the second must suppress the draw. The arm is now a
   readiness MASK - one bit per m_ensembleIndex, set at that member's
   pass-3 completion, cleared when a sweep arms - and a sweep waits for
   every enrolled member. Bounded at 10 minutes so a member that stops
   cannot freeze the chart, and the partial draw PRINTS which members
   were missing: the be39674 lesson is that a hold must never silence
   the thing that reports it.

2. THE VOTE ITSELF, which is the worse half and is not display-only.
   Tier weights are not persisted in the .nnw - they exist only as the
   output of a completed pass 3 - so before a member's first
   RankTiersFromOos() it holds the constructor's stock 25/50/75/100.
   Since 4858507 the vote currency is a WIN RATE, so an unranked tier-3
   call enters the capability-weighted mean claiming a 100% win rate
   beside ranked members contributing ~25. Not a strong opinion: the
   wrong unit. One unranked member drags the ensemble over any
   threshold, on every fresh deploy and every resume. USDJPY has a
   measured ceiling of ~19 and was firing anyway.

   LiveVoteContribution() now abstains until self-ranked, which drops
   the member from the sum AND the divisor. One function, so live and
   the gate move together (2c443ba).

Era 0 will therefore report 0 coverage until each member completes one
era. The ensemble line says so explicitly rather than leaving it to look
like the USDJPY unreachable-threshold case - the two are identical in
the coverage number and completely different problems.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 08:55:04 -04:00
AnimateDread
042f20bdb9 fix(barriers): cap the horizon at what the close-all actually grants
The diagnostic shipped in de382bb came back off both live charts and
confirmed the arithmetic exactly:

  CLOSE-ALL BUDGET - flattens every position every 29 bars ... an entry
  landing anywhere in the cycle gets 15 bars on average. The horizon
  ladder just granted 128.

So the ceiling the ladder was rejecting rungs against - BARRIER_HORIZON_MAX,
384 - never bound anything, while the one that does bind was invisible to
it. SnapHorizonToLadder and the scale ladder's fitsH test now both read
EffectiveHorizonMax(), which is the measured close-all cycle. One
function, so the ceiling cannot be lowered in the snap and left high in
the rejection test.

The CYCLE, not the 15-bar mean: a Monday entry really does get the whole
cycle, and rejecting on the mean would invent a second criterion where
the design deliberately has one ceiling and reports the milder snap-down
truncation instead of rejecting on it.

Expect the ladder to pick a NARROWER pair, which is what the MEASURE
objective already asks for - min provable EV grows as width squared, and
USDJPY's 6.00*ATR target was being asked of a trade that lives ~11 bars.

"Schedule off" is cached; "not enough bars loaded yet" is not. Caching
the latter would restore the 384-bar ceiling for the whole process
because one early call landed before history arrived.

RE-KEYS EVERY FINGERPRINT - the horizon is a label parameter, so this is
a full retrain on both charts. Done now because both are at era 0 after
a fresh deploy, which is the cheapest this change will ever be.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-23 08:32:13 -04:00
AnimateDread
de382bbf88 diag(barriers): the horizon the geometry is sized for does not exist
Every label timeout on both live charts was the scheduled close-all and
none was the horizon. Not "mostly" - all of them:

  USDJPY  14417 of 14417 timeouts ended by the close-all
  SP500    2434 of 2434

targetDayOfWeek is CLOSE_FRIDAY, so every position is flattened weekly.
A trading week is ~30 H4 bars and an entry lands uniformly inside it, so
the average bar is labelled under ~15 bars of runway. The horizon ladder
granted USDJPY 96 and SP500 32, and the SCALE ladder rejects rungs
against BARRIER_HORIZON_MAX (384) - a ceiling that never binds while the
one that does is invisible to it. USDJPY's chosen target is 6.00*ATR,
asked of a trade that lives ~11 bars: 78.6% of labels come back Neutral,
the base rate collapses to 14.0%, and no model can clear a 33.4%
break-even against a label that mostly cannot resolve.

The close-all itself is correct and must stay - it is what the account
actually does, and 3e467f9 put it into the labels for that reason. What
is wrong is that the geometry deriver has never been told about it.

This commit only MEASURES it. MeasureCloseAllBudget() walks the real bar
series (session- and DST-correct, not arithmetic on a nominal week) and
returns the cycle length plus the mean an entry gets; a CLOSE-ALL BUDGET
line prints both next to what the ladder granted. No geometry changes:
the horizon is a label parameter, so capping it re-keys every
fingerprint and costs a full retrain on both charts. That is the
operator's call, and it should be made against this line rather than
against my arithmetic.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-22 16:24:14 -04:00
AnimateDread
b5e22a1e34 fix(geometry): a free zero made "never resolve" the winning geometry
The CANDIDATE GEOMETRY line shipped in 05f1a53 said per-candidate
geometry beats the global pair on every SP500 member at 2-3 sigma. It
does not. It said so because a bar that reached neither barrier scored
0 R, and the incumbent's mean is NEGATIVE (-0.07 to -0.21 R). Against a
losing baseline a free zero is a win, so the widest candidate always
came out ahead - and the reported gain ordered itself by timeout share,
not by skill:

  PAI  95.1% timed out -> +0.189 R   (head measured -2.42 sigma, HARMFUL)
  HYB  73.8%           -> +0.182 R   (head at chance, +0.68 sigma)
  CONV 61.8%           -> +0.163 R   (head measured -2.47 sigma, HARMFUL)
  LSTM 27.1%           -> +0.158 R   (head +1.67 sigma)

Monotone in the timeout share and inverted against the sigma gate. The
acceptance test written when this was built - "the sigma gate predicts
LSTM helps and CONV hurts; if the R difference does not reproduce that
ordering, something is wrong" - is what caught it.

A trade that reaches neither barrier is not worth zero. It is closed at
the horizon, which is what the scheduled close-all does live and what
SimulateTradeOutcome's timeout path already charges. So mark it there:
TripleBarrierLabel now publishes the signed close-to-close travel at the
last bar it actually visited (m_termTravelCache, same validity flag as
the excursion and ladder caches), and LadderOutcomeR prices a timeout
off it instead of returning false. A bar that cannot be evaluated under
BOTH pairs is now dropped whole - scoring one leg and defaulting the
other is the same bug in a smaller costume.

Second defect, same function: CandidateGeometryFor applied neither of
the floors the global derivation applies, so on USDJPY it chose stop
2.00 / target 1.00 - a 67% break-even, forbidden by the 1:2 policy
floor. c3daded in miniature: a selector optimising its own criterion
with no reference to the decision criterion. Both floors now apply, and
the ratio is re-checked AFTER the per-leg rung snap, which can lose it.

Also: the module weight was an unshrunk pooled win rate. USDJPY ConvLSTM
fired 19 times (2.0 effective), won 36.8%, and took module weight 0.37 -
41% of the ensemble's capable weight and the loudest voice on the chart,
off two effective observations. It also lifted the computed vote ceiling
to 26.3 against a 25 threshold, which is why THRESHOLD UNREACHABLE never
printed on a chart whose peak vote is 14 and whose practical ceiling
without that member is 18.8. The pooled rate is now shrunk toward the
coin-flip rate on the era's own OOS bars over 30 prior-equivalent calls,
and the tiers shrink toward the shrunk value rather than the raw one. A
member with ~300 effective calls moves by ~0.4pp; the 19-fire member
goes 0.37 -> ~0.15.

MEASUREMENT ONLY still - no order reads any of this.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-22 11:30:54 -04:00
AnimateDread
05f1a539c4 feat(geometry): measure per-candidate barriers against the one global pair
Stage 2a of the candidate-conditional geometry the record has named as next and
never built. MEASUREMENT ONLY - no order uses it yet.

WHY THIS AND NOT META-LABELING. Meta-labeling asks take-it-or-skip-it at fixed
geometry, and its verdict stands: real skill, 0 operating points clearing
break-even, and the 4070c5c retraction only moved that bar 1.4pp. The excursion
head, by contrast, just cleared at 3.5-4.6 sigma on LSTM across four eras and
beat the trailing-quantile incumbent. What is learnable here is MAGNITUDE, so
the lever is the geometry, not the veto. A per-candidate rung means a
per-candidate break-even, which a binary gate cannot express.

HOW IT IS SCORED. At each OOS call the same bar is resolved under the incumbent
pair AND under the pair this bar's excursion head would choose, and the paired
difference is accumulated in R with a 2-sigma test. Both legs come from the SAME
first-passage ladder - four array reads, no re-walk, exact even on the ~28% of
bars where both barriers were touched. Mixing the ladder with the price walk
here would measure the discrepancy between two of our own evaluators rather than
the effect of the geometry, which is precisely what f8ac10c had to unpick one
layer over.

The candidate pair applies the GLOBAL derivation's own rule per bar: stop at
BARRIER_SL_QUANTILE of adverse travel, target at the median of favourable.
Neither creates expectancy; what moves is the break-even, which is why the
report quotes R and never a win rate.

FREE VALIDATION. The sigma gate predicts LSTM helps and CONV hurts. If the R
difference reproduces that ordering across members, the head's usefulness is
confirmed by a second, independent measurement. If it does not, something is
wrong and this must not be wired to orders.

Two things caught while writing it, both silent if missed:
- The ladder stores TRAVEL FROM ENTRY, and the scan's mapping is
  risk = ladder + spread but reward = ladder - spread, so the two legs convert
  with OPPOSITE signs. The stop leg had the sign backwards.
- A GEOMETRY_BUDGET_MS wall clock, because this adds a feature-window build and
  a head forward per OOS call to a walk that already runs unchunked at era end
  on a single-threaded EA. That is the shape that got the process force-
  terminated on 2026-08-21. It stops scoring, never the replay, and the report
  prints how many calls it covered.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-22 08:29:59 -04:00
AnimateDread
04d70fb748 refactor(dry): one writer for the era-resume context, one for an alt-data row
Two literal duplications the scan found, both of the kind where a divergence is
silent:

- Training.mqh stashed the era-loop resume context at FOUR yield points, seven
  identical assignments each (pass 1 differing only in i-1). A field missed at
  one of them resumes the next chunk against a different era than the one that
  yielded, and nothing reports it until the numbers drift. Now StashEraResume().

- AltDataFetch grew its five parallel arrays inline in three places. They are
  one record split across five buffers, so a resize missed on any one reads out
  of range on the NEXT append, not at the site of the mistake. Now
  AltSeriesAppend(), which returns the new index and zero-fills; callers set
  only the columns their source has.

Braces balance across every in-scope file.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-22 00:36:36 -04:00
AnimateDread
b91c7b1f7a refactor(comments): box headers to stdlib length
The //| box blocks were excluded from 0b06f8e and 5efdb48 and were what
remained: 160 of them ran to 10+ lines, the longest to 88. Compressed to their
leading topic sentences - 5 lines for a function header, 8 for a file header -
keeping the box format and the standard MQL5 name/author lines verbatim.

Verified at the BYTE level this time, across every in-scope file: the list of
non-comment lines is byte-identical to HEAD and braces balance. The first check
compared a locale-decoded 'git show' against a UTF-8 read and flagged 25 files
that had not changed at all - every BOM and every non-ASCII line mismatched.

47,696 -> 40,665 lines in scope; comment share 38% -> 26%.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-22 00:30:14 -04:00
AnimateDread
0b06f8e84b refactor(comments): ExpertSignalAIBase to stdlib comment style
4373 -> 3325 lines. 236 comment blocks compressed to their leading topic
sentences; no code line changed. The archaeology - dates, observed symptoms,
the narrative of each past bug - lives in git and in the project memory, and
repeating it beside every declaration was crowding out the declarations.

Kept: the rule a comment exists to enforce. Any sentence carrying a NEVER /
MUST / trap / would-have warning is preserved even when it falls outside the
budget, because those are the ones that stop a regression.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-22 00:24:45 -04:00
AnimateDread
ee4d459c6a fix(excursion): the sample gate asked for more windows than the configuration can contain
EXCURSION_MIN_DISJOINT was 200, sized as "~16k scored bars over a 64-bar
horizon leaves ~250 independent ones". The head scores the OOS SLICE, not the
history. At a 30% split and a 32-bar horizon the ceiling is 4691/32 = 147, so
200 was unreachable and every era printed "[disjoint sample too small]", which
an operator reads as "wait longer". Unpassable by construction - the identical
failure this file already documents one gate down, one layer up.

The trail gate inherited it: m_excTrailScored is a subset of the disjoint bars,
so it failed the same 200 for the same reason, at 130.

Raising OOSSplit or shortening the horizon would clear it and would be fitting
the experiment to the answer. Instead, ask the question the count was standing
in for - is the skill bigger than its own noise:

- The scorer banks one paired Brier difference per DISJOINT window over the
  decision rungs (base-head, and trail-head). Disjoint by construction, so no
  EffectiveSampleSize deflation applies - striding by the horizon is what buys
  that - and paired on identical bars, so the correlation between the two
  predictors cancels instead of needing to be estimated.
- passDj and passTrail now require skill >= EXCURSION_SKILL_USEFUL_PCT AND
  >= 2 sigma, with the count reduced to a sanity floor of 30.
- Both sigmas print on the verdict line.

This is not a lowered bar. The 2% skill requirement, the oracle control and the
monotone test are untouched, and the sigma test can fail where the count test
never spoke: if +8.5% is noise across 147 windows, it will now say so.

DecisionRungMask() is the single definition of "rung the decision depends on",
called by both the scorer and the report, so the standard error is computed
over exactly the rungs the skill score is. The report's inline copy of the
bracketing test is gone.

Also prints whether the disjoint count is BELOW ITS CEILING or at it, so
"not enough yet" and "not in this configuration" stop reading the same.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-21 23:06:49 -04:00
AnimateDread
f8ac10c808 fix(replay): the exit replay held trades through the Friday flat that the label and the live EA both close
The EXIT-POLICY REPLAY line reported an expectancy from SimulateTradeOutcome
beside a win rate read out of the label cache, and called them "the SAME
calls". Same calls, two different walks - and the walks did not agree.

TripleBarrierLabel stops at NextScheduledCloseAll (3e467f9); SimulateTradeOutcome
never called it, so the replay kept holding positions the live EA is flattened
out of and collected targets the label had already scored as cut. On SP500 H4
the simulation's implied win rate ran 2.2-3.4pp above the label's on identical
calls, and the timeout share read 0.8-1.3% because nothing was truncating the
horizon it walked.

That gap, plus 1.4pp of spread charged twice in CostAdjustedBreakEvenPct, is
the whole of the ~5pp the replay looked "off" by. It was not horizon timeouts,
which is what 4070c5c argued and this log disproved: solving E[R] = 3.008w - 1
+ t(1+m) on each row puts the simulation's zero-crossing at an implied 33.3%
against a frictionless 33.24% - it was internally consistent all along.

- SimulateTradeOutcome takes the close-all cutoff, same expression and same
  placement as the label's, falling through to the existing close-at-last-bar
  branch. Expect the timeout share to rise and expectancy to fall: the replay
  was optimistic.
- m_simTpHits counts this walk's own target-before-stop, printed next to the
  label's with the delta, so a future divergence is visible rather than
  inferable.
- The line prints all three break-evens and names the R convention. The
  frictionless figure is the one this expectancy crosses zero at, because both
  walks place the barriers off the spread-shifted fill.
- CostAdjustedBreakEvenPct is left alone: it still feeds the rung selector's
  BarrierMinReachPct, and moving that relabels.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-21 21:08:26 -04:00
AnimateDread
4070c5c9bd feat(breakeven): the break-even every layer scores against prices a trade that always resolves
CostAdjustedBreakEvenPct is risk/(risk+reward) and has no horizon term. It is the win rate a trade
needs when it is CERTAIN to end at one barrier or the other. SimulateTradeOutcome has an explicit
branch for the case where it does not - runs out of horizon, closes at the last bar seen for
whatever P&L that is - so on this label geometry the figure describes a different trade than the
one being replayed.

The gap is measurable and large. Across 21 exit replays today on SP500 H4 the geometric figure read
34.5% while the EA's own R simulation crossed zero between 27.4% (lowest positive) and 28.9%
(highest non-positive). Independent corroboration: the zero-skill reference, computed empirically
over every scored bar as max(winLong,winShort)/bars, reads 25.4% - add cost and it lands on the
same ~28%. The geometric number is the outlier, and every edge printed against it was ~6.5pp too
pessimistic: LSTM's 30.6%-win era reported -4.0pp while its replay returned +0.075 R on the same
trades.

With a timeout share t paying a mean m R apiece, expectancy is w(1+RR) + t(1+m) - 1, so

    w* = (1 - t(1+m)) / (1 + RR) = CostAdjustedBreakEvenPct x (1 - t(1+m))

which needs no new geometry - the existing figure already carries 1/(1+RR).

This commit MEASURES ONLY. The replay now separates timeout exits from barrier exits and latches
t and m for the next era to read (the accumulators are zeroed at era start and filled at era end,
so a mid-era reader sees zero trades and would fall back forever). Both break-evens print side by
side on the replay line with t and m beside them, and the threshold line's REPORTED edge - which
selects nothing - switches to the horizon-aware figure so the operator stops reading a wrong sign.

DELIBERATELY NOT CHANGED: LiveMetaGate's veto and the rung selector's BarrierMinReachPct still read
the geometric value. Both are decisions - the second re-derives geometry and therefore relabels -
and t and m have so far only been inferred from a zero-crossing, never seen on a log. One era of
this instrumentation settles that.

The file already contained the argument, one branch away, in the vote-exit comment: a vote exit
produces a CONTINUOUS payoff, not a win or a loss, and that is why an exit-aware gate cannot go on
scoring win-rate against a fixed break-even. A horizon timeout is the same thing, and unlike vote
exits it is on by default.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-21 19:26:25 -04:00
AnimateDread
a2a207484a fix(baselines): the diagnostic held the EA thread long enough for MetaTrader to kill the process
Run_Alglib_Baselines was described as bounded because it 'cannot outrun the bar it runs on'. That
bound is four hours on H4, it was never enforced, and it is the wrong target: the EA is single
threaded, so while this pass runs there is no training, no panel, no tick handling, and a removal
request only queues.

Measured today on SP500 H4, 800 inputs x 4000 rows: forest 5 s, MLP 52 s, then the 3-fold CV -
three more full retrains. At 15:18:16, 83 s into it, MetaTrader force-terminated the EA. OnDeinit
never ran, so every arrow, panel object and label was orphaned on the chart. The init purge cleans
that up on re-attach; nothing in the pass writes to a cache, saves a model or feeds a decision, so
the damage was the freeze and the dirty chart, not corrupted state.

Three changes:

- BASELINE_MAX_CELLS. Every fit costs O(rows x width) and the row caps carried no width term.
  Rows now shrink as the window widens - 1000 instead of 4000 at 800 columns - and the log says
  when the cap bit.
- BASELINE_BUDGET_MS with BaselineBudgetSpent(), replacing the bare ShutdownRequested() calls at
  each phase boundary. A stop and a spent budget need the same answer and only one was asked.
- The cross-validation is now declined BEFORE it starts, from its predicted cost - the measured MLP
  time times the fold count. A boundary check cannot help once a phase is in flight, which is
  exactly the phase that was in flight when the process died.

Also: the MLP now reports its weight count against its row count. At 800 inputs it carries ~6,400
weights, and today's run duly printed a training class error of 0.000. That is knowable from the
shape before fitting, so it is stated rather than left to a cross-validation that may not run.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-21 15:22:42 -04:00
AnimateDread
9332a33e15 fix(telemetry): FEATURE HEALTH said "f30", which is a puzzle rather than an answer
The report has flagged f30 as mostly-zero (78%) on every member of every run
for days. Establishing what f30 actually IS took reconstructing the emission
order across three files, and I got it wrong on the first attempt - guessed
RSI, then MACD, both wrong because those feature blocks ship disabled.

It is spread[1], the spread CHANGE ratio, and 78% exact zeros is exactly what
that should read: the broker quotes the same spread on consecutive bars most
of the time, so the change is exactly 0. Benign, and it cost two wrong
answers to say so.

The report now names the block - "spread[1] (78%)" instead of "f30 (78%)".
The walk lists every block in the order BufferTempDataCompute emits them with
the widths Topology.mqh's m_neuronsCount sum declares, which makes this a
third place that has to stay in step with those two. So it does not stay in
step silently: the widths must total m_neuronsCount, and when they do not the
layout has drifted and every name past the drift point is wrong - so it
returns "f<slot>?" and names nothing rather than naming confidently and
incorrectly. A wrong name is worse than a bare index.

This is the same lesson as cb30360 (print the resource's IDENTITY, not just
its state), applied to the feature vector. The alt-block hint in the header
goes away with it - it existed to disambiguate one block, and every block is
disambiguated now.

Reporting only, no behaviour change.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-21 14:42:02 -04:00
AnimateDread
0a046db530 feat(calibration): fit the operating point on the label rate instead of on edge
The margin threshold now sits where the model calls a direction as often as a
direction actually occurs. Nothing else.

WHY THE OLD OBJECTIVE HAD TO GO. It maximised `coverage x (precision -
breakEven)`, and this function's own comments were already the case against
it: over 98 consecutive fits of the shipped SP500 H4 model, correlation
between the chosen threshold and the win rate at it was -0.056, while the
era-to-era spread of that win rate (1.32pp) matched its own binomial SE
(1.25pp) to within 0.07pp. The margin does not rank trades. So the argmax
returned whichever of ~37 bins drew the luckiest sample, and the threshold
teleported 0.42 -> 0.04 -> 0.74 in three eras.

The response at the time was to build a null-of-the-maximum gate, an
effective-sample SE and a parsimony fallback to hold the noise down. All of
that is gone now, because fitting on calibration removes the problem instead
of bounding it: coverage is a ratio against a fixed denominator so it is well
determined at every bin, the target is a measured label rate rather than an
outcome, and nothing is maximised over a noisy curve so there is no best-of-N
to correct for. Net 174 lines out, 62 in.

It deliberately does not chase edge. It cannot - at ~0 measured edge no
operating point has more of it, and pretending otherwise is what produced a
threshold of 0.96 that still passed 60% of bars while the model called a
direction ~10x too often. The edge at the chosen point is still REPORTED,
just no longer what chooses it.

THREE READINGS OF ONE QUANTITY, AND THEY DISAGREE. "How often does a direction
occur" is measured in three places and gives ~7% (the scan's own tally), ~41%
(the era loop's counters, via this function's old coverage floor) and ~50%
(the ensemble gate's OOS base rate). They cannot all be right. Rather than
pick one silently, ScanDirectionalRatePct() and EraDirectionalRatePct() are
now named accessors, the fitter targets the SCAN - that is the tally the
operator reads, and the one "predict the labels as measured during the scan
phase" names - and the threshold line PRINTS BOTH every time it moves, so the
disagreement is on the record instead of buried in a derived floor.

The ensemble gate's own floor is deliberately NOT changed in this commit. If
the scan is right, a calibrated member covering ~7% of bars cannot clear a
12.4% floor and every model would fail the gate by construction; if the gate
is right, the scan tally is wrong. The CALIBRATION field added in 667f2bc
reports the OOS true class rates directly and settles it in one era - that
measurement comes first, and the floor follows it.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-21 10:20:31 -04:00
AnimateDread
667f2bcb6b revert(labels): drop the one-sided exit target; measure the calibration drift instead
Reverts a863796 on the operator's call - "unnecessary complexity". It was
right about the mechanism and wrong about the priority: it re-cut the classes
for a case the measured verdict never reaches (SP500 H4 reads "both sides" at
the derived geometry), while the drift that IS happening affects every chart
and every era. Recoverable from a863796 if a one-sided book ever becomes real.

Two pieces of it survive, both independent of the exit idea:

The drift verdict keeps reading m_winLongCache/m_winShortCache rather than the
collapsed label pair. That line reports always-long vs always-short win rates,
which is what the win caches hold - each side scored on its own barriers,
published before the collapse. The label pair carries only the side touched
first, so it undercounted long wins by the both-won-goes-to-short share. There
are zero both-won bars at any geometry with target >= stop, so this changes no
number today; it changes the wrong number to the right one.

And the .cfg gains nothing and loses nothing: the two appended ints go away
again, and they were the last fields, so a .cfg written by yesterday's build
still reads correctly - the loader simply stops before them.

WHAT THE REVERT MAKES ROOM FOR. The operator's actual requirement is that the
model reproduce the label distribution the scan measured, and nothing in the
pipeline ties it to that. The loss trains on a rebalanced sample and the
abstain rate is owned by a margin threshold fitted on EDGE, so the call rate
and the label prior can drift arbitrarily far apart - and did, invisibly:
at era 1350 the models call Buy on 20-28% and Sell on 22-32% of bars against
a scan-measured 2.1% and 4.8%. Roughly a 10x over-call, and not one line in
the journal said so.

The era line now carries it:

  CALIBRATION calls vs true rate Buy 28% vs 2% (14.0x) Sell 32% vs 5% (6.4x)
  Neutral 40% vs 93% (0.4x)

Reported as a ratio because that is the readable number - 1.0x is calibrated.
This is deliberately a measurement and not yet a correction: matching the
label rate would put coverage near 7%, below the ensemble gate's own 12.4%
coverage floor, so calibration and the gate are in direct conflict and which
one yields is the operator's call, not mine.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-21 10:14:26 -04:00
AnimateDread
68ef19797b fix(telemetry): one ensemble member had never printed a single era line, in any run on record
The era-progress rate limit was a function-scope `static`:

    static uint lastProgressLogTick = 0;
    shouldLogProgress = (nowTick - lastProgressLogTick >= 5000);

In MQL5 that is ONE variable for the whole build, not one per object. A 5s
limit meant to keep a single model's console readable was therefore a limit
across the WHOLE ENSEMBLE, and it did not distribute fairly - it starved
whichever member finishes last, every era, deterministically.

Measured on today's run: the era barrier releases the members together and
LSTM landed 2.06s, 2.43s and 2.28s behind ConvLSTM on eras 1-3, against a 5s
window it could never reach. LSTM printed zero era lines. PAI, CONV and HYB
printed all of theirs - 3 each this run, 17 each in the 10:00 run, LSTM 0 in
both, and 0 again in the 08:32 run.

So one model in four has been training with NO per-era telemetry: no
per-class recall, no dW/W ratios, no zero-skill comparison, no deploy-bar
line. It was still doing the work - tier re-ranks, threshold fits and
exit-policy replays all appear on cadence - which is what made the hole look
like a grep that kept missing the line rather than a line that was never
written. It cost me the LSTM half of a gradient check earlier today.

Now a member, so each model rate-limits its own console output.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 14:48:56 -04:00
AnimateDread
a86379621c feat(labels): on a one-sided book the blocked side's class is retargeted from an entry it can never take to the EXIT of the one it holds
User request: "when an asymmetry is noticed in a market (like sp500 upward
drift) ... it does not need to predict shorts, but exit points. a sell signal
needs to be preceded by a buy so that it can say I predict we must close that
long."

Until now a LONG_ONLY verdict only BLOCKED short entries. The network went on
being trained to predict them - a third of its output capacity spent learning
an answer the direction policy guarantees it can never act on, while the
question the book actually faces (when to get out of the long) was never
asked. The two are not the same event: "a short pays" needs price to travel
the SHORT's target before the SHORT's stop, and at any geometry where reward
!= risk that is a different bar from "this long hits its stop first". The exit
is the second one.

So on a one-sided book TripleBarrierLabel re-cuts all three classes around the
only position the book can hold: Buy = it reaches its target, Sell = it
reaches its STOP first, Neutral = the horizon expired with it still open. Both
come off the allowed side's own barriers, which the walk already computed -
this reads longLost where it used to read shortWon, so it costs nothing.
Label lifespan and the timeout flag follow the allowed side too, so the
overlap correction is sized on the window this label actually spans.

DECIDED ONCE, AT ERA 0, AND PINNED. m_exitTargetSide goes in the .cfg beside
the derived geometry under the same doctrine and for the same reason: it
decides what Buy and Sell MEAN, and a target that moved mid-run would retrain
a fitted model against something it never saw. A .cfg from before this ends
early and reads 0/0 - "not decided, symmetric" - which is exactly what every
existing model was trained as, so nothing needs migrating. The weights
fingerprint keys on the INPUT only (explicit Long only / Short only); under
Intelligent the measured verdict must never reach a filename, or the model is
orphaned the moment more history downloads.

THE DRIFT VERDICT HAD TO MOVE OFF THE LABELS FIRST, and it turns out it was
measuring the wrong thing anyway. It counted m_labelCacheBuy/Sell and called
them "always-long vs always-short win rate", but the label pair is the
COLLAPSED first-touch verdict: a bar where both sides reached their target
carries only the side touched first, so long wins were undercounted by the
both-won-goes-to-short share. m_winLongCache/m_winShortCache are the actual
per-side win rates, published before the collapse, and that is what it reads
now. Necessary as well as more correct - deriving the verdict from labels the
verdict shapes is a feedback loop, since Sell-as-exit is near complementary
to Buy and would close the very gap that produced it. The gap's SE now leans
conservative rather than anti-conservative for the same reason.

LIVE. The retargeted class is wired to close the position, or training it
would be pointless: CheckClosePosition's "never vote-exit a certified
position" rule keeps governing symmetric books and gains a one-sided
exception, and the replay reads the identical rule through one
LiveVoteExitThreshold() so certified and traded cannot describe different
policies. Armed only when the operator picks a close threshold
(Signal_ThresholdClose ships Disabled) AND the model's own pin says its
blocked-side class means "close" - a model trained symmetric never fires it,
whatever the verdict has since become. This does trade a different game from
the one the win-rate certificate grades; the era's EXIT-POLICY REPLAY line
already reports expectancy in R for exactly this case and says so in words.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 14:02:50 -04:00
AnimateDread
2ba0f348c0 feat(ui): thresholds pick from a dropdown, and the finder arrows are back beside the level lines
Two UX changes the operator asked for.

THRESHOLDS. Signal_ThresholdOpen/Close were raw ints with the legal range
written in the label ("[0...100, 101 = never]") - the one input style this
codebase converted away from everywhere else. Open now takes the existing
PERCENTAGE_PRESETS, whose comment already declared itself to be "Signal_
ThresholdOpen's scale" but was never wired to it; Close takes a new
SIGNAL_CLOSE_PRESETS carrying the same rungs plus CLOSE_DISABLED = 101, which
is why it cannot just reuse the other enum. Member names are prefixed because
MQL5 enum members share ONE flat namespace - a bare PCT_25 in the second enum
would silently resolve to the first one's, warning only. Values are unchanged,
so existing .set files keep their settings. Both call sites now cast
explicitly at the CExpertSignal boundary rather than leaning on an implicit
enum-to-int conversion that only warns.

ARROWS. 2026-08-19 replaced the low/high arrows WITH trigger-price lines; that
was a swap where it should have been an addition, and it cost the zoomed-out
view. A mark is now both objects: the line is the precise entry/exit level,
the arrow off the candle's extreme is the finder that says there is something
here to zoom into. The arrow's name is the line's plus a suffix, so it stays
inside SIG_ARROW_PREFIX and every prefix-scoped purge already reaches it.

The two type-filtered sweeps had to widen or they would clear one half and
leave the other: the Hide/Show visibility loop and the pre-rescan scoped
delete both walked OBJ_TREND only. Both are typed-blind and prefix-scoped now
- the same widening this file's 2026-08-09 note describes, for the same reason
it gives. Deletes go through one WarriorDeleteSignalMark() so an arrow cannot
outlive the line it belongs to, and the sidecar deliberately still records one
row per mark off the line (the half carrying the price), with the restore
redrawing the pair.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 13:50:33 -04:00
AnimateDread
750070c2a3 fix(indicators): a dead handle and a priming one both read -1, so the repair report proved nothing
The detector claimed "-1 means an INVALID HANDLE, 0 means created-but-never-
calculated". This run disproved it with our own instrumentation: the repair
line prints only when Create() RETURNED TRUE, and the depth it read
microseconds later was

    BEFORE: MA=-1(h13) | AFTER: MA=-1(h13)

A freshly created, valid handle read -1 - the value the model says is
impossible for one. So BarsCalculated() < 0 does not mean "dead"; it also
covers "valid, not calculated yet", and the trigger cannot separate them.

Consequences, all fixed here:

- The AFTER depth was re-read synchronously, when it can only be -1 or 0, so
  every repair looked like a failure and the line was unreadable either way.
  It now reports the handle NUMBER across the recreate instead. A changed
  number proves a new instance; SAME means MT5 handed back the same
  refcounted one, so it was never dead.
- IndicatorDepthReport printed the handle number for MA alone. Every tunable
  gets one now, through a single IndicatorDepthField() - nine near-identical
  StringFormat calls collapse to one.
- The comment justifying "never release before re-creating" rested on the
  claim just disproved. The decision stands, the reason is restated: given
  the ambiguity, releasing is the dangerous half - a recycled number would
  decrement whatever owns it now and CAUSE this outage - while re-creating a
  live handle only leaks a reference on a path that fires a few times a
  session.

The before-handle is captured on its own line, never as a sibling argument to
the Init* call: MQL5 does not define argument evaluation order.

Behaviour is otherwise unchanged - same trigger, same cooldown, same
recreate. Only what gets reported changed.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 13:38:02 -04:00
AnimateDread
b563fca7ab refactor(comments): another 25 paragraph blocks in the AI base cut to stdlib style
ExpertSignalAIBase.mqh 4388 -> 4256 lines. Every edit verified the same
way: non-comment lines extracted before and after and diffed, so the
change is provably comments only.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 09:54:23 -04:00
AnimateDread
21263cfd01 refactor(comments): Inputs.mqh and the AI base header move to stdlib comment style
Box header per function/class, section banners, and 1-3 line notes for
variables - not the paragraphs that had accumulated. Both files verified
mechanically rather than by eye: every declaration in Inputs.mqh (159 of
them) and every non-comment line in ExpertSignalAIBase.mqh is byte-
identical before and after.

Variables/Inputs.mqh   881 -> 355 lines (704 -> 179 comment lines)
Expert/ExpertSignalAIBase.mqh  4795 -> 4388, first ~800 lines converted

What was cut is narration - the history of what a constant used to be,
paragraphs restating the line below them, and commentary about earlier
versions of the comment itself. What was kept is every constant, every
measured number, and the traps worth a warning.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 09:49:33 -04:00
AnimateDread
ef6d62c604 fix(ensemble): the era barrier read healthy startup work as a dead member
Reported symptom: one member at era 17 while the rest sat at era 2, with
the combined vote never scoring. Two faults compound to produce exactly
that, and neither needs a broken model to trigger.

FIRST - BUSY WAS READ AS STUCK. BarrierEraHeartbeat() decides liveness
from one signal: has m_eraCount changed in the last 12 minutes. But
Train() returns early, before the era loop, for three ONE-TIME phases
that never touch m_eraCount - the label-cache prebuild, the pattern-DB
backfill and the OOS simulation walk - and those are precisely what a
slow topology spends its first many minutes doing. A member grinding
steadily through a prebuild therefore looked identical to a dead one and
was dropped from the barrier at startup, before it had trained a single
era. The constant's own comment states the flawed premise: "comfortably
past the slowest healthy ERA on the deepest chart" - true, and not the
question being asked. Those three branches now call NoteBarrierProgress()
and a chunk of phase work re-arms the watchdog exactly as an era does.

SECOND - EXCLUSION HAD NO BOUND. Once dropped, a member is skipped by
EnsembleMinTrainingEra(). Drop every OTHER member and that loop finds
nothing to take a minimum over, falls through to its `return m_eraCount`
fallback - the CALLER'S own era - and EnsembleEraBarrierHolds() evaluates
`era > era`, false, for everybody. The barrier silently becomes a no-op
and the fastest member runs away unbounded. EnsembleMinEraAnyMember()
now measures against every still-training member, excluded or not, and a
member may lead it by at most ENSEMBLE_MAX_ERA_LEAD eras.

The cap is deliberately a real stop rather than a warning. A
desynchronised ensemble is not a degraded one: the combined-vote score
and the joint checkpoint both require every member on the same era, so
weights trained past the cap can never be certified by any gate. The
hold reports which of the two it is, because the operator's next move
differs - an ordinary barrier hold resolves itself, a lead-cap hold names
a member that needs diagnosing and will not resolve on its own.

Not yet explained: "only one NN listened to the stop command". The panel
now dispatches down the filter tree and reports the count it reached
("training stopped (N model(s))"), so the next run answers that
definitively instead of leaving it to inference.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 09:35:25 -04:00
AnimateDread
45af5b9c1e refactor(training): delete the minority-replay machinery that stopped running in July
Two arrays parallel to m_isTrainQueue existed only to serve replay: a
per-occurrence sample weight, and a "count this bar once" flag that kept
the reported IS accuracy on the natural class distribution while backProp
trained on the oversampled one. Replay was removed on 2026-07-31 - every
bar has been queued exactly once since - and the scaffolding was left
standing, provably constant:

  m_isTrainQueueWeightScale[] - written 1.0 at both queue sites, swapped
    through the Fisher-Yates shuffle to stay in lockstep with nothing,
    read into a variable passed to backProp, whose own default is 1.0.
  m_isTrainQueuePrimary[]     - written true at both sites, swapped the
    same way, and read as two guards that could not be false.

Also a `for(int rep = 0; rep < repCount; rep++)` around a hardcoded
repCount = 1, and both arrays preallocated at totalIter * 4 - about
1.5MB per model of always-constant data, on a six-core box that trains
four of them at once. Behaviour is unchanged by construction: every
removed read had one possible value.

m_maxClassSampleWeight goes with them - declared, initialised to 1.5 in
the constructor, read nowhere, and documented as "currently unread by
that path... kept in case a smaller, additive loss-level nudge is ever
reintroduced". That is the definition of YAGNI, and its 17-line comment
described the class-balance correction as data-level oversampling, which
has not been true since July.

Comment pass on ExpertSignalAIBase.mqh, -164 lines this session with
every constant and measured number kept. One correction worth naming:
the header carried 15 lines arguing for HARD 0/1 one-hot targets and
explaining why smoothing was no longer needed - directly above
LABEL_SMOOTH_HIGH 0.9 / LABEL_SMOOTH_LOW 0.05, which every training path
actually uses. It described the opposite of what ships.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 09:30:51 -04:00
AnimateDread
506626b381 feat(panel): commands reach signals down the filter tree, not through a registry
The control panel drove training by looping g_aiSignals[] - a
hand-maintained, MAX_AI_SIGNALS-capped, AI-only registry that had
already dropped an ensemble member on the floor once (609be10). A model
missing from it still trains and still votes, it just cannot be paused,
stopped, deployed or reset, and every button label is computed from the
same short list, so the panel described one set of models while acting
on another. Classic signals could not respond to a panel action at all.

Commands now walk the signal tree CExpert already owns:

  Expert.DispatchSignalCommand(cmd) -> root signal -> every filter,
  recursively, returning how many actually acted.

CExpertSignalCustom carries the seam (OnSignalCommand / HasSignalTrait,
both no-ops by default), so a classic signal opts in by overriding two
methods and needs no registration and no cap. CExpertSignalAIBase
implements the training commands over its existing Pause/Stop/Deploy/
Reset methods - the behaviour is unchanged, only its reach reported.

Button labels ask the same tree via CountSignalTrait, with
SIGTRAIT_TRAINABLE as an explicit denominator: "all paused" is
meaningless without knowing how many could be paused. Pause/Stop resolve
their toggle direction ONCE in the EA and hand every model the same
plain command, instead of each re-deriving the direction from its own
local state - which is how a mixed set ends up half paused. The alerts
now report the count acted on rather than assuming it.

Two dispatch bugs found on the way, both from a database guard copied
onto event delivery: CExpertSignalCustom::OnTickHandler and
::OnChartEventHandler each skipped any filter whose GetFilterID() is
"NULL". That id is a DB folder name, and CSignalNewsFilter,
CSignalSessionFilter and CSignalRiskGuard never set one - so all three
were silently receiving neither ticks nor chart events. The guard stays
where it belongs, on the paths that write pattern tables.

ENUM_CP_ACTION moves to Enumerations\GlobalEnums.mqh (now include-
guarded) because the Expert bases have to name it and the panel is
included long after them.

The AI-only lifecycle loops - PollTraining, the weight autosave,
AltDataReload, OnDeinit's shutdown cascade - still use g_aiSignals[] and
are untouched here.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 09:05:50 -04:00
AnimateDread
8c0186c850 refactor(signals): AI signal files are identity + topology, nothing else
Every AI signal repeated the same five-line InitIndicators override that
did nothing but call InitNeuralNetwork. The cause was an access mismatch,
not a design: CExpertSignalCustom declares InitIndicators public, the AI
base redeclared it PROTECTED, and each subclass had to redeclare it
public to be reachable by CExpert. Worse, the base's own override does a
different job entirely - it creates the OHLC/ZigZag feature indicators -
and InitNeuralNetwork called it back scope-qualified to stop the virtual
dispatch landing in the subclass. Two jobs, one virtual name, and a
recursion trap held off by a scope qualifier.

The feature-indicator step is now InitFeatureIndicators() (protected,
non-virtual, named for what it does) and the AI base carries the single
public InitIndicators override. CONV/HYBRID/LSTM/PAI/META drop their
copies and are now purely identity plus topology, which is the classic
signal file's shape.

Comment pass on ExpertSignalAIBase.mqh, -100 lines with every constant
and every measured number kept. Three claims in the tier block were
stale and inverted - it named CalibratedConfidenceMagnitude() as the
tiering input where the code deliberately uses the RAW magnitude, and it
described the signal DB as re-ranking each tier when ApplyPatternWeight
declines the DB from the end of era 1. Also dropped a paragraph whose
subject was a previous version of the comment, and moved two notes down
onto the constants they document (CONV_COMPRESSION_DIVISOR was 16 lines
and three unrelated defines away from its own text).

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 08:57:54 -04:00
AnimateDread
4346dd3c24 refactor(stdlib): the vote thresholds are ints on the library's scale, not "confidence %"
The MECHANISM was already stdlib and is untouched: ThresholdOpen() ->
m_threshold_open, tested as `m_direction >= m_threshold_open` exactly as
CExpertSignal does it. What was wrong was the presentation. Both inputs
were preset ENUMS labelled "Min confidence to open/close (%)", which
names the wrong quantity - m_direction is a WEIGHTED MEAN OF PATTERN
WEIGHTS, not a probability, and nothing in this path is a confidence.

They are now plain ints named the way the MQL5 wizard names them:

  input int Signal_ThresholdOpen  = 25;   // [0...100]
  input int Signal_ThresholdClose = 101;  // [0...100, 101 = never]

Values are exactly what shipped, so behaviour is unchanged. 101 rather
than the library's default of 100 for close: a weighted mean of pattern
weights cannot REACH 101, which is how the shipped config disables the
vote exit, and quietly lowering it to 100 would re-arm a live exit route
as a side effect of a naming change.

VOTE_CLOSE_PRESETS is deleted (its only user is gone). PERCENTAGE_PRESETS
stays - MinRecall genuinely is a percentage.

** ACTION NEEDED ON DEPLOYED CHARTS: the inputs are RENAMED, so saved
.set files no longer match and charts fall back to the defaults above.
Those defaults are the current shipped values, so a chart on 25/Disabled
needs nothing; a tuned one does.

Comment cleanup in the same pass, and this part was not cosmetic - three
blocks documented mechanisms that no longer exist:
- the AI early-exit route (deleted in 38a12a2) described as live and
  still firing every bar;
- the m_lastNonNeutralSignal alternation gate (removed 2026-08-01)
  described as consuming the AI's vote;
- 16 lines of VOTE_CLOSE_PRESETS documentation orphaned by that enum's
  deletion, ending with "see that enum's note directly above" pointing
  at nothing.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 08:39:01 -04:00