Commit graph Warrior_EA/Expert/ExpertSignalAIBase.mqh
Author SHA1 Message Date
AnimateDread
97f0631e28 feat(baselines): combining-weight fit, MLP cross-validation, all-lags correlation
Three ALGLIB additions, all measurement-only and all under the existing
Run_Alglib_Baselines switch.

MinBLEIC COMBINING WEIGHTS. The live ensemble weights each member by its
own pooled holdout win rate - a defensible prior, but not a fit, and
nothing has ever asked what mixture minimises error on the bars the
members disagreed about. Two individually-mediocre members wrong in
different places can beat one individually better, and a per-member win
rate cannot express that because it never looks at them jointly.

Solved on the simplex (w >= 0, sum w = 1), which is exactly what
MinBLEIC is for. Non-negative because a negative weight asserts "trade
the opposite of this member", a claim ~60 effective observations cannot
support. Least squares on the signed outcome rather than precision:
precision is a STEP function of the threshold that no gradient method
can walk, and optimising a smooth proxy for a step decision is how
c3daded put every operating point 14pp underwater - so the result is
reported in BOTH currencies, the SSE it minimised and the directional
hit rate the mixture would actually have scored against the equal mix.
If the second does not improve, the first is noise.

This needed data that did not exist: g_ensVoteSum accumulates member
contributions and the sum destroys the decomposition, while
g_ensVoteVoterMask records only WHETHER a member voted, never what.
g_ensVoteMember[] keeps them unsummed. The live arithmetic is untouched.
ENS_MAX_MEMBERS is 8 and deliberately larger than MAX_AI_SIGNALS (5):
independent caps, over-allocating is free, and matching them would make
this array silently short the day the registry grows - a cap that has
already dropped a member once without saying so.

MLPKFoldCVLBFGS. Every baseline row carries a binomial SE, which is the
sampling error of SCORING a fixed model and says nothing about how much
the FIT moves. One LBFGS run from one random start can land anywhere,
and a baseline that cleared or missed the bar on luck of initialisation
reads exactly like one that did it on merit. 3 folds, because each is a
full retrain. LBFGS not LM - LM builds a Hessian over ~7,700 weights.

CCorr ALL-LAGS PROFILE. Added BESIDE the MI lag profile, not instead:
MI catches nonlinear dependence and is the stronger negative, which is
why it settled the verdict - but its per-lag permutation null limits it
to ~20 lags. FFT correlation gets every lag in one O(n log n) pass, so
linear structure parked at lag 300 would surface for free. Different
question, not a replacement. Walks CONTIGUOUS bars, unlike everything
else in this file, because a lag index is meaningless otherwise; both
series are mean-centred first since CorrR1D is a raw sum of products;
and the max over columns x lags is judged against a Sidak family of
exactly that size, not a bare 2-sigma line.

fasttransforms.mqh needed its own include - verified that none of
ap/optimization/statistics/solvers/linalg reaches it.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 07:44:36 -04:00
AnimateDread
19e3595e20 fix(build): g_eta - the learning rate global no longer shadows a stdlib local
MetaEditor: "declaration of 'eta' hides global variable" (Math.mqh:792
vs Network.mqh:80). The standard library's Math\Stat\Math.mqh declares a
local `double eta` in its incomplete-gamma branch, and our bare global
of the same name is in scope there.

Same fault as the b1/b2/lr/momentum macros retired in ea2552e: a
single-token global name living in a header that library code gets
compiled beside. The library cannot move, so ours does - 112 references
across 13 files, whole-word only.

Named g_eta rather than g_learningRate to stay inside the vocabulary
already around it (ETA_DECAY_FACTOR, ETA_MIN, m_etaCeiling, etaBefore),
all of which are untouched and none of which shadow anything.

One log line said "continuing to explore without decaying eta", where
the word was prose rather than a symbol reference; that reads "the
learning rate" now instead of naming a variable at the trader.

Scanned for the next occurrence rather than waiting for it: the only
other bare lowercase globals in the tree are eaName and tableschema,
both distinctive enough not to collide with a library local.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 07:00:09 -04:00
AnimateDread
561c88e6d4 feat(baselines): geometry-drift check on the derived stop
DeriveBarrierGeometry() reads the stop off a quantile of the adverse
excursions in the IS region ONLY - correctly, since a geometry chosen
with the holdout in view has used the holdout for selection and it stops
being a holdout. The cost of that correct choice is that nothing ever
checked whether the distribution it measured still holds on the bars the
model actually trades.

If adverse excursions run wider in the OOS window than in the IS region,
the derived stop is too tight for the market it is used in, every label
was cut on the wrong geometry, and the deploy gate certified a game the
trade is not playing - the 2026-08-09 geometry mismatch arriving through
drift rather than through a config error.

Reported in TWO currencies deliberately. A rank-test p says whether the
distributions differ; it does not say whether anyone should care. The
stop each half's own quantile would derive says exactly that, in ATR
multiples - the units the order is placed in. A significant p with both
stops on the same ladder rung is a curiosity; half an ATR of movement is
a problem whether or not it clears 0.05.

Declustered first, same as the regime test: overlapping labels are not
independent draws. Harvest guards are copied from the deriver's own so
the two describe the same sample - and the split is verified identical
(totalIter == bars - historyBars, so Train's oosCutoff and the deriver's
are the same number).

Runs before the two model fits and needs only the excursion caches: a
chart too thin to fit a forest can still have drifted.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 00:34:55 -04:00
AnimateDread
90c6e26e94 feat(rng): ALGLIB's L'Ecuyer generator replaces MathRand, and a seed collision goes with it
MQL5's MathRand() is the 15-bit MSVC LCG - 32768 distinct values and
the lattice structure that shape of generator has. Two places here
actually lean on randomness and both were hurt by it:

WEIGHT INIT. Six He/LeCun-uniform sites drew
((MathRand()+1)/32768.0 - 0.5) * 2 * scale, so a first dense layer of
~250k weights had only 32768 possible values and thousands of
connections started byte-identical. Breaking that symmetry is the whole
job of random init.

SHUFFLING. ShuffleRandomIndex() already had to splice TWO MathRand()
draws to reach 30 bits, and its own comment documented the residual
modulo bias it still carried. HQRndUniformI() is rejection-sampled and
exactly uniform, so the splice and the bias note both go.

CHighQualityRand is L'Ecuyer's combined multiplicative congruential
generator - two differenced streams, 31-bit output, period ~2.3e18 -
and it ships with the terminal.

AND A BUG THE MIGRATION EXPOSED. The three MathSrand(GetTickCount())
calls sit immediately before "build a fresh topology", once per model.
GetTickCount() steps in ~15.6 ms on Windows and an ensemble builds every
member inside one OnInit, so members could be handed the SAME seed and
draw the SAME weights wherever their shapes coincide - and members that
start identical are not an ensemble. WarriorRandSeed() takes a salt (the
model id) plus a never-reset call counter, so a collision is impossible
rather than merely unlikely, while the tick keeps the run itself
genuinely unrepeatable the way those call sites asked for.

Seeds are masked positive rather than trusted: HQRndSeed computes
s % (M-1) + 1 and MQL5's % keeps the sign, so a negative seed leaves the
generator in a state its own assertions reject. GetTickCount() is a uint
and goes negative as an int after ~24 days of uptime - a fault that
would surface as "training is broken" on a long-running terminal and
nowhere else.

The indicator tuner's 52 draws move across too: its random search is
where sample quality earns its keep.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 00:29:12 -04:00
AnimateDread
36254dcd55 feat(baselines): matrix redundancy and a declustered regime test
Two ALGLIB diagnostics on the pass that already builds the matrix, under
the same Run_Alglib_Baselines switch, so they cost nothing by default
and share one walk of the feature pipeline.

REDUNDANCY (CBaseStat::PearsonCorrM + CPCAnalysis::PCABuildBasis).
The alt-data block already produced this finding once, by hand: 13
features x 16 window slots = 208 inputs spanning ~11.5 effective
dimensions, and the cost was not wasted parameters but a gradient
weighting bias, since batch norm rescales collinear copies without
decorrelating them. This generalises that measurement to every column
instead of the one block someone thought to check.

Run on the ANCHOR BAR'S ROW, not the full window. The window is
m_historyBars near-copies of the same columns at different lags, so
per-bar redundancy is the question worth asking - the lag structure is
what the conv/LSTM stage exists to exploit - and it keeps the eigensolve
at ~60x60 rather than ~960x960.

REGIME STABILITY (CMannWhitneyU::CMannWhitneyUTest) on the net's own
signed margin: its conviction, signed by whether the conviction paid,
older half of the OOS window against newer.

DECLUSTERED FIRST, which is the whole reason this is not a one-line
call. Triple-barrier labels overlap, so consecutive scored bars share
the price action that resolved them and are not independent draws.
Feeding all of them to a rank test yields a p computed on an n it does
not have - the same error label overlap invalidated everywhere else
here. One sample per label horizon costs most of the rows and buys a p
that means something; when too few survive, it says so and declines.

Both report and neither acts. Wiring the regime flag to position sizing
is the obvious next step and the one to take only after watching the
number: run every era on ~60 effective observations, a 0.05 test crosses
by chance regularly, and an auto-derisk on that is a random position
size generator.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-20 00:01:34 -04:00
AnimateDread
5cf706dfd6 refactor(kiss): lift the model fingerprint out of InitNeuralNetwork
InitNeuralNetwork() was 673 lines and the fingerprint assembly - the
single most audited block in the file, since its hash decides when a
trained model may be resumed and when it starts again from era 0 - sat
in the middle of it with no name of its own.

BuildModelFingerprint() is now that block, moved line for line. Its
header states the two rules the per-field notes have been repeating one
at a time for months: measured quantities never enter (the .cfg carries
those, adopt-don't-compare), and new fields append conditionally so
shipping one does not re-key models that never use the feature.

The assembly is byte-identical - verified by diffing every `fp =`/`fp +=`
line against HEAD, which differ only by the new call site. So no
existing .nnw/.cfg re-keys and nothing retrains.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 23:50:30 -04:00
AnimateDread
ce2c324527 feat(baselines): Alglib forest + linear on the NN's own matrix
Every direction verdict so far was measured through one architecture
family, so "flat" has two readings that no topology tuning can separate:
the net is the wrong learner, or the matrix carries no directional
information.

Two learners with completely different inductive biases - Alglib's
random decision forest and an ordinary least-squares fit - now train on
the SAME feature windows (BuildFeatureWindow, the net's own function, so
there is no second feature implementation to drift), the SAME labels,
the SAME IS/OOS split with both purges, and are scored through the SAME
precision-against-always-one-direction comparison and the same Sidak
family-wise arithmetic the deploy gate uses. If both also land at
chance, the matrix is the limit.

Deliberate choices, each of which could have made the comparison a
different question wearing this one's name:
- LRBuild, not LRBuildZ: the intercept absorbs the class imbalance, and
  a baseline handicapped by a forced zero intercept would flatter the
  net for the wrong reason.
- Raw call counts in the SE, matching the live gate's known-permissive
  test rather than correcting it here - both sides must face the same
  bar.
- No threshold sweep on the linear fit: a threshold fitted on the slice
  being scored is the calibration leak the purged band exists to avoid.
- Uniform stride when a cap bites, not the newest N rows, so a score
  difference cannot be a regime difference. What was dropped is logged.

Ships off (Run_Alglib_Baselines = false): it is a measurement, not a
trading feature, nothing trades on the answer and no model is saved.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 23:45:03 -04:00
AnimateDread
77594ef5fb refactor(stdlib): one quantile definition, from Math\Stat
The codebase had THREE conventions for the same statistic. AltData took a
true median; the barrier horizon and the derived input window took the
upper of the two middle values; the MI terciles and the barrier stop
ladder used nearest-rank indexing. All four now go through MathMedian /
MathQuantile, which is R's type 7 and the library's one answer.

  System\AltData.mqh          column median  -> MathMedian (exact, no change)
  AIBase\Labels.mqh           swing median   -> MathMedian
                              leg-range med  -> MathMedian
                              stop ladder    -> MathQuantile, read in one call
  AIBase\Topology.mqh         window median  -> MathMedian
  AIBase\AutoTune.mqh         MI terciles    -> MathQuantile + MathMin/MathMax
  Signals\SignalSessionFilter DST last Sunday-> CDateTime::DaysInMonth()

gaps[]/legs[] change from int to double so MathMedian can read them; the
values are bar counts either way.

VALUES MOVE. Even-sample medians shift by half a bin and the quantile
reads interpolate, so the barrier geometry and the derived input window
can land on different rungs - re-keying fingerprints and forcing a
retrain. Accepted deliberately: stdlib consistency was the ask, and three
private conventions for one statistic is what it buys out.

Two YAGNI finds fell out of the ladder rewrite. MathQuantile sorts its own
copy, so DeriveBarrierGeometry no longer sorts up[]/dn[] in place - which
means upUnsorted[], a full array copy kept only to undo that sort, is
gone. ArraySort(up) had no consumer needing order at all; it was pure
work. The library call also gets a failure guard the hand-rolled indexing
never needed but the ladder read does.

Verified while here: Math\Stat\Math.mqh's MathAbs/MathMax/MathSqrt/MathPow
and friends are ARRAY overloads, not scalar redefinitions, so pulling it
into the translation unit shadows no builtin.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 20:16:03 -04:00
AnimateDread
29c82ad50b refactor(dry): one binomial arithmetic for every "is this edge real" test
The formula p(1-p)/n was transcribed nine times across six files - the two
deploy gates, the two edge floors, the collapse recall floor, the barrier
rung ladder, the inference bin SE, the pooled inverse-variance weights and
both detectability reports. System\BinomialStats.mqh now holds it once, as
free functions with no class dependency, so the god-class declaration does
not grow to host pure math.

  BinomialVar(p, n)                      p(1-p)/n
  BinomialSEPct(p, n)                    100*sqrt(p(1-p)/n)
  BinomialCallsForEdge(p, edge, sigmas)  the same, solved for n
  NormalUpperTailQ(z)                    Q(z), via Math\Stat\Normal.mqh
  SidakFamilyP(z, N)                     1-(1-Q(z))^N

Value-preserving by construction: rates go in as probabilities so no call
site gained a *100/100 round-trip, and BinomialSEPct is written through
BinomialVar so the multiply order is the one it replaced. Every degenerate
guard each site carried (p<=0, p>=1, n<=0) now lives in one place and
returns the 0 those sites already treated as "no bar to clear".

CExpertSignalAIBase::NormalUpperTail is gone; NormalUpperTailQ replaces it.

What consolidating SURFACED, and is deliberately NOT changed here: the two
Sidak selection gates compute their SE on the RAW call count, while every
other SE in the project deflates by EffectiveSampleSize() for triple-
barrier label overlap. That makes them the most permissive test in the
codebase, by ~sqrt(mean label lifespan). Correcting it tightens a live
deploy bar, which is a policy decision, not a refactor - flagged in the
code at both sites.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 19:50:24 -04:00
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
AnimateDread
61c0d19ca9 feat(indicators): run the built-in iMA and MetaTrader's ZigZag; add a classic-vote shift
MA: CustomIndicators\ADMovingAverage is replaced by the built-in iMA (CiMA) on
both consumers - the classic vote and the NN MA input feature. This drops the
five advanced types ALMA/DEMA/ZLEMA/T3/Kalman, which have no iMA equivalent;
MA_TYPE_PRESETS is now ENUM_MA_METHOD's own codes and the tuner searches all
four. It also removes a documented failure mode: a custom indicator's depth is
bounded by TERMINAL_MAXBARS, and m_MA was the one whose feature block REJECTS
the bar on a short read - the "feature 25 fails on every bar" incident of
2026-08-17. A built-in is served at any depth.

MIGRATION. SMA moves from code 5 to 0, so persisted type codes change meaning.
SanitizeMaType() is the single validity rule; TunedPeriods records now carry a
version field and a v1 record remaps 5..8 -> 0..3, falling back to SMA for a
stored advanced type (unrecoverable - old 0..4 are indistinguishable from valid
new codes). Existing .nnw files re-key on their own, because MA_Type is hashed
into the topology fingerprint, so models retrain rather than silently running
on different MA values. EXPECT A FULL RETRAIN.

ZigZag: ADZigZag was a byte-identical rename of MetaQuotes' Examples\ZigZag -
verified by normalising identifiers and stripping comments, 233 significant
lines each with only renamed symbols differing. It now loads the stock one, so
nothing is bundled and MetaQuotes' fixes arrive without a rebuild here. Both
#resource entries are gone.

Classic_Shift: a new input, the BAR the four classic votes evaluate on (0 =
forming, 1 = last closed, default 1). One implementation on CExpertSignalCustom,
inherited by all four rather than repeated per module. Defaults to a sentinel
meaning "unset", so the AI signals and the aggregate keep the stock every_tick
rule and their feature/label alignment is untouched. The META corpus sweep still
takes precedence. CExpertBase::StartIndex turns out to be virtual, so this is a
real override, not the name-hiding the old comment claimed.

Not compiled - MetaEditor compile pending.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 19:09:58 -04:00
AnimateDread
552edb5fb1 refactor(yagni): drop 13 accessors nothing called; unify the ATR trailing pair
Verified dead by grep across all first-party sources (references/, Scripts/,
research/ excluded): EraCount, HiddenLayersCount, LstmHiddenSize, ConvFilterCount,
HistoryBars and MinTrainYear setters, PendingBatchSamples, getPrevOutIndex,
BaseCurrency, QuoteCurrency, CurrencyCount, IsLoaded, LastFiredDirection,
DBConfidence, SpecIndex, and the conv Step/WindowOut shape accessors. Every
backing member stays - each is still read internally and several are pinned by
the positional .cfg layout - so this removes surface, not behaviour.

Two comments were asserting the opposite of the code and are now true: the
"No setter: the taper's endpoints are derived" note was directly above three
setters, and the conv shape block claimed EnforceTopologyContract reads all
three accessors when CNet::FirstConvWindow only ever calls Window().

CTrailingATR::CheckTrailingStopLong/Short were byte-identical but for Bid vs Ask
and the isLong flag; both now delegate to one CheckTrailingStop body.

Deliberately NOT removed: the fractal-target branch (TrainTargetFractal,
IsFractalTarget and their label machinery). It reads as dead because the
TrainingTarget input was withdrawn, but Warrior_EA.mq5:836 documents it as a
parked option with a three-line restore path - that is a product call, not a
refactor.

Not compiled - MetaEditor compile pending.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 18:55:36 -04:00
AnimateDread
2be2970434 fix(topology): the capacity budget counted overlapping bars as independent examples
EstimatedInSampleBars() returned raw bars (11372 on SP500 H4) and every derived
capacity decision spent that: first-layer width, conv filters, LSTM hidden size.
But triple-barrier labels overlap - mean lifespan 9.4 bars - so the label cache line
on the same run already reports those bars are worth ~1210 independent observations.
Sizing a network against RAW bars while grading it against EFFECTIVE ones is two
subsystems disagreeing about one sample, and it disagreed in the dangerous direction
because the capacity side was the optimistic one: the warning's "roughly 1.1 weights
per training bar" is nearer 11 per independent observation.

EffectiveSampleSize() has existed since 2026-08-17 and is applied at eight sites, all
of them statistics. This adds the ninth, in the one place that decides how many
parameters get fitted. Applied inside EstimatedInSampleBars() rather than at the call
sites, because that function exists precisely so the three stages spend one budget.

SELF-ENABLING AND THEREFORE INERT WHERE IT MATTERS MOST, which is why this is two
changes and not one. MeanLabelLifespan() is 1.0 until a label cache has measured
something, so on a model's first build - before any label exists - the deflation is
correctly the identity: an unmeasured overlap must not invent a shrink. A fresh
attach constructs a fresh object, so its counters are zero too; only a mid-session
weights reset carries real evidence into a rebuild. That is deliberately safe (no
attach can now re-derive a narrower topology and discard trained weights) but it
would have left the first build - the case you most want the truth for - quoting the
flattering figure. So ReportDetectability now restates capacity against the effective
sample at the first moment L is real, for the topology already pinned. It re-sizes
nothing; it reports what was bought. Placed ABOVE that function's break-even guard on
purpose - a degenerate geometry is exactly when you want to know the net is
over-parameterised, and "it only fires for sane configs" is how the 2026-08-18
IS-error stop managed never to fire at all.

The warning also names its basis now (independent observations and L, or an explicit
"overlap NOT YET MEASURED, this is an UPPER BOUND"), so a flattering number can never
again read as a measured one.

Also factors FirstLayerFanIn() out of ComputeFirstLayerWidth so the capacity REPORT
charges for exactly what the capacity DECISION charged for - same reason
RequiredHorizonBars was factored out after the 2026-08-17 divergence - and makes
MeanLabelLifespan()/EffectiveSampleSize() const so the const budget path can call them.

Verified: no recursion (EstimatedInSampleBars -> EffectiveSampleSize ->
EstimatedInSampleBarsRaw, which computes from Bars() alone); both new StringFormat
sites hand-counted (basis 3/3 and 1/1, CAPACITY 10 specifiers / 10 arguments).

NOT COMPILED - user compiles in MetaEditor.
2026-08-19 18:43:48 -04:00
AnimateDread
caad156464 fix(geometry): the ratio raise was reported against reachability, not bounded by it
First clean derivation after 6f2def0 produced stop 1.22 / target 4.86 = 1:4 on
SP500 H4, and the labels came out Buy 4.3% / Sell 6.1% / Neutral 89.6% - a 20.7:1
imbalance, against 3.4:1 at 1:2 and 1.5:1 at 1:1 on the identical 10601 excursions.
That is the class-collapse regime, not a geometry.

c3daded proposed ONE leg-implied ratio per rung and left the reachability floor to
REJECT the rung, with a comment claiming the raise was "bounded" by it. Rejection is
not a bound. The 5.09*ATR median leg proposed 1:4 at every stop, all seven rungs then
missed their own floor (0.7%-9.6% against 12-20%), the no-rung-clears fallback fired
and re-proposed the same 1:4 at the tightest rung - and printed a WARNING predicting
exactly the rare positive class that followed. The system diagnosed itself correctly
and had no authority to act on it: the same shape as the scan-vs-deriver split
c3daded fixed one layer up, reintroduced one layer down.

Why the full leg overshoots: a ZigZag leg is pivot-to-pivot travel and an entry is
not a pivot - it lands inside the leg, with roughly half of it left on average.
Sizing the target at the whole median leg asks the market to deliver, from an
arbitrary bar, the entire move it usually makes between extremes.

Rather than assume the half and hard-code a factor, the raise now steps DOWN the snap
ladder (5 -> 4 -> 3 -> 2.5 -> 2) until the first-passage ladder says the target is
actually reached, stopping at the 1:2 policy floor because that is risk policy and
not a measurement. The legs still raise the ratio wherever the travel supports it;
the market decides how far. Applied in BOTH the rung loop and the fallback branch -
omitting the fallback is what actually shipped the 20.7:1 labels, since that branch
runs precisely when no rung was reachable. Rung rows now print
"[legs proposed 1:R, unreached]" so a walked-back raise is visible as one.

Verified: BarrierStepDownRr is strictly decreasing and bottoms at the floor, so both
loops terminate; rung-row StringFormat re-counted at 18 specifiers / 18 arguments.

NOT COMPILED - user compiles in MetaEditor.
2026-08-19 17:04:32 -04:00
AnimateDread
6f2def0605 fix(geometry): a weights reset could never change the barrier - the pair laundered itself through the wipe
Reported as "it still seems leaned towards 2x atr" after a full Delete && Reset
Weights on SP500 H4. It was not the .cfg pin, and it was not the new ratio floor
failing to take: the geometry is held in members ResetWeights never cleared, so
a reset wiped the .cfg, built a fresh net, restarted at era 0 - and then relabelled
under the PREVIOUS model's pair, before SaveTopologyConfiguration wrote that stale
pair back into the brand new .cfg. Reset, re-derive, re-pin, with the middle step
missing. No number of resets could ever have moved it.

Evidence in the 2026-08-19 journal: RESET WIPE at 16:23:38.699 (.cfg=deleted),
"rebuilt a fresh topology" at .790, and a label cache at .890 with a distribution
byte-identical to the pre-reset 2.00/2.00 one (Buy 3221 / Sell 3303 / Neutral 4837,
mean lifespan 6.4 bars) - 100 ms later, with no DeriveBarrierGeometry between them.

The member that actually blocked it is m_geometryDerivePasses.
LoadAndCompareTopologyConfiguration pins it to BARRIER_DERIVE_MAX_PASSES to block
the fixed-point iteration, which is correct for a LOAD - an existing model must
never re-derive or the target moves under fitted weights - and exactly wrong for a
RESET, which is the act of declaring there are no fitted weights left to protect.
State that is correctly sticky for one lifecycle event, silently inherited by
another; the same shape as the .cfg pin sitting beside it.

ResetWeights now returns the whole derivation to its constructor state: the three
latches, the pair, the horizon and its flags, the swing/lifespan measurements, the
scan's own outputs, and m_spreadAtr - that last one matters because the cost filter
is deliberately inert on pass 1 (m_spreadAtr <= 0.0) and an inherited spread makes
a reset model walk a different ladder than a genuinely new one. m_sl_mode/m_tp_mode
go back to the SL_Mode/TP_Mode inputs, since the adopt path overwrites them in
place with no copy of what was configured.

NOT COMPILED - user compiles in MetaEditor.
2026-08-19 16:31:18 -04:00
AnimateDread
c3daded397 feat(geometry): 1:2 becomes a FLOOR the swing legs may raise, and the scan can no longer undercut it
Two coupled changes, both from measurements in today's SP500 H4 log.

1. THE SCAN WAS OVERRIDING THE DERIVER ON THE WRONG OBJECTIVE.
   At 13:37:47 DeriveBarrierGeometry produced stop 1.21*ATR / target 2.41*ATR - break-even
   33.3%. Thirty-seven seconds later the barrier-geometry scan adopted 2:2 - break-even
   50.9% - because it carried 0.0143 nats of entry-time information against the configured
   pair's 0.0075, and cleared its family-wise gate. Information is not expectancy, and the
   scan says so itself; nothing checked what the adoption did to the operating point. It
   did this: the fitted thresholds immediately after read 38.8% win vs 50.9% break-even
   (-12.2pp) and 48.3% vs 50.9% (-2.6pp), where the earlier model on this instrument at a
   1:2 geometry had fitted +1.8pp. The deriver applies the ratio as user RISK POLICY; a
   scan that can crown 1:1 makes two subsystems disagree about one geometry - the same
   split this file already fixed once for the clamped-horizon rule. The scan now enrols and
   crowns only pairings at or above the floor; sub-floor pairs are still scored and printed
   (marked 'r') so the choice stays auditable. This is NOT the min-RR rule removed on
   2026-08-09 - that one guarded a rejection filter that no longer exists.

2. THE RATIO IS A FLOOR, NOT A CAP (user: "the ratio of 1:2 is a minimum that I want, but
   it should not cap to that if the average zigzag moves gives more room").
   BARRIER_TARGET_RR -> BARRIER_TARGET_RR_MIN. ComputeBarrierHorizonBars already scanned
   ZigZag pivots for leg DURATION; it now harvests leg RANGE in the same pass - two
   properties of one object, so the horizon and the target describe the same legs instead
   of two windows. The per-rung ratio is the floor raised toward median-leg/stop, snapped
   DOWN to a coarse ladder (2.0/2.5/3.0/4.0/5.0). The ladder is coarse on purpose:
   PooledGate pools only instruments whose structural break-even matches, and continuous
   per-instrument ratios would never match and would silently empty the pool.

   A leg is the right yardstick precisely because it owes NOTHING to the barrier - sizing a
   target off travel measured over the barrier's own horizon is the circular loop that ran
   EURUSD/USDCAD away to 14-31*ATR in 2026-08-07. The raise stays bounded by the three
   tests already in the ladder: reachability, the horizon ceiling (first-passage time grows
   with stop x target), and the cost fraction.

   Consequential fixes: the reachability floor was a macro keyed to the fixed ratio and is
   now BarrierMinReachPct(rr) evaluated per rung (a raised ratio has a lower break-even, so
   a fixed floor would be the wrong strictness); the detectability break-even likewise;
   PooledGate now writes and matches the ACTUAL ratio (TargetRR()) rather than the floor.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 16:16:33 -04:00
AnimateDread
888f32d21c fix(gate): the plateau shortcut re-ran the deploy test every era, raising its own bar
User report: 'eras since best' in the ensemble line is always 0 (era 147, best at era 90,
'0 eras ago'). That is a control-flow bug wearing a display symptom.

Once every member's in-sample error had plateaued, the shortcut forced the ladder to its
DEPLOY stage on EVERY era. The failed-gate branch resets the stage to 0 so the ladder can
climb again - so the shortcut raised it, the branch cleared it, forever. Three consequences,
only the first of which was visible:
  - g_ensErasSinceBest was reset every era, pinning the counter at 0.
  - The stage-1/2 boosted warm restarts were never reached, so the one mechanism that can
    un-plateau a stuck member never ran. The models sat at a WORSE error than their best
    (0.2408 -> 0.3015 on PAI) with no escape.
  - Every repetition ran EnsembleSurvivesSelection against an unchanged best and incremented
    the candidate-era count the family-wise correction divides by. The run spent its time
    RAISING ITS OWN SIDAK BAR - the same waste as the 2026-08-18 inert IS-error stop, one
    layer up, and the reason a gate that needed >47.8% saw its bar climb era after era.

Fix: the shortcut fires ONCE PER BEST-ERA (g_ensGateTestedEra, stamped before the outcome
branches because it is the re-running that inflates the family, pass or fail). A refused
gate now falls back to the normal counter-driven ladder - warm restart, anneal, then a
fresh deploy test - which is the escape the shortcut was skipping.

Also, per user: the signal marks were too small to see. Span doubled (2.6 bar widths, so
the overhang either side of the candle is ~0.8 bars) and both layers thickened - 1px dotted
was invisible on a candle chart at any realistic zoom.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 15:40:52 -04:00
AnimateDread
5e0317f09d feat(chart): signal marks become price LEVELS at the trigger, not arrows beside the candle
User request: 'move from arrows on lows and highs to small horizontal lines at the actual
prices the entry/exit would trigger, just a bit larger than the candles. dark green for
buy, dark red for sell.'

Every mark is now an OBJ_TREND segment with both anchors at one price and both rays off,
spanning 1.3 bar widths, drawn at the bar's CLOSE - the price a market order actually
fires at, and the exact entry TripleBarrierLabel assumes. It used to sit on the candle's
LOW for a Buy and its HIGH for a Sell: prices the trade never touches, picked so an arrow
glyph would clear the candle. The tooltip now carries that price too.

COLOUR NOW MEANS DIRECTION AND ONLY DIRECTION on every layer (dark green / dark red).
Layer moves to width+style - the traded vote is solid and thick and drawn in front, a
single model's raw opinion is thin, dotted and behind the candles - which keeps the
distinction the old palette existed to draw (a model's opinion must never read as a trade)
while freeing colour to say one thing consistently.

Consequences handled, all of them the same 'a typed scan went blind' failure:
- SaveChartSignals filtered OBJPROP_TYPE == OBJ_ARROW and read OBJPROP_ARROWCODE. It now
  filters OBJ_TREND and recovers direction from the colour. The sidecar keeps the old
  217/218 numbers as its buy/sell token deliberately, so existing .arrows files still load.
- AdvanceChartSignalRestore now rebuilds through the SAME creation point the live path
  uses, so a restored mark and a fresh one are identical objects.
- The rescan-scoped delete enumerated ObjectsTotal(OBJ_ARROW) - retyped, or it silently
  deletes nothing.
- ApplySignalsVisibility enumerated OBJ_ARROW with NO prefix filter. Under the new type
  that would have hidden and shown THE USER'S OWN trend lines on every Hide/Show click;
  it is now prefix-scoped. The old type was uncommon enough on a real chart to mask the
  missing check - trend lines are the most hand-drawn object there is.
- DrawObject's high/low parameters are gone (6 call sites pass m_Close instead), so no
  caller can hand it a price it no longer draws at.
- Fixed a pre-existing stale comment that still described the purge sweep as OBJ_ARROW-only
  three lines above the note explaining it had been widened to every type.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 14:11:49 -04:00
AnimateDread
6717509c8b fix(build): four compile faults - one was a SILENT enum collision that inverted the direction policy
Reported by the user's MetaEditor compile of f64e0f8 (26 errors, 4 warnings). The four
warnings mattered more than the errors.

1. INTELLIGENT WAS TWO ENUMS. MONEY_MANAGEMENT_STRATEGY::INTELLIGENT (=1) is declared
   BEFORE TRADING_DIRECTION::INTELLIGENT (=3) in InputEnums.mqh, so MQL5 resolved every
   'tradingdirection == INTELLIGENT' to the MM member and converted it to value 1 =
   TRADING_DIRECTION::LONG_ONLY. Wrong in both directions at once: selecting Intelligent
   (3) matched NOTHING and silently traded both sides, while selecting Long only (1)
   matched and handed the decision to the measured drift verdict - which can answer
   SHORT_ONLY, so the one setting that must never go short could have. Reported by the
   compiler as a WARNING only, never an error. Renamed to DIRECTION_INTELLIGENT; the
   VALUE stays 3, so saved .set files are unaffected. Swept every enum in the repo for
   sibling collisions (38 enums, detector validated against the pre-fix source, which it
   flags): none remain.
2. g_warriorMetaGate sits above the class it points at - added the forward declaration,
   the same pattern g_warriorEnsemble already uses in ExpertSignalAIBase.mqh.
3. The broker-time rename (b63e39f) never reached BufferNewTickSignal's PARAMETER or its
   two call sites: the local became brokerTime, the parameter stayed gmtTime, and the
   body was rewritten to read brokerTime. All five sites now agree.
4. ConfigureAISignal calls IsMetaTarget() from a free function - moved it to the public
   section (identity, not an implementation seam); the other meta seams stay protected.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 13:16:45 -04:00
AnimateDread
f64e0f8b67 feat(ensemble): per-NN inputs replace the preset selector - the meta head becomes the vote's gate
User design (2026-08-19): 'remove the enum menu that selects neural networks... individual
inputs for every NN just like classic signals... the META NN should be integrated into the
voting decision pipeline when enabled... as a bonus meta labelling is applied to enabled NNs.'

- AI_CHOICE is GONE (tombstoned per the stale-.set doctrine). Use_MLP/Use_CONV/Use_LSTM/
  Use_CONVLSTM are ordinary bools like the classic votes; the ensemble arithmetic adapts to
  any subset because the consensus divisor is the enabled capable weight. Two or more
  enabled = ensemble (|ENS1 token + joint gate, exactly the old AI_HYBRID fingerprints, so
  existing weight files keep loading); one = the old solo preset; none = classic-only.
- Use_MetaLabeling un-couples META from the direction NNs (the old selector made them
  mutually exclusive). S3 ships: CSignalMETA::LiveMetaGate scores each vote-cleared entry
  (shared window at bar 1 + proposal descriptor: side, net vote, live geometry, spread/ATR;
  pattern one-hot ZEROED - ranking, not calibrated probability, documented in the body) and
  vetoes below the cost-adjusted break-even. Entries only; fail-open everywhere, loudly.
- COEXISTENCE HAZARDS closed: VoteCapableWeight()=0 and ProspectiveVote()=false for the
  meta target - solo-only until today, a trained META would otherwise sit in the consensus
  divisor as a permanent abstainer and shrink every vote by its module weight.
- CERTIFIED == TRADED: the ensemble era verdict replays the identical veto through the same
  g_warriorMetaGate pointer over its OOS fired bars (bar re-resolved from the row's own
  time; fail-open counted as fires and reported: 'metaGate: N approved, M vetoed, K
  unscored'). The overlay deliberately does NOT replay it (veto-filter-in-replay class,
  calendar-cliff precedent) - documented at the sweep site. Solo charts' own gate does not
  model the veto - the standing solo-gate caveat, documented at the input.
- DB continuity: the pattern/journal DB fingerprint's first slot was (int)AIType;
  DbLegacyAiSlot() maps every legacy-expressible config to its OLD value (new 2-3 member
  subsets get 100+bitmask, outside the legacy range) so no existing database re-keys.
  filterID becomes the enabled roster via one EnabledNNSummary().
- HUD: the meta line shows the gate (armed/(trn), last P vs BE, ok/veto tally); the
  armed/disarmed announcement fires on state change via one latch (MetaGateArmedNow), not
  only when an entry happens to be proposed.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 13:01:02 -04:00
AnimateDread
1445f175ce feat(consistency): the five review flaws fixed - training wears the live constraints, the gate wears the policy
1. Labels and the exit simulator go through the broker's stop-distance
   check: risk/reward widen to SYMBOL_TRADE_STOPS_LEVEL exactly as
   TCAdjustStops does at order time - the M5/tight-ATR case where live
   trades ran wider geometry than training measured. Current stops level
   stands in for history (like the spread); measured quantity, so it
   does not key the fingerprint.
2. The Intelligent drift verdict moved into RefreshDriftVerdict(), which
   RESCANS the label cache and now runs at every era end beside
   RankTiersFromOos - era-cadence instead of waiting for rare full
   rebuilds. Prints only on change.
3. Session filter is any-broker: sessions defined on their financial
   centres' civil clocks (London 08-16 Europe/London, NY 08-17
   America/New_York, Tokyo 09-18 Asia/Tokyo), converted to UTC by each
   centre's own computed DST rule (EU last-Sun-Mar/Oct, US
   2nd-Sun-Mar/1st-Sun-Nov), then to broker time by the MEASURED
   server-vs-GMT offset (half-hour brokers included). Windows may wrap
   midnight in broker time - the interval test handles it. Replaces the
   EET-hardcoded anchors, which were correct on exactly one broker and
   got Tokyo wrong by an hour each European summer.
4. The current-session-table-for-history caveat resolved by analysis:
   the bars bound the error - a too-late assumed close meets no bars
   (zero error), a too-early one truncates conservatively (<=1h, never
   optimistic, cannot manufacture edge). Documented at the site.
5. The ensemble deploy gate mirrors the direction policy: blocked-side
   fires are not fired bars (certified == traded), the zero-skill
   reference uses only ACHIEVABLE baselines (always-short is not a
   strategy a long-only book can run), and one-sidedness BY POLICY is
   not degeneracy - the two-sided requirement applies only when both
   sides are allowed. Sell predictions keep their other jobs (exit
   triggers, consensus dilution) untouched.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 12:14:01 -04:00
AnimateDread
3e467f92e9 feat(labels): the scheduled close-all is now a vertical barrier in the label walk
User report: "I exit everything on Friday close to avoid weekend swap...
if the NN training thinks I hold over the weekend it could produce
inaccurate results" - it thought exactly that. TripleBarrierLabel walked
its full horizon (64 bars, mean lifespan ~18 H4 bars ~ 3 days) straight
through the scheduled flat, scoring trades the deployed EA is guaranteed
to have closed on Friday 23:45. SQX applies this rule when building
strategies; the EA's own labels did not.

NextScheduledCloseAll() mirrors CExpertCustom::OnTick's live check
exactly (same three inputs, same -1 disabled sentinels, same
CLOSE_EVERYDAY semantics, same server clock). The walk stops at the
first bar that does not END by the cutoff - OHLC cannot order the
tradable fraction of a partial bar, and ties go to the refusal, as
everywhere in this file. An unresolved trade at the cutoff times out to
Neutral, exactly as live would flatten it. Excursions, the first-passage
ladder and the label lifespan truncate with the walk, so the DERIVED
geometry is automatically sized to the tradable window - a target the
flat rule never lets price reach stops counting as reachable.

The prebuild census now splits timeouts: "horizon too short?" vs "ended
by the scheduled close-all" - different questions, different fixes.
Schedule disabled = no cutoff, exactly like live.

Models trained under weekend-blind labels are fitted to a different
target; charts with the close-all enabled (the default) should be reset
to retrain under the honest labels.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 11:17:14 -04:00
AnimateDread
f30e342a1d feat(logs): throttle the settled per-era diagnostics - measured 22MB/9.5h of confirmed-working systems
Measured from the journal (2026-08-19): the era deep-dive line (~2KB) plus
the excursion verdict, tier re-rank, calibration move, barrier hold and
selection-regressed note each printed EVERY era for EVERY member - ~940
eras/member/day - long after the systems they watch were confirmed
working. Yesterday's file was 1.3GB (70% of it the news-filter calendar
spam the sweep fix already removed).

VerboseMode returns as an INPUT (demoted 2026-08-01 for the marketplace;
that track is dead since the 2026-08-16 pivot) and gains a second job:
false throttles each settled per-era print to eras 0-3 plus every
TRAIN_LOG_EVERY_ERAS-th (25 ~= one deep-dive per ~15min per member);
true restores the per-era firehose, flippable live.

Never throttled: anything that marks a CHANGE - new bests, restores +
eta decays, plateau stage transitions, deploy approvals, warnings,
errors, the label-cache/adoption one-shots, and the combined-vote gate
line (the active system's primary telemetry, still every era).

Semantic fixes over blanket gating:
- barrier hold now ARMS silently and prints only when the hold outlasts
  the 2-min report interval - a brief hold every era is the design, the
  long hold is the watchdog case the line exists for;
- the ensemble deploy REFUSAL prints immediately when its reason
  changes (that is a finding), on cadence when unchanged;
- the filtered-view census prints when its RESULT moves (drawn count,
  or strongest vote by >=2pp) and at least every 10th sweep.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 09:36:15 -04:00
AnimateDread
83ae56cc9e feat(hud): per-member neuron lines + a vote label that moves as the nets learn
Both 2026-08-19 reports were the same staleness: every source behind the
label was an ERA artifact (live cache refills at pass-3 completion, the
snapshot copies once per era, dPrevSignal is the frozen purge-band edge
bar) - so the readout stepped at era cadence at best, stayed glued to
one direction, and lagged the era counter.

DisplayInference(): throttled (4s, 1s across an era boundary),
SIDE-EFFECT-FREE forward of the current decision bar (window ending on
bar 1, same question the live path asks) through the LEARNER net.
Batch-norm running stats are bracketed frozen/RESTORED via the new
CNet::GetBatchNormFrozen() + CNeuronBatchNormOCL::StatsFrozen() - restore,
not unfreeze, because a display tick can land between pass-3 chunks whose
whole scan holds them frozen. Writes nothing a trading or training path
reads (dPrevSignal, NMS state, tallies, watermarks all untouched;
RefreshLatestSignal is not reusable here precisely because it writes all
of them). LSTM safe by construction: h/c zeroed per forward.

ProspectiveVote() reads the fresh forward as its FIRST source; the
era-artifact chain becomes the fallback (meta head, warm-up, window
holes).

DisplayHudLine(): the reference library's training label, per ensemble
member - name, output activations (softmax probs or raw scalar), the
decision, its weighted vote (the exact consensus numerator term), era,
recent average error, "(trn)" while not vote-capable. Rendered under the
vote line in RefreshVoteReadout BEFORE the live-vote defer (member lines
are telemetry, not tradable readings), coloured by the member's own
direction in muted tones - the vote line's strict
green-only-when-it-would-trade rule is untouched.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
2026-08-19 08:48:34 -04:00
AnimateDread
1a900a0a35 feat(vote): CONSENSUS arithmetic - agreement is now what the threshold dials
Era-680 report, all three observations one equation: "peak 29, no arrows at
threshold 30" / "at 20, arrows on EVERY bar" / "label at 12 while arrows
everywhere". Under the voters-only divisor, any bar with at least one
directional voter read the weighted mean of the firing tiers' weights - and
once the tiers self-ranked to each model's pooled win rate (~28-31), that
mean was NEAR-CONSTANT regardless of headcount. One member alone: ~29. Four
unanimous: ~29. Min_Vote_Open was a step function around that constant -
above it nothing ever fired, below it everything did - and the label's 12
was a 3v1 split netting through the same divisor. Not three display bugs:
one arithmetic that could not express agreement.

The divisor is now the CAPABLE weight - every filter that could vote,
whether it did or not:
 * live (Direction): VoteCapableWeight() - classic pattern ladders always,
   veto filters never, AI members once past the same readiness test
   LongCondition gates on. A model still training must not dilute an
   ensemble it cannot join: four trainees + one deployed model is a solo
   chart wearing an ensemble label, and the solo vote reads full strength.
 * gate (EnsembleEraVerdict): g_ensVoteWeightSum accumulates for every
   member that EVALUATED the bar, Neutral included.
 * overlay sweep + prospective readout: weight counts whenever the member
   has data; a snapshotted Neutral dilutes.
One arithmetic, four sites, same numbers everywhere.

What the numbers become (four members, w~0.29, tiers~29): unanimous ~29 -
the CEILING, which is the pooled win rate and is what the peak displays;
3-of-4 ~22; 2-of-4 ~14.5; 3v1 ~14.5. Min_Vote_Open 20 now means "roughly
three-quarters of the ensemble's trust agrees, net". It MUST sit below the
ceiling to ever fire - the census/peak states the ceiling.

This is the ensemble the user specified in the original design discussion
("if the perceptron also votes, both together reach the threshold; if
another NN votes the other side, the threshold is not reached") - union
semantics was the pre-ensemble behaviour, kept until measurement showed its
vote magnitude was a constant.

Plus overlay DECLUSTERING, the other half of "arrows on every bar": the
same three NMS rules as the per-member arrows (same-direction runs collapse
to their first bar, cross-direction flicker keeps the stronger side), online
over the sweep's strictly oldest->newest walk. Suppression is a verdict and
deletes a standing arrow; the den==0 no-data skip still never does.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-19 06:58:03 -04:00
AnimateDread
c393497fd6 fix(chart): display now reads era-end SNAPSHOTS - the live cache is wiped mid-era
Full-pipeline analysis after "threshold 30, attained often, nothing drawn,
still glued to buy". The log falsified the premise before any code did:

  21:40:43  swept 4999, 794 voters, drew 491. Strongest 43.0% vs 30.0%
  21:42:07  swept 4999, 0 voters,  drew 0
  21:51:30  swept 4999, 0 voters,  drew 0
  21:56:30  swept 4999, 922 voters, drew 382. Strongest 44.0% vs 30.0%

The arrows WERE drawn - 491 of them, then 382 - and then erased. ONE root
cause, three symptoms: every display path read m_arrowSignalCache, which is
wiped to sentinel at each era start and only complete again when pass 3
finishes. With eras at ~30s and a sweep at ~17s:

 * ARROW FLICKER: a sweep landing mid-era found no voters anywhere, and its
   else-branch deleted the arrow on every voteless bar - erasing the previous
   sweep's entire output. The chart cycled populated -> blank -> populated;
   the user kept catching the blank phase.
 * READOUT GLUE: the newest-cache walk found only sentinel for ~90% of every
   era and fell through to dPrevSignal - the frozen purge-band edge bar that
   reads Buy. 659638e fixed which bar was frozen, not the freezing.
 * VOTER FLAP: 1299 -> 257 -> 1113 across back-to-back sweeps - each saw a
   different fraction of half-rebuilt caches.

THE FIX, structural rather than another patch:

1. Era-end snapshots. RankTiersFromOos() runs at pass-3 completion - the one
   moment the cache is complete - and now copies it (raw signals, newest
   LOOKBACK+16 bars) into member-owned snapshot state, unconditionally,
   BEFORE its early return: an all-Neutral era is a snapshot worth showing,
   not an absence of one. Raw signals rather than votes, so a tier re-rank
   between eras reprices them at read time via LiveVoteContribution for free.
2. The sweep (SnapshotVoteAt) and the prospective readout both read
   snapshots; the readout's fallback chain is live-cache -> snapshot ->
   dPrevSignal, and the snapshot leg is the one that fires most of the time.
3. NO DATA IS NOT A VERDICT: a den==0 bar no longer deletes - only an actual
   sub-threshold vote takes an arrow down. This alone ends the wipe half of
   the flicker even where snapshots are missing (before the first era).
4. Arming moved from an era-counter diff (which fires at era BOUNDARIES,
   i.e. precisely when caches are about to be wiped) to
   g_warriorOverlayArmRequest, set by each RankTiersFromOos - "a member's
   snapshot just got fresher", the only event a redraw can act on. 60s rate
   limit collapses the four members' burst into one sweep. Classic-only
   charts arm once at start.
5. Census now reports the direction split - "922 had a voter (610 buy / 312
   sell)" - so "the vote leans buy" is checkable from the log instead of
   inferred from arrow colours.

Also visible in the log and worth knowing: the threshold flip-flopped
30 -> 40 -> 30 across the evening's re-inits (census lines at 21:42-21:51
ran at 40), so part of the observed blankness was configuration, not code.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 22:03:20 -04:00
AnimateDread
659638e072 fix(chart): the prospective vote was four models' opinion of ONE frozen bar
"Still glued to buy." Verified in the pass structure rather than guessed:

dPrevSignal is written ONLY by pass 1 (Training.mqh 1439/1442 - the sole
assignment sites), and pass 1 SKIPS the feedForward for any bar a later pass
will forward anyway (laterPassForwards) - which is the whole OOS window and
the calibration band. Pass 3 forwards the newest bars every era but never
writes dPrevSignal. Net effect: after every era, dPrevSignal holds the
model's opinion of the newest PURGE-BAND EDGE BAR pass 1 happened to forward
- one fixed mid-history bar, re-evaluated era after era. The readout was
therefore showing four models' verdict on the same frozen bar, and that bar
reads Buy. Glued to Buy, with flashes of Sell only while pass 1 was actively
walking (the one window where dPrevSignal moves).

ProspectiveVote() now reads the newest ARROW-CACHE entry first (walking back
from the decision bar, bounded at 16), falling back to dPrevSignal only when
the cache holds nothing. Pass 3 writes the adjusted decision for the newest
(OOS) bars each era, so the cache's first non-sentinel entry is the model's
most recent verdict on near-current data - and it is the same value the
filtered overlay draws from, so the label and the reconstruction stay one
quantity. A cached Neutral stops the walk: that is a real decision (vote 0,
abstain -> shows in the "flat" count), not a missing one. Early in an era
the cache is wiped to sentinel and everything falls through to dPrevSignal
exactly as before, until pass 3 refills the newest rows.

Expect the label to change per era now (as each pass 3 re-scores the newest
bars under that era's weights), with the vote/flat split moving as members
genuinely flip between direction and Neutral on recent data.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 21:47:51 -04:00
AnimateDread
a042cb4359 feat(chart): show the PROSPECTIVE vote while the models are still training
The readout sat at "VOTE 0.0%, 0 voters" constantly. Correct, and useless.

LongCondition()/ShortCondition() return 0 behind the readiness gate for the
entire training run - a model that is not deployed does not vote - so the LIVE
vote is structurally zero for hours, which is exactly the period the readout
is being watched. Worse, it was the same display whether the models were
silent, undeployed, or the filter list was empty: three different situations,
one number.

When no filter casts a real vote, the readout now shows the PROSPECTIVE one -
what these models are saying right now, through the identical tier/weight
arithmetic, minus the readiness gate. That is the same quantity the historical
overlay reconstructs on cached bars, deliberately, so the live line and the
reconstructed arrows are the same measure and can be read against each other.

It can never be mistaken for a decision: labelled "-> training, not tradable
yet", drawn dimmer than "no trade", and `fires` is forced false regardless of
magnitude, because saying "-> TRADE" about a number that cannot place an order
is the precise overstatement this readout exists to prevent. m_direction is
untouched - display only, no trading path reads it.

Confirms the sweep fix from 155f56e is live and working:
  "Filtered view: swept 4999 bar(s), 767 had a voter, drew 0 arrow(s).
   Strongest vote 36.0% against a 40.0% threshold."
4,999 bars against the previous 0. The remaining emptiness is the models, not
the plumbing - see the reply for why lowering the threshold further is the
wrong response to it.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 18:29:27 -04:00
AnimateDread
8ab8cf6b92 feat(chart): on-chart vote readout, and Min_Vote_Open 50 -> 40
THRESHOLD. 40 is a measured correction, not a preference. Once
RankTiersFromOos() replaced the designed tier priors with each model's real
held-out win rate, the vote converges on that win rate - logged 2026-08-18 as
pooled 23-36% across four members on three symbols - so a 50% bar could not be
reached by anything on offer and the ensemble gate fired on 0 of 4,865 OOS
bars. 40 clears the ~34% break-even those same lines report without being
unreachable. The comment says plainly not to copy the number: break-even is a
function of the barrier geometry, so read the gate's own "needs >N%" for the
config in front of you.

READOUT. One line, top-right:

  VOTE SELL  37.2%  peak  44.1%  need 40%  3 voter(s)  -> no trade

Every other number on the chart is downstream of the weighted mean the open
threshold is compared against, and that was the one quantity never displayed.
A chart with no arrows could mean the models abstained, the vote was diluted,
or the threshold is unreachable - and telling those apart meant waiting for an
era to end and reading the gate line, which is how the last two sessions went.

PEAK is the part that earns its space. A threshold above what the vote ever
attains can never fire, and that is not knowable from a single bar - it is
precisely the "unreachable gate vs merely unmet gate" confusion this project
has paid for twice. Colour carries the verdict rather than the direction:
green/red ONLY when the vote would actually place an order, grey otherwise.
Green-for-buy would make a below-threshold buy look like a trade, which is the
specific misreading the display exists to prevent.

Guarded on `total > 0` for the same reason the normalization is: Direction()
is inherited as-is by every leaf filter, so without it each filter would write
its own opinion into the one shared label and the last to run would win - the
reader would be looking at an arbitrary member's number believing it was the
vote. Drawn after the +-100 range check, so it shows what the threshold is
actually tested against.

CORNER_RIGHT_UPPER: the status lines, control panel and ensemble panel all
live on the left. Registered in WarriorChartPrefixes() explicitly even though
the "Warrior" catch-all already reaches it - that catch-all exists because the
list has drifted twice, not to make entries optional.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 18:22:45 -04:00
AnimateDread
e59dc1629f fix(deinit): vote arrows survived the cheap sweep, and 5 long loops ignored the stop
Leftover chart objects on long-history charts. Two causes, one of them
introduced by 07aa017.

THE ONE I ADDED. The filtered view's overlay draws up to
SIGNAL_RESCAN_LOOKBACK_BARS vote arrows. OnDeinit's EARLY VISIBLE-UI SWEEP
runs with skipArrows=true, which skips any prefix equal to SIG_ARROW_PREFIX -
and "WarSig_VOTE_..." starts with "WarSig_", so every one of them was skipped
by the one sweep that is cheap enough to always complete. They then sat in the
object list while the two expensive scans that follow walked it: a per-member
SaveChartSignals O(total) scan, then the by-name rescan. On a chart with years
of history that is thousands of extra objects walked twice, inside a teardown
budget measured from the stop REQUEST rather than from OnDeinit's first line.

skipArrows exists because the per-model arrows' sidecar is rebuilt by SCANNING
them off the chart, so they cannot be deleted before that write. Vote arrows
have no sidecar - they are a reconstruction, rebuilt on the next attach - so
nothing is preserving them and they now get their own prefix slot, deleted by
one native call in the first few milliseconds.

THE FIVE LOOPS. A time budget bounds THROUGHPUT, not latency to an unload, and
OnDeinit cannot begin until whatever is in flight returns. These all scaled
with history and none of them checked:
  * Training passes 2, 2.5 and 3 yielded only on TRAIN_TIME_BUDGET_MS. Pass 1
    has checked IsStopped() all along; the other three never have, and they
    are the ones that grow with the bar count. Free to fix - the resume state
    is written either way, so a stopped chunk simply is not re-entered.
  * PruneDirectionalClusters: the one UNCHUNKED sweep left, once per era over
    every bar, with its own header noting that raising the training budget
    cannot help its cost. Now bails outright.
  * AdvanceChartSignalRestore / AdvanceChartSignalRescan: chunked, but the
    rescan runs a full feedForward per bar over up to 5000 bars and the
    restore can hold MAX_RESTORED_ARROWS entries. Checked on the same
    64-object stride as the clock read, since the check is not free either.
  * AdvanceFilteredOverlay (mine, 07aa017) replays Direction() on every
    classic filter per bar and had no check at all. Now per bar.

ChartUI.mqh had ZERO shutdown checks across six loops before this.

Nothing was added to the purge path itself: that is the work that must
complete, and an IsStopped() check inside it would abort unconditionally -
IsStopped() is already true by the time OnDeinit runs.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 17:13:50 -04:00
AnimateDread
07aa01777c feat(chart): reconstruct the filtered view behind the handover point
Completes the filtered view from 282b535, which only reached forward of
attach. On a multi-hour training run that is the entire time you are looking
at the chart, so the answer to "how would the whole bot have traded" was
blank exactly when it was wanted.

The sweep lives on the AGGREGATE signal, which is the only object holding
every filter. AI members contribute their CACHED per-bar decision from the
era scan - no inference re-runs, the cache already spans the chart - and the
classic ladders are replayed with EvalShift(i), the same mechanism
CSignalMETA's candidate sweep uses and exact because every classic pattern
condition anchors on StartIndex(). Combination is the live one: weighted mean
over voting filters, abstentions out of both sums, against Min_Vote_Open.

THE REPLAY CORRUPTS LIVE JOURNALING IF LEFT UNGUARDED, and this is the part
that is not obvious. Live journaling reads m_active_pattern_long/short from
the PREVIOUS Direction() call. Replaying hundreds of past bars between two
live bars leaves those slots holding whichever bar the sweep stopped on, so
the next live bar journals that pattern under the current timestamp - a
corrupted row in the very table pattern win rates are computed from, which is
now also where vote weights come from. Save/RestoreVoteState() brackets every
replayed call. CSignalMETA gets away without it only because its sweep runs
once, at the first era, before any of that state matters.

TWO SOURCES OF TRUTH, KEPT APART. A reconstruction cannot know the broker
rejected an order - it has no stops level, ATR warm-up or swing-history sync
as they were at that moment - so it is an upper bound: honest about the vote,
optimistic about placement. It therefore stops dead at the handover bar,
which is latched ONCE so later rebuilds cannot creep it forward and start
overwriting real decisions with guesses, and its arrows say "reconstructed
(vote only - order validation not replayed)" in the tooltip. Someone
comparing two arrows either side of that line has to be able to tell which is
a record and which is a replay, and the chart is the only place they look.

Re-armed on any era boundary (summed era counters), because that is when the
answer changes - RankTiersFromOos has just re-derived every tier's vote weight
- and only between sweeps, so a restart cannot leave the previous pass's tail
undrawn. Chunked at 150 bars per timer slice: each bar replays Direction() on
every classic filter, which is real indicator work on the chart thread, and an
unchunked sweep here is the 2026-07-26 arrow-restore freeze waiting to happen.

SIGNAL_RESCAN_LOOKBACK_BARS moves to ExpertSignalCustom.mqh alongside
SIG_ARROW_PREFIX - same include-order reason, and the two rebuilds should
reach the same distance or the raw and filtered views are not comparable.

Known gap: on a classic-only chart the reconstruction is built once and not
refreshed when the hourly DB ranking moves the classic weights.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 16:05:13 -04:00
AnimateDread
b28c81eb78 feat(rank): AI models rank their own confidence tiers from held-out outcomes
Closes the caveat 4858507 shipped with: the vote is a confidence percentage,
but only to the extent the pattern weights are measured. AI tier weights sat
at their designed defaults (25/50/75/100) because AI rows only ever arrive
from LIVE journaling, of which a training run produces almost none.

AND A STALE-TIER BUG THAT MADE THE EVIDENCE MEANINGLESS. The OOS scan bucketed
every scanned bar by ConfidenceTier(), which reads dPrevSignal - and
dPrevSignal is assigned in PASS 1 only, never anywhere in the OOS scan. So an
entire era's fires were bucketed by one stale, unrelated bar's confidence and
landed in a SINGLE tier. That is the "tier prec T0:72%(828) T1:n/a(0)
T2:n/a(0) T3:n/a(0)" symptom recorded on 2026-08-16 and attributed to the
calibration clamp. The clamp was real and was fixed then; this is a second,
independent cause of the identical output that survived that fix untouched -
which is why the log kept reading the same afterwards. Two causes, one symptom.
Now ConfidenceTierFor(adjSig): the bar this iteration actually scored.

WHY THIS DOES NOT WRITE ROWS TO THE SIGNAL DB, which was the obvious reading of
"fill the database during training". The user's own observation is the reason:
a classic Pattern_2 is a fixed geometric condition, so its win rate is
legitimately accumulated over years, but an AI Pattern_2 means "confidence
landed in tier 2" and tier 2 under era 100's weights is a different statement
from tier 2 under era 500's. The DB's value is ACCUMULATION, and accumulation
is exactly what is wrong here - it would average together models that no
longer exist, while colliding with the per-table row cap and mixing
measured-on-holdout outcomes into the live ledger's own tables. What the DB
actually supplies is a measured win rate per pattern, and pass 3 already
computes that on held-out bars, thousands at a time. So the model ranks itself
once per era, REPLACING rather than accumulating, which makes the weights
describe the current weights by construction.

ESTIMATOR. Not WinRateFromCounts(): it returns NO_DATA below 100 raw trades
BEFORE shrinking, which here would fire on every tier every era and hand all
four the pooled rate - the tiers could never separate and the mechanism would
be inert. Shrinkage is the answer to a small sample; a floor in front of it
means the shrinkage never runs. Instead: a Beta prior of TIER_PRIOR_EFF_N
pseudo-observations centred on the model's pooled holdout rate, counted in
EFFECTIVE observations, because overlapping triple-barrier labels mean 800 raw
fires can be worth ~12 independent ones. Rounded to the integer, not to the
decade NormalizeWinRate() uses, which would collapse the shrunk tiers back
into one number.

NO SAME-ERA CIRCULARITY, and it falls out of the ordering rather than a guard:
weights are computed at the END of era N, so the vote scored during era N was
cast with era N-1's weights. The deploy gate never grades a vote whose weights
were fitted on the bars it is scoring. Residual leakage remains - the same OOS
bars each era under a different model - and is stated in the code rather than
papered over.

Both DB clobber paths are closed: ApplyPatternWeight() declines once
self-ranked, and UpdateSignalsWeights()' filter.Weight() call is guarded by
SelfRanked() - guarding only the tiers would have let the hourly ranking pass
undo half the self-ranking.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 16:00:32 -04:00
AnimateDread
4858507146 feat(vote): thresholds become confidence percentages, on ONE scale everywhere
User request: "the entry/exit thresholds are manual numbers, I would like
them to be confidence percentages, so the current 20 would be only 20%
confidence in a profitable trade."

WHY 20 WAS EVER SENSIBLE. Under UseDatabaseRanking both factors of a filter's
contribution are win rates: the pattern weight is that pattern's measured win
rate (UpdateSignalsWeights -> ApplyPatternWeight) and m_weight is the filter's
average win rate over its patterns, /100. Dividing the sum by the VOTER COUNT
therefore produced a mean of PRODUCTS of two win rates - a genuinely
60%-accurate filter firing a 60% pattern scored 0.60 x 60 = 36. The number was
never on a probability scale, so its magnitude meant nothing on its own.

Dividing by Sum(m_weight) instead makes it a weighted MEAN of win rates, which
is a win rate: result = Sum(w_i*p_i)/Sum(w_i). Every voter at 60% now reads 60;
MACD's double-divergence pattern (weight 100) voting alone reads 100. m_weight
stops being a discount on the probability and becomes how much a filter's
opinion COUNTS - which is what a module weight should always have been.
Default Min_Vote_Open 20 -> 50: not a tightening, the same bar re-expressed.

ONE SCALE, EVERYWHERE - the part that made this bigger than a rescale. Three
other places compared against a 0..1 softmax confidence and would each have
become a fresh currency mismatch the moment the input changed meaning:
  * the AI early-exit route (LiveSignedConfidence vs m_ai_exit_threshold) now
    reads m_lastAiVote - the AI filters' own weighted mean, undiluted by the
    classic side, which is the only reason that route exists - against the
    same m_threshold_close the averaged vote uses. m_ai_exit_threshold is
    retired rather than left dangling.
  * m_oosDecisionSeries now carries the vote, not the confidence, so the exit
    SIMULATION stops modelling a close rule the EA does not run.
  * ExitPolicy() clamped anything > 1.0 to zero. Passing the unscaled input
    through that would have silently switched vote exits off in the
    simulation while live went on running them - found before it shipped;
    the bound now tracks the scale.
LiveSignedConfidence() is deliberately untouched and still 0..1: MM sizing,
SL/TP scaling and the intelligent trailing want a model confidence, not a win
rate.

CALIBRATION CAVEAT, stated in the code where the claim is made: this is only a
real probability to the extent the pattern weights are. A pattern with fewer
than MIN_TRADES_FOR_WIN_RATE journaled trades keeps its DEFAULT weight - a
designed prior (25/50/75/100 for the AI tiers), not a measurement. Until the
signal DB fills, "60" means "the designed conviction of the patterns that
fired". Closing that gap is the next commit.

Also corrects VOTE_CLOSE_PRESETS' comment, which documented the two scales
this removes.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 15:52:08 -04:00
AnimateDread
282b535037 feat(chart): filtered view - one arrow per trade the bot would actually take
Adds DrawUnfilteredSignals (default OFF) and, with it off, replaces the
per-model arrow layer with the decision the EA would really have made.

THE FILTERED ARROW IS DRAWN AT THE ORDER, NOT AT THE THRESHOLD. Clearing
Min_Vote_Open is not the same as trading: a setup can pass the vote and still
never reach the broker (invalid SL/TP, stops-level, ATR warm-up, unsynced
swing history), and every one of those lands in OpenParams' failure branch.
So DrawVoteArrow() fires only after the order parameters validate, and the
failure branch withdraws any arrow already standing on that bar. One arrow is
one entry the EA would have placed - carrying the vote, the threshold it
cleared, and the SL/TP the order would have had.

Classic signals now draw too, under their own name and weight, so a chart
running MA/RSI/MACD/Ichimoku alongside the nets reads the same way an
ensemble chart does. They can only be drawn from the aggregate's once-per-bar
pass, because unlike the AI members they have no cached per-bar scan.

Two subtleties that would each have produced a quietly wrong chart:
- The raw classic draw sits AFTER filter.Direction(), not beside the
  journaling block. GetActivePattern*() are CONSUMING reads holding the
  PREVIOUS evaluation - "one tick later", which at Expert_EveryTick=false is
  one BAR later. Keyed off those and placed at StartIndex(), every classic
  arrow would have been drawn one bar early, which on a chart is
  indistinguishable from a model that genuinely leads. Peek*() accessors
  (non-consuming) let pattern, weight and bar come from one evaluation.
- CExpertSignalAIBase::DrawObject() early-returns instead of gating its five
  call sites, so the switch cannot be honoured in three passes and missed in
  the fourth. Its delete counterparts stay ungated so flipping the input off
  and rescanning clears the raw layer rather than stranding it.

SIG_ARROW_PREFIX and g_signalsVisible move from ExpertSignalAIBase.mqh down
to ExpertSignalCustom.mqh - the nearest common ancestor - because the classic
signals cannot see the AI header (it is included later in Warrior_EA.mq5).
The vote layer gets SIG_VOTE_PREFIX under the same bare prefix, so
WarriorChartPrefixes()' purge still reaches every arrow without knowing they
exist.

NOT YET BUILT: the reconstructed history behind attach. Filtered arrows
currently start where the EA starts. See the next commit.

NOT COMPILED - user compiles in MetaEditor.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 15:41:28 -04:00
AnimateDread
2c443ba3ad fix(gate): the ensemble gate certified a vote the EA never casts
g_ensembleVoteThreshold's comment claims the combined-vote scorer "fires on
the same criterion the live trade does". It did not. Two independent
mismatches, both silent:

CURRENCY. Each member contributed its raw signed confidence x100 - a 33..100
number straight off the softmax head. Live contributes m_weight x the tier's
pattern weight, and BOTH of those are rewritten from the signal DB by
UpdateSignalsWeights(). A head output and a DB-ranked win-rate weight share
an axis and nothing relates them, so the same bar was one number to the gate
and a different one to the order path. Same shape as the 2026-08-09 geometry
incident: certified on one game, paid on another.

DENOMINATOR. The gate divided by the member count, so an abstaining member
pulled the average toward zero. CExpertSignalCustom::Direction() skips a zero
contribution in BOTH the sum and the count (`if(direction == 0) continue;`
before `number++`) - live is a mean over VOTERS. The gate was therefore
scoring a strictly more agreement-heavy set of bars than the EA trades. The
contribution hook's own comment asserted the opposite ("abstentions dilute
the average exactly as they do in the live vote"), while the AI_CHOICE enum
20 lines away correctly documented union semantics.

LiveVoteContribution() is now the single definition of "what this member
votes", called from the gate; the live path reaches the same arithmetic
through LongCondition/ShortCondition. g_ensVoteVoterMask records who actually
voted, separately from who evaluated the bar, because those are the divisor
and the shared-population test respectively.

ConfidenceTier() is split into ConfidenceTierFor(signal) plus a thin live-bar
wrapper - the OOS scan holds the scanned bar's decision in a local, and
dPrevSignal is a different bar.

NOT changed, deliberately: the gate still does not model live NMS
declustering, and the per-member solo gate still scores every directional
call rather than threshold-clearing ones. Both are selection-metric changes
and this codebase has twice been bitten by switching one blind.

Also corrects a stale paragraph in m_pattern_0's declaration block quoting
80/87/93/100 as the tier defaults. The constructor is 25/50/75/100 and has
been since the confidence floor and alternation gate were removed; the block
carried both tables at once, and the dead one was quoted back as fact.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 15:23:33 -04:00
AnimateDread
525e92ecb2 fix(plateau): the IS-error early stop was inert for every ensemble member
15 hours of training, and the stop that exists to END a run announced itself
1,299 consecutive times without ending anything:

  SP500 ConvLSTM  IN-SAMPLE ERROR PLATEAU - not improved in 1297 / 1298 / 1299
                  eras (best 0.2689, now 0.3269) ... era 1396, 1397, 1398
  SP500 LSTM      536 eras     SP500 CONV  442 eras     SP500 PAI  150 eras
  XAUUSD HYB      478 eras     XAUUSD LSTM 296 eras     XAUUSD CONV 366 eras

CAUSE: it wrote its decision into m_plateauStage, and EnsembleEraVerdict mirrors
the shared ladder onto every member - `mm.m_plateauStage = g_ensPlateauStage` -
on EVERY era, purely so each member's status line shows the collective stage. A
display mirror was silently overwriting a decision, so the stop re-armed and
re-fired the next era, forever.

This is the worst possible direction for this particular bug. Every one of those
1,299 eras was scored out of sample and joined the family the deploy gate
corrects over (Sidak, g_ensCandidateEras). The stop's entire purpose is to make
that family SMALLER; instead the run spent fifteen hours raising its own bar.

- m_isErrorPlateaued: a one-way per-member latch, cleared only by a fresh run.
  Nothing in the ladder may reset it. The stop condition and the two solo deploy
  conditions read the latch, not the mirrored stage.
- The orchestrator combines: EnsembleEraVerdict requires UNANIMITY across
  participating members (same participation test the era barrier uses, so an
  excluded or finished member cannot veto). One member still learning can still
  move the combined vote, and the vote is what the gate certifies.
- Fed in as `dueStage = PLATEAU_STAGE_DEPLOY`, NOT written to g_ensPlateauStage.
  The block that actually ends the run sits under `dueStage > g_ensPlateauStage`,
  so assigning the stage directly makes that test false and the deploy never
  happens - the same inert-write shape as the bug being fixed. Caught before
  committing; raising dueStage carries it through the ladder's own path (warm
  restarts skipped, family-wise vote test, measurement screen, joint checkpoint)
  unchanged.
- g_ensIsPlateauAnnounced: announce once per run, not once per era.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-18 13:09:26 -04:00
AnimateDread
65a3e4e877 fix(chart): a purge that reports "zero leftovers" was only ever checking its own list
2026-08-17 21:58: all three charts hit "Abnormal termination" ~5.3 s into
OnDeinit with NO cleanup-timings line - the teardown was starved again. The
22:00 init purge then removed 993 / 1373 / 1557 stranded objects and reported
ZERO by-name leftovers on every chart, and the charts still came up with
duplicated panels. "Nothing matching our prefixes remains" and "the chart is
clean" are different statements and only the first was being made.

Three changes, in the order they matter:

1. WHY the teardown starved, and it is a gap in ad80e0b. StartLabelCachePrebuild
   runs ResizeBuffers + RefreshData over the FULL study window (33,984 bars on
   XAUUSD), unchunked, and OnDeinit cannot begin until it returns. Normally a
   once-per-run cost. That night SP500 and XAUUSD LSTM were wedged in the "cache
   invalidated at era start" loop, which calls it on EVERY Train() call - two
   members re-preparing tens of thousands of bars indefinitely. The terminal
   closed into that. Guarded now, plus a resumable guard in the prebuild chunk
   loop (the tally pass after it is not chunked).

2. Catch-all "Warrior" prefix in WarriorChartPrefixes. Every family this EA
   creates is named Warrior* except the arrows (WarSig_), so one bare prefix
   covers the three named entries AND anything a rename or a stale .ex5 left
   under a name nobody remembers. Still a prefix delete, never
   ObjectsDeleteAll(chart) - the user's own drawings are not ours to remove. Does
   not defeat skipArrows: "WarSig_" does not start with "Warrior".

3. The init purge now REPORTS the residue it did not claim, by name (up to 12).
   Not deleted - an unmatched object may belong to the user or another indicator.
   If a Warrior panel is visible and appears in neither the removed count nor
   this list, the prefix list has drifted a third time and the name is in the
   journal instead of being inferred from a screenshot.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 22:07:09 -04:00
AnimateDread
f102a695d5 fix(geometry): the ensemble was training on TWO DIFFERENT TARGETS - propagate the adopted barrier
MEASURED 2026-08-17 19:06 on USDJPY, in the fresh run:

  19:06:38  LSTM  adopting barrier geometry 2:10 ... geometry authority
  19:06:40  LSTM  triple-barrier labels - stop 2.00 target 10.00, horizon 256
  19:06:44  PAI / CONV / HYB   break-even 33.3%, mean label lifespan 19.2 bars
  19:06:45  LSTM               break-even 16.7%, mean label lifespan 81.4 bars

One chart, four members, two targets. A "Buy" from LSTM meant "10 ATR before a
2 ATR stop within 256 bars"; a "Buy" from PAI meant "3.21 before 1.61 within 64".
The orchestrator averages those votes and the joint gate certifies the average as
though they answered one question. And g_DerivedSlAtrMult - which places the LIVE
order - is a single global, so the stop actually sent was whichever member wrote
last: the same last-writer-wins class of bug as the live-exit confidence.

CAUSE, and it is mine. The geometry scan sits at the end of the MI chain, and
that chain runs ONCE PER CHART (g_ensembleChartMiReportDone) - whichever member
reaches it first measures and the rest skip. Harmless while the scan only
PRINTED; 62a719f made it authoritative and turned a skipped report into a
skipped DECISION. The indicator tuner already had this doctrine
(g_ensembleChartTuneSettings); the geometry had no equivalent.

- g_ensembleChartGeomAdopted/Sl/Tp/SlMode/TpMode: the donor publishes its
  pairing, the siblings adopt it in the MI-skip branch. Ordering is safe by
  construction - MQL5 is single-threaded per chart and the donor sets
  g_ensembleChartMiReportDone only after the chain (and so the adoption)
  returns, so any member taking the skip branch does so strictly afterwards.
- ApplyAdoptedGeometry(): the eleven side effects an adopted pairing must carry
  - derived pair, legacy mode ints, g_Derived* live globals, .cfg rewrite, label
  cache invalidation, horizon unlatch - in ONE function, because there are now
  two callers and duplicating them is how the two paths drift.
- Guarded on era 0 for the donor's own reason: relabelling a partly trained net
  moves the target out from under weights already fitted to the old one.

STILL OPEN: dead MA handles were not eliminated by cb30360. They now appear at a
different site (SP500 19:06:35, during "label prebuild", and on PAI - the member
that RAN the sweep), so there is a second handle-churn path I have not found.
Recovery works and the sharing diagnosis stands; the trigger is not only the
tuner's adopt branch.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 19:35:45 -04:00
AnimateDread
9bd7bd1b7f fix(reset): say what the reset actually did, per member and per file
The user reports "Delete & Reset Weights only wipes the first NN". I could not
find a code path that skips ensemble members, and I am not going to assert one:
the handler loops g_aiSignals[0..g_aiSignalCount), all four topologies register
unconditionally in OnInit, and SetIdentity gives each its own State\<id>\ folder
so the six deleted paths are genuinely distinct per member. What IS true is that
the whole success path was SILENT - six FileDelete calls per member printing only
on failure, and one chart-wide Alert - so a four-member reset and a one-member
reset produce byte-identical output. The symptom could be neither confirmed nor
refuted from a log. That is the defect I can fix today.

- COMPILED <timestamp> (__DATETIME__) beside the build tag. The hand-edited tag
  had sat at scan-nofwd-v5 across a week of commits, so it could not answer the
  question it exists for. The compile stamp cannot be forgotten. Tag bumped to
  reset-census-v6.
- RegistryLine() (public): ID, active file path, common/local, era, deployed vs
  training, ensemble index. The reset handler prints a numbered census of the
  whole registry BEFORE the confirm dialog. If that says 1 on an AI_HYBRID chart
  the fault is registration, not the reset - and RegisterAISignal already has a
  loud MAX_AI_SIGNALS message for exactly that.
- The confirmation dialog now names the count, so a wrong registry is visible
  before anything is deleted rather than after.
- ResetWeights prints one line per member: N deleted / N already absent / N
  FAILED, plus a per-suffix breakdown. "absent" on a member that should have had
  a .nnw is a completely different fault from "deleted"; they were identical.
- ResetWeights' return value was discarded. A member whose BuildFreshTopology
  fails has had its files deleted and has no network - and the Alert still said
  "weights reset". Counted now, with an INCOMPLETE alert when they disagree.
- Same for dbm.ResetDatabase(), whose bool was also dropped. The DB is one shared
  file for every signal on the chart, so there is nothing per-member to loop -
  the log now says that explicitly, since it is the question being asked.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 17:57:26 -04:00
AnimateDread
ad80e0bb57 fix(shutdown): make ExitPolicy public, and stop every long loop the moment MT5 asks
Two things, one of which was a compile error.

1. ExitPolicy() was declared in the protected block but is pushed in from
   Warrior_EA.mq5:770. Moved to public beside the other EA-facing setters.

2. Chart objects surviving OnDeinit. The 4,500 ms teardown budget is measured
   from the STOP REQUEST, not from OnDeinit's first line, and OnDeinit cannot
   begin until whatever is in flight returns - so a scan still running after
   _StopFlag is raised does not delay the cleanup, it SPENDS it, and the purge
   never gets its turn.

   New CExpertSignalAIBase::ShutdownRequested() = IsStopped() || m_shutdownInProgress.
   Deliberately NOT m_trainingStopRequested: that latches, and a latched flag
   would permanently disable scans that must run again on the next Start.

   Guarded, longest first:
   - TuneIndicatorsByFilter - per candidate, restoring the OPERATOR's settings
     on the way out (best[] is mutated in place; the tuner otherwise keeps the
     last trial's parameters, which nothing chose).
   - ReportBarrierGeometryScan - per pairing, breaking to ONE restore point so
     m_barrierScanLiveLabels can never be left true (that makes ComputeLabelForBar
     read the last candidate's multiples as the configured geometry).
   - ReportFeatureLabelInformation / ReportExcursionInformation / lag profile -
     nulls ABANDON rather than truncate: fewer draws is not a smaller null, it
     is a wrong one, and p shifts toward significance. m_dirEvidence staying
     false is the safe direction.
   - SimulateExitPolicyOutcomes - zeroes its accumulators so the divergence line
     is dropped instead of latching a partial expectancy as the run's only report.
   - ReportGeometryExpectancyScan - per ladder rung.
   - HttpGet - one choke point for up to a dozen blocking WebRequests per
     first-pass Update(). An in-flight request cannot be cancelled; refusing to
     start another is the whole remedy.
   - PollTraining, OnChartEventHandler's study event, TuneIndicatorsAndTrain -
     entry points, so a queued event cannot open an era during teardown.
     TuneIndicatorsAndTrain's guard is the first statement, ahead of the
     m_tuneFilterDone / g_ensembleChartTuneDone latches.
   - OnTick / OnTimer / OnChartEvent.

   Training's own bar loops already honoured this (pass 1 per bar, passes 2/2.5/3
   yield on a 120 ms budget); the warm-up scans did not, and they are the longest
   uninterruptible stretches the EA has.

   StopTraining() is unchanged: the operator's Stop still finalises synchronously.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 17:03:11 -04:00
AnimateDread
dbb3d7fcd8 fix(geometry): do not adopt a pairing that cannot be certified - information and detectability are different objectives
Closes a gap 62a719f opened. Making ReportBarrierGeometryScan authoritative put two
objectives in charge of one decision without reconciling them:

  - the scan maximises entry-time INFORMATION, in nats;
  - the deploy gate needs enough INDEPENDENT observations to certify an edge.

They pull opposite ways. A wider pairing carries more information per call AND takes
longer to resolve, and overlapping labels are worth ~1/L each - so tripling the
horizon divides the independent sample by ~3 and multiplies the standard error the
gate has to beat by ~sqrt(3). USDJPY's current winner is exactly that trade: 2:8 at
h192 against an incumbent 1.61:3.21 at h64. Until today the adoption was inert so it
never mattered; from 62a719f it decides the geometry, and it would have made that
swap silently on the next fresh run.

The guard inverts the deploy identity for the WINNER's own pairing - certifying an
edge d needs z^2 p(1-p)/d^2 independent calls, at that pairing's break-even - and
compares it against what the OOS window can physically supply at that horizon. If
even a generous 10pp edge is out of reach, the pairing is not adopted and the log
says it lost on detectability rather than on information.

Conservative by construction: the horizon is an UPPER bound on the mean label
lifespan, so oosBars/horizon is a LOWER bound on available independent observations.
The guard therefore only fires when the pairing is hopeless, never merely hard.

This is the same quantity ReportDetectability publishes per run, applied at the one
moment it can still change a decision instead of after the geometry is already
pinned. More information per trade is worth nothing if it buys too few independent
trades to prove it - WIDTH is not free, and on this window it is the binding
constraint, not the nats.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 16:47:37 -04:00
AnimateDread
62a719f04c fix(consistency): one geometry authority, one exit authority, and the MI screen finally gets a veto
Consistency pass before a fresh deployment. Three places where two systems were
choosing the same thing and one of them silently lost.

1. THE GEOMETRY SCAN'S DECISION WAS INERT - measured, not suspected.

USDJPY, 2026-08-17:

  14:24:12.844  adopting barrier geometry 2:8 ... Relabelling and training on it.
  14:24:12.979  triple-barrier labels - stop 1.61*ATR, target 3.21*ATR ... this is what trains

It adopted 2:8 and trained on 1.61:3.21. ReportBarrierGeometryScan wrote only
m_sl_mode/m_tp_mode, and BarrierMultiples ranks the DERIVED pair ABOVE those ints -
so on any model carrying a derived pair (every model with a .cfg, including a fresh
one whose weights are gone but whose sidecar survived) the adoption changed nothing.
Worse, had it changed something it would have been undone immediately: the adoption
sets m_labelCachePrebuilt = false, and that prebuild re-runs DeriveBarrierGeometry at
era 0, which overwrites m_derivedSl/TpMult from the excursion quantiles.

ONE AUTHORITY: the derived pair, because it is what the labels read, what the deploy
gate certifies, what g_Derived*AtrMult places on the live order, and what the .cfg
pins across restarts. The scan now writes THAT (floored by MIN_SL_ATR_MULTIPLIER, the
same floor DeriveBarrierGeometry applies so the live stop can never be wider than the
labelled one), republishes to the bridge immediately rather than at the next era end,
and forces the sidecar to be rewritten. m_geometryAdopted latches it so the derive
pass the adoption itself triggers cannot overwrite it.

The scan outranks the derive for an evidential reason, not an architectural one: its
winner cleared a permutation test against the null of the MAXIMUM over every eligible
pairing, and it scores the incumbent derived pair as a peer in that same field. The
derive is a descriptive quantile read with no significance test attached.

BEHAVIOURAL CHANGE, and the reason to flag it before a fresh test: barrier geometry
will now actually move when the scan says so. Until today it never did.

2. ONE EXIT AUTHORITY, tied to whose certificate the trade was placed under.

CheckClosePosition had two routes. The AI early-exit reads the AI vote undiluted and
is exactly what the new exit replay reproduces. The blended route thresholds
m_direction, the average over EVERY filter including classic ones whose live votes
pass 3 never computes - so it can close a position the certificate never modelled,
and no replay can ever check it.

When g_DerivedSlAtrMult > 0 the AI's measured geometry is on the order, which means
the deploy gate's certificate is the reason the trade exists. In that state the AI now
governs the exit and the blended route is suppressed. Classic-only configurations are
untouched: there the blended route is the only exit opinion and stays exactly as it
was. Nothing moves at the shipped defaults either way (Min_Vote_Close = Disabled).

3. EDGEFINDER, SECOND HALF: THE MEASUREMENT NOW STEERS.

The MI suite has always printed its verdicts and then trained the direction target
regardless of what they said. That gap IS the difference between this and the
EdgeFinder discipline: measure what the market offers, THEN aim.

m_dirEvidence is set when EITHER the feature/label mutual information OR the
normalised excursion asymmetry clears its block-permuted null - an OR, because the two
look for the same thing by different routes and requiring both would reject on the
weaker of two independent measurements. Normalised asymmetry specifically, never the
raw one, which is the volatility confound.

Deploy - solo AND ensemble - now requires it. A run without it still trains, and keeps
its checkpoint: the research value is real and the measurement can be wrong. It simply
may not go live. Reported separately from the statistical gate because the remedy is
different: a failed selection test says train differently, this says look somewhere
else. Excursion SIZE keeps clearing where direction does not, and that is a
risk-control head rather than an entry signal.

For the ensemble the check is per-chart by construction - the MI suite runs once and
shares its outcome across members - which is the honest treatment: four models finding
nothing between them is not four chances at an edge, it is four fits to the same
absent information.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 16:43:20 -04:00
AnimateDread
6069581323 feat(search): stop on the IN-SAMPLE plateau, and shrink every best-of-K effect before quoting it
Points 3 and 4 of the four-point plan.

1. IN-SAMPLE EARLY STOP - and the reason it is worth having is not compute.

The plateau ladder stops on the OOS SELECTION score. That is a peek: by the time it
fires, every one of those eras has been evaluated out of sample, so all of them sit
in the family the deploy gate corrects over (g_ensCandidateEras, Sidak). Training
longer therefore does not merely cost time - it RAISES the bar the eventual winner
has to clear.

The new stop reads the TRAINING error, which the gate never looks at. When the
optimiser has stopped improving on data it can see, more eras will not find a better
model; they will only enlarge the OOS family. Ending there shrinks the correction,
and the shrinkage is legitimate precisely BECAUSE the stopping rule never consulted
an out-of-sample number.

That distinction is the whole point and it is the one this project has got wrong four
times: stop on IS and the family really is smaller; stop on OOS and those eras were
searched and still count. Both stops now exist; only this one buys a lower bar.

Deliberately more patient than the OOS ladder (IS_ERROR_PATIENCE_MULT = 3x): training
error is noisy per era - mini-batch order alone moves it - and ending a run that is
still learning costs far more than a few wasted eras. Improvement is RELATIVE
(IS_ERROR_IMPROVE_FRAC = 1%), so it does not depend on the loss's absolute scale, and
it only acts when a checkpoint exists, since otherwise it would end a run with
nothing to deploy. Reset per RUN alongside the ladder, so a resumed run cannot
early-stop on its first era against a previous run's best.

2. WINNER'S-CURSE SHRINKAGE ON THE BARRIER-GEOMETRY WINNER.

The family-wise permutation gate already establishes that the RANKING is not noise.
It says nothing about the SIZE of the winner's effect - and a best-of-K maximum is
biased upward by construction, being the largest of K noisy draws. The adoption
message quotes that raw maximum and compares it against the incumbent, so the number
a reader plans on is the inflated one.

The penalty is now measured, not assumed: the same permutation draws that produce the
p-value also produce, per draw, the MAXIMUM excess across all candidates under pure
noise. The mean of those maxima is exactly what a best-of-K selection is expected to
report when there is nothing there. This is the empirical form of the sqrt(2 ln K) x SE
penalty the SQX EdgeFinder plugin applies to every maximum it reports (Stats.java:79-88),
and it needs no normality assumption because the draws ARE the null distribution.
Applied in James-Stein form - effect x max(0, 1 - penalty^2/effect^2) - so a large
effect is nearly untouched and a marginal one collapses toward zero.

Reported, not gated. The adoption decision still turns on the permutation p-value,
which is the right test for "is the ranking real"; the shrunk number is there so the
magnitude quoted beside it is one worth planning on. Closes the first of the two
EdgeFinder ports identified on 2026-08-12.

NOTE on the second EdgeFinder port, deliberately not done here: "let the measurement
steer the target" is already true where it matters most - ReportGeometryExpectancyScan
ADOPTS the winning barrier geometry under the family-wise gate rather than advising
it, and the MI excursion suite publishes a verdict per instrument per config. What is
still missing is steering the TRAINING TARGET itself (direction vs excursion) off
those verdicts, and that is a design change rather than a surgical one - direction is
a closed verdict while excursion SIZE keeps clearing, so the honest version of that
change is a target-selection policy, not a flag.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 16:29:00 -04:00
AnimateDread
94019f363e feat(gate): grade OOS calls on the exit policy actually in force, and move vote combining out of the members and into the orchestrator
Option (a) from the exit-policy question: the certified number must be the traded
number. Plus the modularity correction the user called for on 778b6c0.

1. VOTE COMBINING BELONGS TO THE ORCHESTRATOR, NOT TO A MEMBER.

778b6c0 fixed the last-writer-wins bug on g_LiveAISignedConfidence by having a
member average its siblings through g_warriorEnsemble. That trades a scheduling bug
for a coupling bug, and it is the wrong shape for this EA: every signal runs in its
own instance, minds its own state, and VOTES to the orchestrator, which is the only
thing allowed to combine opinions.

Replaced with a publish/aggregate pair in Variables\ConfidenceBridge.mqh whose split
is enforced by shape rather than by convention:
  - PublishAIVote(slot, conf)  - a member writes ONLY its own slot, reads nobody's;
  - AggregateAIVotes()         - called by CExpertSignalCustom::LiveSignedConfidence.
CExpertSignalAIBase::EnsembleLiveSignedConfidence is gone. The orchestrator also
republishes the aggregate into g_LiveAISignedConfidence, because the intelligent
trailing reads that global directly and must act on the same number the exit route
does rather than on a leftover from whichever member ticked last. A solo AI signal
owns slot 0, so the non-ensemble path is unchanged.

2. THE GATE NOW REPLAYS THE REAL EXIT RULE.

SimulateTradeOutcome() walks the same price series with the same fill/barrier/spread
convention as ComputeLabelForBar - deliberately by copy, so a disagreement between
the two can only be a policy effect and never a discrepancy between two pieces of our
own arithmetic - and terminates at the FIRST of stop / target / vote reversal /
horizon. Barriers are tested before the vote on the same bar: intrabar we cannot know
which came first, and the barrier is what the broker executes automatically, so
checking the vote first would credit the exit policy with escapes a real stop would
have taken out of its hands.

It runs AFTER pass 3, not inside it. A vote-flip exit for a trade entered at bar r is
decided by the model's output at bars r-1, r-2, ... - NEWER bars - and pass 3 walks
oldest-to-newest, so at the moment r is graded its own exit does not exist yet. Only
once m_oosDecisionSeries is complete over the whole OOS window can the replay run.
In ensemble mode that series carries the member's adjusted decision and the live exit
reads the ensemble aggregate, which is the coupling the user identified: an LSTM entry
really can be closed by the ensemble turning against it.

3. THE STATISTIC HAS TO CHANGE WITH THE POLICY, AND THAT IS THE REAL FINDING.

A barrier exit pays a fixed R. A vote exit pays whatever the close happens to be. So
the moment vote exits are enabled the payoff is CONTINUOUS, and "win rate vs
break-even" stops being a meaningful test - there is no fixed break-even for a
variable payoff. SimulateTradeOutcome therefore returns R rather than a bool, and the
replay reports expectancy in R with its SE taken from the R distribution (overlap-
deflated on the same EffectiveSampleSize doctrine as every other SE here), not from a
binomial.

This is the same class of error as win-based scoring in 2026-08-09: measuring a
variable-payoff process with a fixed-payoff statistic. Naming it now, while vote exits
are still off, is much cheaper than discovering it after they go on.

4. WHY THIS IS SAFE TO SHIP TODAY.

Min_Vote_Close ships Disabled (101, unreachable on both scales it drives) and reaches
the AI signal through the new ExitPolicy() setter as 1.01, which the setter turns into
0.0 = no vote exit. Under that policy every replayed trade resolves at a barrier and
the simulation is arithmetically the same trade the deploy gate already certifies -
they cannot drift. The report says so explicitly, and prints ONCE per run in that
state; when vote exits are on it prints every era, because then the divergence is the
thing to watch. Nothing about today's numbers moves.

The gate switchover is wired but dormant by construction: it becomes exit-aware the
moment the input is enabled, which is exactly what "the certified number is the traded
number" has to mean.

KNOWN LIMIT, stated rather than hidden: only the AI early-exit route is replayed. The
rule-based averaged-vote close (m_threshold_close) depends on every other filter's
live vote, which pass 3 does not reproduce, so a position the classic filters would
have closed is held to its barrier here. The replay therefore holds LONGER than live
and overstates barrier-reached outcomes. Faithful only while the AI is the dominant
vote - which is the configuration this is being built for.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 16:25:57 -04:00
AnimateDread
778b6c09c6 feat(gates): derive the recall floor instead of configuring it, publish what the configuration can PROVE, and stop an arbitrary member driving live exits
Three changes, all from the same principle: measure what is there before aiming
at it, and never certify a number you do not trade.

1. THE RECALL FLOOR IS DERIVED, AND IT MOVES BELOW CHANCE.

MinRecall=40 was a constant doing a statistical job. Its reference point is the
33.3% recall a zero-skill 3-class model gets on EVERY class, and against that the
constant was accidentally calibrated for exactly one sample size: on USDJPY CONV
(n_eff 195) 40% is chance + 2.0 SE; on SP500 PAI (n_eff 42) the same 40% is chance
+ 0.9 SE. One chart was being held to a bar twice as strict as the other, for no
reason anyone chose.

CollapseRecallFloorPct() computes it per class from that class's own effective
sample - EffectiveSampleSize(), so the overlap deflation the rest of the gates use
applies here too - as chance - EDGE_MIN_SIGMAS x SE. 26.5% at n_eff 195, 18.8% at
n_eff 42.

BELOW chance, deliberately, and this is the substantive change rather than the
arithmetic. This gate's only job is refusing to call a COLLAPSED model converged.
It is not a quality bar; the deploy gate is the quality bar and it is already
rigorous (chance + 2 SE on the deflated sample, Sidak over candidate eras, then the
cross-instrument pooled certificate). A convergence gate that ALSO demands
provably-above-chance recall on all three classes double-counts that job, and it
has failed that way twice here: MinRecall=60 blocked every SP500 H1 run in 2026-07,
and the 40 that replaced it made Neutral structurally unreachable once first-touch
resolution cut Neutral to a 0.65% residue. A floor nothing can reach does not make
a funded account safer, it stops the run converging at all.

Testing significantly BELOW chance instead catches what a fixed 40 was actually
catching - a model that has stopped emitting a class - and cannot become
unreachable by construction. It also fixes the direction the old constant scaled:
it now widens on a thin OOS window, where low recall genuinely cannot be told from
noise, and tightens on a rich one. Today's SP500 PAI (Buy 51 / Sell 18 / Neutral 30)
is still correctly blocked on Sell.

This also resolves a standing contradiction the code half-admitted at the
isBetterEra comment: selection ranks on coverage-weighted PRECISION while
convergence gated on RECALL, so a sparse high-precision abstainer - precisely the
model that could clear the deploy bar - was blocked by the floor.

The era line now PRINTS the derived floor. Anyone comparing these recalls against a
remembered "40" is reading the wrong bar.

2. DETECTABILITY: WHAT THIS CONFIGURATION COULD PROVE, BEFORE IT TRAINS.

The DEPLOY BAR line states the bar. It never said what reaching it would take, and
that is the actionable direction. ReportDetectability() inverts the same identity -
the gate passes when edge >= z x sqrt(p(1-p)/n_eff), so certifying an edge d needs
n_eff >= z^2 p(1-p)/d^2 independent calls, hence L times as many raw ones - and
prints a +2 / +5 / +10pp ladder as required independent calls, raw calls, and share
of the OOS window, marking any rung that needs more than the window holds IMPOSSIBLE.

Every term is a property of the CONFIGURATION - geometry via break-even, horizon via
mean label lifespan, window via oosCutoff - so no amount of training moves any of
them. It fires once, at the first healthy sweep, beside ReportFeatureHealth, for the
same reason: that is the first moment the bar grid, the measured geometry and the
lifespan are real numbers rather than defaults. It gates nothing.

This is the EdgeFinder discipline applied to our own gate: establish what the market
and the measurement design have to offer, then point the net at it - rather than
spending a thousand eras chasing something this OOS window could never certify.

3. AN ARBITRARY MEMBER WAS DRIVING LIVE EXITS AND TRAILING (user-identified).

Every ensemble member ran

    g_LiveAISignedConfidence = SignedAIConfidence();

unconditionally, every tick. Last writer wins. Its consumers are the AI early-exit
route (CExpertSignalCustom::LiveSignedConfidence) and TrailingIntelligent - so on a
four-model chart an LSTM entry could be closed, and its stop moved, on the
Perceptron's opinion alone, decided by scheduling order. Not the vote, not a
weighted blend.

Now the mean across registered members, matching how the ensemble actually trades:
the open decision is the weighted-average vote, and an abstaining member contributes
0 and dilutes exactly as it does there. Members still training read 0, so a
half-trained ensemble reads WEAKER rather than louder - the safe direction for an
exit trigger. Deployed and paused members are included, which is the opposite of the
era barrier's exemption rule and correct for the opposite reason: that one asks who
must be waited for, this asks who has an opinion.

Latent today and staying that way for now by choice - Min_Vote_Close ships Disabled
(101, unreachable on both scales it drives) and TrailingStrategy is off, so live
exits are SL/TP only and the certified hold-to-barrier win rate is what actually
gets traded. Fixed now precisely because the plan is to enable vote exits once the
models are accurate, at which point a scheduling-order exit would be both harmful
and very hard to see.

STILL OPEN, and needs a decision before vote exits go on: the member gate and the
ensemble vote gate both grade hold-to-barrier, so enabling vote exits makes the
certified number stop describing the traded one. Warrior_EA.mq5 currently argues
barrier models may keep vote exits because "their label IS the vote's own horizon" -
that does not hold, since a vote flip at bar 5 of a 64-bar horizon is not the
target-before-stop outcome the gate measured. Either grade the OOS call on the real
exit rule (first of SL / TP / vote-flip / horizon) through the fill engine, or set
HoldToBarrier for ensemble members so the policy cannot drift from the certificate.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 16:15:08 -04:00
AnimateDread
fca610fea0 fix(indicators+panel): the dead handle is MEASURED now - recreate it; and order the ensemble panel by member, not by who published first
THE ANSWER, off the instrumentation added in be39674, first run:

  ConvLSTM [HYB-2484]: TUNABLE INDICATOR REPORTS NO CALCULATED BARS - 1 tunable
  indicator(s) enabled and the least-ready answers BarsCalculated()=-1 ...
  Per-indicator depth: price=33982 MA=-1 ZigZag=33982 ATR=33982

MA=-1 with price, ZigZag and ATR all at full depth. **The handle is INVALID, not
short.** Same line on USDJPY (price=50179 MA=-1). Depth was never the problem;
the previous session's five theories were all answering the wrong question.

And it is per-member, not per-chart: LSTM-2484 ran the 34-candidate auto-tune on
that same chart at 15:24:18 and went on to train normally (feature health, 51
features, excursion head) reading the same indicator. Only ConvLSTM's handle -
the last member constructed - was dead. WHY is still not established. All four
members request ADMovingAverage with identical params, so MT5 hands them the SAME
refcounted handle, and the tuner's inner loop is Create-then-IndicatorRelease over
exactly that shared handle; that is the obvious suspect and it is NOT yet proven,
so this commit does not act on it.

1. IndicatorDepthReport() NOW PRINTS HANDLE NUMBERS, not just depths.

"MA=-1" says the handle is dead. "MA=-1(h12)" against another member's "MA=33982
(h12)" says it is the SAME handle and someone released it; "(h-1)" says it was
never created. That is the difference between a refcount bug and a creation
failure and it is one field. This is the measurement the shared-handle suspicion
needs before anyone acts on it.

2. RECREATE A DEAD HANDLE INSTEAD OF SWEEPING AGAINST IT.

A member that cannot read its own indicator must rebuild it. RepairDeadIndicatorHandles()
re-Creates only the ENABLED tunables reporting BarsCalculated() < 0 - a merely COLD
indicator (valid handle, 0 bars) is left alone to warm up the normal way. It does
NOT release first: -1 means the terminal no longer knows the handle, so there is
nothing to give back, and MT5 recycles handle VALUES so releasing a stale one could
decrement whatever now owns that number. 30s cooldown, because every ServableBars()
consumer reaches it including live inference on every tick. The feature cache is
dropped with it, and the log names before/after depths.

Cause-agnostic on purpose. Whatever is killing the handle, sweeping 50,163 bars
against a buffer that answers EMPTY_VALUE at every index - then discarding the era
and doing it again - is not a recovery.

3. THE SWEEP NOW HOLDS ON A DEAD HANDLE.

ServableBars() keeps answering `want` (its contract; live inference and online
learning have their own refusal paths and a 0 there reads as "no history at all").
SettledBars() - the training sweep's entry, the one caller that can afford to wait -
returns 0 instead, so Train() holds and reports rather than burning a full-history
pass it is guaranteed to throw away. A recreated handle is cold, so it primes
through the existing settle path on the next call. If the repair fails the member
holds indefinitely and says so every minute, and be39674's barrier liveness escape
releases the rest of the ensemble after 12 minutes - which is the correct
degradation and is exactly what the log shows happening.

4. THE PANEL ROWS WERE ORDERED BY WHO PUBLISHED FIRST.

Reported on XAUUSD: LSTM, ConvLSTM, Perceptron, Convolutional instead of
Perceptron, Convolutional, LSTM, ConvLSTM. ClaimEnsemblePanelSlot() handed out the
next free row on each member's FIRST PublishStatus() call, so the order was a race -
the members busy sweeping published before the ones sitting idle at the era barrier,
and be39674 sharpened it by (correctly) making a held member stop writing the terse
line. Rows are now keyed to m_ensembleIndex, the registration/construction order,
which is fixed for the life of the chart. Claimed on every publish rather than once,
so it is idempotent and refreshes the tag for a member whose ID was not final when it
first published (the config-tag suffix is appended during InitIndicators, after
EnsembleMember() registers). Unclaimed rows are skipped by the render and excluded
from the model count, so a member that has not published yet leaves no gap and shifts
nobody.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 15:40:00 -04:00
AnimateDread
be396749fc fix(ensemble+depth): the barrier had no liveness escape, and the depth gate could not report the one state the evidence pointed at
Two charts (USDJPY 50,179 bars / XAUUSD 33,982) sat at era 0 for 38 minutes with
four of their eight members completely silent. Nothing in this commit guesses at
why the sweep fails - the last five guesses were all wrong. It makes the failure
say what it is, and stops one broken member taking its whole chart down with it.

WHAT THE LOG ACTUALLY SAYS, before any of this.

  - The running build IS d9f834d (pulled 14:18, compiled 14:19:01, 0 errors), so
    every depth instrument from 1dda479/7e63a8b/45c9e21 was live.
  - It printed NOTHING. Zero "PRIMING", zero "CAPPED", zero "Per-indicator depth"
    in 27 MB of journal. The instrument built to find the depth shortfall returned
    "not this".
  - On USDJPY at 14:24, CONV-cad8 completed eras 0 AND 1 across all 50,179 bars -
    same chart, same 832-value window, same indicators, byte-identical fingerprint -
    while LSTM-cad8 and HYB-cad8 reported ok=0 failed=50163. So it is not the
    symbol, the history, the bar count or the indicator depth. It is per-member.
  - ok=0 means the NEWEST anchors failed too, and a short indicator cannot do that.

The depth reading in project_silent_block_failures is therefore retired by its own
instrumentation. THE ROOT CAUSE IS STILL UNKNOWN and this commit does not claim one.

1. THE DEPTH GATE'S SILENT PATH WAS THE STATE IT WAS HUNTING.

ServableBars() read `if(servable <= 0 || servable >= want) return want;` - one
branch over three unrelated states, silent in all of them:

  enabled == 0                -> nothing tunable is on. No cap. Healthy.
  enabled > 0, servable == -1 -> a handle answered INVALID.
  enabled > 0, servable ==  0 -> created, never calculated.

BarsCalculated() returns -1 for a dead handle, so a dead MA is indistinguishable
from "no tunable indicators enabled" - and both returned `want` without printing a
character. That is exactly the state a per-member, every-index, depth-independent
failure produces, and it is the single reason a build carrying full depth
instrumentation logged nothing through the whole outage.

TunableBarsCalculated() now also reports HOW MANY indicators it consulted, and the
dead-handle case is reported (latched, with per-handle depths). The RETURN is
deliberately unchanged - what to do about a dead handle is not yet known, and
changing control flow on an unproven cause is how the last four fixes here went
wrong. SettledBars() routes its three pass-through states via ServableBars() so the
report is reachable from the training sweep, which is the only caller that hits it.

2. THE STALL REPORT NAMED A SLOT, NEVER A BLOCK.

"lookback slot 0 REJECTED (window had 24 of 832 values)" plus a guess ("an
indicator warm-up or a history-edge read"). Which guard fired was INFERRED by
counting 4+5+4+4+6+1 = 24 and concluding feature 25 must be the MA. The arithmetic
was right; every conclusion drawn from it was wrong, because a value count names a
POSITION and a position cannot tell cold from capped from invalid from off-the-end.

Every guard that can reject a bar now records itself - m_featureFailBlock - and the
report carries it, the series index, IndicatorDepthReport()'s per-handle depths,
and for each indicator whether the NEWEST bar reads. That last field is the whole
diagnosis in one word: newest-also-EMPTY means the buffer is unreadable everywhere
(cold or dead handle), newest-reads means a genuine history edge. Instrumented:
open, ATR, MA, RSI, MACD, Ichimoku, and all five AD blocks via ADIndicatorCold().

3. THE TOTAL-FAILURE BACKOFF WAS GATED ON THE WRONG QUESTION.

It armed only when m_featureFailTransient was set. Keeping that flag correct across
every guard is a list that has to stay right forever - the same shape of fix the
feature cache abandoned for the same reason - and the gate is pointless anyway: a
sweep where ZERO of 50,163 bars produced a window will produce zero again if it
restarts a millisecond later, transient or not. Doing that at full speed is what
starved six indicator threads on a six-core box. The backoff is now unconditional
on a total failure. The flag keeps its real job, deciding whether a MISS may be
cached, which is a per-bar question and not a scheduling one.

4. THE ERA BARRIER DEADLOCKED, AND SILENCED THE MEMBERS IT FROZE.

EnsembleMinTrainingEra() exempted deployed, stopped and paused members and its
comment concluded "so nothing deadlocks". Those three are all VOLUNTARY. A member
that simply CANNOT finish an era is none of them, so it pinned the minimum at its
own era with no time limit - and the hold branch's only action was
`m_lastEraCompleteTick = GetTickCount()`, which silences the stall watchdog. So on
USDJPY the two members that could not train reported, and the two healthy members
frozen behind them wrote nothing anywhere. The outage was visible only through the
members that were not suffering it.

  - BarrierEraHeartbeat() stamps a clock on real era CHANGE, kept separate from
    m_lastEraCompleteTick precisely because the barrier resets that one. Only a
    member AT the minimum can be a blocker; a member ahead is idle by design and is
    never counted as stuck.
  - After ENSEMBLE_BARRIER_STUCK_MS (12 min) a non-advancing member is dropped from
    the barrier minimum. It keeps training and rejoins the instant it completes an
    era - at which point, being behind, it legitimately becomes the minimum again,
    which is the documented resumed-laggard behaviour.
  - Both transitions say so loudly, and the release states plainly that the
    combined-vote score cannot be computed while the ensemble is desynchronised.
  - A held member now writes a rate-limited journal line naming WHICH members it is
    waiting on, so the blocker is read off one line.

5. THE PANEL FLICKER.

OnTickHandler gates its terse writer on !m_trainRunActive, and a barrier-held member
returns from Train() before ever setting it - so both writers thought they were the
only one updating the label and fought every tick. That is the reported "Getting
ready..." <-> "Waiting at era N for slower ensemble members" oscillation, and it hit
Perceptron but not Convolutional purely because Convolutional had a run active from
a completed era and Perceptron, resumed from disk, never did. Train()'s message is
the specific one, so it wins.

NEXT STEP once this is running: the stall line now ends in "REJECTED BY: ..." and
the per-handle depths. Read it. Do not reason around it.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 15:21:15 -04:00
AnimateDread
d9f834d01d fix(buffers): revert the MA +1 - it asked for a bar that does not exist and stopped every chart
REGRESSION I INTRODUCED IN 1dda479, live for ~15 minutes.

CSeries::BufferResize -> CheckLoadHistory -> CheckTerminalHistory succeeds only when
Bars() >= size. Train() calls ResizeBuffers with barIndex == Bars(), so sizing the MA
buffer to barIndex + 1 asks for one bar more than the symbol has and fails the WHOLE
ResizeBuffers call. The log named it exactly:

  failed to get 50180 bars for USDJPY,PERIOD_H4     (Bars() = 50,179)
  failed to get 33983 bars for XAUUSD,PERIOD_H4     (Bars() = 33,982)

StartLabelCachePrebuild() then bailed on the false return and stayed silent, so the
only symptom was Train() reporting "arming the first label-cache prebuild" forever
with labelCacheBars=0 - the panel's "getting ready".

The premise was wrong, not just the arithmetic. The MA block reads GetData(idx) AND
GetData(idx + 1), and at the OLDEST bar that second read is SUPPOSED to fail - there
is no older bar to difference against. Rejecting that one bar is correct behaviour;
buying it cost the entire history.

Two more things, since the same defect had a second instance and no alarm:

- The Ichimoku pair (closeBars and m_Ichimoku, both barIndex + ichiKijun) is the same
  bug with a far larger constant, latent only because the feature is off. Both are now
  clamped to Bars(). The oldest ichiKijun bars then have no cloud, which that block's
  EMPTY_VALUE guard already handles per-bar - the right outcome.
- The prebuild's bare `return` on a false ResizeBuffers now says so once, naming the
  depth and Bars(). MQL5's own "failed to get N bars" was in the log the entire time,
  from a stack frame nothing connected to the prebuild.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 14:12:47 -04:00
AnimateDread
45c9e211b3 feat(depth): prime -> settle -> sweep, and name which handle is short
"Max bars in chart" is set to Unlimited, so the static-terminal-limit reading in
1dda479 was wrong. Two other candidate causes are falsified too: the price series
is fully downloaded and flat (USDJPY 50,162 -> 50,163 over 80 minutes, i.e. one new
H4 bar), and the handles have been stable since 13:07 with zero windows for the 17
minutes after, so it is not download-in-progress and not handle churn. The MA period
tops out at 200 (ADIndicatorTuner MA_PERIOD_PRESETS) against ~50k bars, so it is not
indicator cost either.

What IS verified stays verified: CopyBuffer past the calculated depth fails outright
rather than short-reading, so the buffer holds nothing and every index reads
EMPTY_VALUE; m_MA is the only CiCustom whose block REJECTS on that (m_ADZigZag
neutral-fills, RSI/MACD/Ichimoku/ATR are built-ins); the wall is therefore feature 25
of every bar, exactly as the "24 of 832" stall lines said. And it is depth-correlated:
16k-bar charts train, 34k/50k get zero windows forever.

So the WHY is still open, and this fix does not depend on it. Per the user's protocol:
the request itself is the primer, so prime at full depth, then poll TunableBarsCalculated()
every 3s and hold the sweep until it stops changing (3 steady probes), then use whatever
it settled at. Bounded at 10 min, and a give-up is logged as a give-up so an abandoned
depth is never mistaken for a settled one. This supersedes 1dda479's clamp on the two
training paths, which snapshotted a value that may still have been climbing; the clamp
remains for the paths that cannot wait (inference/online/rescan/export, see 7e63a8b).

The load-bearing part is what does NOT happen while waiting: no sweep. A 50k-bar feature
scan starves the indicator threads the request just woke, which is how the failure
sustained itself for 40 minutes at a time - discard era, re-sweep, discard, which is the
0->100% oscillation on the panel.

Also adds IndicatorDepthReport(): per-handle BarsCalculated() on the priming, cap and
stall lines. The logs proved WHICH FEATURE died but never WHICH HANDLE was short, so the
cause had to be inferred - and was guessed wrong twice. The next occurrence reads it off.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 13:44:27 -04:00
AnimateDread
7e63a8be01 fix(depth): route EVERY ResizeBuffers call site through one indicator-depth gate
1dda479 clamped the training sweep. It left five other paths asking the indicators
for a depth they cannot serve, and on a live account the quiet ones are worse than
the stall was - a stalled chart is visible, a chart trading on a degraded feature
window is not.

ServableBars(want, context) is now the single gate, and all six go through it:

  training sweep    clamp, floored at TRAIN_MIN_CLAMPED_BARS (below that a small
                    positive BarsCalculated is warm-up, which m_coldSweepTick owns)
  label prebuild    clamp - labels come from price/ADZigZag and would survive a
                    capped MA, but ResizeBuffers sizes EVERY buffer and a failed
                    CopyBuffer leaves m_MA EMPTY for the next reader, so this path
                    could silently re-break the block Train()'s clamp just fixed
  live inference    HOLD. Below `need` the swing block takes its degraded path and
                    inference runs on a different feature distribution than the model
                    was fitted on. This EA sizes real positions off that output, so
                    no signal beats a mismatched one
  online learning   HOLD, same reason and worse - this path WRITES to a live trading
                    model, so a mismatched (features, label) pair is not a wrong arrow,
                    it is a wrong weight update that compounds every bar
  chart rescan      clamp - SIGNAL_RESCAN_LOOKBACK_BARS is 5000 and MT5's smallest
                    "Max bars in chart" is also 5000, so this one is genuinely
                    reachable; uncapped it repaints the window all-Neutral
  research export   clamp before the emptiness test, so a capped symbol exports the
                    depth it has rather than writing a CSV with a dead feature block -
                    an artefact that looks complete and is silently wrong

Both HOLDs are insurance, not expected states: `need` tops out near 1,152 bars
(16 + 750 + 384 + 2) against a 5,000 floor on the terminal setting. They exist so
the failure mode is unreachable rather than merely unlikely.

Not changed: a genuinely SHORT price history still takes the old degraded path at
every site. That is pre-existing behaviour and narrowing it would mute charts that
trade today, so it stays a separate decision rather than a side effect of this fix.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
2026-08-17 13:33:16 -04:00