- Introduced `FeatureScale.mqh` with `FeatSquash` function for stateless feature scaling.
- Added `RegimeMath.mqh` class for regime arithmetic, including efficiency and variance calculations.
- Documented the Mind trading logic in `MIND.md`, detailing the trading process and modes.
- Created `VOLNORM_PLAN.md` and `VOLNORM_RESULTS.md` for tick-volume normalization testing.
- Implemented `read_book.py` for analyzing trade book data and correlations.
- Developed `volnorm.py` for testing tick-volume normalization with new and old methods.
Warrior's defaults are now the validated book: DIP_ZSCORE alone, long only, H4,
risk 0.25%, one chart per index with a shared Magic.
- System/BarCache.mqh: whole-history closed bars, Wilder ATR, GK sigma and the
expanding vol percentile (no 1024-bar stdlib ceiling)
- System/AccountGuard.mqh: open-risk cap, kill switch, cross-chart lock and
Friday flat, shared through terminal globals by Magic
- CWarriorExpert: guard on every tick; a transient open failure retries the bar
- CWarriorSignal::SetupStop: the dip owns its 3 x Wilder ATR stop from the bid
- SignalDipBuy: no entry vote while holding (a still-dipping time exit never
closed, and Processing re-entered on the exit bar); no entry on a stop bar
- WarriorMoney sizes on equity; WARRIOR_RISK allows fractional risk
- TradeLog + research/compare_ea.py: trade-for-trade check vs WarriorDipZ -
SP500/US30/DAX40 identical to the cent, NAS100 96.9% (stale-quote timer fills)
- research/nn_cross_index.py: pre-registered cross-index NN meta-label - FAIL
(AUC 0.564, CI [0.498, 0.630]); DipMetaCut stays off
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
- Replaced standard library signal modules with custom implementations to allow for named patterns and improved voting.
- Added new input parameters for module weights, allowing for optimization of individual signal contributions.
- Enhanced the management of trades with new options for breakeven and management cut.
- Introduced a mechanism for dynamic ranking of signal weights based on historical performance.
- Improved initialization logic to ensure proper registration of filters and handling of trading conditions.
- Added detailed logging for trading permissions and account status during initialization.
