The gate-ownership commit put CMetaGate *m_metaGate on CExpertSignalCustom
while SMetaGateTelemetry m_metaGate already sat on CExpertSignalAIBase,
which derives from it - so the derived name hid the base one.
The telemetry is m_metaTelemetry now, and the declaration says why:
m_metaGate is the gate the root signal OWNS; this is the RECORD of what a
gate did. Different things, and they read differently at a glance.
Checked the rest of the chain for the same shape - no other member name is
declared in more than one of CExpertSignalCustom / CExpertSignalAIBase /
CSignalMETA.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Same value in this EA (CExpert::Init is given Period()), but the filter
exists so the rows resolve onto the grid MetaPrepareEra resolves them onto,
and that grid is m_period.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
CMetaCorpus already existed (S1, report-only) with a proper SMetaCandidate
row. CSignalMETA kept a SECOND corpus of the same journaled candidates
right next to it: six parallel arrays, a second walk of the same 52 pattern
tables, a second row-filling loop, and THREE six-line ArrayResize blocks
keeping the six arrays the same length by hand. Same rows, same tables,
same meaning - and neither copy was reviewable without the other.
Now one class with one row schema and three sources:
LoadFromConfigDb() was Load(). This chart's fingerprinted DB via dbm;
what the S1 report reads.
LoadLargestOnDisk() moved in from CSignalMETA, header and all - the
symbol+period filter and the read-only open are the
point of it, and so is NOT going through the config
fingerprint (the trap that burned four corpus-build
runs). CountDbPatternRows moved with it as the one
"how big is this corpus" table walk.
Add() the on-chart ladder sweep, which needs the EA's live
filters and so stays in CSignalMETA - but stores here.
Storage is encapsulated: Count() is the truth, Reserve()/ShrinkToFit() are
hints, and every read is bounds-checked with an out-of-range answer that
cannot pass for a real candidate. That retires the sweep's hand-rolled
capacity block, which had already failed both ways - silently truncating
the corpus at a bar boundary on SP500, and running off the end mid-bar on
USDJPY/XAUUSD/XTIUSD because it only reserved room for two appends. The
lesson stays in the comment; the arithmetic does not.
SignalMETA.mqh 713 -> 573 lines. Also moved MetaPrepareEra's header
comment back above MetaPrepareEra - it had drifted two functions away.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Five parallel arrays, a count and a two-array intrusive chain sat on
CExpertSignalAIBase - inherited by every direction model, filled and read
by exactly one subclass. CMetaCandidateStore takes all eight.
What that fixes beyond the clutter:
- THE CHAIN WAS LINKED BY HAND. MetaPrepareEra wrote next[id] = head[bar]
then head[bar] = id itself, after six ArrayResize calls it also wrote out
itself. Add() does the linking, Reset() does the sizing, and a bar off
the grid now cannot be stored at all rather than stored unreachable.
- THE BOUNDS TEST HAD FOUR SITES AND THREE IMPLEMENTATIONS.
MetaCandidateWon indexed side[] with no test at all and answered
"short" for any id out of range - the same shape as the ladder's
negative-index read (2c351a0). Side() is three-state here, IsLong() and
SideIndex() are the safe ways to ask, and the per-side era tally in
RunOosPass is now guarded exactly like the per-family one beside it,
which always was.
Like the ladder and the OOS tally, none of it needs a chart, a net or a
broker: hand it bars and rows and every answer is a function of those.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Since S3 (f64e0f8) the meta head casts no vote - it scores an entry the
consensus already cleared and vetoes the ones under the cost-adjusted
break-even. The code still said otherwise. LiveMetaGate() was a virtual on
CExpertSignalCustom, so MA, RSI, MACD, Ichimoku, the four direction nets,
the session and news filters and the risk guard each carried a meta-gate
method they had no business having; one class implemented it and a dozen
inherited it. The trading pipeline held the gate as a CExpertSignalCustom*
- a signal pointer, with a signal's two hundred other methods reachable
from the entry path.
Expert\Trading\MetaGate.mqh now owns the abstraction:
CMetaGate one pure virtual, Evaluate(), and the two static
readings of a verdict (Blocks / Scored)
META_GATE_* names for the four codes the three call sites used
to spell as bare 0/1/2 and test three different ways
(`< 0` here, `== 2` there, `else` for the rest).
Codes unchanged; only ONE of them blocks, and that
asymmetry is now stated where it lives.
SMetaGateTelemetry the five m_metaGate* members that were on the AI
signal base - inherited by every direction model,
meaningful for none of them. One lifetime, one
writer, one object; the arm latch and the two
counters are a set that clears together.
g_warriorMetaGate is a CMetaGate*. MQL5's single inheritance means the head
cannot also BE one (it already extends the AI base for the net, the era
loop, the feature windows, the label caches and persistence), so it owns a
bound CMetaGateAdapter and hands that out - the same shape CTrainingDataView
uses for the same reason. LiveMetaGate() is gone from the signal base.
Behaviour unchanged: same codes, same thresholds, same fail-open doctrine,
same live-only telemetry rule. The adapter fails open when unbound, on that
same doctrine.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
The flat walk replaced `for(f) for(p) for(s)` with one TableAt() index, but
LoadMetaCorpus's row body still read `s == 0` to stamp m_corpusSide. The
compiler caught it - `undeclared identifier 's'` - which is the good case.
Worth naming the near-miss anyway: had an outer `s` been in scope, this
would have compiled and stamped every candidate with one side. The side is
now taken from TableAt's own isBuy, so the name that opens the table is the
name that labels its rows - one source, not two.
Also restores stdlib indentation at three sites where the removed nesting
left braces at the old depth.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
MetaCorpus was already a class, so the raw-include problem was not the
one here. The problem was that the rule for naming a signal-DB pattern
table
MetaFamilyName(f) + "_Pattern_" + p + ("_Buy" | "_Sell")
was written out FOUR times, each wrapped in its own identical
family/pattern/side triple loop: the corpus loader, the stale-DB guard,
META's row counter and META's exporter. Four chances for a rename to
leave three of them querying an absent table and reporting it as
"family disabled" - which is what that code says when a table is
missing, so the failure would have looked like normal operation.
CMetaFamilies now owns the taxonomy and that rule. Callers walk ONE
flat index over all 52 tables and never spell a name:
for(int ti = 0; CMetaFamilies::TableAt(ti, table, f, p, isBuy); ti++)
Enumeration order is unchanged - Buy then Sell within a pattern,
families in order - so the corpus is assembled in exactly the same
sequence as before.
META's OneHotSlot had a second hardcoded 0/4/8/14 ladder with a comment
reading "matches MetaFamilyPatterns' 4/4/6/12" - a note asking a reader
to keep two constants in step by hand. The ladder is now summed from
the pattern counts, so they agree by construction. The bound against
META_ONE_HOT_SLOTS stays in META: the head's input width is that
class's business, and a taxonomy grown past it must be caught rather
than silently truncated.
Caught while re-reading the rewritten loop: my first counter was `t`,
and the body declares `MqlDateTime t`. Renamed to `ti` at all four
sites before it reached a compile.
MetaCorpus.mqh moves to Expert\Training\ with the other real classes.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Every AI signal repeated the same five-line InitIndicators override that
did nothing but call InitNeuralNetwork. The cause was an access mismatch,
not a design: CExpertSignalCustom declares InitIndicators public, the AI
base redeclared it PROTECTED, and each subclass had to redeclare it
public to be reachable by CExpert. Worse, the base's own override does a
different job entirely - it creates the OHLC/ZigZag feature indicators -
and InitNeuralNetwork called it back scope-qualified to stop the virtual
dispatch landing in the subclass. Two jobs, one virtual name, and a
recursion trap held off by a scope qualifier.
The feature-indicator step is now InitFeatureIndicators() (protected,
non-virtual, named for what it does) and the AI base carries the single
public InitIndicators override. CONV/HYBRID/LSTM/PAI/META drop their
copies and are now purely identity plus topology, which is the classic
signal file's shape.
Comment pass on ExpertSignalAIBase.mqh, -100 lines with every constant
and every measured number kept. Three claims in the tier block were
stale and inverted - it named CalibratedConfidenceMagnitude() as the
tiering input where the code deliberately uses the RAW magnitude, and it
described the signal DB as re-ranking each tier when ApplyPatternWeight
declines the DB from the end of era 1. Also dropped a paragraph whose
subject was a previous version of the comment, and moved two notes down
onto the constants they document (CONV_COMPRESSION_DIVISOR was 16 lines
and three unrelated defines away from its own text).
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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>
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>
User decision: "stick to the broker's time throughout the codebase and
analysis, session filter, programmed close time etc". Investigation
found the GMT choice was not just inconsistent but broken: live
journaling stamped DB rows with TimeGMT() while the online-learning
backfill stamped them with BAR time (server) - two clocks ~3h apart in
the same column. The newest-row duplicate guard compares them on one
axis, so a live row landing within the offset after a backfill row was
silently rejected as "outdated". dbVersion 3.0 -> 4.0 wipes the Signals
store: the only honest reset for a mixed-basis corpus.
- Direction()'s clock (stamps every journaled row, keys the per-second
vote window): TimeGMT -> TimeCurrent, variables renamed so the name
cannot lie about the basis.
- UpdateSignalsWeights' future-row bound: same clock as the rows.
- Session filter: broker-time anchors (London 10-18, NY 15-23:59, Tokyo
2-11). The GMT anchors were backwards for an EET-family broker - such
a broker follows European DST, so London is DST-STABLE in broker time
and moved twice a year in GMT. Tokyo drifts 1h each European summer
(no DST to track) - accepted, smallest error on offer. Also fixed:
inTimeInterval ignored its datetime parameter and called TimeGMT
fresh - a dead parameter hiding a hardwired clock.
- MetaCorpus/SignalMETA: rows pre-4.0 are GMT, broker since; the
GMT->server offset scan is KEPT because it measures rather than
assumes - it pins 0 on new corpora and still resolves old ones.
- AltDataFetch deliberately stays on GMT: FRED/COT/EIA release schedules
are external UTC-anchored events; the as-of join maps them onto server
bars downstream.
NOT COMPILED - user compiles in MetaEditor.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The candidate sweep reserved bars*2 slots and guarded the bar loop with
room for only 2 appends, but every bar can append m_srcCount*2 candidates
(4 families x 2 sides) and STATE-model patterns stay active on most bars.
Two failure modes, both observed on the first multi-chart attach:
- USDJPY/XAUUSD/XTIUSD H1: mid-bar overflow -> "array out of range in
SignalMETA.mqh (369/379,25)" -> EA dead on the chart, panel frozen at
"getting ready".
- SP500 H1: the guard tripped exactly at cap (109,508 = 54,754*2), a
SILENT truncation that dropped the newest bars from the corpus - the
sweep walks oldest-first, so what fell off was the most recent history.
The arrays now grow 1.5x whenever headroom for one full bar is missing,
the loop runs to completion on every symbol, and a shrink-to-fit after
the loop returns the slack.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The user should not need a tester corpus run per symbol. Every pattern
condition in Signals\Signal{MA,RSI,MACD,Ichimoku}.mqh anchors its reads on
`int idx = StartIndex()` with zero hardcoded indices (verified), so a
name-hiding StartIndex override + EvalShift(i) on CExpertSignalCustom makes
the EXACT live ladder code answer "what would you have fired at bar i" -
the silent-divergence trap that justified the DB corpus does not exist on
this path, and neither do the GMT-offset ambiguity, the DB row caps, or
the wipe procedure.
- CExpertSignalCustom: m_evalShift + StartIndex()/EvalShift() +
SweepPrepare(bars) (deep-resizes the shared price series); the four
classic signal classes override SweepPrepare to deep-resize their own
indicator buffers.
- CSignalMETA::BuildCorpusBySweep: per bar x per source filter, run
Direction() shifted, harvest the per-side pattern slots + netVote into
the same corpus arrays the DB loader fills; entry=bar open so
MetaPrepareEra's resolution matches at offset +0 with zero price error.
DB corpus remains the fallback when classic filters are disabled.
- Warrior_EA.mq5: META gets the enabled classic filters as candidate
sources (family ids match the descriptor one-hot).
- UseDatabaseRanking default false -> true (user request): a META chart
journals + ranks out of the box.
Workflow per symbol is now: attach ONE chart with AIType=META (optionally
Meta_ExportDataset=true for the offline pool) - candidates, labels,
training and export all happen in place, ~10 seconds of sweep instead of a
tester run.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Meta_ExportDataset input: with AIType=META the chart writes its complete
training set once per attach - every resolved+labeled candidate as
[barTime|family|pattern|side|won|NetInputWidth floats] using the SAME
window builder, descriptor and label caches pass 2 trains on, so offline
examples are byte-equivalent to the EA's own. Sidecar .meta.csv carries
layout + the geometry/BE the labels were computed at. Files land in
Common\Files\Warrior_EA\MetaExport\<sym>_<period>.f32.
This is the pooling architecture decision: multi-symbol training INSIDE the
per-chart God-class would be the riskiest surgery this codebase has seen;
instead each chart exports, the pooled head trains offline (small dense+BN
net, minutes on this box), is validated per-symbol under the same
chronological splits and coverage x (p - BE) gate, and only a WINNER gets
written back into a .nnw for the EA to load natively (format fully mapped).
Also turns every future meta experiment from a 20-minute tester cycle into
minutes of offline iteration.
Cost-model note for the record (user challenge, verified): spread is 0.099
ATR = ~2% of the 4.74 ATR trade width - tiny per bar, but expressed in
win-rate points it is 0.099/4.74 = 2.1pp, which is the measured base-vs-BE
gap and the size of the entire observed skill lift. Zero-spread relabeling
would put base == BE by construction. Multi-day holds additionally pay swap,
which the label does NOT charge - the true bar is higher, not lower.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The S2 verdict localized precisely: the meta head's edge x width (0.02 x
4.74 ATR = 0.095 ATR/trade) equals the measured spread (0.099 ATR/trade) -
real signal, consumed exactly by cost. The breakdown line adds: the lift is
LONG-ONLY (shorts anti-selected) and MA-family-strongest (67-70% traded win,
<1 sigma over BE on ~350 trades, best-of-32 cells - not family-wise
evidence).
Next experiment, pre-registered in Meta_Labeling_Design.md before any H4
data exists: SP500 H4 doubles ATR against a fixed spread, halving the cost
drag (~1.3pp) that the ~+2pp lift must clear. Same pipeline end to end;
deployability still decided by the unchanged 2-sigma gate. H3 (the honest
risk) is that the lift decays with timeframe as fast as cost does - the
tick-flow failure shape - which would close the single-instrument well and
leave cross-sectional pooling as the only lever.
Enabler fixed here: LoadMetaCorpus picked the LARGEST .db on disk, so an H4
chart would have adopted the (bigger) H1 corpus and resolved candidates onto
wrong bars - and a chart could even adopt another SYMBOL's corpus. The
loader now requires a <symbol>_<period>_ filename match and says so when
nothing matches.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The NN now has a target that is not per-bar direction (closed, best-of-999
p=1.0000): P(win | this journaled candidate, at the EA's own SL/TP, net of
cost). One net for all 52 pattern-sides, AIType=AI_META.
- NetForward.mqh: the host-side softmax+CE gradient generalized total==3 ->
2||3 on both backprop paths; a 2-class softmax IS a logistic head, and no
compute backend changes.
- SignalMETA.mqh (new): corpus loaded read-only from the LARGEST signal DB on
disk (decoupled from the config fingerprint that burned four S1 runs); the
GMT->server offset is measured PER ROW against entryPrice vs bar open
(DST-immune, histogram logged); a window-span regime filter drops the
pre-2017 daily-backfill rows; 31-feature setup descriptor appended at the
input (26 one-hot + side + tanh netVote + SL/TP ATR + spread/ATR).
- Training.mqh: candidate-queued pass 1, binary-target pass 2, per-candidate
calibration (2.5) and OOS (3) walks. Counter mapping win->Buy / loss->Sell
lets checkpoint selection, the edge floor, the plateau ladder and the
family-wise deploy gate run UNCHANGED: precision reads as win rate among
traded candidates, chance as the base win rate, recalls as sensitivity/
specificity. Era-end META line: coverage x (p - break-even) vs the null.
- Labels are the side-conditional triple-barrier win caches - never the DB's
stop-and-reverse outcome. Logit adjustment deliberately skipped (~40% base
rate). Live inference + online learning guarded off until S3.
- Fingerprint: conditional |TGT:META1; State\META\ folder + 2-output filename
slot keep meta models fully separate from direction models.
Compiles clean (0 errors, 0 warnings). S2 run = attach a chart with
AIType=AI_META; S3 wires the votes via the per-side hooks.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
