Two literal duplications the scan found, both of the kind where a divergence is
silent:
- Training.mqh stashed the era-loop resume context at FOUR yield points, seven
identical assignments each (pass 1 differing only in i-1). A field missed at
one of them resumes the next chunk against a different era than the one that
yielded, and nothing reports it until the numbers drift. Now StashEraResume().
- AltDataFetch grew its five parallel arrays inline in three places. They are
one record split across five buffers, so a resize missed on any one reads out
of range on the NEXT append, not at the site of the mistake. Now
AltSeriesAppend(), which returns the new index and zero-fills; callers set
only the columns their source has.
Braces balance across every in-scope file.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
The //| box blocks were excluded from 0b06f8e and 5efdb48 and were what
remained: 160 of them ran to 10+ lines, the longest to 88. Compressed to their
leading topic sentences - 5 lines for a function header, 8 for a file header -
keeping the box format and the standard MQL5 name/author lines verbatim.
Verified at the BYTE level this time, across every in-scope file: the list of
non-comment lines is byte-identical to HEAD and braces balance. The first check
compared a locale-decoded 'git show' against a UTF-8 read and flagged 25 files
that had not changed at all - every BOM and every non-ASCII line mismatched.
47,696 -> 40,665 lines in scope; comment share 38% -> 26%.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Same pass as 0b06f8e, applied file by file: comment runs of 4+ lines compressed
to their leading topic sentences, capped at 4 lines, whole sentences only.
Warning sentences (NEVER / MUST / trap / would-have) survive the budget.
Every file was checked the same way before committing: the list of non-comment
lines is byte-identical to HEAD, and braces balance. No code was touched.
Panel/, Enumerations/ and the already-terse System headers needed little or
nothing - PooledGate, TradeChecks, BinomialStats and Random came through with
no blocks over the threshold at all.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Features() binary-searches m_rowTime (StringToTime of a naive "2026.08.21" = 00:00) against
m_Time.GetData(idx), which is BROKER time. A row dated D carries values public from D 00:00 UTC,
so every bar in [D 00:00 broker, D 00:00 UTC) - the first H4 bar of each broker day - reads that
row 2-3 hours before it was public.
Not a leak today: every collector stamps with a conservative buffer on top of the real release,
and the overshoot fits inside all of them. Tightest is the FRED daily series - VIX prints 16:15 ET
and is stamped D+1 00:00 UTC, leaving >=1h45 in the worst DST alignment. COT (Friday 15:30 ET ->
Saturday 00:00 UTC) has no bars to read it before Monday at all; EIA has ~8h.
Recording it because nothing in the file said so, and the safety lives in a number nobody would
think to check before shortening a stamp.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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>
The Beta-prior arithmetic that turns counts into a ranking weight was
written twice, term for term: WinRateFromCounts() for the classic
pattern ladders and RankTiersFromOos() for the AI confidence tiers.
Same formula, two transcriptions, and the same class of duplication the
binomial SE consolidation removed a few commits ago.
ShrunkRatePct() in System\BinomialStats.mqh is now the only copy. The
two call sites keep what genuinely differs - the classic path passes RAW
trade counts with a prior of MIN_TRADES_FOR_WIN_RATE, the AI path passes
OVERLAP-CORRECTED effective counts with TIER_PRIOR_EFF_N, which is far
smaller precisely because effective counts are - and that contract is
now stated once, in the function, instead of being implied by two
comments that could drift apart.
Also fixes a difference the consolidation exposed: with an empty sample
and a prior present, the posterior mean IS the prior, and returning 0
there would have handed a tier a vote weight of zero on no evidence.
The AI path could reach that (effN can round to 0 when labels overlap
heavily); the classic path cannot, since it returns NO_DATA_WIN_RATE
first.
Corrects a stale note of my own in passing: this ranking was recorded as
a "raw win rate behind a MIN_TRADES cutoff heuristic". It is not, and
has not been for some time - it is already a proper empirical-Bayes
estimator with a per-filter pooled prior. Replacing it with a
significance test, as that note implied, would have swapped the
estimator the weight needs for a gate answering a different question.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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>
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>
Six checks each fetched bid/ask and rejected a non-positive pair with their
own wording. TCLiveQuote() now owns that rule, so what counts as a usable
quote is defined once and every rejection reads the same way. The one
message that said only "no live quote for <symbol>" now names what it was
about to do, like the other five.
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>
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>
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>
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>
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>
ALT-DATA AUDIT. The files themselves are healthy - all six symbols, 6,073 daily
rows, 2010-01-01 to 2026-08-17, no constant or degenerate columns, sane tails
(mac_cpi/mac_unemp flat ~47d is monthly data behaving correctly). The problem is
not the data, it is what happens where the data ISN'T.
CAltDataPanel::Features() returned an all-ZERO vector for any bar older than the
file's first row, and left blank cells at 0 too. Both were deliberate ('the block
is additive context and must degrade, never reject the bar') and that reasoning
holds for the CHANGE columns - but half these features are LEVELS: vix, ivol,
mac_y10, mac_cpi, mac_unemp, eia_util. For a level, 0 is not a missing reading,
it is an impossible one far outside the series' range. VIX does not visit zero.
And the spike lands in exactly the wrong place. Every alt file starts 2010-01-01
while the charts run far deeper - USDJPY H4 reaches ~1994, roughly HALF its
history - so 'alt block is all zeros' is precisely the predicate 'this bar is
older than 2010'. The IS/OOS split is chronological, so that predicate covers
~half of IS and none of OOS: an in-sample feature guaranteed to be useless
out-of-sample, and a bimodal input for the first BatchNorm to normalise. Not a
lookahead leak - a distribution corruption, which is quieter and was never
reported anywhere.
Now filled with the column MEDIAN over the covered range. A constant cannot leak
whatever its source - it takes the same value on every pre-coverage bar, so it
carries no information about which of those bars won - which is what makes a
median computed over later data legitimate here. Median not mean because the
series are skewed. Blank cells get the same treatment (eia_stk_idx1y alone has
181 blanks in 6,073 rows) and the count is now logged at load.
THE BACKOFF WAS ALREADY THERE AND WAS DEAD. Training.mqh arms m_coldSweepTick on
m_featureFailTransient, but only the open/ATR guards ever set that flag, so
f0cf659's cold ADMovingAverage looked PERMANENT and the sweep re-ran at full
speed forever. Setting the flag in the indicator guards revives the mechanism
that was already designed for this; no second backoff was needed and the one I
first wrote has been removed in favour of it.
SELF-HEALING, as asked. ReportFeatureHealth() runs once, the first time pass 1
produces usable windows, samples ~400 bars spread across the whole training range
and names every feature slot that is CONSTANT or mostly-zero, tagging alt-block
slots as alt[i]. Both of today's failures were the same shape - a block silently
produces nothing while every downstream number stays plausible - and neither an
accuracy figure nor a model can tell 'this feature is always 0' from 'this
feature is genuinely 0 here'. Evenly spaced sampling so a block that dies only in
deep history is caught as surely as one dead everywhere. A report, not a gate:
a rare-flag feature can be legitimately constant, and refusing to train would
turn a diagnostic into an outage.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Four defects in 64c5dd5/1a05e63, found by review + a baseline compile.
Goals 1-8 of that session are unchanged; this makes 6 and 8 actually reachable.
1. HEAD DID NOT COMPILE - 6 errors. CControlPanel::Minimize/Maximize were
declared `virtual bool ... override`, but CAppDialog declares both as
`virtual void` (Controls\Dialog.mqh). errors 265 + 404 on each, plus 151
on `bool ok = CAppDialog::Minimize()`. Return type is void now; there was
never a success flag to forward. Verified: 0 errors, 0 warnings.
2. THE BACKFILL COULD NEVER ADVANCE, and neither could the OOS continual
simulation (that one has been dead since it was written). Both are armed
at the instant convergence is declared, and both advance only from inside
Train(), one chunk per call. But ScheduleTrainingIfNeeded's only per-tick
ArmStudyEvent site sits in the `else` of a branch taken whenever
m_trainingComplete is set and m_trainRunActive is clear - which is exactly
the state FinalizeTrainRun() leaves behind one line before they are armed.
Train() was never called again, so the walks sat at their start index
forever: no "simulation complete" line, and not one row written to the DB
this feature exists to fill. Only a manual Resume/Retrain unstuck them.
Both flags now keep the model schedulable.
3. IN AI_HYBRID - the mode this ships in - the backfill was never even armed.
Ensemble members deploy at Train() ENTRY and return immediately (so no era
is wasted), which skips the era-end block the backfill was started from.
All four members were a no-op for a second, independent reason. Armed on
the ensemble deploy path too, from m_resumeBars/m_resumeOosCutoff.
4. RE-RUNS DUPLICATED ROWS. RegisterSignal inserts unconditionally - no key,
no duplicate check - and m_dbBackfillDone is in-memory, so every later
attach that retrained to convergence wrote a second full set of rows for
the same bars. The ranking would count one bar once per model that ever
deployed, weighting superseded opinions as heavily as the live one. A
.dbfill marker stamps the deployed era; written only on completion (an
interrupted walk redoes itself rather than ranking a partial window) and
deleted with the other sidecars on reset-weights.
Also: WarmBlocking's timeout was silent, which restored the exact silent
pin failure it was added to prevent - it now says so in the journal, and
returns true for "no reference pairs to wait for" so the warning stays rare
enough to be read.
Not addressed, needs a decision: the backfill scores the OOS window with the
checkpoint that was SELECTED as best on that same window, then writes those
win rates into the table filter weights rank on - the selection set consumed
twice, undiscounted, while the deploy gate right next to it applies a
family-wise correction for exactly that effect. The rows are also simulated
triple-barrier outcomes at today's spread sharing a table with realised
fills. The completion log line now states both plainly.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Four user-reported/requested items, one root cause chain:
1) DEAD CONTROL PANEL in AI_HYBRID mode. All members posted custom event
id 1 and handled id 1001, and CExpertCustom broadcasts every chart
event to every filter - so each posted event ran a train chunk in ALL
N members (N*N chunks per round) and the chart thread never idled
long enough to deliver clicks/drags. profiling.csv: 99.45% of time in
OnChartEventHandler. Fix: per-instance study-event ids
(STUDY_EVENT_ID_BASE + construction order, offset above the Controls
library's ON_* codes - id 1 was also ON_DBL_CLICK, so panel
double-clicks fired training chunks). ArmStudyEvent() is the single
post site; lost-event watchdog replaces the accidental
sibling-clears-my-flag rescue.
2) WARM-UP DUPLICATION. The auto-tune sweep is deterministic over
identical features/labels, and it ends in the full MI diagnostic
suite, which the MI-share gate never intercepted on the sweep path -
four members ran four identical ~36s sweep+report blocks. First
member publishes outcome (g_ensembleChartTuneDone/Installed/Settings);
the rest apply it and skip both.
3) DEINIT STRANDED PANEL+ARROWS (user repro 18:52). Root cause from the
log: the 4,500ms budget runs from MetaTrader's stop REQUEST - a heavy
autosave in flight ate it, OnDeinit got ~430ms and died in the first
member's arrow persist ("Abnormal termination" 432ms in). Fix: early
visible-UI sweep (native prefix deletes for status/panel/dialog)
right after ClearStatusLabel, and a fast path for still-training
models - their arrows are re-rendered every era, so they get one bulk
purge instead of scan+atomic-write in the death window.
4) ENSEMBLE FEATURES (user requests): era BARRIER - members advance era
by era together; a member ahead of the slowest still-training member
declines Train() calls and its chunk budget is donated
(TRAIN_TIME_BUDGET_MS = 120/activeTrainers, UI headroom constant).
COMBINED-VOTE OOS SCORE - each member's pass-3 scan contributes its
adjusted per-bar decision (0.0 on abstain) to a shared row buffer;
the last member to finish the era scores the averaged vote vs the
mirrored Min_Vote_Open against the same target-before-stop outcomes
members grade themselves on, publishing an "Ensemble vote" line on
the aggregated panel. Member headlines now carry their lifetime win
rate with break-even.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The ensemble chart UI had a shared-namespace defect that answered the user
question "what do the arrows represent?" with "a bug": all four members drew
arrows under the same WarSig_<bartime> object names, so the chart showed
whichever member rendered LAST, one member Neutral deleted another member Buy
at the same bar, each member init sweep wiped the arrows the previous member
had just restored, and SaveChartSignals - which rebuilds the sidecar by
SCANNING the chart - persisted every other member arrows into its own history
(the exact cross-model laundering its own header warns about, now happening
BETWEEN ensemble members).
Arrows are now namespaced per member (WarSig_PAI_, WarSig_CONV_, WarSig_LSTM_,
WarSig_HYB_): draw, delete, restore, prune, member init sweep, destructor
purge and the sidecar scan are all member-scoped, and the tooltip names the
model. Global purges keep matching the bare WarSig_ prefix, which covers all
member namespaces plus old-format leftovers from earlier builds.
Labels: the ensemble panel header no longer says "HYBRID ensemble" (HYBRID is
one member; the header is the ensemble) and the CONVLSTM member displays as
ConvLSTM instead of Hybrid. Its SHORT id stays HYB deliberately - it names the
model folder and changing it would orphan every model trained under that path.
Deinit: the alt-data mapping dialog namespace (WarriorAltMap_) joins
WarriorChartPrefixes, so both the OnInit purge and the deinit final sweep now
cover it - it was in neither list, so a dialog starved of its own Destroy()
left its controls on the chart permanently.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Log review of the 18:12 attach. The wiring works: VIX, dollar index, COT, all
seven macro series fetched and SP500_D1.csv rebuilt with its full 13 features
on the first pass. Three findings from the same log, fixed:
KEY LEAK: the EIA failure line echoed the first 80 chars of the URL, which
included most of the api_key. Every URL-echoing error path now goes through
MaskUrl(). The key itself is unchanged - it was printed to a local journal,
not transmitted - but rotate it if that log ever leaves the machine.
EIA HTTP 1003: an MT5 transport-layer code, not a server response. Requests
now carry a User-Agent (gateways reject empty-UA at the edge; the CBOE probe
showed no-UA is fine THERE, but EIA fronts differ) and 1xxx codes are
explained in the log line. Retries were already hourly.
UNBOUNDED BACKFILL: an empty cache fetched full series history - CPIAUCNS
goes back to 1913, whose pre-1970 dates are outside MQL5 datetime range and
whose 1913-era levels sat below the plausibility band, producing 157
scary-but-meaningless REJECTED lines. All FRED fetches now start at 2005
(5y of lookback margin ahead of the 2010 grid). DTWEXBGS staleness horizon
raised to 10 days to match its weekly H.10 publication lag.
Also confirmed from the log: the running build predates the H4 fallback, so
the H4 panels still show 0 features - resolved by the recompile this commit
requires anyway.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Systematic audit of the alt-data stack against "any symbol, any timeframe",
prompted by the H4 surprise. Findings, each fixed:
CAPACITY: ALTDATA_MAX_FEATURES was 16 with FX symbols already at 15 - the next
added column would have been silently truncated by a MathMin. Raised to 32,
pin-chars 512 -> 1024.
SYMBOL NAMES: the panel reload path re-derived symbol/timeframe by splitting
the file path on its FIRST underscore - mis-parsing every symbol containing
one (OANDA-style EUR_USD and US_500 are in our own alias lists) and knowing
only three timeframes. It now stores the (symbol, period) Load() was called
with and reuses them verbatim. Path-hostile characters in broker symbols
("EUR/USD") are sanitized by a shared AltDataFileSymbol() used by the panel,
the fetcher and TunedPeriods, so a slash cannot route a write into an
unintended subfolder.
DOWNLOAD VALIDATION: every FRED-family fetch now enforces a per-series
plausibility band (VIX 1-200, yields -5..30, CPI index 20-1000, ...) -
StringToDouble on transport garbage returns 0.0, and one absurd value poisons
every change/percentile feature computed across it (the BatchNorm NaN-latch
incident came from exactly one huge-but-finite input). Rejected rows are
counted and reported, never dropped silently.
LOUD EMPTINESS: a successful response with zero observations on an empty
cache now says so - naming the series (wrong id / format drift) or the COT
predicate (the unverified like-clauses) instead of leaving 0-filled features
unexplained. GEX gains a truncation guard: a day-over-day contract-count
collapse >50% is the fingerprint of a partial 13 MB download, not of markets,
and is skipped rather than recorded as a plausible-but-wrong number.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The user attached H4 charts and the panel found no {SYM}_H4.csv - the fetcher
only writes _D1 files - so the run trained with ZERO alt features, silently.
The daily file is timeframe-agnostic by construction (rows are as-of daily
values, and Features() joins published <= bar open per bar), so the panel now
falls back to {SYM}_D1.csv on any timeframe, logging the substitution. A
per-TF file still takes precedence if one ever exists.
Per-symbol subfolders (the user suggestion) are NOT the fix for multi-chart
concerns: filenames are already symbol-keyed, and the shared caches
(raw_VIXCLS etc.) are shared deliberately - one download serves every chart.
The REAL races were: (1) two charts of one symbol (D1+H4) each caching their
own last-GEX date and double-appending the same day - UpdateGex now re-reads
the file date before spending the download; (2) whole-file rewrites were
truncate-then-write, so a concurrent reader could parse a torn file - SaveRaw
and RebuildFeatures now write a temp and FileMove-swap it into place.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The user whitelisted the hosts and still got the alert - because the alert
never said WHICH request failed. Two hosts (api.eia.gov, cdn.cboe.com) were
added to the EA after the original whitelist instruction, so any build newer
than the whitelist raises 4014 on the new hosts while the message implied the
old ones were the problem.
Three defects fixed: the popup and journal now print the exact blocked host as
a copy-paste whitelist line; the stale "three URLs" text is gone (the full
four-line reference prints once per session); and the backoff is per-host
instead of global - one missing entry no longer silences the whitelisted
sources for an hour per miss. Popup fires once per host per session; hourly
retries log one quiet line naming the host.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Owner decision (stated twice): available data gets wired; the networks judge
usefulness; the deploy gate remains the arbiter of what trades. Implemented:
MACRO block (6) on every symbol: 10y yield 20d change, curve slope, 5y
breakeven 20d change, Fed-ECB policy gap, CPI yoy, unemployment 12m change.
Screened null vs forward range on all four research symbols - recorded as
the honest prior in the catalog comment, wired regardless.
RISK block (3) extended to every symbol (FX majors, metals, energy, BTC all
now carry vix/vix_chg5/usd_chg5).
IVOL pair extended with the level alongside the change.
Vintage integrity kept where it is free: CPI is fetched as CPIAUCNS (NSA,
essentially never revised) so the plain-FRED backfill stays first-print-clean;
yields/curve/breakevens/policy rates are unrevised by nature. UNRATE is the
one exception (seasonal refits, ~0.1-0.2pp) - the EA cannot run the ALFRED
protocol, accepted and documented at the declaration site.
UpdateFred gains a staleDays parameter so the monthly series do not fire a
pointless fetch attempt every hour for three weeks after each print.
FeatureValue now takes the day and does its own as-of lookups - adding a
source no longer widens a parameter list. Feature counts: 12-15 per symbol;
symbol feature-order changed, safe only because no models exist yet.
export.py mirrors the new catalog for the five research symbols (13-15
features), smoke-tested: all five CSVs written, 6,072 daily rows each.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Wires the screen_ivol survivors (41d726c). New per-symbol `ivolSeries` in the
catalog feeds a generic `ivol_chg5` feature from whichever CBOE vol index the
instrument owns, so one code path serves every symbol:
XAUUSD + ivol_chg5 (GVZ) - MI|vol 0.01971 p=0.002, 3.6x the positive
control and 4.6x the vix_chg5 gold had alone.
vix_chg5 KEPT: this appends, it does not replace.
EURUSD + vix_chg5 - screened, incremental p<=0.006, and its first
real feature ever (it had only exploratory EIA).
USDJPY + vix_chg5 - screened, incremental.
NAS100 / US30 / US2000 + ivol_chg5 (VXN / VXD / RVX) - exploratory by analogy.
XTIUSD / XBRUSD + ivol_chg5 (OVX) - exploratory, no oil bars to screen yet.
SP500 unchanged - its features already screened clean and VXN/VIX3M edging
out VIX is a correlated within-family best-of-N, not a real ranking.
On EURUSD/USDJPY the screen put VXD marginally above VIX, but they are
near-duplicates and the gap sits inside the noise, so the tie is broken by a
rule rather than by the number: take the series already in the fetch path.
Also fixes a real collector bug: fetch_vintaged built ALFRED realtime windows
out to 2028, and FRED rejects realtime_end after today - so every REVISED
series (unemployment, CPI, GDP: exactly the ones needing the vintage path) was
unreachable, while unrevised series never noticed because they bail earlier.
UNRATE and CPIAUCSL now return first prints correctly.
Adds screen_macro.py (rates, curve, breakevens, Fed/ECB policy differential,
plus monthly country stats) with a `distinct` column that reports the honest
effective sample size - a monthly series pasted onto D1 bars is a step
function, and that column is what decides whether it can clear a gate at all.
Not yet run: the Market Data bars directory is being regenerated right now.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Option open interest is a snapshot source - no free history exists anywhere -
so the series only accrues from the day recording starts. That is why this
ships BEFORE the redeploy: every day the EA is not running is a day of history
that cannot be recovered later.
Records one row per weekday after 21:00 UTC to gex_{CANONICAL}.csv: net/call/put
dollar GEX per 1% move, call and put OI, the three nearest expiries and the
front expiry code. Feeds NOTHING - wiring a feature that is missing across ~100%
of the training sample would waste input width and hand batch-norm a constant.
It becomes a screening candidate at ~250 rows, gated like every other feature.
Thesis: dealer gamma is a RANGE mechanism (long gamma -> hedging sells rallies
and buys dips, range compresses; short gamma amplifies both ways), and range is
this project's one proven channel.
Verified in situ against the live SPX chain before writing any MQL5: 29,362
contracts, 20,993 with nonzero gamma, 54 expiries, total +90.7 Bn/1% (calls
+305.7, puts -215.0), and 100% of net GEX inside 5% of spot. The CDN publishes
per-contract gamma directly, so no pricing model - and no model risk - enters
the recorded data. Also verified the CDN does NOT gate on User-Agent (the old
"CBOE is UA-gated" note in DESIGN.md was a different CBOE path), so plain
WebRequest reaches it.
Dropped a zero-gamma "flip level" field: the probe returned a crossing above
spot while total GEX was strongly positive, which is incoherent - a static
gamma snapshot cannot give a flip level without repricing. Recording a
plausible-looking wrong number is worse than recording nothing.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
EIA (user directive: "the NN might find patterns in it for both oil and regular
symbols"). Weekly Petroleum Status Report via the v2 API - crude stocks ex-SPR,
field production, refinery utilization - three features (1y percentile, 4w
change, utilization) on EVERY catalog symbol, not just oil. EIA screened NULL on
WTI's short 7y sample, so these ship as EXPLORATORY inputs: the deploy gate, not
the screen, decides whether a model trained on them trades. Publication stamp
observed+6d mirrors research/altdata/eia.py.
Symbol handling was hardcoded to three if-blocks; it is now a catalog of 24
instruments x alias lists covering The5ers/FTMO/AvaTrade/Dukascopy/OANDA/IC
Markets naming, with prefix matching for the broker suffix zoo (US500.cash,
XAUUSDm, EURUSD.r). Adding an instrument is one AddSpec row. COT caches are
named by CANONICAL so two brokers' names for one contract share a download.
Unrecognised symbol -> a chart dialog (Panel\AltDataMapDialog.mqh, CAppDialog +
dropdown) asks which instrument it is; the answer persists in symbol_map.cfg and
"No alternative data" is a recorded choice, not a nag. Non-blocking by design:
an unmapped symbol contributes 0 features and must never hold up a chart.
Also: UrlEncodePart now escapes '%' - SoQL like-predicates use it as the
wildcard and an unescaped one corrupts the query; docs/ gains the whitelist
URLs, an API-key backup, and the catalog reference.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The AltData folder in Common\Files gets wiped before every fresh test, and
keys.txt died with it (2026-08-16 silent-FRED incident). The credential now
travels with the EA: FredApiKey input, owner key as default; keys.txt demoted
to a fallback consulted only when the input is blanked. EiaApiKey stored the
same way - reserved, nothing consumes it since the WTI screen came back null.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The 2026-08-16 first live fetch looked complete but was not: COT (keyless)
downloaded 1053 reports, then FredKey() hit the absent keys.txt, returned ""
with no log line, UpdateFred bailed, and the SP500_D1.csv rebuild - gated on
all three raw series - never happened. The panel stayed at 0 features with
nothing in the journal explaining why.
FredKey() now logs loudly when keys.txt is missing, and only latches once a
key is actually FOUND: the file is re-read on each hourly-throttled attempt,
so dropping keys.txt in after attach recovers without a restart.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
- MI_TUNE_TARGET = MI_TARGET_EXC_RANGE: the coordinate sweep scored
candidates against the barrier label - measured noise - so it climbed a
flat landscape and the gate rightly rejected every winner. It now
selects indicator settings for MI vs realised RANGE (4x null, positive
control), the channel the excursion head consumes these features for.
Winner gate re-tests on the same target. Barrier-label report unchanged.
- AltDataFetch 4014 handling: Alert popup + once-per-session walkthrough
with the two whitelist URLs on their own journal lines (copy-paste
ready); hourly-backoff retry instead of a permanent latch, so the
whitelist fix takes effect without re-attaching.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
System\AltDataFetch.mqh: the EA backfills missing alt-data history at
attach and keeps appending forward while deployed - online learning never
depends on an external process. CFTC Socrata API (no key, 2006->now, one
GET per symbol; ES name variants verified, max-OI dedupe) + FRED (VIXCLS/
DTWEXBGS, key from AltData\keys.txt). Identical publication stamps and
fixed a-priori transforms as research/altdata/export.py; rebuilds the
same {SYM}_D1.csv files, so Python and EA interoperate on one format.
OnTimer hook (30-min staleness check, in-memory compares when current;
never in tester - cache files serve there) + AltDataReload() on signals.
Classic-signal removal CANCELLED per user (vote experiment later).
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
All four ensemble members previously wrote their full multi-line panels
to the SAME global label objects - an ensemble chart would flicker
between four stacked panels covering the chart side (user request:
aggregate). Every AI-side SetStatusLabel call site now routes through
CExpertSignalAIBase::PublishStatus - solo charts draw the full panel
exactly as before; an ensemble member claims a slot and contributes
only its HEADLINE to one combined block ("HYBRID ensemble - N models",
then one line per model; the live line leads with the model current
signal). The combined render skips unchanged text and enforces its own
minimum redraw interval so four publishers cannot multiply
ChartRedraw() cost.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
The reference-pair set was re-discovered from Market Watch on every
build, so adding or removing a terminal symbol silently changed what a
trained model's six cross-asset features meant - the last open
train/serve parity gap from the 2026-08-11 audit. The set a model's
FIRST successful build actually used is now stamped into its .cfg
(append-and-length-guard, adopt-don't-compare - the derived-barrier
pattern) and every later build constructs the panel from exactly that
list; a pinned pair that is temporarily unavailable is skipped, never
substituted.
Also warms SymbolSelect/SeriesInfo for every reference symbol at
InitNeuralNetwork, so the terminal's ~minute of async cross-symbol
download starts at init instead of when the first Build() trips over
an unselected symbol - the source of the startup 'only 0 usable
reference pairs' console failures.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
On a CFD whose base and quote currency match (SP500 -> USD/USD) the FX
encoding degenerated: base and quote strength were the SAME series twice
and the divergence feature collapsed to the symbol's own 20-bar return.
Index mode re-encodes the six slots: denomination-currency strength
(fast/slow), a risk-proxy currency's strength (JPY by fixed preference
order - deterministic across rebuilds), and divergence as own move minus
what the denomination alone implies. FX-pair symbols are untouched.
Fingerprint gains :IDX2 for base==quote symbols only, so index models
trained under the degenerate encoding re-key while FX models keep their
filenames. FORCES RETRAIN on index/CFD charts.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
Every feature the network sees today is a function of the traded symbol's own OHLCV:
returns, ranges, oscillators, cloud distances, swing structure. Measured end to end that
whole family sits at the noise floor (research/test_classic.py, and the mutual-information
verdict before it). EURUSD moving is a statement about EUR and about USD, and which one
moved is invisible from EURUSD alone - but plainly visible if you also look at EURJPY,
GBPUSD and the rest.
System\CrossAsset.mqh builds a currency-strength panel from the FX pairs in Market Watch:
per bar, each currency's index is the average log return across every available pair
containing it, signed so "up" always means that currency strengthened. Six features - base
and quote strength at 1 and 20 bars, the DIVERGENCE between the pair and what its two
currencies separately did, and the cross-sectional dispersion of currency moves as a
regime term. The divergence is the thesis: it is the one value here that cannot be derived
from the traded series at all, being defined only relative to the rest of the market.
Built ONCE per training run against the traded symbol's bar grid, not per bar - a per-bar
cross-symbol lookup would be pairs x 178k iBarShift calls.
Correctness work, all of it driven by what MT5 actually guarantees rather than by what the
API surface suggests:
- Alignment is by TIMESTAMP, never by index. Bars do not open together across symbols, and
in the tester each symbol gets its own generated tick sequence, so index k on GBPUSD and
index k on USDJPY are not the same instant. Each traded bar takes the last reference bar
at or BEFORE its timestamp - never after, which would be lookahead - and anything more
than one bar period stale is treated as absent rather than carried forward across a
holiday gap.
- SeriesReady() gates every pair on SymbolSelect + SymbolIsSynchronized + the PER-TIMEFRAME
SERIES_SYNCHRONIZED. The symbol-wide and per-timeframe flags can disagree because the
terminal builds series on separate threads, so checking only the first is not enough.
Non-blocking by design: an unready pair is skipped and picked up on a later build.
- Failure is never fatal. Fewer than two usable pairs logs why and every Features() call
0-fills, so a missing reference symbol costs the context block rather than the whole run.
Fingerprint: the flag goes in, the DISCOVERED REFERENCE SET does not. Which pairs exist in
Market Watch is a measured property of the terminal, exactly like the bar count the
existing comment warns about - keying the weights filename on it would orphan a trained
model the moment the user adds a symbol, silently, because a missing cache reads as a
normal first run.
Defaults ON, which re-keys existing databases on first run. That is intended: the input
vector genuinely changed shape.
Deliberately NOT built, having checked what the platform actually provides:
- swap/carry. SYMBOL_SWAP_LONG/SHORT have no history - "last values will be used for the
whole test period" - so a backtest over 2020-2026 applies 2026 carry to 2020 bars.
- signed order flow. TICK_FLAG_BUY/SELL and volume_real are empty on Forex; any feature
assuming trade direction would silently be all zeros.
- depth of market. Unavailable on retail FX symbols and never replayed in the tester.
- calendar actual-vs-forecast surprise. MqlCalendarValue.actual_value is the FINAL,
post-revision figure and the calendar keeps no as-of-release snapshot, so a surprise
feature for a 2019 bar is built from a number nobody had in 2019. Needs a live recorder,
not a historical read.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
Two defects surfaced by research/test_classic.py, both verified fixed by re-running the
transcription against 178k bars of EURUSD H1.
CSignalMA model 1 could never fire. For any recursive average - and MA_TYPE_EMA is the
shipped default - MA(i) = a*Close(i) + (1-a)*MA(i+1), so
DiffMA(i) = a * (Close(i) - MA(i+1))
DiffCloseMA(i) = (1-a) * (Close(i) - MA(i+1))
are positive multiples of one quantity and always share a sign. Model 1 asks for a close
BELOW a RISING average, which is precisely the combination that identity forbids: 0.000%
of bars, either direction, any symbol. The MQL5 standard library this was ported from
defaults to MODE_SMA, where the two are merely correlated - the bug arrived with the EMA
default, not with the port. Reading the slope one bar back (DiffMAPrev) breaks the tie for
every MA type while keeping the model's stated meaning. Now fires on 7.92% of bars.
CSignalIchimoku model 11 fired on 27% of bars at weight 100. Sanyaku is three standing
STATES conjoined with no transition term, so it held across long stretches - and being
last in the if-chain at the top weight, the module's highest-conviction reading was also
its most common one, overwriting all eight event models below it on a quarter of all bars.
The old comment rejected an event form because "demanding all three flip on the same bar
would fire almost never" - true, but that is not the alternative. Kouten is the TURN: the
ALIGNMENT transitions, and only one role need change for it to. Testing !Sanyaku(idx+1)
fires once per aligned stretch. Now 2.17%, in line with Kumo breakout (2.4%) and the
strong TK cross (1.1%). DataReady() extended one bar deeper to cover the lookback.
Neither pattern showed edge before or after; this is about the models meaning what they
say and the vote not being dominated by a constant.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
- Moves CLayer neuron construction to AI/Impl/Layer.mqh to keep Network.mqh clean
- Unifies four previously duplicated architecture initialisation blocks (MLP/CONV/LSTM/HYBRID) into a single shared function
- Eliminates risk of behavioural drift where one architecture missed a setter, causing mismatched feature sets or targets
Remove the unused SetOptimization/Optimization virtual getter/setter from
CNeuronBase and the static member `alpha` initialization. These were dead
code. Also fix trailing whitespace inconsistencies in comment blocks.
FileOpen(FILE_WRITE) truncates its target on open. CNet::Save already staged
the .nnw through a temp file + rename for that reason, but the three sidecars
written beside it did not:
.stats ExpertSignalAIBase.mqh:5918
.arrows ExpertSignalAIBase.mqh:6224
.cfg ExpertSignalAIBase.mqh:7329
Two defects followed.
1. An interrupted write published a truncated sidecar. For .cfg that is the
worst case: LoadAndCompareTopologyConfiguration() reads a short file as a
mismatch, which discards the trained model and restarts from era 0.
2. Windows file sharing is a mutual contract - a writer opened with no
FILE_SHARE_* blocks every concurrent open regardless of the reader's flags.
All three read paths carry FILE_SHARE_READ|FILE_SHARE_WRITE specifically so
a tester agent can read them while a live chart runs; an exclusive writer on
the same path defeated that.
Extracted CNet::Save's proven pattern into System\AtomicFile.mqh
(AtomicWriteBegin/AtomicWriteEnd) and routed all four writers through it. This
also encodes the FileMove gotcha once instead of per call site: the destination
location comes from FILE_COMMON inside the 4th arg, NOT inherited from the
source, and getting it wrong moves the file to the wrong sandbox silently.
Also fixed while in these functions:
- SaveTopologyConfiguration had 13 copy-pasted 6-line error blocks that each
returned WITHOUT FileClose(handle), leaking the handle on every write
failure. Collapsed to one ok-chain that closes exactly once. The on-disk
field order and types are unchanged (asserted during the rewrite) so existing
.cfg files still load.
- SaveChartSignals documented that pruning runs only after a successful write
("a failed write above leaves both the file AND the chart untouched") but
never checked any write result, so a partial write still deleted the chart
objects. Results are checked now, making the existing comment true.
Compiles 0 errors, 0 warnings.
Co-Authored-By: Claude Opus 5 <noreply@anthropic.com>
In inference-only backtests, dtStudied could be ahead of the test range, causing new-bar detection to freeze. Replaced with m_lastBarTime to keep detection aligned with runtime history. Added diagnostic logging when a non-neutral softmax output is neutralized by prior correction. Also added validation for order_price, sl, and tp in stop-checking functions to catch non-finite or negative values.
Add freeze-level checks, no-change modification skipping, entry price routing, and per-tick/memory budget monitoring. Override trade actions (Open, Close, Reverse, TrailingStop, TrailingOrder) to validate at the final gate before sending orders.
CalendarValueHistory() was called with no country filter at all, so
ANY country's economic calendar event vetoed a trade regardless of
relevance - a JPY release blocked a EURUSD trade just as readily as a
USD one, making NF_MinImpact's fine-tuning far noisier than intended.
Adds System/NewsRelevance.mqh (GetRelevantCountryCodes/
ImpactWeightedProximity), a shared utility that cross-references
CalendarCountries() against the symbol's base/quote currency to get
the actually-relevant ISO country codes, then uses
CalendarValueHistory()'s country_code-filtering overload. Shared so
the upcoming NN news-input feature reuses the same relevance logic
rather than duplicating it.
Compiled clean (MetaEditor, 0 errors/0 warnings).
Co-Authored-By: Claude Sonnet 5 <noreply@anthropic.com>
The training status panel was too tall and wordy, displaying detailed recall, precision, and continual-learning OOS simulation metrics that are not needed for at-a-glance monitoring. These metrics are still tracked internally for convergence gating, but removed from the on-chart display to keep the panel compact. Also shortened label names (e.g., "[IS] Accuracy" -> "IS Acc") to save space without reducing clarity.
TextGetSize returns uint values, so dummyW, dummyH, textW, and textH
changed to uint. Added explicit casts to int where used in comparisons
or arithmetic to prevent signed/unsigned mismatch warnings.
Replace the static per-character width approximation with dynamic word-wrapping using
`TextGetSize()` to measure actual rendered pixel widths. This prevents status label text
from being clipped at the chart edge while its oversized background rectangle extended
beyond. Each line is now greedily wrapped to fit within the chart pane minus margins,
ensuring the measured string matches what is drawn. Also extracts font constant and adds
`WrapLineInto()` helper for reuse.
OBJ_LABEL does not render embedded '\n' as line breaks, causing multi-line status text to appear as one truncated line. This commit splits the input text by newlines, creates a separate OBJ_LABEL and tightly-fit OBJ_RECTANGLE_LABEL background for each line, ensuring every line remains legible regardless of chart background.
Migrate all per-era classification counts, OOS confusion metrics, and training progress output from the legacy Comment() function to a dedicated StatusLabel object. This provides cleaner UI integration and avoids blocking the chart's normal info line during prolonged training cycles. A new include for StatusLabel.mqh has been added, and all related documentation comments updated accordingly.
