forked from animatedread/Warrior_EA
555 commits
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AnimateDread
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38a12a240b |
refactor(kiss): drop the AI sub-vote early-exit route; certified == traded
First of the AI vote layers to go. CheckClosePosition had two exit routes: the stock blended vote, and an AI-only one reading the AI members' sub-vote undiluted. The second existed because an AI reversal averaged in with the classic filters could be diluted below the threshold before it could close a position. It is gone, and with it m_lastAiVote and the aiResult/aiWeightSum pair Direction() carried to feed it. This CLOSES the certified-vs-traded gap rather than widening it. The deploy gate certifies a win rate measured on hold-to-resolution outcomes, and CheckClosePosition already gated the blended route off whenever an AI model's derived geometry was on the order - so the AI route was the only vote exit an AI-certified trade could take, and the exit replay existed to reproduce it. With it removed, an AI-certified position holds to its barrier by construction instead of by reconstruction, so Warrior_EA.mq5 now pushes ExitPolicy(0.0, true) unconditionally. Previously it forwarded Min_Vote_Close and relied on Disabled arriving as 1.01 to switch the simulated exit off by arithmetic - correct at the shipped default, and one input change away from the simulation and the live path describing different games. Min_Vote_Close keeps its meaning for the classic route and is now documented as inert wherever an AI certificate governs, rather than appearing to drive an exit it can no longer reach. Comment debt cleared while here: a tombstone block for m_ai_exit_threshold (a member deleted 2026-08-18) still sat in the header, and four sites still named LiveSignedConfidence's "two consumers" - it had one, the intelligent trailing stop, since that same date. NOT touched, and deliberately: NMS declustering is NOT a quality layer. It gates the live signal at Inference.mqh:226 (NmsLiveAccept), and the undeclustered population is ~8x what the EA trades. Removing it would multiply live position count, not simplify a scoring path. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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AnimateDread
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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>
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AnimateDread
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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> |
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AnimateDread
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0826f8b900 |
refactor(dry): one definition of "usable quote" in the pre-trade checks
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> |
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AnimateDread
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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> |
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AnimateDread
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b0fec27779 |
merge: built-in indicator migration + YAGNI accessor pass
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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AnimateDread
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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> |
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AnimateDread
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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> |
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AnimateDread
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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. |
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AnimateDread
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caad156464 |
fix(geometry): the ratio raise was reported against reachability, not bounded by it
First clean derivation after |
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AnimateDread
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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. |
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AnimateDread
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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> |
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AnimateDread
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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>
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AnimateDread
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9a0d063da4 |
fix(inputs): the Neural Networks group header was singular
Typo, and more wrong than it was: the group now holds four independent NN toggles rather than one architecture selector. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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AnimateDread
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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> |
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AnimateDread
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70eaa8a498 |
feat(direction): Intelligent becomes the shipped default for Trade direction
User request after the first ensemble run under the per-NN build: the drift verdict was measured and printed every era while the input sat at BOTH, so it gated nothing - the worst of both, because an authoritative-looking log line described a policy that was not in force. Safe as a default: the verdict fails open to BOTH (it drops a side only when the gap clears 2 combined SEs on the overlap-deflated sample AND the weaker side sits below cost-adjusted break-even), so an instrument with no measurable drift behaves exactly as before. Verified it appears in no fingerprint or DB key - trade policy, not label definition - so this changes no model identity and resets no training. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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AnimateDread
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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 |
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AnimateDread
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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> |
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AnimateDread
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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> |
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AnimateDread
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b63e39f026 |
refactor(time): broker time throughout - and the GMT DB basis was already a live bug
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> |
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|
AnimateDread
|
1a46dfdad9 |
feat(sessions): market-hours entry gate + "Market close" close-all option, both live from the symbol's session table
Two user requests, one authority: SymbolInfoSessionTrade, read fresh on every call so DST and per-symbol schedule changes track themselves. - WarriorMarketOpenNow(): CheckOpenPosition refuses entries outside the symbol's trading sessions (Sunday reopen, index CFDs' daily breaks) - a vote can no longer fire into a closed book and collect a broker error. ENTRIES ONLY: exits, SL/TP and the scheduled close-all stay unguarded - closing risk must never be blocked by a session boundary. - CH_MARKET_CLOSE = 24 (appended, .set-safe): the close-all fires "Close-all minute" minutes before that day's LAST session close. Friday + Market close + xxH05 = flatten 5 minutes before Friday's actual close. Resolved identically in three places: the live executor (CExpertCustom::OnTick), the label walk's vertical barrier (NextScheduledCloseAll - the symbol's CURRENT table stands in for history; MT5 keeps none, and a fixed hour is wrong by more), and the fingerprint (the |CUT: token already carries hour=24, so switching to the dynamic mode re-keys the model exactly like any schedule change). Training itself is deliberately NOT gated on market hours: weekend compute is free and labels only ever exist on real bars - what the session table gates is order placement and, via the close-all barrier, what the labels may count as holdable. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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AnimateDread
|
b43b676239 |
feat(fingerprint): an active close-all schedule keys the model identity
The schedule became part of the label's meaning (
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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> |
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AnimateDread
|
348492fb3b |
feat(direction): INTELLIGENT trade direction - the measured drift picks the side(s)
SQX EdgeFinder precedent (user request): adjust for the drift instead of fighting it. The 2026-08-19 telemetry found the models leaning SHORT (Buy recall 21% vs Sell 40%) against a long-favored market (always-long 34.3% vs always-short 29.5% at the adopted geometry). TRADING_DIRECTION gains INTELLIGENT = 3 (appended, explicit value, .set-safe). It resolves at runtime from the label cache's per-side win rates - the Buy/Sell shares ARE the win rates of taking every bar long/short at the REAL stop/target with spread charged. A side is dropped only when BOTH hold: the drift gap clears 2 combined SEs on the overlap-deflated effective sample (EffectiveSampleSize - labels overlap ~18x), AND the weaker side sits below cost-adjusted break-even (a side that still clears costs is kept; drift tilt alone is not a reason to refuse a profitable side). Fails open to BOTH: unmeasured, tiny effective n (<30), insignificant gap, or classic-only charts (no label cache). One resolution point - WarriorEffectiveDirection() - feeds all three gates so they cannot drift apart: CheckOpenLong/Short (live entries), the filtered-view sweep (a blocked side falls into the delete branch, mirroring live), and the vote HUD's "-> TRADE" verdict. The verdict re-derives at every label-cache rebuild, prints only on change, and is computed even when the input is not Intelligent (marked informational). NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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|
AnimateDread
|
cf9a9395ee |
fix(hud): the headline word is the DECISION, not the lean
"VOTE BUY 5.9%" against a 25% bar read as an ensemble that is permanently long, when it is an ensemble that would trade nothing - one member voting BUY at weight 7 against three flats owned the word all day (reported 2026-08-19, screenshot). With the per-member lines now showing each model's individual leaning, the top line says what the bot would DO: BUY/SELL only at or above Min_Vote_Open, NEUTRAL below it (including the all-flat read), "--" only when nobody has a decision. The lean survives as a SIGNED percentage (+ buy side / - sell side). NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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|
AnimateDread
|
b55880c57d |
fix(hud): sign-mismatch warning in the display-forward throttle
age is a uint tick delta; the ternary picking DISPLAY_FWD_ERA_MS vs DISPLAY_FWD_MIN_MS is a runtime int expression the compiler cannot constant-fold (unlike the bare-literal comparisons elsewhere), so the comparison warned. The defines now carry the (uint) cast. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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|
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> |
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|
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> |
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|
AnimateDread
|
c85bd9f516 |
feat(inputs): 5-point vote-threshold steps below 50 - the consensus rungs sit between the old 10s
Under CONSENSUS arithmetic the vote is quantized by agreement: with four members at pooled tier weights ~29, unanimity reads ~29, 3-of-4 ~22, 2-of-4 ~14.5. The 10-point dropdown straddled every one of those rungs - 20 admitted 3-of-4, 30 admitted nothing - so the thresholds an operator actually wants (between rungs, e.g. 25 = "unanimity or a top-tier 3-of-4") did not exist. PERCENTAGE_PRESETS and VOTE_CLOSE_PRESETS both gain 5/15/25/35/45; members are only ever ADDED (explicit values, .set-safe), never removed - MT5 does not validate saved enum values. Min_Vote_Open default 40 -> 25: the 40 was priced under union arithmetic and now sits above the unanimity ceiling (~29), i.e. a fresh attach would silently never trade - the same fired-on-0-bars defect the 50 -> 40 move fixed once already. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com> |
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|
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>
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|
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.
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|
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> |
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|
AnimateDread
|
4f2d81a52e |
fix(chart): sweep hammered the news filter; peak was a fossil; neutrals invisible
Careful read of the 21:14 log window (user report: peak stuck at 50, label sticky, neutrals never shown). Three distinct defects, one commit because they share the two files. 1. 15,508 "CalendarValueHistory failed" lines in 68 SECONDS - ~230/second. The overlay sweep replayed Direction() on EVERY non-AI filter, including the news/session/risk-guard veto filters. The news filter calls CalendarValueHistory per evaluation and MT5's calendar cannot answer more than ~30 days back (the known calendar cliff), so every historical bar logged a failure - real wall-clock burned inside a sweep whose whole point is to stay cheap. Veto filters keep m_pattern_count at its 0 default (the same test UpdateSignalsWeights keys on): they cast no weighted vote, and a prohibition cannot be reconstructed faithfully anyway - it joins order validation in the cannot-replay family. Skipped. Compounding it: at era ~200 the four members complete a barrier round every ~20s while a full 5,000-bar sweep takes ~17s of slices - the sweep finished and instantly re-armed, forever, against arrow caches half-rebuilt mid-era. That is why the census's "had a voter" flapped 1299 -> 257 -> 1113 across three back-to-back sweeps. Re-arms now rate-limited to one per 5 minutes. 2. Peak 50 was a FOSSIL. m_votePeak never reset, so it still held a value attained under the 25/50/75/100 DEFAULT tier weights from the attach window before the first re-rank - unreachable ever since the weights became measured (pooled 27-32 in the same log). A ceiling nothing can reach reads as "the models are underperforming their own history", which is backwards: the history was priced in different money. The peak now resets at the same regime boundary as the census (StartFilteredOverlay), and the label shows max(live peak, census strongest-vote) - the census number is the actual answer to "can Min_Vote_Open ever be reached", measured over ~5,000 bars under the CURRENT weights. 3. Neutrals were invisible. The prospective count lumped Neutral-deciding models in with voters, so "4 model(s)" read identically whether all four voted or three sat flat. Now "2 vote/2 flat", and an all-neutral bar reads "VOTE flat ... 0 vote/4 flat" instead of "--" - the models answered, and the answer was Neutral. Expected values, from this log's own re-ranks (all four members' fires land in T3; tier weights 27-32; module weights 0.27-0.32): a unanimous-buy bar reads ~29-30%, mixed membership 28-34. The reported "stuck at buy 28, climbed to 30, flashes of sell, now 33.4" is those weights doing exactly what they should. The stickiness between moves is pass 2/2.5/3 - only pass 1 writes dPrevSignal, so the label holds the last pass-1 bar's decision for the remainder of each era. Display-only, and honest: it is the model's most recent output. NOT COMPILED - user compiles in MetaEditor. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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|
AnimateDread
|
b05b4f21d7 |
fix(chart): the vote readout was repainted once per bar, not once per timer tick
"Still stuck at 0" after |
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|
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
|
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|
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> |
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|
AnimateDread
|
155f56e0c0 |
fix(chart): the overlay sweep compared a series index against a bar count
"Filtered view: swept 0 bar(s), 0 had a voter" on charts whose models were
reporting thousands of held-out fires in the same second - the contradiction
the user spotted in the log.
m_overlayIndex is a SERIES index (0 = newest, counting backwards in time), but
its floor was computed as `barsAvail - span`, which is a count from the OLDEST
end. Two different coordinate systems. On XAUUSD's 15,049 bars that produced a
floor of 10,049 against a start of 5,000, so `m_overlayIndex >=
m_overlayStopIndex` was false on the very first test: the sweep reported
completion having touched nothing, and re-armed and "completed" again on every
era boundary. Both bounds are now series indices - start at the oldest bar to
reconstruct, stop at 2 (bar 1 is the decision bar the forward path owns, bar 0
is still forming).
The 150-bar indicator warm-up margin was being applied to the floor, where it
could only ever be wrong; it is a cap on how far BACK the START may reach, on
the same axis. m_overlayOldest is renamed m_overlayStopIndex because with
index 0 = newest that bound is the most RECENT bar, not the oldest - the name
said the opposite of what it held.
Verified across chart sizes: 15,049 bars -> 4,999 swept; 4,865 -> 4,714;
400 -> 249; 301 -> 150.
The census line added in
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|
AnimateDread
|
129a0d448d |
fix(vote): a leaf filter was dividing its own module weight back out
"Nothing on the charts." My bug, from
|
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|
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 |
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|
AnimateDread
|
07aa01777c |
feat(chart): reconstruct the filtered view behind the handover point
Completes the filtered view from
|
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|
AnimateDread
|
b28c81eb78 |
feat(rank): AI models rank their own confidence tiers from held-out outcomes
Closes the caveat
|
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|
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>
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AnimateDread
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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> |
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AnimateDread
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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>
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AnimateDread
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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>
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AnimateDread
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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
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AnimateDread
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64b77e4bbe |
fix(diag): the cache-invalidation stall message could never name the cause
SP500 and XAUUSD LSTM wedged at era 1 from 19:43 to 21:00+ (77 min) while their three siblings passed era 200 - the 12-minute barrier exclusion correctly kept the charts alive, so the ensembles ran three-handed. Both printed: cache invalidated at era start (era sized 16236 bars, cache holds 16236) Equal numbers, which reads as "so it wasn't the size". That inference is not available: EnsureBarCachesCapacity assigns BOTH invalidation keys (m_labelCacheBars = bars, m_labelCacheAnchorTime = m_Time.GetData(0)) before it returns true, so a message built afterwards reports the values it just overwrote. The two counts are equal BY CONSTRUCTION and ReportTrainStall's anchor= field is always the live one. The line whose stated job is to name which key tripped was structurally incapable of naming it. Capture bars/anchor BEFORE the call and say which one moved: "SIZE CHANGED 16236 -> 16240" or "size unchanged", and "ANCHOR MOVED 2026.08.18 00:00 -> 04:00" or "anchor unchanged". Not guessing at the cause. An anchor moving every era with the size steady is a new candle each pass or a Time buffer that is not being refreshed; a moving size is the era/prebuild disagreement the branch was written for. The next occurrence will say which, instead of costing another session. Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com> |
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AnimateDread
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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; |
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AnimateDread
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cb30360c18 |
fix(handles): the MA handle was SHARED, and a rejected sweep freed it for everyone else
ROOT CAUSE of the six-session "silent block failure", measured rather than
inferred. All TWELVE dead-handle recoveries in today's log report the SAME
handle number - MA=-1(h13) - across two charts and all four members. It was
never four handles. It was one.
MT5 refcounts indicator requests, so four ensemble members asking for the same
iMA on the same symbol/period share a single handle. TuneIndicatorsByFilter
creates and drops ~35 of them scoring candidates; the sweep's runner ends up
holding a live handle while its siblings still hold a number the terminal has
already freed. Timeline, twice, to the millisecond:
USDJPY 18:10:03 PAI: auto-tune complete
18:10:29.864/.910/.953 CONV/LSTM/HYB: "already ran ... REJECTED"
18:10:30.057/.065/.074 all three: MA=-1(h13), sweep bars all rejected
XAUUSD 18:10:11 -> 18:10:42.19/.23/.27 -> 18:10:42.334 identical, same ~100ms
The adopt branch re-initialised indicators only `if(g_ensembleChartTuneInstalled)`
- exactly backwards. A REJECTED sweep churns just as many handles, and every one
of the twelve recoveries followed a rejection. Parameters are still adopted only
on an install; the HANDLES are now rebuilt either way. Four creations per chart.
RepairDeadIndicatorHandles stays - it is cause-agnostic and it is what made this
diagnosable. This removes the cause it was recovering from.
Also, consistency of the warm-up status (user-reported: "only one nn will say
scoring indicators, which leaves some doubt about what is going on"):
- the sweeping member now says it is scoring "for the whole chart", so three
idle rows read as the design rather than a stall;
- the two adopt branches (tuner and MI) publish to the panel instead of only
printing, so every row accounts for itself;
- the MI suite publishes before it runs. It is the longest stretch of the whole
warm-up - MI, lag profile, excursion targets, geometry scan, each with its own
permutation null - and it published nothing at all, so during most of the
warm-up the panel's last word described a step that had already finished.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
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AnimateDread
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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> |