//+------------------------------------------------------------------+
//|                                                       Warrior_EA |
//|                                                     AnimateDread |
//|                                                                  |
//| Indicator creation and the per-bar input feature vector.         |
//+------------------------------------------------------------------+
#ifndef WARRIOR_AIBASE_FEATURES_MQH
#define WARRIOR_AIBASE_FEATURES_MQH
//--- Plausibility ceiling for any single input value, enforced once over the whole bar at the end
//--- of BufferTempDataCompute(). See the sanitize loop at the end of BufferTempDataCompute() for
//--- what it protects.
#define FEATURE_ABS_MAX  1.0e4
//+------------------------------------------------------------------+
//| Rebuilds only the enabled AD* CiCustom handles in place, so a    |
//| new trial's member-struct param values take effect.              |
//+------------------------------------------------------------------+
int CExpertSignalAIBase::TunableBarsCalculated(int &enabled)
  {
   enabled = 0;
   int worst = INT_MAX;
   if(m_useMA)
     {
      enabled++;
      worst = (int)MathMin(worst, m_MA.BarsCalculated());
     }
   if(m_useRSI)
     {
      enabled++;
      worst = (int)MathMin(worst, m_RSI.BarsCalculated());
     }
   if(m_useMACD)
     {
      enabled++;
      worst = (int)MathMin(worst, m_MACDFeature.BarsCalculated());
     }
   if(m_useIchimoku)
     {
      enabled++;
      worst = (int)MathMin(worst, m_Ichimoku.BarsCalculated());
     }
   if(m_useADCumulativeDelta)
     {
      enabled++;
      worst = (int)MathMin(worst, m_ADCumulativeDelta.BarsCalculated());
     }
   if(m_useADShorteningOfThrust)
     {
      enabled++;
      worst = (int)MathMin(worst, m_ADShorteningOfThrust.BarsCalculated());
     }
   if(m_useADWyckoffEventStream)
     {
      enabled++;
      worst = (int)MathMin(worst, m_ADWyckoffEventStream.BarsCalculated());
     }
   if(m_useADWyckoffFailedStructure)
     {
      enabled++;
      worst = (int)MathMin(worst, m_ADWyckoffFailedStructure.BarsCalculated());
     }
   if(m_useADWyckoffSignificantBarInversion)
     {
      enabled++;
      worst = (int)MathMin(worst, m_ADWyckoffSignificantBarInversion.BarsCalculated());
     }
   return (worst == INT_MAX) ? -1 : worst;
  }
//+------------------------------------------------------------------+
//| Back-compatible form for the callers that only want the number.  |
//+------------------------------------------------------------------+
int CExpertSignalAIBase::TunableBarsCalculated(void)
  {
   int enabled = 0;
   return TunableBarsCalculated(enabled);
  }
//+------------------------------------------------------------------+
//| See the declaration. THE one place that decides how much history  |
//| may be asked of the indicators; every ResizeBuffers() call site    |
//| goes through it.                                                  |
//+------------------------------------------------------------------+
int CExpertSignalAIBase::ServableBars(int want, string context)
  {
   if(want <= 0)
      return want;
   int enabled = 0;
   int servable = TunableBarsCalculated(enabled);
   //--- THE BLIND SPOT THAT COST 2026-08-17 (fixed the same day, after the fact). Fine. enabled >
   //--- 0, servable == -1 -> a handle answered INVALID. The dead case is now REPORTED and REPAIRED.
   if(enabled == 0 || servable >= want)
     {
      //--- Cleared on the healthy path too, not only on the clamp path below: a handle that recovers
      //--- all the way to full depth would otherwise leave the latch set and a LATER outage would be
      //--- swallowed - which is the failure mode this whole function is being fixed for.
      m_indicatorDepthDeadWarned = false;
      return want;
     }
   if(servable <= 0)
     {
      //--- REPORT FIRST, THEN REPAIR - in that order, so the depths in this line are the ones that
      //--- caused it.
      if(!m_indicatorDepthDeadWarned)
        {
         m_indicatorDepthDeadWarned = true;
         PrintFormat("%s: TUNABLE INDICATOR REPORTS NO CALCULATED BARS - %d tunable indicator(s) enabled"
                     " and the least-ready answers BarsCalculated()=%d while %s asked for %d. Either way"
                     " CopyBuffer fails at EVERY index, the buffer holds nothing, and every feature block"
                     " that reads it rejects every bar. -1 means the terminal would not answer for this"
                     " handle, which covers BOTH a handle freed out from under this member AND one just"
                     " created that has not calculated yet - the handle numbers below separate them, the"
                     " depth cannot. This is NOT the depth cap below (that one clamps and trains on what"
                     " is servable) - there is nothing to clamp to. Per-indicator depth:%s",
                     ID, enabled, servable, context, want, IndicatorDepthReport());
        }
      //--- A dead handle answers EMPTY_VALUE at every index, so a 50k-bar pass over it is 50k
      //--- guaranteed rejections followed by a discarded era, forever - the exact loop that froze
      //--- USDJPY and XAUUSD. Rate-limited inside.
      RepairDeadIndicatorHandles();
      return want;
     }
   m_indicatorDepthDeadWarned = false;
   //--- -(m_historyBars + 2): the deepest window slot reads (r + m_historyBars - 1), and the MA
   //--- block one further back again for its bar-over-bar change, so the last usable anchor sits
   //--- that far inside the buffer.
   int capped = servable - ((int)m_historyBars + 2);
   if(capped < 0)
      capped = 0;
   //--- Depends only on `servable` and m_historyBars, never on `want`, so it is stable across call
   //--- sites and this logs once per real change rather than once per era per context.
   if(m_indicatorDepthCapBars != capped)
     {
      m_indicatorDepthCapBars = capped;
      PrintFormat("%s: indicator history CAPPED to %d bars (%s asked for %d) - the price series has"
                  " that much, but the least-ready tunable indicator has only calculated %d. Past what"
                  " an indicator has calculated CopyBuffer does not short-read, it FAILS, so the buffer"
                  " holds NOTHING and EVERY index reads EMPTY_VALUE - indistinguishable from a cold"
                  " indicator. Per-indicator depth:%s",
                  ID, capped, context, want, servable, IndicatorDepthReport());
     }
   return capped;
  }
//+------------------------------------------------------------------+
//| See the declaration. ServableBars() with the WAIT in front of it. |
//+------------------------------------------------------------------+
int CExpertSignalAIBase::SettledBars(int want, string context)
  {
   if(want <= 0)
      return want;
   int enabled = 0;
   int servable = TunableBarsCalculated(enabled);
   //--- Same three-states-one-branch defect ServableBars() carried (see the long note there):
   //--- `servable < 0` was read as "nothing tunable is on", but it is ALSO what a dead handle
   //--- answers.
   if(enabled == 0 || servable >= want)
     {
      m_depthSettleStart = 0;
      m_depthProbeStable = 0;
      m_depthProbeLast   = 0;
      return want;
     }
   if(servable <= 0)
     {
      m_depthSettleStart = 0;
      m_depthProbeStable = 0;
      m_depthProbeLast   = 0;
      //--- Routed through ServableBars() rather than answering here, and that detour is the whole
      //--- point: the training sweep - the ONLY caller that reaches the dead-handle state in
      //--- practice - calls SettledBars, not ServableBars.
      ServableBars(want, context);
      //--- 0 = HOLD, and this is the one place the two functions deliberately disagree. Whether the
      //--- handle was just recreated (cold, will climb) or is still dead (repair failed), holding
      //--- is right; Train() reports the hold every minute and the era-barrier liveness escape
      //--- releases the rest of the ensemble if it never resolves.
      return 0;
     }
   uint now = GetTickCount();
   //--- First shortfall: start the clock and let the priming request above do its work. Deliberately
   //--- no sweep this call - a 50k-bar feature sweep is exactly what starves the indicator threads we
   //--- are waiting on, which is how the old loop sustained itself for 40 minutes at a time.
   if(m_depthSettleStart == 0)
     {
      m_depthSettleStart = now;
      m_depthProbeTick   = now;
      m_depthProbeLast   = servable;
      m_depthProbeStable = 0;
      PrintFormat("%s: PRIMING indicator history for the %s - %d of %d bars calculated so far. Holding"
                  " the sweep until the count stops rising (probe every %ds, needs %d steady probes,"
                  " gives up after %ds and uses whatever is there). Per-indicator depth:%s",
                  ID, context, servable, want, DEPTH_SETTLE_PROBE_MS / 1000,
                  DEPTH_SETTLE_STABLE_PROBES, DEPTH_SETTLE_TIMEOUT_MS / 1000, IndicatorDepthReport());
      return 0;
     }
   //--- Unsigned subtraction, so this is correct across GetTickCount()'s 49-day wrap (same idiom as
   //--- m_coldSweepTick's backoff).
   if(now - m_depthProbeTick < DEPTH_SETTLE_PROBE_MS)
      return 0;
   m_depthProbeTick = now;
   if(servable != m_depthProbeLast)
     {
      //--- STILL MOVING. Growing is the terminal working through the history; shrinking happens when a
      //--- handle is rebuilt under us and starts over. Either way it is not settled, so the streak
      //--- restarts rather than counting a change as a steady observation.
      PrintFormat("%s: priming %s - %d of %d bars (was %d), still moving", ID, context, servable, want,
                  m_depthProbeLast);
      m_depthProbeLast   = servable;
      m_depthProbeStable = 0;
      return 0;
     }
   m_depthProbeStable++;
   bool steady = (m_depthProbeStable >= DEPTH_SETTLE_STABLE_PROBES);
   bool expired = ((now - m_depthSettleStart) >= DEPTH_SETTLE_TIMEOUT_MS);
   if(!steady && !expired)
      return 0;
   //--- Settled (or waited long enough) BELOW what was asked. This is the real depth, not a snapshot of
   //--- a value still climbing, so it is now safe to clamp to it and get on with training.
   PrintFormat("%s: priming %s DONE - depth settled at %d of %d bars after %ds%s. Training proceeds on"
               " the %d bars the indicators can actually serve.",
               ID, context, servable, want, (int)((now - m_depthSettleStart) / 1000),
               expired && !steady ? " (gave up waiting - it never went steady)" : "", servable);
   m_depthSettleStart = 0;
   m_depthProbeStable = 0;
   m_depthProbeLast   = 0;
   return ServableBars(want, context);
  }
//+------------------------------------------------------------------+
//| See the declaration. What this configuration would have to FIRE   |
//| before any edge of a given size becomes certifiable.              |
//+------------------------------------------------------------------+
void CExpertSignalAIBase::ReportDetectability(int oosBars)
  {
   if(m_detectabilityReported || oosBars <= 0)
      return;
   m_detectabilityReported = true;
   double L = MeanLabelLifespan();
   //--- CAPACITY, restated against the sample that actually exists. That leaves the first build's
   //--- warning quoting the optimistic figure, so it is restated HERE, at the first moment L is
   //--- real.
   int    fanIn       = FirstLayerFanIn();
   double firstLayerW = (double)(fanIn + 1) * (double)m_initialNeuronsCount;
   double indepRows   = EstimatedInSampleBars();
   if(fanIn > 0 && indepRows > 0.0)
      PrintFormat("%s: CAPACITY against the same sample the gate uses - first dense layer is %d x %d"
                  " = %.0f weights against ~%.0f independent in-sample observations (%.0f rows / mean"
                  " label lifespan %.1f) = %.1f weights per observation. One per observation is already"
                  " generous for a signal this weak. The two multipliers are the input window and the"
                  " feature count (%d bars x %d readings); pooling instruments is the third lever and"
                  " the only one that ADDS observations instead of removing parameters.",
                  ID, fanIn + 1, m_initialNeuronsCount, firstLayerW, indepRows,
                  EstimatedInSampleBarsRaw(), L, firstLayerW / indepRows,
                  (int)m_historyBars, m_neuronsCount);
   double p = CostAdjustedBreakEvenPct() / 100.0;
   if(p <= 0.0 || p >= 1.0)
      return;
   //--- Invert the deploy gate. Everything on the right-hand side is a property of the
   //--- CONFIGURATION (geometry via p, horizon via L, window via oosBars), not of the model, which
   //--- is the whole point: no amount of training moves it.
   string ladder = "";
   double edges[3] = {2.0, 5.0, 10.0};
   for(int i = 0; i < 3; i++)
     {
      double d = edges[i] / 100.0;
      double needEff = BinomialCallsForEdge(p, d, EDGE_MIN_SIGMAS);
      double needRaw = needEff * L;
      double needCoverage = 100.0 * needRaw / (double)oosBars;
      ladder += StringFormat(" %+.0fpp:%.0f indep=%.0f calls=%.0f%% of window%s |",
                             edges[i], needEff, needRaw, needCoverage,
                             needCoverage > 100.0 ? " IMPOSSIBLE" : "");
     }
   PrintFormat("%s: DETECTABILITY of this configuration (break-even %.1f%%, mean label lifespan %.1f"
               " bars, OOS window %d bars) - to certify an edge of X the gate needs:%s"
               " Read it as a budget, not a target: these are properties of the GEOMETRY, the HORIZON"
               " and the WINDOW, so a better model cannot change any of them. Where a rung says"
               " IMPOSSIBLE, no win rate this model could ever produce would clear the deploy bar on"
               " this window - the answer there is more instruments, a lower timeframe or a narrower"
               " barrier, never more eras. Coverage is also not free in the other direction: firing on"
               " more bars buys independent calls at the cost of precision, so the reachable band is"
               " bounded at both ends.",
               ID, 100.0 * p, L, oosBars, ladder);
  }
//+------------------------------------------------------------------+
//| See the declaration. The per-class COLLAPSE floor, derived rather |
//| than configured.                                                  |
//+------------------------------------------------------------------+
double CExpertSignalAIBase::CollapseRecallFloorPct(int classTrueCount)
  {
   //--- Chance recall is 1/K for K classes and does not depend on the class priors: a zero-skill
   //--- model that emits class c with probability q gets recall q on EVERY true class, and the
   //--- uniform zero-skill model has q = 1/K.
   double chance = 100.0 / 3.0;
   double effN = EffectiveSampleSize((double)classTrueCount);
   if(effN <= 0.0)
      return (double)m_minDirectionalRecallPct;
   double se = BinomialSEPct(1.0 / 3.0, effN);
   double floorPct = chance - EDGE_MIN_SIGMAS * se;
   //--- Never negative, and never so high it becomes the unreachable bar this replaced.
   if(floorPct < 0.0)
      floorPct = 0.0;
   return floorPct;
  }
//+------------------------------------------------------------------+
//| RE-CREATE any enabled tunable indicator whose handle has gone     |
//| INVALID underneath us. See the declaration for the evidence.      |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::RepairDeadIndicatorHandles(void)
  {
   if(m_indicatorsPtr == NULL)
      return false;
   uint now = GetTickCount();
   //--- Cooldown, because every consumer of ServableBars() can reach this - the training sweep, live
   //--- inference on every tick, online learning - and a repair storm against a terminal that is
   //--- genuinely refusing to create the indicator would be worse than the outage it is fixing.
   if(m_handleRepairTick != 0 && now - m_handleRepairTick < HANDLE_REPAIR_COOLDOWN_MS)
      return false;
   m_handleRepairTick = now;
   //--- NOT released first, deliberately - but NOT because -1 proves the handle is gone.
   int repaired = 0, h = 0;
   string moves = "";
   if(m_useMA && m_MA.BarsCalculated() < 0)
     {
      h = m_MA.Handle();
      if(InitMA(m_indicatorsPtr, false))
         repaired += NoteHandleMove("MA", h, m_MA.Handle(), moves);
     }
   if(m_useRSI && m_RSI.BarsCalculated() < 0)
     {
      h = m_RSI.Handle();
      if(InitRSI(m_indicatorsPtr, false))
         repaired += NoteHandleMove("RSI", h, m_RSI.Handle(), moves);
     }
   if(m_useMACD && m_MACDFeature.BarsCalculated() < 0)
     {
      h = m_MACDFeature.Handle();
      if(InitMACDFeature(m_indicatorsPtr, false))
         repaired += NoteHandleMove("MACD", h, m_MACDFeature.Handle(), moves);
     }
   if(m_useIchimoku && m_Ichimoku.BarsCalculated() < 0)
     {
      h = m_Ichimoku.Handle();
      if(InitIchimoku(m_indicatorsPtr, false))
         repaired += NoteHandleMove("Ichi", h, m_Ichimoku.Handle(), moves);
     }
   if(m_useADCumulativeDelta && m_ADCumulativeDelta.BarsCalculated() < 0)
     {
      h = m_ADCumulativeDelta.Handle();
      if(InitADCumulativeDelta(m_indicatorsPtr, false))
         repaired += NoteHandleMove("CumDelta", h, m_ADCumulativeDelta.Handle(), moves);
     }
   if(m_useADShorteningOfThrust && m_ADShorteningOfThrust.BarsCalculated() < 0)
     {
      h = m_ADShorteningOfThrust.Handle();
      if(InitADShorteningOfThrust(m_indicatorsPtr, false))
         repaired += NoteHandleMove("SoT", h, m_ADShorteningOfThrust.Handle(), moves);
     }
   if(m_useADWyckoffEventStream && m_ADWyckoffEventStream.BarsCalculated() < 0)
     {
      h = m_ADWyckoffEventStream.Handle();
      if(InitADWyckoffEventStream(m_indicatorsPtr, false))
         repaired += NoteHandleMove("WES", h, m_ADWyckoffEventStream.Handle(), moves);
     }
   if(m_useADWyckoffFailedStructure && m_ADWyckoffFailedStructure.BarsCalculated() < 0)
     {
      h = m_ADWyckoffFailedStructure.Handle();
      if(InitADWyckoffFailedStructure(m_indicatorsPtr, false))
         repaired += NoteHandleMove("WFS", h, m_ADWyckoffFailedStructure.Handle(), moves);
     }
   if(m_useADWyckoffSignificantBarInversion && m_ADWyckoffSignificantBarInversion.BarsCalculated() < 0)
     {
      h = m_ADWyckoffSignificantBarInversion.Handle();
      if(InitADWyckoffSignificantBarInversion(m_indicatorsPtr, false))
         repaired += NoteHandleMove("WSBI", h, m_ADWyckoffSignificantBarInversion.Handle(), moves);
     }
   if(repaired == 0)
      return false;
   //--- Every cached feature row was computed against the handle that just got replaced.
   ArrayInitialize(m_featureCacheHasValue, false);
   PrintFormat("%s: RECREATED %d indicator handle(s) that answered no calculated bars, so CopyBuffer"
               " failed at every index and every bar of the sweep was rejected.%s A CHANGED number means"
               " the old instance really was gone and this member now holds a new one; SAME means MT5"
               " returned the same refcounted instance, so it was never dead - it had simply not"
               " calculated yet, and this repair was a no-op that cost one reference. Depth is"
               " deliberately NOT re-reported here: a new handle calculates asynchronously and reads -1"
               " until it does, which is the value that triggered the repair. If this line repeats on a"
               " cycle with CHANGING numbers, something is releasing the handle out from under this"
               " member and the recreate is only papering over it.",
               ID, repaired, moves);
   return true;
  }
//+------------------------------------------------------------------+
//| Append " NAME hOLD->hNEW" (or "->hNEW SAME") to a repair report.  |
//| Always counts one repair - the caller only calls it on a Create() |
//| that succeeded.                                                   |
//+------------------------------------------------------------------+
int CExpertSignalAIBase::NoteHandleMove(const string name, const int oldHandle, const int newHandle, string &moves)
  {
   moves += StringFormat(" %s h%d->h%d%s", name, oldHandle, newHandle,
                         (oldHandle == newHandle ? " SAME" : ""));
   return 1;
  }
//+------------------------------------------------------------------+
//| One " name=depth(hN)" field of the depth report.                  |
//+------------------------------------------------------------------+
string CExpertSignalAIBase::IndicatorDepthField(const string name, const int depth, const int handle)
  {
   return StringFormat(" %s=%d(h%d)", name, depth, handle);
  }
//+------------------------------------------------------------------+
//| See the declaration. Blocks in the order BufferTempDataCompute   |
//| emits them, widths as Topology.mqh's m_neuronsCount sum declares |
//| them - those two are the authority and this must track both.     |
//+------------------------------------------------------------------+
string CExpertSignalAIBase::FeatureSlotName(const int slot)
  {
   string names[18];
   int    widths[18];
   int    n = 0;
   names[n] = "candle";       widths[n++] = 4;
   names[n] = "swing";        widths[n++] = (m_useSwingContext ? 9 : 0);
   names[n] = "volume";       widths[n++] = (m_useVolumes ? 4 : 0);
   names[n] = "time";         widths[n++] = (m_useTime ? 6 : 0);
   names[n] = "atr";          widths[n++] = (m_useATR ? 1 : 0);
   names[n] = "ma";           widths[n++] = (m_useMA ? 5 : 0);
   names[n] = "rsi";          widths[n++] = (m_useRSI ? 1 : 0);
   names[n] = "macd";         widths[n++] = (m_useMACD ? 3 : 0);
   names[n] = "ichimoku";     widths[n++] = (m_useIchimoku ? 8 : 0);
   names[n] = "news";         widths[n++] = (m_useNews ? 2 : 0);
   names[n] = "spread";       widths[n++] = (m_useSpreadFeature ? 2 : 0);
   names[n] = "crossasset";   widths[n++] = (m_useCrossAsset ? CROSSASSET_FEATURES : 0);
   names[n] = "cumdelta";     widths[n++] = (m_useADCumulativeDelta ? 6 : 0);
   names[n] = "sot";          widths[n++] = (m_useADShorteningOfThrust ? 4 : 0);
   names[n] = "wyckoffEvent"; widths[n++] = (m_useADWyckoffEventStream ? 16 : 0);
   names[n] = "wyckoffFail";  widths[n++] = (m_useADWyckoffFailedStructure ? 5 : 0);
   names[n] = "wyckoffBarInv";widths[n++] = (m_useADWyckoffSignificantBarInversion ? 5 : 0);
   names[n] = "alt";          widths[n++] = (m_useAltData ? m_altData.FeatureCount() : 0);
   int total = 0;
   for(int i = 0; i < n; i++)
      total += widths[i];
   if(total != m_neuronsCount)
      return StringFormat("f%d?", slot);
   int from = 0;
   for(int i = 0; i < n; i++)
     {
      if(widths[i] > 0 && slot < from + widths[i])
         return StringFormat("%s[%d]", names[i], slot - from);
      from += widths[i];
     }
   return StringFormat("f%d", slot);
  }
//+------------------------------------------------------------------+
//| See the declaration. Names WHICH indicator is short, so the next  |
//| occurrence is read off the log instead of inferred.               |
//+------------------------------------------------------------------+
string CExpertSignalAIBase::IndicatorDepthReport(void)
  {
   string s = StringFormat(" price=%d", Bars(m_symbol.Name(), PERIOD_CURRENT));
   //--- HANDLE NUMBER beside every depth, not just MA's. A depth alone cannot say whether a handle
   //--- was never created or was created and later released out from under this member; the number
   //--- can.
   if(m_useMA)
      s += IndicatorDepthField("MA", m_MA.BarsCalculated(), m_MA.Handle());
   if(m_useRSI)
      s += IndicatorDepthField("RSI", m_RSI.BarsCalculated(), m_RSI.Handle());
   if(m_useMACD)
      s += IndicatorDepthField("MACD", m_MACDFeature.BarsCalculated(), m_MACDFeature.Handle());
   if(m_useIchimoku)
      s += IndicatorDepthField("Ichi", m_Ichimoku.BarsCalculated(), m_Ichimoku.Handle());
   if(m_useADCumulativeDelta)
      s += IndicatorDepthField("CumDelta", m_ADCumulativeDelta.BarsCalculated(), m_ADCumulativeDelta.Handle());
   if(m_useADShorteningOfThrust)
      s += IndicatorDepthField("SoT", m_ADShorteningOfThrust.BarsCalculated(), m_ADShorteningOfThrust.Handle());
   if(m_useADWyckoffEventStream)
      s += IndicatorDepthField("WES", m_ADWyckoffEventStream.BarsCalculated(), m_ADWyckoffEventStream.Handle());
   if(m_useADWyckoffFailedStructure)
      s += IndicatorDepthField("WFS", m_ADWyckoffFailedStructure.BarsCalculated(), m_ADWyckoffFailedStructure.Handle());
   if(m_useADWyckoffSignificantBarInversion)
      s += IndicatorDepthField("WSBI", m_ADWyckoffSignificantBarInversion.BarsCalculated(), m_ADWyckoffSignificantBarInversion.Handle());
   //--- Not tunable, so absent from TunableBarsCalculated() - but the swing block reads it on every bar
   //--- and neutral-fills when it is short, which is silent. Worth seeing next to the others.
   s += IndicatorDepthField("ZigZag", m_ADZigZag.BarsCalculated(), m_ADZigZag.Handle());
   s += IndicatorDepthField("ATR", m_ATR.BarsCalculated(), m_ATR.Handle());
   return s;
  }
//+------------------------------------------------------------------+
//| Adopt a saved indicator-param set, rebuilding handles only on a  |
//| REAL change.                                                     |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::AdoptIndicatorParams(const double &loaded[], CIndicators *indicators)
  {
   double current[];
   m_indicatorTuner.Flatten(current);
   bool changed = (ArraySize(current) != ArraySize(loaded));
   if(!changed)
      for(int k = 0; k < ArraySize(loaded); k++)
         if(current[k] != loaded[k])
           {
            changed = true;
            break;
           }
   //--- the tuner mirrors the model's params either way - it feeds the .nnw save and the fingerprint
   m_indicatorTuner.Unflatten(loaded);
   if(!changed)
     {
      PrintVerbose(ID + ": saved indicator params match the live indicators - keeping the existing"
                   " instances (no handle rebuild).");
      return true;
     }
   Print(ID + ": saved indicator params differ from the live defaults - rebuilding the tunable"
         " indicator handles to match the model they trained.");
   return ReInitADIndicators(indicators);
  }
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::ReInitADIndicators(CIndicators *indicators)
  {
   bool result = true;
   //--- RELEASE THE HANDLE EACH Create() IS ABOUT TO REPLACE. HYBRID only survived because those
   //--- two died first and freed the memory.
   int hCD = m_useADCumulativeDelta ? m_ADCumulativeDelta.Handle() : INVALID_HANDLE;
   int hSOT = m_useADShorteningOfThrust ? m_ADShorteningOfThrust.Handle() : INVALID_HANDLE;
   int hWES = m_useADWyckoffEventStream ? m_ADWyckoffEventStream.Handle() : INVALID_HANDLE;
   int hWFS = m_useADWyckoffFailedStructure ? m_ADWyckoffFailedStructure.Handle() : INVALID_HANDLE;
   int hWSBI = m_useADWyckoffSignificantBarInversion ? m_ADWyckoffSignificantBarInversion.Handle() : INVALID_HANDLE;
   int hMA = m_useMA ? m_MA.Handle() : INVALID_HANDLE;
   int hRSI = m_useRSI ? m_RSI.Handle() : INVALID_HANDLE;
   int hMACD = m_useMACD ? m_MACDFeature.Handle() : INVALID_HANDLE;
   int hIchi = m_useIchimoku ? m_Ichimoku.Handle() : INVALID_HANDLE;
   if(m_useADCumulativeDelta)
      result = InitADCumulativeDelta(indicators, false) && result;
   if(m_useADShorteningOfThrust)
      result = InitADShorteningOfThrust(indicators, false) && result;
   if(m_useADWyckoffEventStream)
      result = InitADWyckoffEventStream(indicators, false) && result;
   if(m_useADWyckoffFailedStructure)
      result = InitADWyckoffFailedStructure(indicators, false) && result;
   if(m_useADWyckoffSignificantBarInversion)
      result = InitADWyckoffSignificantBarInversion(indicators, false) && result;
   if(m_useMA)
      result = InitMA(indicators, false) && result;
   if(m_useRSI)
      result = InitRSI(indicators, false) && result;
   if(m_useMACD)
      result = InitMACDFeature(indicators, false) && result;
   if(m_useIchimoku)
      result = InitIchimoku(indicators, false) && result;
   //--- AFTER the re-creates, never before: releasing first can drop the terminal's last reference
   //--- and make it tear the instance down, so an identical-params Create() would then rebuild it
   //--- from scratch instead of re-using the live one - turning a refcount bump into a full
   //--- recalculation over the whole history, 324 times over.
   if(hCD != INVALID_HANDLE)
      IndicatorRelease(hCD);
   if(hSOT != INVALID_HANDLE)
      IndicatorRelease(hSOT);
   if(hWES != INVALID_HANDLE)
      IndicatorRelease(hWES);
   if(hWFS != INVALID_HANDLE)
      IndicatorRelease(hWFS);
   if(hWSBI != INVALID_HANDLE)
      IndicatorRelease(hWSBI);
   if(hMA != INVALID_HANDLE)
      IndicatorRelease(hMA);
   if(hRSI != INVALID_HANDLE)
      IndicatorRelease(hRSI);
   if(hMACD != INVALID_HANDLE)
      IndicatorRelease(hMACD);
   if(hIchi != INVALID_HANDLE)
      IndicatorRelease(hIchi);
   //--- Indicator params just changed, so every cached feature row is now stale (the feature values
   //--- depend on these indicators; the LABELS do not - they come from ADZigZag - so the label cache is
   //--- deliberately left intact and reused). Without this, a tuner candidate would silently train and be
   //--- scored on the PREVIOUS candidate's features. Cheap: just flags rows for lazy recompute on next read.
   ArrayInitialize(m_featureCacheHasValue, false);
   return result;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::ResizeBuffers(int barIndex)
  {
   //--- The Ichimoku feature's Chikou term reads m_Close at idx + ichiKijun (see its block in
   //--- BufferTempDataCompute() for why that direction, and only that direction, is lookahead-
   //--- free), which is further back than any other consumer of the close series reaches.
   int maxBars = Bars(m_symbol.Name(), PERIOD_CURRENT);
   int closeBars = m_useIchimoku ? (int)MathMin(barIndex + m_indicatorTuner.ichiKijun, maxBars) : barIndex;
   if(!m_Open.BufferResize(barIndex) || !m_Close.BufferResize(closeBars) || !m_High.BufferResize(barIndex) || !m_Low.BufferResize(barIndex))
      return false;
   if(m_useVolumes)
     {
      if(!m_Volumes.BufferResize(barIndex))
         return false;
     }
   // Unconditional - see InitTime()'s call site in InitIndicators() for why m_Time must always be live.
   if(!m_Time.BufferResize(barIndex))
      return false;
   if(m_useMA)
     {
      //--- NOT barIndex + 1, though the MA block does read GetData(idx) AND GetData(idx + 1) for
      //--- its bar-over-bar change. The read at the OLDEST bar is SUPPOSED to fail: there is no
      //--- older bar to difference against.
      if(!m_MA.BufferResize(barIndex))
         return false;
     }
   if(m_useRSI)
     {
      if(!m_RSI.BufferResize(barIndex))
         return false;
     }
   if(m_useMACD)
     {
      if(!m_MACDFeature.BufferResize(barIndex))
         return false;
     }
   if(m_useIchimoku)
     {
      // + m_indicatorTuner.ichiKijun: the cloud reads reach that many bars FURTHER back than every other
      // indicator here does (see the m_useIchimoku feature block for why the offset exists), so sizing
      // this buffer to barIndex alone would leave the oldest requested bars' cloud values unavailable.
      if(!m_Ichimoku.BufferResize((int)MathMin(barIndex + m_indicatorTuner.ichiKijun, maxBars)))
         return false;
     }
   // Unconditional (not gated by m_useATR): the ATR-normalization in BufferTempData() reads
   // m_ATR.Main() regardless of whether ATR is enabled as an explicit extra input feature -
   // m_useATR only controls that feature-count opt-in (see InitIndicators()'s "already init in the
   // base class" comment), not whether ATR data itself needs to be kept live.
   if(!m_ATR.BufferResize(barIndex))
      return false;
   // Unconditional, same reasoning as m_ATR above - m_ADZigZag drives the swing-context features AND
   // ComputeBarrierHorizonBars()'s measurement, not an opt-in feature, so it's never gated by an
   // m_use* flag. (It was also the training-label source until the 2026-08-01 triple-barrier relabel.)
   if(!m_ADZigZag.BufferResize(barIndex))
      return false;
   if(m_useADCumulativeDelta)
     {
      if(!m_ADCumulativeDelta.BufferResize(barIndex))
         return false;
     }
   if(m_useADShorteningOfThrust)
     {
      if(!m_ADShorteningOfThrust.BufferResize(barIndex))
         return false;
     }
   if(m_useADWyckoffEventStream)
     {
      if(!m_ADWyckoffEventStream.BufferResize(barIndex))
         return false;
     }
   if(m_useADWyckoffFailedStructure)
     {
      if(!m_ADWyckoffFailedStructure.BufferResize(barIndex))
         return false;
     }
   if(m_useADWyckoffSignificantBarInversion)
     {
      if(!m_ADWyckoffSignificantBarInversion.BufferResize(barIndex))
         return false;
     }
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::RefreshData()
  {
   //--- CSeries/CIndicator::Refresh() is void - there is no per-call success/failure signal to
   //--- propagate here.
   m_Open.Refresh(OBJ_ALL_PERIODS);
   m_Close.Refresh(OBJ_ALL_PERIODS);
   m_High.Refresh(OBJ_ALL_PERIODS);
   m_Low.Refresh(OBJ_ALL_PERIODS);
   if(m_useVolumes)
     {
      m_Volumes.Refresh(OBJ_ALL_PERIODS);
     }
   // Unconditional - see InitTime()'s call site in InitIndicators() for why m_Time must always be live.
   m_Time.Refresh(OBJ_ALL_PERIODS);
   if(m_useMA)
     {
      m_MA.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useRSI)
     {
      m_RSI.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useMACD)
     {
      m_MACDFeature.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useIchimoku)
     {
      m_Ichimoku.Refresh(OBJ_ALL_PERIODS);
     }
   // Unconditional - see the matching BufferResize() comment above.
   m_ATR.Refresh(OBJ_ALL_PERIODS);
   m_ADZigZag.Refresh(OBJ_ALL_PERIODS);
   if(m_useADCumulativeDelta)
     {
      m_ADCumulativeDelta.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADShorteningOfThrust)
     {
      m_ADShorteningOfThrust.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADWyckoffEventStream)
     {
      m_ADWyckoffEventStream.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADWyckoffFailedStructure)
     {
      m_ADWyckoffFailedStructure.Refresh(OBJ_ALL_PERIODS);
     }
   if(m_useADWyckoffSignificantBarInversion)
     {
      m_ADWyckoffSignificantBarInversion.Refresh(OBJ_ALL_PERIODS);
     }
   return true;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Cache-or-compute wrapper around BufferTempDataCompute(): a given   |
//| now-relative bar index's feature vector is invariant until the    |
//| next candle close (see m_featureCache's declaration comment), so  |
//| a cache hit just replays the m_neuronsCount values already        |
//| computed for this idx straight into TempData instead of re-       |
//| deriving them from price/ATR/AD-indicator buffers again.          |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BufferTempData(int idx)
  {
   int width = m_neuronsCount;
   bool cacheable = (idx >= 0 && idx < ArraySize(m_featureCacheHasValue) && width > 0);
   if(cacheable && m_featureCacheHasValue[idx])
     {
      if(!m_featureCacheValid[idx])
         return false;
      int base = idx * width;
      for(int f = 0; f < width; f++)
         if(!TempData.Add(m_featureCache[base + f]))
            return false;
      return true;
     }
   int startTotal = TempData.Total();
   bool ok = BufferTempDataCompute(idx);
   //--- WIDTH CONTRACT. Caught here rather than left to surface as BuildFeatureWindow's length
   //--- check, which cannot say which bar or which block was responsible.
   if(ok)
     {
      int produced = TempData.Total() - startTotal;
      if(produced != width)
        {
         ok = false;
         m_featureFailTransient = false;         // a width fault is structural, never "not ready yet"
         if(!m_featureWidthWarned)
           {
            m_featureWidthWarned = true;
            PrintFormat("%s: FEATURE WIDTH MISMATCH at bar %d - the enabled blocks produced %d values"
                        " but m_neuronsCount says %d. Every feature after the short block would have"
                        " landed in the wrong slot, so the bar is rejected rather than trained on."
                        " A block that can be conditionally unavailable must emit neutral values, not"
                        " nothing. Check the optional blocks first (cross-asset XA, spread SPR, swing"
                        " context) - those are the ones with an availability test.",
                        ID, idx, produced, width);
           }
         //--- Roll back the partial bar so the caller's window cannot contain half of it.
         while(TempData.Total() > startTotal)
            TempData.Delete(TempData.Total() - 1);
        }
     }
   //--- ONLY SUCCESSES ARE CACHED. A miss is never stored, in any form.
   if(cacheable && ok)
     {
      m_featureCacheHasValue[idx] = true;
      m_featureCacheValid[idx] = true;
      int base = idx * width;
      int count = TempData.Total() - startTotal;
      for(int f = 0; f < count && f < width; f++)
         m_featureCache[base + f] = TempData.At(startTotal + f);
     }
   return ok;
  }
//+------------------------------------------------------------------+
//| THE ONE PLACE a feature WINDOW is assembled.                     |
//+------------------------------------------------------------------+
void CExpertSignalAIBase::ReportFeatureHealth(int bars)
  {
   if(m_featureHealthReported || m_neuronsCount <= 0)
      return;
   m_featureHealthReported = true;
   int per = m_neuronsCount;                 // features per BAR
   int lo = MathMax((int)m_historyBars + MathMax(m_barrierHorizonBars, 1) + 2, 2);
   int hi = MathMax(bars - 2, lo);
   if(hi <= lo)
      return;
   //--- Evenly spaced sample across the whole range, so a block that dies only in the deep history
   //--- (the alt-coverage case) is caught as surely as one that is dead everywhere (the cold-indicator
   //--- case). 400 bars is enough to call a feature constant and costs a fraction of one era.
   int want = 400;
   int step = MathMax((hi - lo) / want, 1);
   double vmin[], vmax[];
   int    zeroCnt[], seen = 0;
   ArrayResize(vmin, per);
   ArrayResize(vmax, per);
   ArrayResize(zeroCnt, per);
   for(int j = 0; j < per; j++)
     {
      vmin[j] = DBL_MAX;
      vmax[j] = -DBL_MAX;
      zeroCnt[j] = 0;
     }
   for(int i = lo; i <= hi; i += step)
     {
      //--- Read ONE bar's block, not a whole window: the per-bar row is what the blocks produce, and
      //--- BuildFeatureWindow would just replicate it historyBars times.
      TempData.Clear();
      if(!BufferTempData(i))
         continue;
      if(TempData.Total() < per)
         continue;
      //--- The bar's own row is the LAST `per` values (BufferTempData appends).
      int base = TempData.Total() - per;
      for(int j = 0; j < per; j++)
        {
         double v = TempData.At(base + j);
         if(!MathIsValidNumber(v))
            continue;
         if(v < vmin[j]) vmin[j] = v;
         if(v > vmax[j]) vmax[j] = v;
         if(v == 0.0) zeroCnt[j]++;
        }
      seen++;
     }
   if(seen < 20)
     {
      Print(ID + StringFormat(": feature health - only %d of %d sampled bars produced a readable row;"
                              " too few to judge. This is itself a warning: if it persists the feature"
                              " path is rejecting nearly everything.", seen, want));
      return;
     }
   string deadList = "", zeroList = "";
   int dead = 0, mostlyZero = 0;
   for(int j = 0; j < per; j++)
     {
      if(vmin[j] > vmax[j])
         continue;                            // never read
      bool isConst = (vmax[j] - vmin[j]) <= 1e-12;
      bool isZeroy = (zeroCnt[j] * 2 > seen);
      //--- Named, not numbered. "slot 30 is mostly zero" is a puzzle; "spread[1] is mostly zero" is
      //--- an answer, and here a benign one - a spread CHANGE ratio is exactly 0 whenever the broker
      //--- quotes the same spread two bars running.
      string tag = FeatureSlotName(j);
      if(isConst)
        {
         dead++;
         if(dead <= 12)
            deadList += StringFormat("%s%s=%.4g", (deadList == "" ? "" : " "), tag, vmin[j]);
        }
      else
         if(isZeroy)
           {
            mostlyZero++;
            if(mostlyZero <= 12)
               zeroList += StringFormat("%s%s(%.0f%%)", (zeroList == "" ? "" : " "), tag,
                                        100.0 * zeroCnt[j] / seen);
           }
     }
   Print(ID + StringFormat(": FEATURE HEALTH on %d sampled bars x %d features%s - %d CONSTANT%s%s |"
                           " %d mostly-zero (>50%%)%s%s. A constant feature contributes nothing but"
                           " still consumes a first-layer column and a BatchNorm slot; a block that is"
                           " constant AND zero is usually a source that failed silently rather than a"
                           " quiet market.",
                           seen, per,
                           //--- Every slot below is named by its block now, so the old "alt block =
                           //--- slots N..M" hint has nothing left to disambiguate.
                           "",
                           dead, (deadList == "" ? "" : ": "), deadList,
                           mostlyZero, (zeroList == "" ? "" : ": "), zeroList));
  }
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BuildFeatureWindow(int r)
  {
   int width = (int)m_historyBars * m_neuronsCount;
   TempData.Clear();
   TempData.Reserve(width);
   if(r < 0 || m_historyBars <= 0 || m_neuronsCount <= 0)
      return false;
   //--- Live-only freshness probe for the external block: two comparisons when quiet, a reload at
   //--- most hourly once the chart outruns the exported data. Never fires in the tester (the newest
   //--- bar is historical there).
   if(m_useAltData)
      m_altData.EnsureFresh((datetime)m_Time.GetData(0));
   //--- b counts bars BACK from r, so (m_historyBars - 1 - b) emits the deepest lookback first and
   //--- lands on r itself on the final iteration. Identical set of bars as before, opposite order.
   for(int b = 0; b < (int)m_historyBars; b++)
      if(!BufferTempData(r + ((int)m_historyBars - 1 - b)))
        {
         //--- Which lookback slot rejected, and how much of the window had been assembled. Without
         //--- this the pass-1 stall report can only say "0 of 54681 usable", which is true of a cold
         //--- ATR, a missing optional block and an out-of-range index alike.
         m_windowFailSlot = b;
         m_windowFailTotal = TempData.Total();
         return false;
        }
   if(TempData.Total() < width)
     {
      //--- Nothing rejected the bar and the window is still short.
      m_windowFailSlot = -1;
      m_windowFailTotal = TempData.Total();
      return false;
     }
   //--- THE ANCHOR BAR'S EXTERNAL READING ENTERS THE WINDOW ONCE, NOT ONCE PER BAR OF ITS DAY
   //--- (2026-08-16).
   if(m_useAltData)
     {
      int an = m_altData.FeatureCount();
      if(an > 0 && an <= m_neuronsCount && (int)m_historyBars > 1)
        {
         double anchor[];
         ArrayResize(anchor, an);
         int newest = ((int)m_historyBars - 1) * m_neuronsCount + (m_neuronsCount - an);
         for(int k = 0; k < an; k++)
            anchor[k] = TempData.At(newest + k);
         for(int b = (int)m_historyBars - 2; b >= 0; b--)
           {
            int altBase = b * m_neuronsCount + (m_neuronsCount - an);
            bool same = true;
            for(int k = 0; k < an && same; k++)
               if(TempData.At(altBase + k) != anchor[k])
                  same = false;
            if(!same)
               break;   // a different reading: this bar and everything older keep their values as-is
            for(int k = 0; k < an; k++)
               TempData.Update(altBase + k, 0.0);
           }
        }
     }
   return true;
  }
//+------------------------------------------------------------------+
//| (Re)build the cross-asset panel over `bars` bars.                |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BuildCrossAssetPanel(int bars)
  {
   if(!m_useCrossAsset)
      return true;
   if(bars <= 0)
      return false;
   //--- Deep enough AND anchored to the current newest bar.
   datetime anchor = m_Time.GetData(0);
   if(m_crossAsset.IsReady() && m_crossAsset.Bars() >= bars && m_crossAssetAnchor == anchor && anchor > 0)
      return true;
   //--- A trained model builds from the pair set it was trained on (adopted from the .cfg), never
   //--- from whatever Market Watch holds today - see m_crossAssetPairsPinned.
   if(m_crossAssetPairsPinned != "" && !m_crossAsset.HasPinnedPairs())
      m_crossAsset.SetPinnedPairs(m_crossAssetPairsPinned);
   if(!m_crossAsset.Build(m_symbol.Name(), (ENUM_TIMEFRAMES)m_period, bars))
     {
      m_crossAssetAnchor = 0;
      return false;
     }
   m_crossAssetAnchor = anchor;
   //--- FIRST successful build of a model with no pinned set yet: this pair set is now this model's
   //--- pair set for life.
   if(m_crossAssetPairsPinned == "" && m_crossAsset.UsedPairsCsv() != "")
     {
      m_crossAssetPairsPinned = m_crossAsset.UsedPairsCsv();
      m_crossAsset.SetPinnedPairs(m_crossAssetPairsPinned);
      if(!m_crossAssetCfgSaved && m_activeFileName != "")
        {
         m_crossAssetCfgSaved = true;
         if(SaveTopologyConfiguration(m_activeFileName, m_initialNeuronsCount, m_hiddenLayersCount,
                                      m_neuronsReduction, m_minNeuronsCount, m_optimizationAlgo,
                                      m_historyBars, m_outputNeuronsCount, m_neuronsCount,
                                      LEGACY_STUDY_PERIOD_SLOT, m_minTrainYear, m_isInitialized,
                                      LEGACY_CONVERGE_WR_SLOT, m_fractalPeriods, m_convFilterCount,
                                      m_lstmHiddenSize, m_activeFileCommon))
            Print(ID + ": cross-asset pair set PINNED to the .cfg - [" + m_crossAssetPairsPinned +
                  "]. Restarts and redeploys now build the panel from exactly this set; Market Watch "
                  "changes no longer alter what a trained model's features mean.");
         else
            Print(ID + ": WARNING - failed to pin the cross-asset pair set to the .cfg; a restart "
                  "will re-discover Market Watch instead of adopting the trained set.");
        }
     }
   return true;
  }
//+------------------------------------------------------------------+
//| Copy the historical spread series onto the current bar grid.     |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::EnsureSpreadSeries(int bars)
  {
   //--- The meta target's setup descriptor reads spread/ATR at the candidate's fire bar regardless of
   //--- whether spread is enabled as a per-bar WINDOW feature, so the series must exist for it.
   if(!m_useSpreadFeature && !IsMetaTarget())
      return true;
   if(bars <= 0)
      return false;
   //--- Length alone is NOT a sufficient cache key - see m_spreadSeriesAnchor's declaration comment.
   datetime anchor = m_Time.GetData(0);
   if(m_spreadSeriesBars >= bars && m_spreadSeriesAnchor == anchor && anchor > 0)
      return true;
   ArraySetAsSeries(m_spreadSeries, true);   // index 0 = newest, matching every other buffer here
   int got = CopySpread(m_symbol.Name(), (ENUM_TIMEFRAMES)m_period, 0, bars, m_spreadSeries);
   if(got <= 0)
     {
      m_spreadSeriesBars = 0;
      m_spreadSeriesAnchor = 0;
      Print(__FUNCTION__ + ": CopySpread returned " + IntegerToString(got) + " for " + m_symbol.Name() +
            " - spread features 0-filled this run.");
      return false;
     }
   m_spreadSeriesBars = got;
   m_spreadSeriesAnchor = anchor;
   return true;
  }
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::BufferTempDataCompute(int idx)
  {
   //--- Where THIS bar's block starts. The function appends m_neuronsCount values below; remembering
   //--- the offset lets the whole vector be validated in one place at the end instead of at each of
   //--- the ~60 Add() call sites.
   int featureStart = TempData.Total();
   //--- Cleared here, set by the two NOT-READY-YET guards below. See BufferTempData() for what it
   //--- controls: a rejection caused by data that has not arrived yet must not be cached, because the
   //--- cache never re-tries a miss.
   m_featureFailTransient = false;
   //--- Cleared alongside it, and written by every guard below that can return false - see the
   //--- declaration for why a value COUNT was never enough to identify the block.
   m_featureFailBlock = "";
   m_featureFailIdx = idx;
   double open = m_Open.GetData(idx);
   double close = m_Close.GetData(idx);
   double high = m_High.GetData(idx);
   double low = m_Low.GetData(idx);
   MqlDateTime sTime;
   TimeToStruct(m_Time.GetData(idx), sTime);
   if(open == EMPTY_VALUE)
     {
      m_featureFailTransient = true;
      m_featureFailBlock = "price/open (m_Open.GetData == EMPTY_VALUE)";
      return false;
     }
   //--- ATR-normalize every raw-price-unit feature below instead of feeding e.g. 0.0005 on EURUSD
   //--- vs.
   double atr = m_ATR.Main(idx);
   if(atr <= 0.0 || atr == EMPTY_VALUE)
     {
      //--- TRANSIENT BY NATURE, and the reason resumed models could never train. A FRESH model
      //--- never saw this: it sits through m_warmupPassesRemaining separately-scheduled Train()
      //--- calls before anything touches a feature, which is exactly what those passes are for.
      m_featureFailTransient = true;
      m_featureFailBlock = StringFormat("ATR (m_ATR.Main=%.10g, needs > 0)", atr);
      return false;
     }
   if(!TempData.Add((close - open) / atr) ||
      !TempData.Add((high - open) / atr) ||
      !TempData.Add((low - open) / atr) ||
      // Explicit bullish/bearish flag - (close-open)/atr already encodes direction *and* magnitude
      // together, which asks the network to disentangle "which way" from "how much" out of a single
      // continuous value. Giving direction its own clean +1/-1/0 signal removes that ambiguity.
      !TempData.Add(close > open ? 1.0 : (close < open ? -1.0 : 0.0)))
     {
      return false;
     }
   if(m_useSwingContext)
     {
      //--- Most recent CONFIRMED swing pivot as of bar idx - "confirmed" meaning at least
      //--- m_swingConfirmationBars MORE bars have closed after it (see m_swingConfirmationBars' and
      //--- m_useSwingContext's declaration comments).
      int pivotIdx = -1;
      double pivotPrice = 0.0;
      bool pivotIsLow = false;
      if(!FindConfirmedZigZagPivot(idx + MathMax(m_swingConfirmationBars, 1), pivotIdx, pivotPrice, pivotIsLow))
        {
         // No confirmed pivot within the scan cap (e.g. right at the start of available history) -
         // this is legitimately "no swing context yet", not bad/missing data, so a neutral 0-fill
         // keeps the bar usable rather than rejecting it outright like the ATR/EMPTY_VALUE guards do.
         if(!TempData.Add(0.0) || !TempData.Add(0.0) || !TempData.Add(0.0) || !TempData.Add(0.0) || !TempData.Add(0.0))
            return false;
        }
      else
        {
         // Direction of the CURRENT leg: the last confirmed pivot being a bottom means price has been
         // rising away from it (an up-leg) ever since, and vice versa - same +1/-1 convention as the
         // bullish/bearish flag above, just at swing scale instead of single-bar scale.
         double direction = pivotIsLow ? 1.0 : -1.0;
         // How far price has travelled since that pivot, ATR-normalized and signed (+ve above the
         // pivot price, -ve below) - clamped generously since an extended trending leg has no natural
         // ceiling the way a single bar's range does.
         double distSincePivot = MathMax(-10.0, MathMin(10.0, (close - pivotPrice) / atr));
         //--- Magnitude of the PRIOR completed leg (the pivot immediately before pivotIdx) - a
         //--- scale reference for "is the current move big or small relative to the last full
         //--- swing".
         int priorPivotIdx = -1;
         double priorPivotPrice = 0.0;
         bool priorPivotIsLow = false;
         bool havePrior = FindConfirmedZigZagPivot(pivotIdx + 1, priorPivotIdx, priorPivotPrice, priorPivotIsLow);
         double priorLegMagnitude = havePrior ? MathMax(0.0, MathMin(10.0, MathAbs(pivotPrice - priorPivotPrice) / atr)) : 0.0;
         //--- Retracement/extension ratio (current distance relative to the prior leg's own size) -
         //--- Fibonacci-style relative position, often more informative than either raw magnitude
         //--- alone since it's comparable across both quiet and volatile regimes.
         double retracementRatio = (havePrior && priorLegMagnitude > 0.0001) ?
                                    MathMax(-5.0, MathMin(5.0, distSincePivot / priorLegMagnitude)) : 0.0;
         // Swing age (bars since the pivot) - a maturity/exhaustion proxy, same +/- style clamp
         // convention as the volume-ratio feature below.
         double barsSincePivot = MathMax(0.0, MathMin(5.0, (double)(pivotIdx - idx) / 100.0));
         if(!TempData.Add(direction) ||
            !TempData.Add(distSincePivot) ||
            !TempData.Add(priorLegMagnitude) ||
            !TempData.Add(retracementRatio) ||
            !TempData.Add(barsSincePivot))
            return false;
        }
      //--- Recent price-action context (4 features), computed from CLOSED bars at idx or older only
      //--- - no ZigZag confirmation, so no repainting and NO embargo, and never stale, unlike the
      //--- five pivot-anchored features above whose confirmed anchor is always >=
      //--- m_swingConfirmationBars (~100) bars old.
      double hi20 = high, lo20 = low, hi50 = high, lo50 = low;
      double sum20 = close, oldestClose20 = close;
      int cnt20 = 1;
      for(int w = 1; w < 50; w++)
        {
         int j = idx + w;
         double jc = m_Close.GetData(j);
         double jh = m_High.GetData(j);
         double jl = m_Low.GetData(j);
         // ran off the oldest edge of loaded history (out-of-range reads back as 0/EMPTY_VALUE) -
         // use whatever window we gathered so far rather than rejecting the bar; a shorter early-
         // history window is degraded-but-usable, same spirit as the pivot 0-fill above.
         if(jh == EMPTY_VALUE || jh <= 0.0 || jl <= 0.0)
            break;
         if(jh > hi50)
            hi50 = jh;
         if(jl < lo50)
            lo50 = jl;
         if(w < 20)
           {
            if(jh > hi20)
               hi20 = jh;
            if(jl < lo20)
               lo20 = jl;
            sum20 += jc;
            oldestClose20 = jc;
            cnt20++;
           }
        }
      //--- Donchian position: where close sits inside the recent high/low range, rescaled to
      //--- [-1,+1] (-1 = at the range low / bottom candidate, +1 = at the range high / top
      //--- candidate, 0 = mid- range / mid-trend).
      double range20 = hi20 - lo20;
      double range50 = hi50 - lo50;
      double donchPos20 = (range20 > 0.0) ? ((close - lo20) / range20 - 0.5) * 2.0 : 0.0;
      double donchPos50 = (range50 > 0.0) ? ((close - lo50) / range50 - 0.5) * 2.0 : 0.0;
      // Net directional displacement over the recent window, ATR-normalized and signed - the
      // prevailing-trend strength/direction the counter-trend clusters were ignoring.
      double recentReturn = MathMax(-10.0, MathMin(10.0, (close - oldestClose20) / atr));
      // Distance from the recent mean (SMA), ATR-normalized - a stretch/exhaustion proxy distinct
      // from the net return (a move can be far from its mean with little net displacement, or vice
      // versa); genuine reversals tend to be over-extended from equilibrium.
      double smaExtension = MathMax(-10.0, MathMin(10.0, (close - sum20 / cnt20) / atr));
      if(!TempData.Add(donchPos20) ||
         !TempData.Add(donchPos50) ||
         !TempData.Add(recentReturn) ||
         !TempData.Add(smaExtension))
         return false;
     }
   if(m_useVolumes)
     {
      //--- FOUR values, not one.
      double vNow = m_Volumes.Main(idx);
      double prevVolume = m_Volumes.Main(idx + 1);
      double volumeDelta = vNow - prevVolume;
      //--- Relative change - trading activity magnitude varies wildly across symbols/timeframes, so
      //--- the previous bar's own volume is the scale reference, same logic as ATR-normalizing
      //--- price above.
      double volumeChangeRatio = prevVolume > 0.0 ? volumeDelta / prevVolume : 0.0;
      // Baseline over the trailing 50 bars, walking toward OLDER bars only (increasing index), so
      // nothing here can see the future. Degraded-but-usable at the oldest edge, same convention as
      // the swing-context window above: a short early-history baseline beats rejecting the bar.
      double volSum = vNow;
      int volCnt = 1;
      for(int w = 1; w < 50; w++)
        {
         double jv = m_Volumes.Main(idx + w);
         if(jv <= 0.0)
            break;
         volSum += jv;
         volCnt++;
        }
      double volBase = volSum / volCnt;
      // LEVEL: is this an active bar or a dead one? The change ratio cannot express this at all -
      // two consecutive dead bars and two consecutive frantic ones both read as ~0 change.
      double volLevel = (volBase > 0.0) ? vNow / volBase : 1.0;
      double rangeAtr = (high - low) / atr;
      // ABSORPTION: range delivered per unit of activity. A low value means heavy participation that
      // went nowhere - supply meeting demand - which is a categorically different bar from heavy
      // participation that travelled. The single change ratio conflates the two.
      double absorption = (volLevel > 0.05) ? rangeAtr / volLevel : 0.0;
      // ...and its converse, effort AND result together, which is the continuation reading.
      double volXrange = volLevel * rangeAtr;
      if(!TempData.Add(MathMax(-5.0, MathMin(5.0, volumeChangeRatio))) ||
         !TempData.Add(MathMax(0.0, MathMin(5.0, volLevel))) ||
         !TempData.Add(MathMax(0.0, MathMin(5.0, absorption))) ||
         !TempData.Add(MathMax(0.0, MathMin(5.0, volXrange))))
         return false;
     }
   if(m_useTime)
     {
      // Normalize time (cyclical encoding)
      if(!TempData.Add(sin(2 * M_PI * sTime.hour / 24.0)))
         return false;
      if(!TempData.Add(cos(2 * M_PI * sTime.hour / 24.0)))
         return false;
      if(!TempData.Add(sin(2 * M_PI * sTime.day_of_week / 7.0)))
         return false;
      if(!TempData.Add(cos(2 * M_PI * sTime.day_of_week / 7.0)))
         return false;
      if(!TempData.Add(sin(2 * M_PI * sTime.mon / 12.0)))
         return false;
      if(!TempData.Add(cos(2 * M_PI * sTime.mon / 12.0)))
         return false;
     }
   if(m_useATR)
     {
      // ATR/close (volatility as a fraction of price), not raw ATR - the raw absolute value is
      // itself unnormalized (e.g. ~0.0012 on EURUSD vs. ~1.5 on gold, and drifts over time even on
      // one symbol as its price level changes), which is exactly the kind of scale-dependent
      // feature this whole normalization pass is fixing everywhere else.
      if(!TempData.Add(close != 0.0 ? atr / close : 0.0))
         return false;
     }
   if(m_useMA)
     {
      //--- Same ATR-normalized distance-from-level convention as the base OHLC-from-open features
      //--- above, just measured against the MA instead of the bar's own open - lets the network
      //--- read where price sits relative to the same MA Signals\SignalMA.mqh votes on.
      double maNow = m_MA.GetData(0, idx);
      double maPrev = m_MA.GetData(0, idx + 1);
      if(maNow == EMPTY_VALUE || maPrev == EMPTY_VALUE)
        {
         //--- TRANSIENT, for exactly the reason spelled out at the ATR guard above, and this is the
         //--- guard that proved it: 2026-08-17, six fresh instances on USDJPY and XAUUSD swept
         //--- 33,965-50,162 bars and produced ZERO usable windows, over and over, for 40 minutes.
         m_featureFailTransient = true;
         //--- WHICH of the two reads failed, and whether the indicator is empty EVERYWHERE or only
         //--- here.
         string maNewest = "reads (buffer live; this is a history-edge miss)";
         if(m_MA.GetData(0, 0) == EMPTY_VALUE)
            maNewest = "ALSO EMPTY (whole buffer unreadable - cold or dead handle, NOT a depth shortfall)";
         m_featureFailBlock = StringFormat("MA (iMA) - GetData(%d)=%s GetData(%d)=%s,"
                                           " newest bar %s, BarsCalculated=%d",
                                           idx, maNow == EMPTY_VALUE ? "EMPTY" : "ok",
                                           idx + 1, maPrev == EMPTY_VALUE ? "EMPTY" : "ok",
                                           maNewest, m_MA.BarsCalculated());
         return false;
        }
      if(!TempData.Add((open - maNow) / atr) ||
         !TempData.Add((high - maNow) / atr) ||
         !TempData.Add((low - maNow) / atr) ||
         !TempData.Add((close - maNow) / atr) ||
         !TempData.Add((maNow - maPrev) / atr))
         return false;
     }
   if(m_useRSI)
     {
      // Already a 0-100 oscillator - /100 is the only transform needed to match the rest of the
      // feature vector's scale (see m_useRSI's declaration comment).
      double rsiNow = m_RSI.Main(idx);
      if(rsiNow == EMPTY_VALUE)
        {
         m_featureFailTransient = true;   // not-ready, not no-data - see the MA guard above
         m_featureFailBlock = StringFormat("RSI - Main(%d)=EMPTY, newest bar %s, BarsCalculated=%d", idx,
                                           m_RSI.Main(0) == EMPTY_VALUE ? "ALSO EMPTY" : "reads",
                                           m_RSI.BarsCalculated());
         return false;
        }
      if(!TempData.Add(rsiNow / 100.0))
         return false;
     }
   if(m_useMACD)
     {
      //--- Main and signal lines are price-domain differences of two EMAs, so the same ATR
      //--- normalization every other price-unit feature here uses applies unchanged.
      double macdMain = m_MACDFeature.Main(idx);
      double macdSignal = m_MACDFeature.Signal(idx);
      if(macdMain == EMPTY_VALUE || macdSignal == EMPTY_VALUE)
        {
         m_featureFailTransient = true;   // not-ready, not no-data - see the MA guard above
         m_featureFailBlock = StringFormat("MACD - Main(%d)=%s Signal(%d)=%s, newest bar %s,"
                                           " BarsCalculated=%d", idx,
                                           macdMain == EMPTY_VALUE ? "EMPTY" : "ok", idx,
                                           macdSignal == EMPTY_VALUE ? "EMPTY" : "ok",
                                           m_MACDFeature.Main(0) == EMPTY_VALUE ? "ALSO EMPTY" : "reads",
                                           m_MACDFeature.BarsCalculated());
         return false;
        }
      if(!TempData.Add(macdMain / atr) ||
         !TempData.Add(macdSignal / atr) ||
         !TempData.Add((macdMain - macdSignal) / atr))
         return false;
     }
   if(m_useIchimoku)
     {
      //--- LOOKAHEAD, the one thing that matters in this block. It is never read. The lookahead-
      //--- free statement of the same reading is "how far is this close from the close Kijun bars
      //--- ago", the last feature below.
      int kijunShift = m_indicatorTuner.ichiKijun;
      double tenkan = m_Ichimoku.TenkanSen(idx);
      double kijun = m_Ichimoku.KijunSen(idx);
      double spanA = m_Ichimoku.SenkouSpanA(idx + kijunShift); // cloud AS PLOTTED AT bar idx
      double spanB = m_Ichimoku.SenkouSpanB(idx + kijunShift);
      double futureSpanA = m_Ichimoku.SenkouSpanA(idx);        // cloud projected AHEAD of bar idx
      double futureSpanB = m_Ichimoku.SenkouSpanB(idx);
      double closeLagRef = m_Close.GetData(idx + kijunShift);  // Chikou reference, never idx - kijunShift
      if(tenkan == EMPTY_VALUE || kijun == EMPTY_VALUE ||
         spanA == EMPTY_VALUE || spanB == EMPTY_VALUE ||
         futureSpanA == EMPTY_VALUE || futureSpanB == EMPTY_VALUE ||
         closeLagRef == EMPTY_VALUE || closeLagRef <= 0.0)
        {
         m_featureFailTransient = true;   // not-ready, not no-data - see the MA guard above
         //--- closeLagRef is called out separately because it is the one term here that reads the CLOSE
         //--- series at idx + kijunShift, so it fails on the oldest kijunShift bars by construction (see
         //--- ResizeBuffers' clamp note) rather than because Ichimoku is unready.
         m_featureFailBlock = StringFormat("Ichimoku - tenkan=%s kijun=%s spanA=%s spanB=%s fA=%s fB=%s"
                                           " closeLag(idx+%d)=%s, newest bar %s, BarsCalculated=%d",
                                           tenkan == EMPTY_VALUE ? "EMPTY" : "ok",
                                           kijun == EMPTY_VALUE ? "EMPTY" : "ok",
                                           spanA == EMPTY_VALUE ? "EMPTY" : "ok",
                                           spanB == EMPTY_VALUE ? "EMPTY" : "ok",
                                           futureSpanA == EMPTY_VALUE ? "EMPTY" : "ok",
                                           futureSpanB == EMPTY_VALUE ? "EMPTY" : "ok",
                                           kijunShift,
                                           (closeLagRef == EMPTY_VALUE || closeLagRef <= 0.0) ? "EMPTY" : "ok",
                                           m_Ichimoku.TenkanSen(0) == EMPTY_VALUE ? "ALSO EMPTY" : "reads",
                                           m_Ichimoku.BarsCalculated());
         return false;
        }
      if(!TempData.Add((close - tenkan) / atr) ||        // distance to the fast line
         !TempData.Add((close - kijun) / atr) ||         // distance to the equilibrium line
         !TempData.Add((tenkan - kijun) / atr) ||        // TK spread: sign = cross state, size = conviction
         !TempData.Add((close - spanA) / atr) ||         // distance to each cloud edge, so the network can
         !TempData.Add((close - spanB) / atr) ||         //   place price above / inside / below the cloud
         !TempData.Add((spanA - spanB) / atr) ||         // signed cloud thickness here: sign = regime, size = strength
         !TempData.Add((futureSpanA - futureSpanB) / atr) || // same for the projected cloud - the "twist" ahead
         !TempData.Add((close - closeLagRef) / atr))     // Chikou displacement, in its lookahead-free form
         return false;
     }
   if(m_useNews)
     {
      //--- Event proximity + impact only - see this member's declaration comment and
      //--- System\NewsRelevance.mqh's ImpactWeightedProximity() for why the forward-looking half
      //--- (searchForward=true) isn't lookahead bias despite being computed for a historical bar.
      datetime barTime = m_Time.GetData(idx);
      double newsRecency = ImpactWeightedProximity(m_symbol.Name(), barTime, m_newsFeatureWindowMinutes, false);
      double newsProximity = ImpactWeightedProximity(m_symbol.Name(), barTime, m_newsFeatureWindowMinutes, true);
      if(!TempData.Add(newsRecency) || !TempData.Add(newsProximity))
         return false;
     }
   if(m_useSpreadFeature)
     {
      //--- TWO values. What this block actually encodes is worth stating precisely, because the raw
      //--- measurement overstates it.
      double sprRatio = 0.0, sprChange = 0.0;
      if(idx + 1 < m_spreadSeriesBars)
        {
         double sNow = (double)m_spreadSeries[idx] * m_symbol.Point();
         double sPrev = (double)m_spreadSeries[idx + 1] * m_symbol.Point();
         sprRatio = sNow / atr;
         if(sPrev > 0.0)
            sprChange = (sNow - sPrev) / sPrev;
        }
      if(!TempData.Add(MathMax(0.0, MathMin(5.0, sprRatio))) ||
         !TempData.Add(MathMax(-5.0, MathMin(5.0, sprChange))))
         return false;
     }
   if(m_useCrossAsset)
     {
      //--- What every OTHER instrument was doing at this bar's timestamp - the one feature block
      //--- here that is not a function of this symbol's own series. See System\CrossAsset.mqh.
      double xa[];
      m_crossAsset.Features(idx, xa);
      for(int k = 0; k < CROSSASSET_FEATURES; k++)
         if(!TempData.Add(xa[k]))
            return false;
     }
   if(m_useADCumulativeDelta)
     {
      //--- COLD IS TRANSIENT, NOT ZERO (2026-08-11). ADIndicatorCold probes the NEWEST bar:
      //--- EMPTY_VALUE there means the async calculation hasn't filled yet -> transient reject
      //--- (never cached, retried like the cold-ATR guard above).
      if(ADIndicatorCold(m_ADCumulativeDelta, "ADCumulativeDelta"))
         return false;
      //--- buffers: 0=Pressure, 1=CumulativeDelta, 2=BullishPressure, 3=BearishPressure,
      //--- 4=Absorption, 5=Initiative.
      if(!TempData.Add(m_ADCumulativeDelta.GetData(0, idx)) || // Pressure
         !TempData.Add(m_ADCumulativeDelta.GetData(1, idx)) || // CumulativeDelta
         !TempData.Add(m_ADCumulativeDelta.GetData(2, idx)) || // BullishPressure
         !TempData.Add(m_ADCumulativeDelta.GetData(3, idx)) || // BearishPressure
         !TempData.Add(m_ADCumulativeDelta.GetData(4, idx)) || // Absorption
         !TempData.Add(m_ADCumulativeDelta.GetData(5, idx)))   // Initiative
         return false;
     }
   if(m_useADShorteningOfThrust)
     {
      if(ADIndicatorCold(m_ADShorteningOfThrust, "ADShorteningOfThrust"))   // see the CumulativeDelta block's comment
         return false;
      // buffers: 0=SOT, 1=SOTEffortRegime, 2=SOTConfirmation, 3=SOTPushRegime
      if(!TempData.Add(m_ADShorteningOfThrust.GetData(0, idx)) || // SOT
         !TempData.Add(m_ADShorteningOfThrust.GetData(1, idx)) || // SOTEffortRegime
         !TempData.Add(m_ADShorteningOfThrust.GetData(2, idx)) || // SOTConfirmation
         !TempData.Add(m_ADShorteningOfThrust.GetData(3, idx)))   // SOTPushRegime
         return false;
     }
   if(m_useADWyckoffEventStream)
     {
      //--- buffers: 0=EventCode, 1=EventPhase, 2=ZoneTop, 3=ZoneBottom, 4=EventPrice,
      //--- 5=StructuralPhase, 6=CHoCHTrendToRange, 7=CHoCHRangeToTrend, 8=SlopeAccumulationBullish,
      //--- 9=SlopeAccumulationBearish, 10=SlopeDistributionBullish, 11=SlopeDistributionBearish,
      //--- 12=Reaccumulation, 13=Redistribution.
      if(ADIndicatorCold(m_ADWyckoffEventStream, "ADWyckoffEventStream"))   // see the CumulativeDelta block's comment
         return false;
      double wesEvent = m_ADWyckoffEventStream.GetData(0, idx);
      double wesLivePhase = m_ADWyckoffEventStream.GetData(1, idx);
      double wesStructPhase = m_ADWyckoffEventStream.GetData(5, idx);
      if(!TempData.Add(wesEvent > 0 ? 1.0 : (wesEvent < 0 ? -1.0 : 0.0)) ||         // event direction
         !TempData.Add(MathMin(1.0, MathAbs(wesEvent) / 7.0)) ||                    // event stage
         !TempData.Add(wesLivePhase > 0 ? 1.0 : (wesLivePhase < 0 ? -1.0 : 0.0)) || // live-range direction
         !TempData.Add(MathMin(1.0, MathAbs(wesLivePhase) / 5.0)) ||                // live-range phase
         !TempData.Add((m_ADWyckoffEventStream.GetData(2, idx) - close) / atr) || // ZoneTop
         !TempData.Add((m_ADWyckoffEventStream.GetData(3, idx) - close) / atr) || // ZoneBottom
         !TempData.Add(wesStructPhase > 0 ? 1.0 : (wesStructPhase < 0 ? -1.0 : 0.0)) || // struct direction
         !TempData.Add(MathMin(1.0, MathAbs(wesStructPhase) / 5.0)) ||             // struct phase
         !TempData.Add(m_ADWyckoffEventStream.GetData(6, idx)) ||  // CHoCHTrendToRange
         !TempData.Add(m_ADWyckoffEventStream.GetData(7, idx)) ||  // CHoCHRangeToTrend
         !TempData.Add(m_ADWyckoffEventStream.GetData(8, idx)) ||  // SlopeAccumulationBullish
         !TempData.Add(m_ADWyckoffEventStream.GetData(9, idx)) ||  // SlopeAccumulationBearish
         !TempData.Add(m_ADWyckoffEventStream.GetData(10, idx)) || // SlopeDistributionBullish
         !TempData.Add(m_ADWyckoffEventStream.GetData(11, idx)) || // SlopeDistributionBearish
         !TempData.Add(m_ADWyckoffEventStream.GetData(12, idx)) || // Reaccumulation
         !TempData.Add(m_ADWyckoffEventStream.GetData(13, idx)))   // Redistribution
         return false;
     }
   if(m_useADWyckoffFailedStructure)
     {
      if(ADIndicatorCold(m_ADWyckoffFailedStructure, "ADWyckoffFailedStructure"))   // see the CumulativeDelta block's comment
         return false;
      // buffers: 0=Value, 1=BullishStructuralFailure, 2=BearishStructuralFailure, 3=FailedAccumulation, 4=FailedDistribution
      if(!TempData.Add(m_ADWyckoffFailedStructure.GetData(0, idx)) || // Value
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(1, idx)) || // BullishStructuralFailure
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(2, idx)) || // BearishStructuralFailure
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(3, idx)) || // FailedAccumulation
         !TempData.Add(m_ADWyckoffFailedStructure.GetData(4, idx)))   // FailedDistribution
         return false;
     }
   if(m_useADWyckoffSignificantBarInversion)
     {
      if(ADIndicatorCold(m_ADWyckoffSignificantBarInversion, "ADWyckoffSignificantBarInversion"))   // see the CumulativeDelta block's comment
         return false;
      // buffers: 0=SignificantBarQuality, 1=BullishSignificantBar, 2=BearishSignificantBar, 3=BullishControlFlip, 4=BearishControlFlip
      if(!TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(0, idx)) || // SignificantBarQuality
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(1, idx)) || // BullishSignificantBar
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(2, idx)) || // BearishSignificantBar
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(3, idx)) || // BullishControlFlip
         !TempData.Add(m_ADWyckoffSignificantBarInversion.GetData(4, idx)))   // BearishControlFlip
         return false;
     }
   if(m_useAltData)
     {
      //--- External publication-stamped block (COT/VIX/macro) - see System\AltData.mqh and the
      //--- matching m_neuronsCount block in Topology.mqh. As-of lookup by THIS bar's open time, so
      //--- a bar can only read values the live run would have had.
      double av[];
      m_altData.Features((datetime)m_Time.GetData(idx), av);
      int an = m_altData.FeatureCount();
      for(int k = 0; k < an; k++)
         if(!TempData.Add(av[k]))
            return false;
     }
   //--- ONE finiteness/plausibility gate for the whole bar, rather than 60-odd individually guarded
   //--- Add() calls. Most blocks above already clamp their own output; the AD/Wyckoff blocks
   //--- deliberately do not, because those indicators emit plain readings with no natural range.
   int featureEnd = TempData.Total();
   for(int f = featureStart; f < featureEnd; f++)
     {
      double v = TempData.At(f);
      if((!MathIsValidNumber(v) || MathAbs(v) > FEATURE_ABS_MAX) && !TempData.Update(f, 0.0))
         return false;
     }
   return true;
  }
//+------------------------------------------------------------------+
//| "Is this AD indicator still calculating?" MT5 fills custom-      |
//| indicator buffers asynchronously after the handle is created,    |
//| and a cold one returns EMPTY_VALUE for EVERY index - including   |
//| the newest bar, which a warm indicator always has.               |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::ADIndicatorCold(CiCustom &ind, string block)
  {
   if(ind.GetData(0, 0) != EMPTY_VALUE)
      return false;
   m_featureFailTransient = true;
   m_featureFailBlock = StringFormat("%s - COLD (newest bar EMPTY, whole buffer unreadable),"
                                     " BarsCalculated=%d", block, ind.BarsCalculated());
   return true;
  }
//+------------------------------------------------------------------+
//| Initialize Open indicators.                                      |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitOpen(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Open)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Open.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Close indicators.                                     |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitClose(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Close)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Close.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize High indicators.                                      |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitHigh(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_High)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_High.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Low indicators.                                       |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitLow(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Low)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Low.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Time indicators.                                      |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitTime(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Time)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Time.Create(m_symbol.Name(), m_period))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Volumes indicators.                                   |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitVolumes(CIndicators * indicators)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(!indicators.Add(GetPointer(m_Volumes)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object
   if(!m_Volumes.Create(m_symbol.Name(), m_period, VolumeData))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize MA indicator (feature use - see m_useMA). Period comes |
//| from m_indicatorTuner.maPeriod, not the raw PeriodMA input - it   |
//| starts equal to it (see CADIndicatorTuner's constructor) but may  |
//| diverge once AutoTuneIndicators actually searches a trial. The    |
//| Classic Signals MA vote is unaffected - see m_useMA's declaration |
//| comment.                                                           |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitMA(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_MA)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- built-in iMA; type AND period are both tuner-driven (m_indicatorTuner.maType/maPeriod). ma_shift
//--- is 0 - the feature reads a bar index directly, so displacing the average would only skew it.
   if(!m_MA.Create(m_symbol.Name(), m_period, m_indicatorTuner.maPeriod, 0,
                   (ENUM_MA_METHOD)m_indicatorTuner.maType, PRICE_CLOSE))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize RSI indicator (feature use - see m_useRSI). Period     |
//| comes from m_indicatorTuner.rsiPeriod - see InitMA()'s comment.   |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitRSI(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_RSI)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
   if(!m_RSI.Create(m_symbol.Name(), m_period, m_indicatorTuner.rsiPeriod, PRICE_CLOSE))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize MACD indicator (feature use - see m_useMACD). Periods  |
//| come from m_indicatorTuner.macdFast/macdSlow/macdSignal - see     |
//| InitMA()'s comment for the "starts at the input, may diverge once |
//| the tuner searches" split, and note the Classic Signals MACD vote |
//| (Signals\SignalMACD.mqh) keeps its own separate instance.         |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitMACDFeature(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_MACDFeature)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
   if(!m_MACDFeature.Create(m_symbol.Name(), m_period, m_indicatorTuner.macdFast, m_indicatorTuner.macdSlow,
                            m_indicatorTuner.macdSignal, PRICE_CLOSE))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize Ichimoku indicator (feature use - see m_useIchimoku).  |
//| Periods come from m_indicatorTuner.ichiTenkan/ichiKijun/          |
//| ichiSenkou - see InitMA()'s comment. The Classic Signals Ichimoku |
//| vote (Signals\SignalIchimoku.mqh) keeps its own instance.         |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitIchimoku(CIndicators * indicators, bool addToCollection)
  {
   if(indicators == NULL)
      return (false);
   if(addToCollection && !indicators.Add(GetPointer(m_Ichimoku)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
   if(!m_Ichimoku.Create(m_symbol.Name(), m_period, m_indicatorTuner.ichiTenkan, m_indicatorTuner.ichiKijun,
                         m_indicatorTuner.ichiSenkou))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Cumulative Delta (CustomIndicators\ADCumulativeDelta.mq5) |
//| Loaded via iCustom/CiCustom, not a built-in Ci* class - the compiled |
//| indicator must be present under MQL5\Indicators\ (see              |
//| ExtractCustomIndicators() in Warrior_EA.mq5). Uses the indicator's  |
//| own input defaults; 6 output buffers, one TempData feature each.   |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADCumulativeDelta(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADCumulativeDelta)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADCumulativeDelta.mq5's own input order exactly
   MqlParam params[11];
   params[0].type = TYPE_STRING;
   params[0].string_value = "ADCumulativeDelta";
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adCumDelta.lookback;          // InpLookbackPeriod
   params[2].type = TYPE_DOUBLE;
   params[2].double_value = m_indicatorTuner.adCumDelta.volClimax;          // InpVolumeClimaxMultiplier
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adCumDelta.volHigh;            // InpVolumeHighMultiplier
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adCumDelta.rangeClimax;        // InpRangeClimaxMultiplier
   params[5].type = TYPE_DOUBLE;
   params[5].double_value = m_indicatorTuner.adCumDelta.rangeSignificant;   // InpRangeSignificantMult
   params[6].type = TYPE_DOUBLE;
   params[6].double_value = m_indicatorTuner.adCumDelta.stVolRatio;         // InpSTVolumeRatio
   params[7].type = TYPE_DOUBLE;
   params[7].double_value = m_indicatorTuner.adCumDelta.atrMult;            // InpATRMultiplier
   params[8].type = TYPE_INT;
   params[8].integer_value = 0;                                    // InpContextMode - DO NOT tune
   params[9].type = TYPE_INT;
   params[9].integer_value = 5;                                    // InpSessionType - DO NOT tune
   params[10].type = TYPE_INT;
   params[10].integer_value = 1;                                   // InpSessionCount - DO NOT tune
   if(!m_ADCumulativeDelta.Create(m_symbol.Name(), m_period, IND_CUSTOM, 11, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADCumulativeDelta.NumBuffers(6);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Shortening of Thrust (CustomIndicators\ADShorteningOfThrust.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADShorteningOfThrust(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADShorteningOfThrust)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADShorteningOfThrust.mq5's own input order exactly
   MqlParam params[7];
   params[0].type = TYPE_STRING;
   params[0].string_value = "ADShorteningOfThrust";
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adSOT.thrustLookback; // InpThrustLookback
   params[2].type = TYPE_INT;
   params[2].integer_value = m_indicatorTuner.adSOT.minImpulses;    // InpMinImpulses
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adSOT.sotThreshold;    // InpSOTThreshold
   params[4].type = TYPE_INT;
   params[4].integer_value = 0;                            // InpContextMode - DO NOT tune
   params[5].type = TYPE_INT;
   params[5].integer_value = 5;                            // InpSessionType - DO NOT tune
   params[6].type = TYPE_INT;
   params[6].integer_value = 1;                            // InpSessionCount - DO NOT tune
   if(!m_ADShorteningOfThrust.Create(m_symbol.Name(), m_period, IND_CUSTOM, 7, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADShorteningOfThrust.NumBuffers(4);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Wyckoff Event Stream (CustomIndicators\ADWyckoffEventStream.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADWyckoffEventStream(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADWyckoffEventStream)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADWyckoffEventStream.mq5's own input order exactly.
//--- MqlParam is positional, so this list follows the indicator's declaration order, not a tidier
//--- one.
   MqlParam params[17];
   params[0].type = TYPE_STRING;
   params[0].string_value = "ADWyckoffEventStream";
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adWES.lookback;         // InpLookback
   params[2].type = TYPE_INT;
   params[2].integer_value = m_indicatorTuner.adWES.zigzag;           // InpZigZag
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adWES.volClimax;         // InpVolClimax
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adWES.volHigh;           // InpVolHigh
   params[5].type = TYPE_DOUBLE;
   params[5].double_value = m_indicatorTuner.adWES.rangeClimax;       // InpRangeClimax
   params[6].type = TYPE_DOUBLE;
   params[6].double_value = m_indicatorTuner.adWES.rangeSignificant;  // InpRangeSignificant
   params[7].type = TYPE_DOUBLE;
   params[7].double_value = m_indicatorTuner.adWES.stVolRatio;        // InpSTVolRatio
   params[8].type = TYPE_DOUBLE;
   params[8].double_value = m_indicatorTuner.adWES.atr;               // InpATR
   params[9].type = TYPE_INT;
   params[9].integer_value = 0;                              // InpContextMode - DO NOT tune
   params[10].type = TYPE_INT;
   params[10].integer_value = 5;                             // InpSessionType - DO NOT tune
   params[11].type = TYPE_INT;
   params[11].integer_value = 1;                             // InpSessionCount - DO NOT tune
   params[12].type = TYPE_DOUBLE;
   params[12].double_value = m_indicatorTuner.adWES.touchATR;     // InpTouchATR
   params[13].type = TYPE_DOUBLE;
   params[13].double_value = m_indicatorTuner.adWES.arMinATR;     // InpARMinATR
   params[14].type = TYPE_INT;
   params[14].integer_value = m_indicatorTuner.adWES.maxRangeBars; // InpMaxRangeBars
   //--- InpShowLabels/InpShowZones - forced OFF, and deliberately NOT tunable. This handle exists
   //--- purely to read buffers as network features; it is never the user's chart indicator.
   params[15].type = TYPE_BOOL;
   params[15].integer_value = 0;                             // InpShowLabels
   params[16].type = TYPE_BOOL;
   params[16].integer_value = 0;                             // InpShowZones
   if(!m_ADWyckoffEventStream.Create(m_symbol.Name(), m_period, IND_CUSTOM, 17, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADWyckoffEventStream.NumBuffers(14);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Wyckoff Failed Structure (CustomIndicators\ADWyckoffFailedStructure.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADWyckoffFailedStructure(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADWyckoffFailedStructure)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADWyckoffFailedStructure.mq5's own input order exactly
   MqlParam params[12];
   params[0].type = TYPE_STRING;
   params[0].string_value = "ADWyckoffFailedStructure";
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adWFS.lookback;         // InpLookbackPeriod
   params[2].type = TYPE_INT;
   params[2].integer_value = m_indicatorTuner.adWFS.zigzagStrength;   // InpZigZagStrength
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adWFS.volClimax;         // InpVolumeClimaxMultiplier
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adWFS.volHigh;           // InpVolumeHighMultiplier
   params[5].type = TYPE_DOUBLE;
   params[5].double_value = m_indicatorTuner.adWFS.rangeClimax;       // InpRangeClimaxMultiplier
   params[6].type = TYPE_DOUBLE;
   params[6].double_value = m_indicatorTuner.adWFS.rangeSignificant;  // InpRangeSignificantMult
   params[7].type = TYPE_DOUBLE;
   params[7].double_value = m_indicatorTuner.adWFS.stVolRatio;        // InpSTVolumeRatio
   params[8].type = TYPE_DOUBLE;
   params[8].double_value = m_indicatorTuner.adWFS.atrMult;           // InpATRMultiplier
   params[9].type = TYPE_INT;
   params[9].integer_value = 0;                              // InpContextMode - DO NOT tune
   params[10].type = TYPE_INT;
   params[10].integer_value = 5;                             // InpSessionType - DO NOT tune
   params[11].type = TYPE_INT;
   params[11].integer_value = 1;                             // InpSessionCount - DO NOT tune
   if(!m_ADWyckoffFailedStructure.Create(m_symbol.Name(), m_period, IND_CUSTOM, 12, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADWyckoffFailedStructure.NumBuffers(5);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize AD Wyckoff Significant Bar Inversion (CustomIndicators\ADWyckoffSignificantBarInversion.mq5) |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADWyckoffSignificantBarInversion(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADWyckoffSignificantBarInversion)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- initialize object; params[1..] mirror ADWyckoffSignificantBarInversion.mq5's own input order exactly
   MqlParam params[8];
   params[0].type = TYPE_STRING;
   params[0].string_value = "ADWyckoffSignificantBarInversion";
   params[1].type = TYPE_INT;
   params[1].integer_value = m_indicatorTuner.adWSBI.lookback;         // InpLookback
   params[2].type = TYPE_DOUBLE;
   params[2].double_value = m_indicatorTuner.adWSBI.rangeSignificant;  // InpRangeSignificant
   params[3].type = TYPE_DOUBLE;
   params[3].double_value = m_indicatorTuner.adWSBI.volumeHigh;        // InpVolumeHigh
   params[4].type = TYPE_DOUBLE;
   params[4].double_value = m_indicatorTuner.adWSBI.atr;               // InpATR
   params[5].type = TYPE_INT;
   params[5].integer_value = 0;                               // InpContextMode - DO NOT tune
   params[6].type = TYPE_INT;
   params[6].integer_value = 5;                               // InpSessionType - DO NOT tune
   params[7].type = TYPE_INT;
   params[7].integer_value = 1;                                // InpSessionCount - DO NOT tune
   if(!m_ADWyckoffSignificantBarInversion.Create(m_symbol.Name(), m_period, IND_CUSTOM, 8, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   m_ADWyckoffSignificantBarInversion.NumBuffers(5);
//--- ok
   return (true);
  }
//+------------------------------------------------------------------+
//| Initialize the ZigZag - the training-label source (see            |
//| m_ADZigZag's declaration comment). Always run at its stock        |
//| defaults (Depth=12, Deviation=5, Backstep=3) - unlike the AD*     |
//| feature indicators above, this has no tunable-param struct and is |
//| never touched by AutoTuneIndicators.                              |
//+------------------------------------------------------------------+
bool CExpertSignalAIBase::InitADZigZag(CIndicators * indicators, bool addToCollection)
  {
//--- check pointer
   if(indicators == NULL)
      return (false);
//--- add object to collection
   if(addToCollection && !indicators.Add(GetPointer(m_ADZigZag)))
     {
      printf(__FUNCTION__ + ": error adding object");
      return (false);
     }
//--- params[1..] mirror ZigZag.mq5's own input order exactly - stock defaults, intentionally not
//--- sourced from a tunable params struct (see this function's declaration comment)
   MqlParam params[4];
   params[0].type = TYPE_STRING;
   params[0].string_value = WARRIOR_STOCK_ZIGZAG;
   params[1].type = TYPE_INT;
   params[1].integer_value = 12; // InpDepth
   params[2].type = TYPE_INT;
   params[2].integer_value = 5;  // InpDeviation
   params[3].type = TYPE_INT;
   params[3].integer_value = 3;  // InpBackstep
   if(!m_ADZigZag.Create(m_symbol.Name(), m_period, IND_CUSTOM, 4, params))
     {
      printf(__FUNCTION__ + ": error initializing object");
      return (false);
     }
   // Must match ZigZag.mq5's #property indicator_buffers exactly (3: main ZigZag buffer + 2
   //  internal INDICATOR_CALCULATIONS buffers), even though only buffer 0 is ever read via
   // GetData() - see the working AD Wyckoff indicators' InitAD*() for the same pattern.
   m_ADZigZag.NumBuffers(3);
//--- ok
   return (true);
  }
#endif // WARRIOR_AIBASE_FEATURES_MQH