forked from animatedread/Warrior_EA
Two UX changes the operator asked for.
THRESHOLDS. Signal_ThresholdOpen/Close were raw ints with the legal range
written in the label ("[0...100, 101 = never]") - the one input style this
codebase converted away from everywhere else. Open now takes the existing
PERCENTAGE_PRESETS, whose comment already declared itself to be "Signal_
ThresholdOpen's scale" but was never wired to it; Close takes a new
SIGNAL_CLOSE_PRESETS carrying the same rungs plus CLOSE_DISABLED = 101, which
is why it cannot just reuse the other enum. Member names are prefixed because
MQL5 enum members share ONE flat namespace - a bare PCT_25 in the second enum
would silently resolve to the first one's, warning only. Values are unchanged,
so existing .set files keep their settings. Both call sites now cast
explicitly at the CExpertSignal boundary rather than leaning on an implicit
enum-to-int conversion that only warns.
ARROWS. 2026-08-19 replaced the low/high arrows WITH trigger-price lines; that
was a swap where it should have been an addition, and it cost the zoomed-out
view. A mark is now both objects: the line is the precise entry/exit level,
the arrow off the candle's extreme is the finder that says there is something
here to zoom into. The arrow's name is the line's plus a suffix, so it stays
inside SIG_ARROW_PREFIX and every prefix-scoped purge already reaches it.
The two type-filtered sweeps had to widen or they would clear one half and
leave the other: the Hide/Show visibility loop and the pre-rescan scoped
delete both walked OBJ_TREND only. Both are typed-blind and prefix-scoped now
- the same widening this file's 2026-08-09 note describes, for the same reason
it gives. Deletes go through one WarriorDeleteSignalMark() so an arrow cannot
outlive the line it belongs to, and the sidecar deliberately still records one
row per mark off the line (the half carrying the price), with the restore
redrawing the pair.
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
572 lines
28 KiB
MQL5
572 lines
28 KiB
MQL5
//+------------------------------------------------------------------+
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//| CustomEnums.mqh |
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//| AnimateDread |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "AnimateDread"
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#property link "https://www.mql5.com"
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//--- Weight-update optimizer. This is really an AI\Network.mqh library type; a guarded duplicate is
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//--- kept here so Variables\Inputs.mqh (which uses it for the TrainingOptimizer input) can be included
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//--- before the AI headers - putting the EA's own inputs at the top of the Inputs tab. Keep in sync
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//--- with AI\Network.mqh's copy; the shared WARRIOR_ENUM_OPTIMIZATION_DEFINED guard prevents a
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//--- duplicate definition whichever header is parsed first.
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#ifndef WARRIOR_ENUM_OPTIMIZATION_DEFINED
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#define WARRIOR_ENUM_OPTIMIZATION_DEFINED
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//--- A third DFA entry was removed 2026-07-28 - see AI\Network.mqh's copy for the full rationale (it was
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//--- a deterministic index-parity sign flip on the gradient, i.e. ascent on half of every weight tensor,
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//--- not Direct Feedback Alignment). SGD/ADAM keep ordinals 0/1: they feed the weights-filename
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//--- fingerprint and must never be renumbered.
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enum ENUM_OPTIMIZATION
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{
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SGD, // SGD + Momentum (heavy-ball, simpler, needs more eras)
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ADAM // Adam (adaptive step, faster convergence, can overfit)
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};
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#endif
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//--- Logical, commonly-used Moving Average / RSI periods only - keeps the Classic Signals inputs (and
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//--- the AutoTuneIndicators search space over them, see ADIndicatorTuner.mqh) from being set/perturbed
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//--- to an arbitrary, non-standard period.
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enum MA_PERIOD_PRESETS
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{
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MA_PERIOD_5 = 5, // 5
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MA_PERIOD_8 = 8, // 8
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MA_PERIOD_9 = 9, // 9
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MA_PERIOD_10 = 10, // 10
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MA_PERIOD_13 = 13, // 13
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MA_PERIOD_20 = 20, // 20
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MA_PERIOD_21 = 21, // 21
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MA_PERIOD_50 = 50, // 50
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MA_PERIOD_100 = 100, // 100
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MA_PERIOD_200 = 200, // 200
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};
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//--- Moving-average TYPE. VALUES ARE ENUM_MA_METHOD's own codes and MUST stay in sync with it - both the
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//--- classic MA vote (Signals\SignalMA.mqh) and the NN MA input feature now run the BUILT-IN iMA via
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//--- CiMA, so a value here is passed straight through as the ma_method argument. Auto-tuner-searchable.
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//---
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//--- 2026-08-19: replaced CustomIndicators\ADMovingAverage. That indicator offered five extra types
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//--- (ALMA/DEMA/ZLEMA/T3/Kalman) on codes 0..4 with SMA/EMA/SMMA/LWMA on 5..8; those five have no iMA
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//--- equivalent and are GONE, and the four survivors renumbered to match ENUM_MA_METHOD. Anything that
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//--- persists a type code across that boundary must migrate - see LoadTunedPeriods().
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enum MA_TYPE_PRESETS
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{
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MA_TYPE_SMA = MODE_SMA, // SMA (simple)
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MA_TYPE_EMA = MODE_EMA, // EMA (exponential)
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MA_TYPE_SMMA = MODE_SMMA, // SMMA (smoothed)
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MA_TYPE_LWMA = MODE_LWMA, // LWMA (linear weighted)
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};
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//--- The ONE validity rule for a persisted MA type code. iMA rejects anything outside ENUM_MA_METHOD,
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//--- and a stored code can predate the ADMovingAverage removal, so every load path runs it through
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//--- here. Old codes 5..8 were SMA/EMA/SMMA/LWMA and map cleanly; old 0..4 were the five advanced
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//--- types that no longer exist and are indistinguishable from valid new codes, so they cannot be
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//--- rescued - callers that know they are reading a pre-migration file pass legacy=true to convert.
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int SanitizeMaType(const int stored, const bool legacy)
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{
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if(legacy)
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return (stored >= 5 && stored <= 8) ? stored - 5 : (int)MA_TYPE_SMA;
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return (stored >= MODE_SMA && stored <= MODE_LWMA) ? stored : (int)MA_TYPE_SMA;
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}
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enum RSI_PERIOD_PRESETS
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{
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RSI_PERIOD_2 = 2, // 2
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RSI_PERIOD_5 = 5, // 5
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RSI_PERIOD_7 = 7, // 7
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RSI_PERIOD_9 = 9, // 9
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RSI_PERIOD_14 = 14, // 14 (classic)
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RSI_PERIOD_21 = 21, // 21
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RSI_PERIOD_25 = 25, // 25
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};
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//--- MACD periods (Signals\SignalMACD.mqh classic vote + the MACD input feature). The preset SETS are
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//--- deliberately chosen so that EVERY fast/slow combination satisfies CSignalMACD::ValidationSettings()'s
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//--- "slow must exceed fast" rule - the fast list tops out at 15, the slow list starts at 17. A trader
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//--- picking two legal-looking values from the dropdowns can therefore never produce a combination that
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//--- fails init, and the auto-tuner (ADIndicatorTuner::PerturbRandom) can perturb either one in isolation
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//--- without having to know the other's current value.
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enum MACD_FAST_PRESETS
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{
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MACD_FAST_5 = 5, // 5
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MACD_FAST_8 = 8, // 8
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MACD_FAST_12 = 12, // 12 (classic)
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MACD_FAST_15 = 15, // 15
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};
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enum MACD_SLOW_PRESETS
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{
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MACD_SLOW_17 = 17, // 17
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MACD_SLOW_21 = 21, // 21
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MACD_SLOW_26 = 26, // 26 (classic)
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MACD_SLOW_34 = 34, // 34
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MACD_SLOW_50 = 50, // 50
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};
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enum MACD_SIGNAL_PRESETS
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{
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MACD_SIGNAL_5 = 5, // 5
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MACD_SIGNAL_7 = 7, // 7
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MACD_SIGNAL_9 = 9, // 9 (classic)
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MACD_SIGNAL_12 = 12, // 12
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};
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//--- Ichimoku periods (Signals\SignalIchimoku.mqh classic vote + the Ichimoku input feature). Same
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//--- all-combinations-are-legal design as the MACD presets above, against
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//--- CSignalIchimoku::ValidationSettings()'s "Tenkan < Kijun < Senkou B" rule: Tenkan tops out at 20,
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//--- Kijun spans 22-40, Senkou B starts at 44. The classic 9/26/52 triple is in the middle of each.
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enum ICHIMOKU_TENKAN_PRESETS
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{
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ICHI_TENKAN_7 = 7, // 7
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ICHI_TENKAN_9 = 9, // 9 (classic)
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ICHI_TENKAN_12 = 12, // 12
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ICHI_TENKAN_20 = 20, // 20
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};
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enum ICHIMOKU_KIJUN_PRESETS
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{
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ICHI_KIJUN_22 = 22, // 22
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ICHI_KIJUN_26 = 26, // 26 (classic)
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ICHI_KIJUN_30 = 30, // 30
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ICHI_KIJUN_40 = 40, // 40
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};
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enum ICHIMOKU_SENKOU_PRESETS
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{
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ICHI_SENKOU_44 = 44, // 44
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ICHI_SENKOU_52 = 52, // 52 (classic)
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ICHI_SENKOU_60 = 60, // 60
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ICHI_SENKOU_120 = 120, // 120
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};
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//--- custom enumerations for certain settings, minimizes overfitting
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enum IND_PERIODS_PRESETS
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{
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PERIOD_5 = 5, // 5 Periods
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PERIOD_10 = 10, // 10 Periods
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PERIOD_14 = 14, // 14 Periods (classic)
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PERIOD_20 = 20, // 20 Periods
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PERIOD_30 = 30, // 30 Periods
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PERIOD_50 = 50, // 50 Periods
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PERIOD_100 = 100, // 100 Periods
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PERIOD_200 = 200, // 200 Periods
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};
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enum TRAINING_YEARS_PRESET
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{
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YEARS_1 = 1, // 1 year
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YEARS_2 = 2, // 2 years
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YEARS_5 = 5, // 5 years
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YEARS_10 = 10, // 10 years
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YEARS_20 = 20, // 20 years
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};
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//--- Stop-loss sizing mode. The ATR_* presets place the SL a fixed multiple of ATR FROM THE ENTRY
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//--- PRICE. SL_INTELLIGENT uses the same entry anchor but tightens the distance as live AI/DB
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//--- confidence rises (see CExpertSignalCustom::OpenParams()'s AI_SL_TIGHTEN_FACTOR) - a
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//--- high-conviction setup gets a tighter stop, a marginal one keeps the full ATR cushion. Negative
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//--- sentinel so it can never be mistaken for a literal ATR multiple.
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//--- SWING-ANCHORED STOPS WERE REMOVED 2026-07-31. Both the ATR presets ("N ATR beyond the swing") and
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//--- SL_PREV_SWING ("exactly at the swing") keyed the stop to the recent swing high/low, which makes
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//--- the risk on a trade a function of how far away the last swing happens to sit rather than of
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//--- current volatility: a shallow pullback produced a stop tight enough to be taken out by noise on a
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//--- setup that then ran to target. Anchoring to the entry makes risk exactly N*ATR by construction,
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//--- which is also what kept the old minimum-reward:risk rejection satisfiable without depending on
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//--- swing geometry. That filter is gone (2026-08-09); the coupling is still the right shape.
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//--- The "(classic)" marker on the shipped default follows the same convention as every period preset
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//--- below. It matters more here than anywhere else in this file: since the 2026-08-01 triple-barrier
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//--- relabel, SL_Mode and TP_Mode DEFINE THE TRAINING LABELS, so they are in the weights-filename
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//--- fingerprint and changing either one re-keys the model and starts a fresh retrain. A user needs to
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//--- be able to see which pair the shipped model was actually trained on.
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enum STOP_LOSS_MODE
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{
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SL_INTELLIGENT = -1, // Intelligent (AI-confidence scaled)
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SL_ATR_x1 = 1, // ATR * 1 from entry
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SL_ATR_x2 = 2, // ATR * 2 from entry
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SL_ATR_x3 = 3, // ATR * 3 from entry
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};
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//--- Take-profit sizing mode. The ATR_* presets set the TP a fixed multiple of ATR FROM THE ENTRY
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//--- PRICE (no longer derived from the reward:risk ratio - that ratio was a pure
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//--- rejection filter). TP_INTELLIGENT scales the target UP with confidence (lets high-conviction
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//--- winners run further). Negative sentinel as above.
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//--- TP_PREV_SWING REMOVED 2026-07-31 alongside the swing-anchored stops: targeting the opposite swing
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//--- caps the reward at whatever structure happens to be overhead, which on a trending signal exits
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//--- well before the move is done and, paired with a swing-anchored stop, made the realised
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//--- reward:risk a property of the chart's geometry rather than of the setup.
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enum TAKE_PROFIT_MODE
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{
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TP_INTELLIGENT = -1, // Intelligent (AI-confidence scaled)
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TP_ATR_x1 = 1, // ATR * 1 from entry
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TP_ATR_x2 = 2, // ATR * 2 from entry
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TP_ATR_x3 = 3, // ATR * 3 from entry
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TP_ATR_x4 = 4, // ATR * 4 from entry
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TP_ATR_x6 = 6, // ATR * 6 from entry
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TP_ATR_x8 = 8, // ATR * 8 from entry
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TP_ATR_x10 = 10, // ATR * 10 from entry
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};
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//--- RISK_REWARD_RATIO removed 2026-08-09 along with its only consumer, the Min_Risk_Reward_Ratio
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//--- input. Deleted rather than left dangling: a live enum with no input behind it is exactly the shape
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//--- of the 2026-07 incident where a saved .set kept feeding a deleted option's ordinal back in and
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//--- trained ~250 eras on the wrong target (MT5 does not validate saved enum inputs). See
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//--- Variables\Inputs.mqh for why the ratio itself had to go.
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enum MONEY_RISK_PERCENT_PRESET
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{
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RISK_PCT_1 = 1, // 1
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RISK_PCT_2 = 2, // 2
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RISK_PCT_3 = 3, // 3
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RISK_PCT_4 = 4, // 4
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RISK_PCT_5 = 5, // 5
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};
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enum BARS_EXPIRATION
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{
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BARS_X1 = 1, // 1 Candle
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BARS_X2 = 2, // 2 Candles
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BARS_X3 = 3, // 3 Candles
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BARS_X5 = 5, // 5 Candles
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BARS_X10 = 10, // 10 Candles
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BARS_X20 = 20, // 20 Candles
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};
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//--- Entry order placement. All ATR offsets are measured from the CURRENT price (bid/ask), NOT the
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//--- swing - this is the deliberate change for stability. Sign picks the side, magnitude is the ATR
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//--- multiple:
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//--- MARKET - fill immediately at market.
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//--- LIMIT_*xATR - pending LIMIT that many ATR on the favorable side of bid/ask (buy below /
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//--- sell above): wait for a pullback into a better price.
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//--- STOP_*xATR - pending STOP that many ATR on the breakout side of bid/ask (buy above /
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//--- sell below): enter on continuation.
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//--- ENTRY_PREV_SWING - pending order anchored at the recent swing (buy at the lookback swing low /
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//--- sell at the swing high) - the one swing-anchored option kept as a choice.
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//--- ENTRY_INTELLIGENT - AI-confidence-scaled LIMIT pullback from bid/ask: a deep pullback when
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//--- confidence is low, collapsing to a market fill as confidence -> 1 (grab
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//--- high-conviction setups, demand a better price on marginal ones).
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//--- Non-MARKET results that clear the broker's stop-level distance become a pending order that
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//--- auto-expires after Signal_Expiration bars; anything closer just fills at market
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//--- (CExpertTrade::Buy/Sell handle the market-vs-limit-vs-stop routing off this price natively).
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enum ENTRY_MULTIPLIER
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{
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ENTRY_INTELLIGENT = -100, // Intelligent (AI-confidence scaled limit pullback)
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//ENTRY_PREV_SWING = -101, // Pending at previous swing low (buy) / swing high (sell)
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LIMIT_3xATR = -3, // Limit 3x ATR from bid/ask
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LIMIT_2xATR = -2, // Limit 2x ATR from bid/ask
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LIMIT_1xATR = -1, // Limit 1x ATR from bid/ask
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MARKET = 0, // Market order
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STOP_1xATR = 1, // Stop 1x ATR from bid/ask
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STOP_2xATR = 2, // Stop 2x ATR from bid/ask
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STOP_3xATR = 3, // Stop 3x ATR from bid/ask
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};
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enum TRAILING_STRATEGY
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{
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TRAILING_STRATEGY_NONE, // No Trailing Stop Strategy
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TRAILING_STRATEGY_ATR_x1, // ATR * 1 Trailing Strategy
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TRAILING_STRATEGY_ATR_x2, // ATR * 2 Trailing Strategy
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TRAILING_STRATEGY_ATR_x3, // ATR * 3 Trailing Strategy
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//--- Confidence-adaptive ATR trail: widens toward TRAIL_ATR_MAX_MULT when live AI confidence still
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//--- backs the position (lets winners run), tightens toward TRAIL_ATR_MIN_MULT as that confidence
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//--- weakens or flips against it (locks profit). See Trailing\TrailingIntelligent.mqh.
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TRAILING_STRATEGY_INTELLIGENT, // Intelligent (AI-confidence adaptive ATR) Trailing Strategy
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};
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enum MONEY_MANAGEMENT_STRATEGY
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{
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FIXED_RISK, // Fixed risk Percent of Account
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INTELLIGENT, // Intelligent lot size
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FIXED_LOT, // Fixed lot size
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};
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enum CLOSE_HOUR_OF_DAY
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{
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CLOSE_HOUR_DISABLED = -1, // Disabled
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CH_0 = 0, // 00Hxx
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CH_1 = 1, // 1Hxx
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CH_2 = 2, // 2Hxx
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CH_3 = 3, // 3Hxx
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CH_4 = 4, // 4Hxx
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CH_5 = 5, // 5Hxx
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CH_6 = 6, // 6Hxx
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CH_7 = 7, // 7Hxx
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CH_8 = 8, // 8Hxx
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CH_9 = 9, // 9Hxx
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CH_10 = 10, // 10Hxx
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CH_11 = 11, // 11Hxx
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CH_12 = 12, // 12Hxx
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CH_13 = 13, // 13Hxx
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CH_14 = 14, // 14Hxx
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CH_15 = 15, // 15Hxx
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CH_16 = 16, // 16Hxx
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CH_17 = 17, // 17Hxx
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CH_18 = 18, // 18Hxx
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CH_19 = 19, // 19Hxx
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CH_20 = 20, // 20Hxx
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CH_21 = 21, // 21Hxx
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CH_22 = 22, // 22Hxx
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CH_23 = 23, // 23Hxx
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//--- Resolves per day from the SYMBOL'S OWN trading-session table (SymbolInfoSessionTrade),
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//--- so it follows the broker through DST and per-symbol schedules with nothing to retune:
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//--- the close-all fires "Close-all minute" minutes BEFORE that day's last session close
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//--- (e.g. minute = xxH05 -> 5 minutes before the close). The label walk resolves the same
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//--- value (Expert\AIBase\Labels.mqh), so training and the live book share one definition of
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//--- "the day ends". Explicit 24: impossible as a literal hour, appended (values are saved,
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//--- never validated - members are only ever added at the end).
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CH_MARKET_CLOSE = 24, // Market close (minus Close-all minute)
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};
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enum CLOSE_MINUTE_OF_HOUR
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{
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CLOSE_MINUTE_DISABLED = -1,// Disabled
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CM_0 = 0, // xxH00
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CM_5 = 5, // xxH05
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CM_10 = 10, // xxH10
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CM_15 = 15, // xxH15
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CM_20 = 20, // xxH20
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CM_25 = 25, // xxH25
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CM_30 = 30, // xxH30
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CM_35 = 35, // xxH35
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CM_40 = 40, // xxH40
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CM_45 = 45, // xxH45
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CM_50 = 50, // xxH50
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CM_55 = 55, // xxH55
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CM_60 = 60, // xxH60
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};
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enum CLOSE_DAY_OF_WEEK
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{
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CLOSE_DAY_DISABLED = -1, // Disabled
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CLOSE_MONDAY = 1, // Monday
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CLOSE_TUESDAY = 2, // Tuesday
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CLOSE_WEDNESDAY = 3, // Wednesday
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CLOSE_THURSDAY = 4, // Thursday
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CLOSE_FRIDAY = 5, // Friday
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CLOSE_EVERYDAY, // Every Day
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};
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enum NF_LOOKBACK_PRESETS
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{
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NF_DISABLED = -1, // Disabled
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M5 = 5, // 5 Minutes
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M15 = 15, // 15 Minutes
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M30 = 30, // 30 Minutes
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M45 = 45, // 45 Minutes
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M60 = 60, // 1 Hour
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M120 = 120, // 2 Hours
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M240 = 240, // 4 Hours
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};
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enum NF_IMPACT_PRESETS
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{
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HOLIDAYS = 0, //Holidays
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LOW = 1, // Low Impact News
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MEDIUM = 2, // Medium Impact News
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HIGH = 3, // High Impact News
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};
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//--- INTELLIGENT added 2026-08-19 (user request, SQX EdgeFinder precedent: "adjust for the drift
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//--- to increase success rate"). It resolves to LONG_ONLY / SHORT_ONLY / BOTH at runtime from the
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//--- label cache's measured per-side win rates at the REAL geometry (the verdict block in
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//--- Expert\AIBase\Labels.mqh): a side is dropped only when the drift gap clears 2 combined SEs
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//--- on the overlap-deflated sample AND that side sits below cost-adjusted break-even. BOTH until
|
|
//--- measured; classic-only charts (no label cache) never resolve past BOTH. Appended with an
|
|
//--- explicit value - MT5 saves enum VALUES and never validates them, so members are only ever
|
|
//--- added at the end, never renumbered.
|
|
//--- NAMED DIRECTION_INTELLIGENT, NOT the bare `INTELLIGENT` (compiler-caught 2026-08-19, before
|
|
//--- this ever ran): MONEY_MANAGEMENT_STRATEGY already owns that name and is declared FIRST in
|
|
//--- this file, so MQL5 resolved every `tradingdirection == INTELLIGENT` to THAT enum's value 1 -
|
|
//--- which is TRADING_DIRECTION::LONG_ONLY. The behaviour was wrong in both directions at once:
|
|
//--- selecting "Intelligent" (3) matched nothing and silently traded BOTH sides, while selecting
|
|
//--- "Long only" (1) matched and handed the decision to the measured drift verdict - which can
|
|
//--- answer SHORT_ONLY, i.e. the one setting that must never go short could. MQL5 reports this as
|
|
//--- a WARNING only ("implicit conversion ... LONG_ONLY will be used instead"), never an error, so
|
|
//--- the NAME is the thing that has to stay unique - a cross-enum collision cannot be caught by
|
|
//--- reading either enum alone. The VALUE stays 3: saved .set files are unaffected by a rename.
|
|
enum TRADING_DIRECTION
|
|
{
|
|
BOTH, // Allow both long and short trades
|
|
LONG_ONLY, // Allow only long (buy) trades
|
|
SHORT_ONLY, // Allow only short (sell) trades
|
|
DIRECTION_INTELLIGENT = 3, // Intelligent - measured drift picks the side(s)
|
|
};
|
|
|
|
//--- 5-POINT STEPS BELOW 50, 10-POINT ABOVE (2026-08-19). This is Signal_ThresholdOpen's scale, and under
|
|
//--- CONSENSUS arithmetic the votes it must separate are quantized by AGREEMENT: with four members
|
|
//--- whose tiers self-rank to pooled win rates ~29, unanimity reads ~29, 3-of-4 ~22, 2-of-4 ~14.5.
|
|
//--- The old 10-point grid straddled every rung the ensemble can express - 20 admitted 3-of-4 and
|
|
//--- 30 admitted nothing - so the thresholds an operator actually wants, which sit BETWEEN rungs,
|
|
//--- did not exist on the dropdown. Steps stay coarse above 50 because nothing reachable lives up
|
|
//--- there until pooled skill does. Members are ADDED, never removed or renumbered: MT5 saves the
|
|
//--- VALUE and does not validate it against the current enum (see the RISK_LIMIT_PCT_PRESET
|
|
//--- removal note at the bottom of this file), so adding explicit-valued members is .set-safe
|
|
//--- while deleting one is the trained-250-eras-on-the-wrong-target failure.
|
|
enum PERCENTAGE_PRESETS
|
|
{
|
|
PCT_5 = 5, // 5%
|
|
PCT_10 = 10, // 10%
|
|
PCT_15 = 15, // 15%
|
|
PCT_20 = 20, // 20%
|
|
PCT_25 = 25, // 25%
|
|
PCT_30 = 30, // 30%
|
|
PCT_35 = 35, // 35%
|
|
PCT_40 = 40, // 40%
|
|
PCT_45 = 45, // 45%
|
|
PCT_50 = 50, // 50%
|
|
PCT_60 = 60, // 60%
|
|
PCT_70 = 70, // 70%
|
|
PCT_80 = 80, // 80%
|
|
PCT_90 = 90, // 90%
|
|
PCT_100 = 100, // 100%
|
|
};
|
|
//--- Signal_ThresholdClose's scale. Same rungs as PERCENTAGE_PRESETS plus the 101 that disables the
|
|
//--- vote exit by arithmetic (a weighted mean of 0-100 weights cannot reach it), which is why this
|
|
//--- cannot simply reuse that enum. Names are prefixed because MQL5 enum members share ONE FLAT
|
|
//--- namespace across the whole build - a bare PCT_25 here would collide with the one above and
|
|
//--- resolve to whichever enum was declared first, with only a warning (see TRADING_DIRECTION).
|
|
enum SIGNAL_CLOSE_PRESETS
|
|
{
|
|
CLOSE_PCT_5 = 5, // 5%
|
|
CLOSE_PCT_10 = 10, // 10%
|
|
CLOSE_PCT_15 = 15, // 15%
|
|
CLOSE_PCT_20 = 20, // 20%
|
|
CLOSE_PCT_25 = 25, // 25%
|
|
CLOSE_PCT_30 = 30, // 30%
|
|
CLOSE_PCT_35 = 35, // 35%
|
|
CLOSE_PCT_40 = 40, // 40%
|
|
CLOSE_PCT_45 = 45, // 45%
|
|
CLOSE_PCT_50 = 50, // 50%
|
|
CLOSE_PCT_60 = 60, // 60%
|
|
CLOSE_PCT_70 = 70, // 70%
|
|
CLOSE_PCT_80 = 80, // 80%
|
|
CLOSE_PCT_90 = 90, // 90%
|
|
CLOSE_PCT_100 = 100, // 100%
|
|
CLOSE_DISABLED = 101, // Disabled (hold to the barrier)
|
|
};
|
|
//--- Strength (tau) of the post-hoc logit adjustment / prior correction applied to the AI's 3-class
|
|
//--- decision at inference (see AdjustedSignalFromSoftmax in ExpertSignalAIBase.mqh). The network is
|
|
//--- trained on class-balance-oversampled data, so its raw softmax over-calls the rare Buy/Sell classes;
|
|
//--- re-weighting each class by its measured true base rate (prior^tau) pulls the decision back toward the
|
|
//--- real distribution. 0 = Off (raw argmax, may over-call), 100 = full Bayesian calibration to the true
|
|
//--- base rate. Stored as a percent; divided by 100 to get tau.
|
|
enum LOGIT_PRIOR_STRENGTH_PRESETS
|
|
{
|
|
LOGIT_PRIOR_OFF = 0, // Off (raw argmax - may over-call Buy/Sell)
|
|
LOGIT_PRIOR_25 = 25, // 25% (light correction)
|
|
LOGIT_PRIOR_50 = 50, // 50% (moderate)
|
|
LOGIT_PRIOR_75 = 75, // 75% (strong)
|
|
LOGIT_PRIOR_100 = 100, // 100% (full calibration to true base rate)
|
|
};
|
|
//--- FIRST_LAYER_NEURONS removed 2026-07-29. The first dense layer dominates the parameter count -
|
|
//--- it is (inputWidth+1) x width - so its only defensible value is a function of the input width and
|
|
//--- the amount of in-sample data, neither of which the user can see when picking from a dropdown. It
|
|
//--- is now derived: see CExpertSignalAIBase::ComputeFirstLayerWidth().
|
|
//--- Architecture-aware dense-topology presets were then folded into the (since-removed) AI_CHOICE
|
|
//--- selector; today the front-end choice is the per-NN Use_* toggles and the dense taper is fully
|
|
//--- derived - see ComputeHiddenLayerCount.
|
|
//--- LSTM's own recurrent hidden-unit count - previously silently piggybacked on HiddenLayersCount
|
|
//--- (an unrelated dense-taper-depth setting), which meant it could never be tuned independently and
|
|
//--- defaulted to a value (4) nobody actually chose on purpose. Decoupled into its own input.
|
|
enum LSTM_HIDDEN_SIZE_PRESET
|
|
{
|
|
LSTM_HIDDEN_8 = 8, // 8 Units
|
|
LSTM_HIDDEN_16 = 16, // 16 Units
|
|
LSTM_HIDDEN_32 = 32, // 32 Units
|
|
LSTM_HIDDEN_64 = 64, // 64 Units
|
|
LSTM_HIDDEN_128 = 128, // 128 Units
|
|
};
|
|
//--- CONV's own output-filter count for its convolutional layer - previously silently piggybacked on
|
|
//--- HiddenLayersCount too (same bug class as LstmHiddenSize above), defaulting to a bottleneck of 4
|
|
//--- filters/bar. Decoupled into its own input.
|
|
enum CONV_FILTER_COUNT_PRESET
|
|
{
|
|
CONV_FILTERS_8 = 8, // 8 Filters
|
|
CONV_FILTERS_16 = 16, // 16 Filters
|
|
CONV_FILTERS_32 = 32, // 32 Filters
|
|
CONV_FILTERS_64 = 64, // 64 Filters
|
|
CONV_FILTERS_128 = 128, // 128 Filters
|
|
};
|
|
//--- Shared pooling shape for the Conv front-end used by both CONV and HYBRID. Keeping this
|
|
//--- separate from ConvFilterCount lets the filter-bank width and the downsampling span be tuned
|
|
//--- independently, instead of smuggling one into the other.
|
|
//--- CONV_POOL_WINDOW_PRESET / CONV_POOL_STEP_PRESET removed 2026-07-29 along with the pooling
|
|
//--- stage itself - their "N Bars" labels described time-axis pooling the implementation could
|
|
//--- never perform. See AddConvStage() in Expert\ExpertSignalAIBase.mqh.
|
|
|
|
enum MIN_NEURONS_COUNT
|
|
{
|
|
MIN_NEURONS_10 = 10, // Min. 10 Neurons per layer
|
|
MIN_NEURONS_20 = 20, // Min. 20 Neurons per layer
|
|
MIN_NEURONS_30 = 30, // Min. 30 Neurons per layer
|
|
MIN_NEURONS_40 = 40, // Min. 40 Neurons per layer
|
|
MIN_NEURONS_50 = 50, // Min. 50 Neurons per layer
|
|
};
|
|
// Value IS the reduction percentage applied per hidden layer (retention = 100-value), consumed
|
|
// via BuildFreshTopology()'s n = n*((100-value)*0.01) taper - e.g. RF_70 keeps 30% of the previous
|
|
// layer's neurons, i.e. a genuine 70% reduction per layer, matching the label at face value.
|
|
enum NEURONS_REDUCTION_FACTOR
|
|
{
|
|
RF_10 = 10, // 10 % Neurons Reduction Per Layer
|
|
RF_20 = 20, // 20 % Neurons Reduction Per Layer
|
|
RF_30 = 30, // 30 % Neurons Reduction Per Layer
|
|
RF_40 = 40, // 40 % Neurons Reduction Per Layer
|
|
RF_50 = 50, // 50 % Neurons Reduction Per Layer
|
|
RF_60 = 60, // 60 % Neurons Reduction Per Layer
|
|
RF_70 = 70, // 70 % Neurons Reduction Per Layer
|
|
RF_80 = 80, // 80 % Neurons Reduction Per Layer
|
|
RF_90 = 90, // 90 % Neurons Reduction Per Layer
|
|
};
|
|
enum OUTPUT_NEURONS_COUNT
|
|
{
|
|
OUTPUT_REGRESSION = 1, // Regression Algorithm
|
|
OUTPUT_CLASSIFICATION = 3, // Classification Algorithm
|
|
};
|
|
//--- AI_CHOICE REMOVED 2026-08-19 (user request: "remove the enum menu that selects neural networks,
|
|
//--- add individual inputs for every NN just like classic signals"). The preset selector could only
|
|
//--- express solo-or-all (no 2-3 member subsets) and made the META head mutually exclusive with the
|
|
//--- direction NNs. Replaced by the per-NN bools in Variables\Inputs.mqh (Use_MLP/Use_CONV/Use_LSTM/
|
|
//--- Use_CONVLSTM) plus Use_MetaLabeling; the ensemble machinery keys off "two or more direction NNs
|
|
//--- enabled" (ConfigureAISignal), which reproduces the old AI_HYBRID fingerprints exactly, and the
|
|
//--- pattern-DB filename keeps its first slot via DbLegacyAiSlot() (Warrior_EA.mq5) so no existing
|
|
//--- database re-keys. Deleted rather than left dangling, same doctrine as RISK_LIMIT_PCT_PRESET at
|
|
//--- the bottom of this file: a live enum with no input behind it is exactly the stale-.set trap
|
|
//--- shape. Stale "AIType=..." lines in saved .set files are ignored by name, harmlessly.
|
|
//--- (Historical: value 4 was renamed AI_CONVLSTM 2026-08-15; State\HYBRID\ folder names were kept
|
|
//--- across that rename and remain the CONVLSTM instance's identity - see CSignalHYBRID.)
|
|
//--- What the direction models (MLP/CONV/LSTM/CONVLSTM) train toward. Ignored by the META head,
|
|
//--- whose candidate-quality target is baked into its own class. Part of the model fingerprint (|TGT:FRA1),
|
|
//--- so switching it trains a separate model rather than silently relabelling an existing one.
|
|
enum TRAINING_TARGET
|
|
{
|
|
TARGET_BARRIER = 0, // Triple barrier (does a trade here reach target before stop)
|
|
TARGET_FRACTAL = 1, // Next fractal direction (which way is the next confirmed swing extreme)
|
|
};
|
|
// Confidence used to scale SL/TP, gate early AI exits, and (Intelligent MM) scale lot size.
|
|
// AI confidence comes from the signal filter's live prediction (0..1); DB confidence comes
|
|
// from the historical time-based win rate of the currently traded patterns (0..1). Blended
|
|
// averages both, so a pattern is only sized up when both the model and its track record agree.
|
|
enum CONFIDENCE_SOURCE
|
|
{
|
|
CONF_AI = 0, // AI signal confidence only
|
|
CONF_DB = 1, // Database win-rate confidence only
|
|
CONF_BLENDED = 2, // Average of AI and database confidence
|
|
};
|
|
// How many bars to wait, after a candidate ZigZag reversal bar, before trusting the real ADZigZag
|
|
// indicator's verdict on it as a training label - see CExpertSignalAIBase's m_swingConfirmationBars
|
|
// declaration comment. A ZigZag's most recent 1-3 legs can still repaint as new bars arrive, so this
|
|
// must be generous enough to let a leg fully settle (bumped from the old fractal-based system's
|
|
// default of 20 to 100 for exactly that reason). A value of 0 is clamped up to a 1-bar minimum
|
|
// internally, never used to mean "no delay".
|
|
enum SWING_CONFIRMATION_PRESET
|
|
{
|
|
SC_10 = 10, // 10 Bars
|
|
SC_20 = 20, // 20 Bars
|
|
SC_30 = 30, // 30 Bars
|
|
SC_50 = 50, // 50 Bars
|
|
SC_100 = 100, // 100 Bars
|
|
SC_200 = 200, // 200 Bars
|
|
};
|
|
enum MAX_ERAS_PRESET
|
|
{
|
|
ME_100 = 100, // 100 Eras
|
|
ME_200 = 200, // 200 Eras
|
|
ME_300 = 300, // 300 Eras
|
|
ME_500 = 500, // 500 Eras
|
|
ME_1000 = 1000, // 1000 Eras
|
|
ME_2000 = 2000, // 2000 Eras
|
|
ME_3000 = 3000, // 3000 Eras
|
|
ME_5000 = 5000, // 5000 Eras
|
|
ME_10000 = 10000, // 10000 Eras
|
|
};
|
|
//--- percentage of the study period held back as out-of-sample data never trained on;
|
|
//--- value is the OOS share, in-sample share is the remainder (e.g. OOS_30 -> 70% IS / 30% OOS)
|
|
enum OOS_SPLIT_PRESET
|
|
{
|
|
OOS_10 = 10, // 90% IS / 10% OOS
|
|
OOS_20 = 20, // 80% IS / 20% OOS
|
|
OOS_30 = 30, // 70% IS / 30% OOS
|
|
OOS_40 = 40, // 60% IS / 40% OOS
|
|
OOS_50 = 50, // 50% IS / 50% OOS
|
|
};
|
|
//--- RISK_LIMIT_PCT_PRESET REMOVED 2026-08-02. It backed MaxDailyLossPct/MaxDrawdownPct as a dropdown
|
|
//--- of eight fixed percentages, which no funded-account programme is obliged to match - 4.5% or 3.75%
|
|
//--- were unreachable. Both inputs are now free-entry doubles (Variables\Inputs.mqh) validated at init.
|
|
//--- Note for anyone reinstating an enum input here: MT5 does NOT validate a saved enum value against
|
|
//--- the current enum, so a .set file holding a deleted member loads as a silent out-of-range int - the
|
|
//--- failure mode that trained four topologies on the wrong barrier (project memory: stale enum wrong
|
|
//--- target). Changing these two to doubles removes that exposure rather than renaming it.
|
|
//+------------------------------------------------------------------+
|