forked from animatedread/Warrior_EA
e9c562b39f
- Introduced `FeatureScale.mqh` with `FeatSquash` function for stateless feature scaling. - Added `RegimeMath.mqh` class for regime arithmetic, including efficiency and variance calculations. - Documented the Mind trading logic in `MIND.md`, detailing the trading process and modes. - Created `VOLNORM_PLAN.md` and `VOLNORM_RESULTS.md` for tick-volume normalization testing. - Implemented `read_book.py` for analyzing trade book data and correlations. - Developed `volnorm.py` for testing tick-volume normalization with new and old methods.
44 lines
2.1 KiB
MQL5
44 lines
2.1 KiB
MQL5
//+------------------------------------------------------------------+
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//| Modality.mqh |
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//| AnimateDread |
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//| |
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//| ONE WAY OF LOOKING AT THE CHART. |
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//| |
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//| A discretionary Wyckoff trader does not read one number. They read |
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//| the structure, the volume behind it, how volatile the tape is, |
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//| what the neighbouring markets are doing and what day it is - and |
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//| only then decide how much to trust the setup. Each of those is a |
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//| MODALITY: a class that turns the same closed bar into its own |
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//| slice of an SMarketContext and knows nothing about the others. |
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//| |
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//| Open/closed: a new way of looking is a new subclass registered in |
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//| CWarriorMind::Init(); the mind, the book and the reviewer do not |
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//| change, because they only ever see the context's field indices. |
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//| |
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//| Every Read() sees CLOSED bars only (bar.shift >= 1 at decision |
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//| time), so a row it writes could have been written live. |
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//| A modality that cannot answer returns false and leaves its fields |
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//| at CTX_NA; the mind carries on without it. A modality must never |
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//| be the reason a trade does not happen. |
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//+------------------------------------------------------------------+
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#ifndef WARRIOR_MODALITY_MQH
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#define WARRIOR_MODALITY_MQH
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#include "MarketContext.mqh"
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//--- Which bar is being read: its slot in the bar cache, its stdlib series shift, its open time.
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struct SBarRef
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{
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int idx;
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int shift;
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datetime time;
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};
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class CModality
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{
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public:
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virtual ~CModality(void) {}
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virtual string Name(void) const = 0;
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virtual bool Read(const SBarRef &bar, SMarketContext &ctx) = 0;
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};
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#endif // WARRIOR_MODALITY_MQH
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