Fix compile errors: NeuralNet input param rename, Orchestrator refs to pointers, EVT_MaxAbsZ call, SYMBOL_MARGIN_INITIAL, remove unused var

MQL5/Experts/MultiAgentTest/Core/NeuralNet.mqh

@@ -255,50 +255,50 @@ public:
       m_lossCsvFn = "";
    }
 
-   void ForwardPass(vector &input, vector &output, vector &h1Cache) {
+    void ForwardPass(vector &inp, vector &output, vector &h1Cache) {
-      h1Cache.Resize(m_hidden);
+       h1Cache.Resize(m_hidden);
-      for(int i = 0; i < m_hidden; i++) {
+       for(int i = 0; i < m_hidden; i++) {
-         double sum = m_b1[i];
+          double sum = m_b1[i];
-         for(int j = 0; j < m_inputs; j++)
+          for(int j = 0; j < m_inputs; j++)
-            sum += input[j] * m_W1[j][i];
+             sum += inp[j] * m_W1[j][i];
-         h1Cache[i] = ReLU(sum);
+          h1Cache[i] = ReLU(sum);
-      }
+       }
-      // BatchNorm inferenza: normalizza con running stats (NeuroBook §6.3)
+       // BatchNorm inferenza: normalizza con running stats (NeuroBook §6.3)
-      ApplyBN(h1Cache);
+       ApplyBN(h1Cache);
-      // Dropout scaling in inferenza: scale = 1 - dropoutRate (NeuroBook §6.2)
+       // Dropout scaling in inferenza: scale = 1 - dropoutRate (NeuroBook §6.2)
-      if(m_dropoutRate > 0) {
+       if(m_dropoutRate > 0) {
-         for(int i = 0; i < h1Cache.Size(); i++)
+          for(int i = 0; i < h1Cache.Size(); i++)
-            h1Cache[i] *= (1.0 - m_dropoutRate);
+             h1Cache[i] *= (1.0 - m_dropoutRate);
-      }
+       }
 
-      output.Resize(m_outputs);
+       output.Resize(m_outputs);
-      for(int i = 0; i < m_outputs; i++) {
+       for(int i = 0; i < m_outputs; i++) {
-         double sum = m_b2[i];
+          double sum = m_b2[i];
-         for(int j = 0; j < m_hidden; j++)
+          for(int j = 0; j < m_hidden; j++)
-            sum += h1Cache[j] * m_W2[j][i];
+             sum += h1Cache[j] * m_W2[j][i];
-         output[i] = sum;
+          output[i] = sum;
-      }
+       }
-      Softmax(output);
+       Softmax(output);
-   }
+    }
 
-   void Forward(vector &input, vector &output) {
+    void Forward(vector &inp, vector &output) {
-      vector h1Cache;
+       vector h1Cache;
-      ForwardPass(input, output, h1Cache);
+       ForwardPass(inp, output, h1Cache);
-   }
+    }
 
-   double TrainSample(vector &input, vector &target, double lr, double weight = 1.0) {
+    double TrainSample(vector &inp, vector &target, double lr, double weight = 1.0) {
       if(!m_initialized) return -1.0;
 
       // ── Forward ──
       // Layer 1: W1*x + b1 → z1 → ReLU → h1_raw → Dropout → h1_drop → BN → h1_norm
       vector z1(m_hidden);
       vector h1_raw(m_hidden);
-      for(int i = 0; i < m_hidden; i++) {
+for(int i = 0; i < m_hidden; i++) {
-         z1[i] = m_b1[i];
+          z1[i] = m_b1[i];
-         for(int j = 0; j < m_inputs; j++)
+          for(int j = 0; j < m_inputs; j++)
-            z1[i] += input[j] * m_W1[j][i];
+             z1[i] += inp[j] * m_W1[j][i];
-         h1_raw[i] = ReLU(z1[i]);
+          h1_raw[i] = ReLU(z1[i]);
-      }
+       }
 
       // Dropout (NeuroBook §6.2): salva in m_dropoutMask, applica a h1_drop
       vector h1_drop(m_hidden);
@@ -390,11 +390,11 @@ public:
       for(int i = 0; i < m_hidden; i++)
          dL_dz1[i] = dL_dh1_drop[i] * ReLUDeriv(z1[i]);
 
-      // dL/dW1 = input ⊗ dL/dz1
+      // dL/dW1 = inp ⊗ dL/dz1
       matrix dL_dW1(m_inputs, m_hidden);
       for(int i = 0; i < m_inputs; i++)
          for(int j = 0; j < m_hidden; j++)
-            dL_dW1[i][j] = input[i] * dL_dz1[j];
+            dL_dW1[i][j] = inp[i] * dL_dz1[j];
 
       // dL/db1 = dL/dz1
       vector dL_db1(m_hidden);

MQL5/Experts/MultiAgentTest/Core/Orchestrator.mqh

@@ -424,7 +424,7 @@ public:
             Print("ERROR: slot non disponibile nonostante capacity expansion");
             return -1;
          }
-        TrackedTrade &t = openTrades[idx];
+TrackedTrade *t = &openTrades[idx];
         t.ticket    = ticket;
         t.entryPrice = price;
         t.entryATR  = MathMax(atr, 1e-10);
@@ -468,15 +468,15 @@ public:
         AddTrade(ticket, price, atr, combinedZ, combinedZ > 0);
      }
    
-   void OnTradeClose(int ticket, double closePrice) {
+void OnTradeClose(int ticket, double closePrice) {
-      // Trova il trade nell'array
+       // Trova il trade nell'array
-      int idx = -1;
+       int idx = -1;
-      for(int i=0; i<maxOpenTrades; i++) {
+       for(int i=0; i<maxOpenTrades; i++) {
-         if(openTrades[i].active && openTrades[i].ticket == ticket) { idx = i; break; }
+          if(openTrades[i].active && openTrades[i].ticket == ticket) { idx = i; break; }
-      }
+       }
-      if(idx < 0) return;
+       if(idx < 0) return;
 
-      TrackedTrade &t = openTrades[idx];
+       TrackedTrade *t = &openTrades[idx];
 
       // Calcola MAE/MFE finali
       if(t.isBuy) {
@@ -587,41 +587,41 @@ public:
       return -1;
    }
 
-   // Aggiorna MAE/MFE per tutti i trade aperti (chiamato ogni barra)
+// Aggiorna MAE/MFE per tutti i trade aperti (chiamato ogni barra)
-   void UpdateOpenTrades(double high, double low) {
+    void UpdateOpenTrades(double high, double low) {
-      for(int i=0; i<maxOpenTrades; i++) {
+       for(int i=0; i<maxOpenTrades; i++) {
-         if(!openTrades[i].active) continue;
+          if(!openTrades[i].active) continue;
-         TrackedTrade &t = openTrades[i];
+          TrackedTrade *t = &openTrades[i];
-         if(high > t.highestPrice) t.highestPrice = high;
+          if(high > t.highestPrice) t.highestPrice = high;
-         if(low  < t.lowestPrice)  t.lowestPrice  = low;
+          if(low  < t.lowestPrice)  t.lowestPrice  = low;
-         t.barsHeld++;
+          t.barsHeld++;
-      }
+       }
-   }
+    }
 
-   // Trailing stop: sposta SL dopo che il profitto supera la soglia
+    // Trailing stop: sposta SL dopo che il profitto supera la soglia
-   void TrailStops() {
+    void TrailStops() {
-      for(int i=0; i<maxOpenTrades; i++) {
+       for(int i=0; i<maxOpenTrades; i++) {
-         if(!openTrades[i].active) continue;
+          if(!openTrades[i].active) continue;
-         TrackedTrade &t = openTrades[i];
+          TrackedTrade *t = &openTrades[i];
 
-         double profitATR = t.isBuy
+          double profitATR = t.isBuy
-            ? (t.highestPrice - t.entryPrice) / t.entryATR
+             ? (t.highestPrice - t.entryPrice) / t.entryATR
-            : (t.entryPrice - t.lowestPrice) / t.entryATR;
+             : (t.entryPrice - t.lowestPrice) / t.entryATR;
 
-         double trigger = AdaptiveTrailTrigger();
+          double trigger = AdaptiveTrailTrigger();
-         if(profitATR > trigger) {
+          if(profitATR > trigger) {
-            double offset = AdaptiveTrailOffset();
+             double offset = AdaptiveTrailOffset();
-            double newSL;
+             double newSL;
-            if(t.isBuy) {
+             if(t.isBuy) {
-               newSL = t.highestPrice - offset * t.entryATR;
+                newSL = t.highestPrice - offset * t.entryATR;
-               if(newSL > t.slPrice) t.slPrice = newSL;
+                if(newSL > t.slPrice) t.slPrice = newSL;
-            } else {
+             } else {
-               newSL = t.lowestPrice + offset * t.entryATR;
+                newSL = t.lowestPrice + offset * t.entryATR;
-               if(newSL < t.slPrice) t.slPrice = newSL;
+                if(newSL < t.slPrice) t.slPrice = newSL;
-            }
+             }
-         }
+          }
-      }
+       }
-   }
+    }
 
    // Trade da chiudere per inversione di segnale (ritorna array di ticket)
    void GetTradesToClose(int &closeTickets[], double currentZ, double minZ) {
@@ -1253,7 +1253,7 @@ public:
         FileWriteString(fh, "CorrMinSamples," + (string)corrMinSamples + "\r\n");
         FileWriteString(fh, "WeightMin," + StringFormat("%.6f", weightMin) + "\r\n");
         FileWriteString(fh, "WeightAlpha," + StringFormat("%.6f", weightAlpha) + "\r\n");
-        double evtMaxAbsZ = EVT_MaxAbsZ(MathMax(agentCount * 2, 2));
+        double evtMaxAbsZ = EVT_MaxAbsZ();
         FileWriteString(fh, "EVT_MaxAbsZ," + StringFormat("%.4f", evtMaxAbsZ) + "\r\n");
         FileWriteString(fh, "\r\n");
 

MQL5/Experts/MultiAgentTest/MultiAgentTest.mq5

@@ -216,7 +216,6 @@ void PrintNeuralStats() {
    Print("  " + orchestrator.NeuralInfo());
    // Feature importanza approssimata: media |W1| per input
    if(orchestrator.IsNeuralReady()) {
-      string lines[8];
       // Non possiamo accedere direttamente ai pesi
       Print("  (vedi CSV per loss history e training samples)");
    }
@@ -349,7 +348,7 @@ void ManagePositions(const MarketData &data, const FinalSignal &fs) {
 
         // Solo il margine libero limita i trade
         double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
-        double marginReq = lot * SymbolInfoDouble(sym, SYMBOL_MARGIN_REQUIRED);
+        double marginReq = lot * SymbolInfoDouble(sym, SYMBOL_MARGIN_INITIAL);
         if(marginReq >= freeMargin && freeMargin > 0) {
            Print("Margine insufficiente: lot=", lot, " free=", freeMargin, " req=", marginReq);
            return;  // Skip — solo il margine blocca i trade