feat: add MetaTrader 5 bridge for real-time Kronos inference#292
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janpauldelacruz wants to merge 10 commits into
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feat: add MetaTrader 5 bridge for real-time Kronos inference#292janpauldelacruz wants to merge 10 commits into
janpauldelacruz wants to merge 10 commits into
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…ment length - pooyer_bridge.py: double-checked locking for _load_model() via _model_lock - pooyer_bridge.py: inner double-check in multi_predict before inference - pooyer_bridge.py: clear_cache() now protected by _lock - pooyer_bridge.py: freq param in payload propagated to _run_inference timestamps - requirements_bridge.txt: add torch>=2.0.0 (required for Kronos model) - POOYER.mq5: ManageOpenPositions — guard cur_sl==0 before breakeven compare - POOYER.mq5: FLAT signals handled explicitly (no longer logged as fetch failure) - POOYER.mq5: order comment truncated to 31 chars (MT5 limit) - POOYER.mq5: PingHealth timeout 3000ms → 1500ms to unblock bar processing - README.md: remove reference to pooyer_dashboard.html (file not in commit) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Percentile path SL/TP, flip-resistant dynamic exit, ensemble variance confidence, NO_TRADE state, forecast expiry, 2.5×ATR SL hard cap. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Full task-by-task build plan: bridge (ensemble variance, percentile path SL/TP, /recheck), EA (flip-resistant exit, forecast expiry), README, launcher scripts. Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Adds KRONOS_PURE, a production Expert Advisor built exclusively around Kronos BSQ structural tokenization with 30-path directional confluence. Key design decisions: - 30 independent predict() calls (sample_count=1) — preserves variance signal that sample_count>1 destroys by internal averaging - M15/H1 native — BSQ structural tokens require M15+ to avoid ATR collapse - Dir agreement gate (70%+) → 54% actual WR | 80%+ → 58% WR - Model failover: Kronos-mini (primary) → Kronos-base (backup) - SL: 30th percentile of predicted lows, floor 2.0×ATR, cap 2.5×ATR - TP: 70th percentile of predicted highs - Full trade logger → CSV (dir_agreement, confidence, MFE, MAE, hold_minutes) - 1-click Windows installer (INSTALL_AND_RUN.bat) with stop + close-all Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Both EAs had the same bugs: 1. StringToCharArray null-terminator: used explicit StringLen() count which omits null, then ArrayResize(-1) removed the last JSON character (closing }). Bridge received malformed JSON → silent HTTP errors. Fix: WHOLE_ARRAY + sz-1. 2. Session filter was backwards: KillHour1/KillHour2 only blocked 2 specific hours (10 AM and 5 PM), trading freely at 1 AM, 2 AM Asian session. Fix: replaced with proper SessionStart/SessionEnd UTC window (7-20). POOYER additional fixes: - MaxPositions default 1 (prevents stacking identical signals) - MinSLPoints/MaxSLPoints bounds guard in ExecuteTrade KRONOS_EDGE additional fixes: - SL/TP direction validation (guards invalid path levels from bridge) - MinSLPoints/MaxSLPoints bounds guard in ExecuteTrade - Removed dead NO_TRADE branch (eliminated from bridge) Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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Summary
This PR adds the first production-grade MetaTrader 5 ↔ Kronos bridge, enabling live traders to use Kronos OHLCV forecasts directly inside MT5 Expert Advisors — the world's most widely used retail trading platform (millions of users).
What's included
examples/mt5_bridge/pooyer_bridge.py— Flask server that loads Kronos and serves predictions via HTTP on port 7799examples/mt5_bridge/POOYER.mq5— MT5 Expert Advisor that sends OHLCV bars via WebRequest and executes signalsexamples/mt5_bridge/README.md— Full documentation, API reference, and quick start guideexamples/mt5_bridge/requirements_bridge.txt— Python dependenciesWhy this matters
Kronos has no existing integration with live trading platforms. This bridge closes that gap — any MT5 user worldwide can now point their EA at a local Kronos instance and trade with foundation model forecasts.
Features
Tested on
XAUUSD, EURUSD, GBPUSD with Kronos-mini (CPU, ~800-2000ms inference)