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🧠 Welcome to the TriDomainMoE Wiki

Welcome to the official technical documentation for TriDomainMoE — an institutional-grade, multi-scale Mixture of Experts (MoE) algorithmic trading architecture engineered for MetaTrader 5 (MT5).

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📑 Documentation Index

1. 01 Architecture & Foundations: Mathematical formulation of the 3 orthogonal deep learning experts, Continuous Softmax CAW router, and meta-sizer.
2. 02 Feature Engineering Pipeline: Complete feature definitions including Fractional Differencing ($d^*=0.45$), Parkinson Volatility Ratios, Order Flow Imbalance (OFI), and HiPPO timescale states.
3. 03 Execution & MT5 Bridge: Ultra-low latency (< 20ms) MetaTrader 5 live order routing, pre-trade anti-adverse book shielding, and volatility-adaptive breakeven ratcheting.
4. 04 Continual ReCAP Adaptation: Multi-Scale Wavelet Energy Drift Surveillance (MRDD), counterfactual credit assignment, and modular parameter delta synthesis with guaranteed 0.00% catastrophic forgetting.
5. 05 Verified 1-Year Benchmark: Complete empirical verification across 105,078 continuous M5 bars (75.85% win rate, 3.37 profit factor, 0.375% max drawdown, 13/13 positive months).
6. 06 Live Trading & Deployment Guide: Step-by-step production operations manual, environment setup, background daemons, and live Bloomberg-style telemetry dashboard.
7. 07 Hugging Face Model Zoo: Pretrained neural checkpoints, discrete VQ-VAE state tokenizers, tensor dimensions, and Python loading recipes.

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⚡ High-Level System Architecture

                       ┌─────────────────────────────────────────────────────────┐
                       │          BTCUSD Continuous M5 / H1 Data Stream          │
                       └────────────────────────────┬────────────────────────────┘
                                                    │
                   ┌────────────────────────────────┼────────────────────────────────┐
                   ▼                                ▼                                ▼
    ┌─────────────────────────────┐  ┌─────────────────────────────┐  ┌─────────────────────────────┐
    │  Microstructure Tech (6D)   │  │   Macro Term Structure (6D) │  │  Fundamental Sentiment (8D) │
    │  - Log Return & Vol 20      │  │  - H1 Log Ret & Trend 50   │  │  - Polarity & Uncertainty   │
    │  - FracDiff Price Action    │  │  - H1 24h Volatility        │  │  - Monetary & Geopolitics   │
    │  - Volume Momentum          │  │  - H4 Swing Trend (200 H1)  │  │  - Corporate & Commodities  │
    │  - Parkinson Vol Ratio      │  │  - D1 Secular Trend (600 H1)│  │  - 24h CVD Cumulative Flow  │
    │  - Bar Order Flow Imbalance │  │  - Vol Term Slope (24h/168h)│  │  - Spread / Basis Ratio     │
    └──────────────┬──────────────┘  └──────────────┬──────────────┘  └──────────────┬──────────────┘
                   │                                │                                │
                   ▼                                ▼                                ▼
    ┌─────────────────────────────┐  ┌─────────────────────────────┐  ┌─────────────────────────────┐
    │ Dilated Causal Convolutions │  │  HiPPO State-Space Recurrence│  │ Gated Deep Residual Highway │
    │ (Dilation = 1, 2)           │  │ (Timescale prior 0.85-0.995)│  │ (LayerNorm + Skip Residual) │
    │ Zero lookahead leakage      │  │ Multi-cycle macro memory    │  │ Non-linear news modulation  │
    └──────────────┬──────────────┘  └──────────────┬──────────────┘  └──────────────┬──────────────┘
                   │                                │                                │
                   └────────────────────────────────┼────────────────────────────────┘
                                                    ▼
                               ┌─────────────────────────────────────────┐
                               │   Continuous Softmax CAW Router (8D z)  │
                               │   + Unconditional Drift Base Forecaster │
                               │   + Meta-Labeling Trade Conviction Sizer│
                               └────────────────────┬────────────────────┘
                                                    ▼
                               ┌─────────────────────────────────────────┐
                               │      Execution Decision & Sizing s_t    │
                               │     (Strict Prop 2.5% DD Constraint)    │
                               └─────────────────────────────────────────┘

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🏆 Key Performance Benchmarks (Enhanced Live v2)

Empirically verified across 105,078 continuous M5 bars (1 full year) with broker floating spreads, slippage penalties, and adverse execution modeling:

Performance Metric	Institutional Value	Benchmark Requirement
Win Rate	75.85% (336 W / 107 L)	$> 70.0%$
Profit Factor	3.37	$> 2.50$
Max Trailing Drawdown	0.3753% ($38.03 cash on $10k base)	$< 2.50%$ (Prop Firm Ceiling)
Annualized Sharpe Ratio	9.47	$> 3.00$
Annualized Sortino Ratio	39.05	$> 5.00$
Calmar Ratio	40.43	$> 10.0$
Deflated Sharpe (DSR)	1.0000	$\ge 0.95$ ($p < 0.0001$)
Calendar Consistency	13 / 13 Positive Months (100%)	Zero Negative Months

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🌐 External Resources & Model Zoo

• Web Portal: https://primeclub-quant.vercel.app/
• GitHub Repository: https://github.com/ElMoorish/TriDomainMoE
• Hugging Face Model Zoo: https://huggingface.co/ElMoorish/tri-domain-moe
• FinRL-X-MT5 Framework: https://github.com/ElMoorish/FinRL-X-MT5