# Kimi Code CLI — Analysis 1: Recent Changes & Vault Synthesis
**Date**: 2026-05-12
**Scope**: Uncommitted changes since last git commit (2026-03-30) + conversation history + audit files
**Confidence**: 85% (will be refined in Analysis 2)

---

## 1. Executive Summary

The repository contains **massive uncommitted evolution** across both primary EAs and their preset files. The last git commit was 2026-03-30 (n8n/SSH workflow infrastructure). Since then, ~6+ weeks of trading system development exists only in the working tree. This represents significant risk: no version control, no rollback capability, and mixed fix states.

**Key Evolution**:
- `MultiSignal_Confluence_EA.mq5`: v1.16 → v1.20 (per-EA realized P&L tracking, weekly drawdown, warmup, pivot cache, state persistence)
- `OrdersEA_Smart_Grid.mq5`: v3.1 → v4.1 (massive architectural rewrite: adaptive filters, session filter, breakeven, correlation caps, range drift, state persistence, edge cleanup)
- Presets: `GetOut=Y` emergency shutdown bug FIXED in working tree (was critical per Apr 23 audit). ADXMax relaxed from 18-25 → 40 on most grid presets. Lots standardized to 0.03.

---

## 2. MultiSignal_Confluence_EA.mq5 (v1.20) — Detailed Changes

### 2.1 New Inputs Added
| Input | Default | Purpose |
|-------|---------|---------|
| `InpWarmupBars` | 20 | Bars required before filters activate (prevents early-bar noise) |
| `InpPivotThresholdPoints` | 100 | Proximity threshold in POINTS for "near pivot" detection |
| `InpRangingATRFactor` | 0.3 | Ranging "near pivot" = ATR × factor |
| `InpMaxWeeklyDrawdown` | 10.0 | Weekly drawdown cap per-EA |

### 2.2 Architecture Improvements
- **Per-EA realized P&L tracking**: `SumRealizedPnLSince()` scans `HistorySelect()` filtered by `DEAL_MAGIC` + `DEAL_SYMBOL`. This is a genuine improvement over whole-account equity snapshots.
- **State persistence**: `GlobalVariableSet/Get` for `dailyStartEquity`, `lastEquityReset`, `weeklyStartEquity`, `lastWeeklyReset`. Survives EA restart.
- **Warm-up guard**: `IsWarmedUp()` requires `InpWarmupBars` bars + one full bar period since init. Prevents indicator-initialization gaps.
- **Pivot cache**: Daily pivot values cached to avoid recalc every tick.
- **Market filling helper**: `GetMarketFilling()` probes `SYMBOL_FILLING_MODE` per symbol, using IOC→FOK→RETURN fallback.
- **Structured logging**: `LogS()` prefixes every message with `[_Symbol:MagicNumber]`.

### 2.3 Drawdown Logic — PARTIALLY FIXED (Critical Finding)
```cpp
// DAILY RESET — still uses WHOLE-ACCOUNT EQUITY
dailyStartEquity = AccountInfoDouble(ACCOUNT_EQUITY);

// CHECK — uses PER-EA P&L
double dailyPnL = GetRealizedPnLToday() + floating;
```
**Problem**: The baseline is whole-account, but the measured P&L is per-EA. This is the "shared drawdown budget" contamination identified in 2026-04-03 conversation history. If Grid EA drops account equity by $4,000 overnight, Confluence EA’s 5% limit shrinks from $5,000 → $4,750. If both EAs run together, Confluence gets penalized for Grid’s losses.

**Severity**: HIGH. Not fully fixed despite explicit intent.

### 2.4 Preset Changes (confluence-*.set)
- `InpRiskPercent`: 1.0% → 1.5% (aggression increased)
- `InpMaxDailyDrawdown`: 3.0% → 5.0% (relaxed)
- `InpMaxWeeklyDrawdown`: 10.0% added
- `InpMinATRPercent`: normalized per pair (EURUSD 0.3%, GBPJPY 0.5%, XAUUSD 0.7%, etc.)
- `InpMinADX`: 18.0–22.0 range (was 20–28)
- `InpWeekendCloseHour`: varies by pair (EURUSD 14:00, others mostly 17:00)
- `InpDebugMode`: true across all presets

**Context**: The Apr 7 diagnosis found ATR thresholds at 0.8% blocked ALL trades silently. The presets were corrected in this working tree.

---

## 3. OrdersEA_Smart_Grid.mq5 (v4.1) — Detailed Changes

### 3.1 Major New Features
| Feature | Description | Risk Level |
|---------|-------------|------------|
| Adaptive Filters | Relax ADX/lot size after `InpRelaxFilterAfterDays` of no trade | Medium |
| Adaptive Entry | Auto-scale grid spacing from ATR (`InpEntryATRFactor`) | Medium |
| Spread Filter | `InpMaxSpreadPoints` — blocks grid placement if spread too wide | Low |
| Stop Loss Toggle | `InpUseStopLoss` — opt-in SL (default false = original behavior) | High if enabled |
| Session Filter | `InpUseSessionFilter` — restrict trading to Asia hours (default false) | Low |
| Breakeven | Move remaining SLs to entry + buffer after first TP hits | Medium |
| Correlation Cap | `InpMaxLongSymbols` / `InpMaxShortSymbols` — limit cross-symbol exposure | Low |
| Range Drift | `InpRangeDriftEnable` — re-center grid when mid drifts N points | Medium |
| Profit Protection | `InpStopAfterProfit` — stop new grids after profitable cycle | Low |
| Cycle Report | Notification on cycle end | Low |
| Master One-Shot | `masterShutdownDone` prevents repeated master shutdown | Low |
| Edge Cleanup (v5.0) | Close wrong-side positions when price exits grid bounds | High if wrong |
| State Persistence | GlobalVariables for grid state, drawdown baselines, cycle data | Low |

### 3.2 Drawdown Logic — SAME CONTAMINATION BUG AS CONFLUENCE
```cpp
// Grid EA also resets from whole-account equity
dailyStartEquity = AccountInfoDouble(ACCOUNT_EQUITY);
// But measures P&L per-EA via realized + floating
```
**Same shared-drawdown-budget problem.** The April 23 audit explicitly called this out. It is NOT fixed in the working tree.

### 3.3 Preset Evolution
- `GetOut=Y` → `GetOut=N` on: GBPJPY, GBPUSD, USDJPY, XAUUSD. **This was a critical fix.**
- `Lots`: 0.01 → 0.03 on most presets (3× position size increase)
- `ADXMax`: relaxed to 40 on most (was very strict 18–24; this addresses Apr 13 "filters too strict" complaint)
- `RSILower/Upper`: widened to 20/80 on most (was 25–35 / 65–75)
- `InpMaxDailyDrawdown`: standardized to 5.0%
- `InpMaxWeeklyDrawdown`: 10.0% added

### 3.4 Unresolved Issues from April 23 Audit
1. **Older presets still missing v4.1 safety controls**: `grid-eurusd`, `grid-audusd`, `grid-usdcad`, `grid-usdchf`, `grid-nzdusd`, `grid-eurjpy` do not define `InpUseSessionFilter`, `InpMaxSpreadPoints`, `InpUseBreakeven`, correlation caps, adaptive settings, or range drift. They fall back to source defaults.
2. **Same-side pending cancellation**: When a BUY fills, remaining BUY_LIMITs are deleted. This may be intentional "one-fill-per-side" risk reduction, but contradicts the "multi-level averaging grid" expectation. Comments and behavior remain misaligned.
3. **Breakeven implementation**: Sets SL to `open - buffer` (BUY) or `open + buffer` (SELL). This parks the stop on the loss side of entry, NOT at true breakeven or profit-lock. The Apr 23 review noted this.
4. **Cycle P&L contamination**: `cycleStartEquity` captured from whole-account equity. If Confluence EA has floating P&L, Grid EA’s cycle profit/stop logic is contaminated.

---

## 4. Vault Notes Integration

### Conversation History Timeline
| Date | Key Finding | Current Status |
|------|-------------|----------------|
| Mar 21 | Stop-loss cross-symbol bug fixed (v1.11) | ✅ Still in place |
| Mar 30 | Weekend gap + short signal fixes (v1.14/v3.1) | ✅ Evolved further |
| Apr 1 | Grid clustering bug fixed, .set param names fixed | ✅ Clustering fix still present |
| Apr 3 | Grid EA caused ~$60K loss; equity at 47% | ⚠️ Risk controls added but contamination persists |
| Apr 5 | Grid EA shut down to free shared drawdown budget | ✅ Grid later re-enabled with fixes |
| Apr 7 | ATR thresholds 0.8% blocked ALL trades silently | ✅ Fixed in presets (now 0.3–0.7%) |
| Apr 13 | Grid filters too strict; user frustration | ✅ ADXMax relaxed to 40, RSI widened |
| Apr 23 | `GetOut=Y` preset bug, equity contamination, breakeven flaws | ⚠️ `GetOut` fixed; contamination & breakeven NOT fixed |

### Audit Files Status
- `2026-04-23 OrdersEA Smart Grid - Fix Checklist.md`: 15 items. Most code-fix items remain unchecked in working tree.
- `2026-04-23 OrdersEA Smart Grid - Preset Mismatch Audit.md`: Preset values updated but structural mismatch (missing v4.1 controls) remains.
- `2026-04-23 OrdersEA Smart Grid - Read-Only Code Review.md`: 6 findings. Only 1 (`GetOut=Y`) clearly fixed.

---

## 5. Cross-Cutting Risks

### 5.1 Version Control Risk (CRITICAL)
~1,900 lines of diff across 57 files exist ONLY in the working tree. If the server crashes or files are overwritten, weeks of development vanish. This includes:
- The `GetOut=Y` fix
- The ATR threshold fix
- The ADX relaxation
- The per-EA realized P&L tracking
- The v4.1 architecture rewrite

**Recommendation**: `git add` + `git commit` immediately after review.

### 5.2 Compounding Risk from 3× Lot Increase
Grid presets moved from 0.01 → 0.03 lots. With `MaxLevels=5` and potential multi-chart deployment, total grid exposure could be significant. The daily drawdown was also relaxed (3% → 5%). This is a more aggressive risk posture.

### 5.3 Silent Failure Path Still Exists
Both EAs have `InpDebugMode=true` in presets currently. If a future session turns this off, filter blocks become silent again (the Apr 7 root cause). The code structure still gates filter-block prints behind `if(InpDebugMode)`.

### 5.4 State Persistence Conflicts
Both EAs use `GlobalVariableSet` with keys like `"Confluence_" + MagicNumber + "_" + Symbol + "_dailyStartEquity"`. If two EAs accidentally share a MagicNumber, state collides. The keys are sufficiently namespaced but rely on MagicNumber uniqueness per symbol.

---

## 6. Immediate Action Items (Ranked)

| Priority | Action | Rationale |
|----------|--------|-----------|
| 🔴 P0 | `git commit` all working tree changes | Prevent data loss |
| 🔴 P0 | Fix shared drawdown budget contamination in BOTH EAs | Root cause of Apr 3 crisis |
| 🟡 P1 | Normalize all older grid presets with explicit v4.1 controls | Prevent silent fallback to risky defaults |
| 🟡 P1 | Clarify grid strategy intent: true multi-level vs one-fill-per-side | Align code, comments, and presets |
| 🟡 P1 | Fix breakeven to actually lock at breakeven or profit, not loss-side | Current implementation misleading |
| 🟢 P2 | Add per-ticket retry backoff to `PositionModify()` | Prevent log floods |
| 🟢 P2 | Fix adaptive relaxation for never-traded symbols | `lastTradePlacedTime == 0` blocks relaxation |
| 🟢 P2 | Add `InpDebugMode` safety check — ensure critical warnings bypass debug flag | Prevent future silent failures |

---

## 7. Confidence Assessment

| Area | Confidence | Gap |
|------|------------|-----|
| Code change inventory | 95% | Large diff fully reviewed |
| Vault note synthesis | 90% | All conversation history + audit files read |
| Root cause identification | 85% | Shared drawdown confirmed; breakeven logic understood |
| Fix completeness assessment | 80% | Cannot guarantee all edge cases without compilation + backtest |
| Live MT5 state | 60% | No live log access in this session; assuming presets match repo |

**Overall Confidence: 85%** — Analysis 2 will apply first-principles reasoning to push above 90%.