Warrior_EA/Signals/SignalPAI.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                       Warrior_EA |
//|                                                     AnimateDread |
//|                                                                  |
//+------------------------------------------------------------------+
#include "..\Expert\ExpertSignalAIBase.mqh"
// wizard description start
//+------------------------------------------------------------------+
//| Description of the class                                         |
//| Title=Signals of indicator 'Perceptron AI'                       |
//| Type=SignalAdvanced                                              |
//| Name=Perceptron AI                                               |
//| ShortName=PAI                                                    |
//| Class=CSignalPAI                                                 |
//| Page=signal_pai                                                  |
//+------------------------------------------------------------------+
// wizard description end
//+------------------------------------------------------------------+
//| Class CSignalPAI.                                                |
//| Purpose: Class of generator of trade signals based on            |
//|          the 'Perceptron AI' indicator.                          |
//| Is derived from the CExpertSignalCustom class.                   |
//+------------------------------------------------------------------+
class CSignalPAI : public CExpertSignalAIBase
  {
protected:
   //--- "weights" of market models (0-100)
   int               m_pattern_0;
public:
                     CSignalPAI(void);
                    ~CSignalPAI(void);
   //--- methods of adjusting "weights" of market models
   void              Pattern_0(int value) { m_pattern_0 = value; }
   void              ApplyPatternWeight(int patternNumber, int weight);
   //--- method of creating the indicator and timeseries
   virtual bool      InitIndicators(CIndicators *indicators);
   //--- methods of checking if the market models are formed
   virtual int       LongCondition(void);
   virtual int       ShortCondition(void);
   //--- event handler
   virtual void                OnTickHandler(void);
   virtual void                OnChartEventHandler(const int id,
         const long &lparam,
         const double &dparam,
         const string &sparam);
  };
//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CSignalPAI::CSignalPAI(void)
   :
   m_pattern_0(10)
  {
   ID = "Perceptron";
   m_id = "PAI";
   m_folderPath = eaName + "\\" + "Neural Networks" + "\\" + "State" + "\\" + m_id + "\\";
   m_fileName = m_folderPath + _Symbol + "_" + IntegerToString(_Period);
   m_pattern_count = 1;
  }
//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CSignalPAI::~CSignalPAI(void)
  {
   if(CheckPointer(Net) != POINTER_INVALID)
      delete Net;
   if(CheckPointer(TempData) != POINTER_INVALID)
      delete TempData;
   if(ObjectFind(0, "PlayPauseButton") >= 0)
     {
      ObjectDelete(0, "PlayPauseButton");
     }
   PurgeChart();
  }
//+------------------------------------------------------------------+
//| Create indicators.                                               |
//+------------------------------------------------------------------+
bool CSignalPAI::InitIndicators(CIndicators *indicators)
  {
   if(m_isInitialized)
      return true; // Already initialized
   if(indicators == NULL)
      return false;
   if(!CExpertSignalCustom::InitIndicators(indicators))
      return false;
   if(!CExpertSignalAIBase::InitIndicators(indicators))
      return false;
   /*
   // Create a button on the top left corner of the chart
   // Define constants for colors
   color clrButtonBackground = clrSilver;  // Background color of the button
   color clrButtonText = clrBlack;         // Text color of the button
   color clrButtonBorder = clrBlack;       // Border color of the button
   long x = ChartGetInteger(0, CHART_WIDTH_IN_PIXELS) - 0;  // Adjust x position as needed
   int y = 290;  // Adjust y position as needed
   m_buttonHandle = ObjectCreate(0, "PlayPauseButton", OBJ_BUTTON, 0, 0, 0);
   ObjectSetInteger(0, "PlayPauseButton", OBJPROP_XDISTANCE, x);
   ObjectSetInteger(0, "PlayPauseButton", OBJPROP_YDISTANCE, y);
   ObjectSetInteger(0, "PlayPauseButton", OBJPROP_CORNER, 2);
   ObjectSetString(0, "PlayPauseButton", OBJPROP_TEXT, "Pause");
   ObjectSetInteger(0, "PlayPauseButton", OBJPROP_FONTSIZE, 12);
   ObjectSetInteger(0, "PlayPauseButton", OBJPROP_COLOR, clrButtonBackground);
   ObjectSetInteger(0, "PlayPauseButton", OBJPROP_BORDER_COLOR, clrButtonBorder);
   ObjectSetInteger(0, "PlayPauseButton", OBJPROP_BORDER_TYPE, BORDER_FLAT);*/
   Net = new CNet(NULL);
   if(CheckPointer(Net) == POINTER_INVALID)
      return false;
   m_fileName += "_" + DoubleToString(MathRound(m_outputNeuronsCount)) + "_" + DoubleToString(MathRound(m_optimizationAlgo));
   if(trainingMode && FileIsExist(m_fileName + ".nnw", FILE_COMMON))
     {
      int attempts = 0;
      while(attempts < 5)
        {
         if(FileDelete(m_fileName + ".nnw", FILE_COMMON) && FileDelete(m_fileName + ".cfg", FILE_COMMON))
           {
            return true;
           }
         if(GetLastError() != 5002) // If the error is not because the file does not exist
           {
            Print(__FUNCTION__ + ": Retry " + IntegerToString(attempts + 1) + " failed to delete file: " + m_fileName);
           }
         else
           {
            ResetLastError(); // Reset the error code
           }
         Sleep(1000);
         attempts++;
        }
      if(GetLastError() != 5002) // If the error is not because the file does not exist
        {
         Print(__FUNCTION__ + ": Failed to delete file after retries: " + m_fileName + ".nnw");
        }
      return false;
     }
   if(!LoadAndCompareTopologyConfiguration(m_fileName, m_initialNeuronsCount, m_hiddenLayersCount, m_neuronsReduction, m_minNeuronsCount, m_optimizationAlgo, m_historyBars, m_outputNeuronsCount, m_neuronsCount, m_studyPeriod, m_minTrainYear, m_isInitialized, m_stopTrainWR, m_fractalPeriods))
     {
      SaveTopologyConfiguration(m_fileName, m_initialNeuronsCount, m_hiddenLayersCount, m_neuronsReduction, m_minNeuronsCount, m_optimizationAlgo, m_historyBars, m_outputNeuronsCount, m_neuronsCount, m_studyPeriod, m_minTrainYear, m_isInitialized, m_stopTrainWR, m_fractalPeriods);
     }
   if(!Net.Load(m_fileName + ".nnw", dError, dUndefine, dForecast, dtStudied, true))
     {
      int error_code = GetLastError();
      if(error_code != 5004)
        {
         printf("%s -> Error loading previous network %s error code : %d", __FUNCTION__, m_fileName, error_code);
         ResetLastError();
        }
      CArrayObj *Topology = new CArrayObj();
      if(CheckPointer(Topology) == POINTER_INVALID)
         return false;
      // Input Layer
      CLayerDescription *desc = new CLayerDescription();
      if(CheckPointer(desc) == POINTER_INVALID)
         return false;
      desc.count = (int)m_historyBars * m_neuronsCount;
      desc.type = defNeuron;
      desc.activation = NONE;
      desc.optimization = (m_optimizationAlgo == 0) ? SGD : ADAM;
      if(!Topology.Add(desc))
        {
         delete Topology;
         return false;
        }
      // Hidden Layers with Batch Normalization
      int n = m_initialNeuronsCount;
      bool result = true;
      for(int i = 0; (i < m_hiddenLayersCount && result); i++)
        {
         // Fully Connected Layer
         desc = new CLayerDescription();
         if(CheckPointer(desc) == POINTER_INVALID)
            return false;
         desc.count = n;
         desc.type = defNeuron;
         desc.activation = TANH;
         desc.optimization = (m_optimizationAlgo == 0) ? SGD : ADAM;
         result = (Topology.Add(desc) && result);
         n = (int)MathMax(n * (m_neuronsReduction * 0.01), m_minNeuronsCount);
        }
      if(!result)
        {
         delete Topology;
         return false;
        }
      // Output Layer
      desc = new CLayerDescription();
      if(CheckPointer(desc) == POINTER_INVALID)
         return false;
      desc.count = m_outputNeuronsCount;
      desc.type = defNeuron;
      desc.activation = TANH;
      desc.optimization = (m_optimizationAlgo == 0) ? SGD : ADAM;
      if(!Topology.Add(desc))
         return false;
      delete Net;
      Net = new CNet(Topology);
      delete Topology;
      if(CheckPointer(Net) == POINTER_INVALID)
         return false;
     }
   TempData = new CArrayDouble();
   if(CheckPointer(TempData) == POINTER_INVALID)
      return false;
   bEventStudy = EventChartCustom(ChartID(), 1, (long)MathMax(0, MathMin(iTime(_Symbol, PERIOD_CURRENT, (int)(100 * Net.recentAverageSmoothingFactor * (dForecast >= m_stopTrainWR ? 1 : 10))), dtStudied)), 0, "Init");
   m_isInitialized = true;
   return true;
  }
//+------------------------------------------------------------------+
//| OnTick function                                                  |
//+------------------------------------------------------------------+
void CSignalPAI::OnTickHandler()
  {
   if(!bEventStudy && (dPrevSignal == -2 || dtStudied < SeriesInfoInteger(m_symbol.Name(), m_period, SERIES_LASTBAR_DATE)))
      bEventStudy = EventChartCustom(ChartID(), 1, (long)MathMax(0, MathMin(iTime(m_symbol.Name(), PERIOD_CURRENT, (int)(100 * Net.recentAverageSmoothingFactor * (dForecast >= m_stopTrainWR ? 1 : 10))), dtStudied)), 0, "New Bar");
   Comment(StringFormat("Event call %s; PrevSignal %.5f; Model trained %s -> %s", (string)bEventStudy, dPrevSignal, TimeToString(dtStudied), TimeToString(SeriesInfoInteger(m_symbol.Name(), PERIOD_CURRENT, SERIES_LASTBAR_DATE))));
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CSignalPAI::OnChartEventHandler(const int id,
                                     const long & lparam,
                                     const double & dparam,
                                     const string & sparam)
  {
   /*
    if(id == CHARTEVENT_OBJECT_CLICK && lparam == m_buttonHandle)
      {
       m_isPlaying = !m_isPlaying;
       if(m_isPlaying)
         {
          ObjectSetString(0, "PlayPauseButton", OBJPROP_TEXT, "Pause");
         }
       else
         {
          ObjectSetString(0, "PlayPauseButton", OBJPROP_TEXT, "Play");
         }
      }*/
   if(id == 1001)
     {
      Train(lparam);
      bEventStudy = false;
      OnTickHandler();
     }
  }
//+------------------------------------------------------------------+
//| "Voting" that price will grow.                                   |
//+------------------------------------------------------------------+
int CSignalPAI::LongCondition(void)
  {
   int result = 0;
   if(DoubleToSignal(dPrevSignal) == Buy)
     {
      result = m_pattern_0;
      m_active_pattern = "Pattern_0";
      m_active_direction = "Buy";
     }
//--- return the result
   return(result);
  }
//+------------------------------------------------------------------+
//| "Voting" that price will fall.                                   |
//+------------------------------------------------------------------+
int CSignalPAI::ShortCondition(void)
  {
   int result = 0;
   if(DoubleToSignal(dPrevSignal) == Sell)
     {
      result = m_pattern_0;
      m_active_pattern = "Pattern_0";
      m_active_direction = "Sell";
     }
// Return the result
   return result;
  }
//+------------------------------------------------------------------+
//| Set the specified pattern's weight to the specified value        |
//+------------------------------------------------------------------+
void CSignalPAI::ApplyPatternWeight(int patternNumber, int weight)
  {
   switch(patternNumber)
     {
      default:
         break;
      case 0:
         Pattern_0(weight);
         break;
     }
  }
//+------------------------------------------------------------------+