RSI-Stoch-MA-EA/NNDataLogger.mqh

//+------------------------------------------------------------------+
//|                                                   NNDataLogger.mqh|
//|  Logs training samples ONLY when SignalCluster is trade-ready     |
//+------------------------------------------------------------------+
#property strict
#include <Files\File.mqh>
#include "NNFeatures.mqh"

// ===================== INPUTS ======================
input bool   NN_LogData                 = true;
input string NN_LogFileName             = "nn_dataset_signalready.csv";
input int    NN_LabelLookaheadBars      = 180;    // lookahead window for label
input int    NN_MinSecondsBetweenLogs   = 10;     // avoid spam

// SL/TP mapping (points) — match your bot defaults
input double NN_Cont_SL_Points          = 150;
input double NN_Cont_TP_Points          = 4000;

input double NN_Counter_SL_Points       = 50;
input double NN_Counter_TP_Points       = 3000;

// Optional: only log if conflict <= this (extra safety gate)
input double NN_MaxConflictToLog        = 40.0;

// ===================== INTERNAL ======================
datetime g_nn_last_log_time = 0;

// Conservative “first hit” label using OHLC of future bars.
// If both TP and SL occur in same bar -> SL wins (tp_first=0).
int NN_LabelTPBeforeSL(bool is_buy, double entry, double tp_pts, double sl_pts, int lookaheadBars)
{
   double tp = is_buy ? (entry + tp_pts * _Point) : (entry - tp_pts * _Point);
   double sl = is_buy ? (entry - sl_pts * _Point) : (entry + sl_pts * _Point);

   for(int i=1; i<=lookaheadBars; i++)
   {
      double hi = iHigh(_Symbol, PERIOD_CURRENT, i);
      double lo = iLow(_Symbol, PERIOD_CURRENT, i);

      bool hitTP = false, hitSL = false;

      if(is_buy)
      {
         if(hi >= tp) hitTP = true;
         if(lo <= sl) hitSL = true;
      }
      else
      {
         if(lo <= tp) hitTP = true;   // TP is below entry for sell
         if(hi >= sl) hitSL = true;   // SL is above entry for sell
      }

      // Conservative tie-break: SL wins
      if(hitSL) return 0;
      if(hitTP) return 1;
   }
   return 0; // no TP within window => treat as fail
}

// Public function: call this ONLY when your cluster is trade-ready.
void NN_LogSignalReadySample(
   bool is_buy,
   int  category,              // 0 continuation, 1 counter (use your TRADE_CATEGORY)
   double cluster_strength,     // 0..100 if you have it
   double conflict_score        // 0..100 if you have it
)
{
   if(!NN_LogData) return;

   datetime now = TimeCurrent();
   if(g_nn_last_log_time > 0 && (now - g_nn_last_log_time) < NN_MinSecondsBetweenLogs)
      return;

   if(conflict_score > NN_MaxConflictToLog)
      return;

   // Feature vector from your existing globals (Indicators/Warn/Praise/State)
   double feat[];
   int n = BuildNNFeatures(feat);
   if(n <= 0) return;

   // Use current open price (you can change to bid/ask if you prefer)
   double entry = iOpen(_Symbol, PERIOD_CURRENT, 0);

   // Pick SL/TP based on category
   double sl_pts = (category == 0 ? NN_Cont_SL_Points : NN_Counter_SL_Points);
   double tp_pts = (category == 0 ? NN_Cont_TP_Points : NN_Counter_TP_Points);

   int tp_first = NN_LabelTPBeforeSL(is_buy, entry, tp_pts, sl_pts, NN_LabelLookaheadBars);

   // Write CSV row
   int h = FileOpen(NN_LogFileName, FILE_READ|FILE_WRITE|FILE_CSV|FILE_ANSI);
   if(h == INVALID_HANDLE) return;

   FileSeek(h, 0, SEEK_END);

   // Header
   if(FileSize(h) == 0)
   {
      FileWrite(h,
         "time","symbol","tf",
         "is_buy","category",
         "cluster_strength","conflict_score",
         "entry","tp_points","sl_points",
         "tp_first",
         "n_features","features_json"
      );
   }

   // Serialize features
   string fjson = "[";
   for(int k=0; k<n; k++)
   {
      fjson += DoubleToString(feat[k], 8);
      if(k < n-1) fjson += ",";
   }
   fjson += "]";

   FileWrite(h,
      (string)iTime(_Symbol, PERIOD_CURRENT, 0),
      _Symbol,
      (string)Period(),
      (is_buy ? 1 : 0),
      category,
      DoubleToString(cluster_strength, 2),
      DoubleToString(conflict_score, 2),
      DoubleToString(entry, _Digits),
      DoubleToString(tp_pts, 1),
      DoubleToString(sl_pts, 1),
      tp_first,
      n,
      fjson
   );

   FileClose(h);
   g_nn_last_log_time = now;
}