RSI-Stoch-MA-EA/NNFeatures.mqh

//+------------------------------------------------------------------+
//|                                                    NNFeatures.mqh |
//|  Feature engineering for QuarterTheory NeuralNet integration      |
//+------------------------------------------------------------------+
#property strict
#include "Config.mqh"
#include "GlobalVariables.mqh"

// Clamp helper
double NN_Clamp(const double x, const double lo, const double hi)
{
   if(x < lo) return lo;
   if(x > hi) return hi;
   return x;
}

// Safe divide
double NN_SafeDiv(const double a, const double b, const double fallback=0.0)
{
   if(MathAbs(b) < 1e-9) return fallback;
   return a / b;
}

// Normalize distance by ATR (if ATR is 0, fallback)
double NN_DistByATR(const double price, const double level)
{
   double atr = (Current_ATR > 0.0 ? Current_ATR : 1.0);
   return NN_Clamp((price - level) / atr, -10.0, 10.0);
}

// Encode enums
double NN_EncodeBias(TREND_BIAS b)
{
   if(b == BIAS_BULL) return  1.0;
   if(b == BIAS_BEAR) return -1.0;
   return 0.0;
}

double NN_EncodeFamily(MODE_FAMILY f)
{
   if(f == FAMILY_TRENDING) return  1.0;
   if(f == FAMILY_CHOP)     return -1.0;
   if(f == FAMILY_RANGING)  return  0.0;
   return 0.0;
}

// ✅ Updated to match YOUR enum: WEAK / CONFIRMED / STRONG
double NN_EncodeStrength(TREND_STRENGTH s)
{
   if(s == STRENGTH_WEAK)      return 0.25;
   if(s == STRENGTH_CONFIRMED) return 0.55;
   if(s == STRENGTH_STRONG)    return 0.85;
   return 0.55;
}

// ✅ Optional but recommended: encode your PRICE_STATE into a compact signal
double NN_EncodePriceState(PRICE_STATE s)
{
   // continuation=+1, pullback/retrace=~0, reversal=-1, range/chop negative, unknown=0
   if(s == STATE_CONTINUATION)       return  1.0;
   if(s == STATE_PULLBACK)           return  0.2;
   if(s == STATE_DEEP_RETRACEMENT)   return  0.0;
   if(s == STATE_REVERSAL_ATTEMPT)   return -0.5;
   if(s == STATE_REVERSAL_CONFIRMED) return -1.0;

   if(s >= STATE_RANGE_MID_DRIFT && s <= STATE_RANGE_BREAK_CONFIRMED)
      return -0.25;

   if(s >= STATE_CHOP_NOISE && s <= STATE_CHOP_FAKEOUT_LOOP)
      return -0.50;

   return 0.0;
}

// Build features array. Returns number of features written.
int BuildNNFeatures(double &feat[])
{
   ArrayResize(feat, 0);

   // --- Get bid/ask safely ---
   MqlTick t;
   if(!SymbolInfoTick(_Symbol, t))
      return 0;

   const double bid = t.bid;
   const double ask = t.ask;
   const double mid = (bid + ask) * 0.5;
   const double spreadPts = (ask - bid) / _Point;

   // --- Core market/context ---
   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_Clamp(spreadPts / 50.0, 0.0, 5.0); // scaled spread

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_Clamp(Current_ATR / (_Point * 1000.0), 0.0, 20.0);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_Clamp(Current_ADX / 100.0, 0.0, 1.0);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_EncodeBias(Current_Bias);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_EncodeFamily(Current_Family);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_EncodeStrength(Current_Strength);

   // ✅ price state
   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_EncodePriceState(Current_State);

   // --- Stochastic ---
   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_Clamp(Stoch_K_Current / 100.0, 0.0, 1.0);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_Clamp(Stoch_D_Current / 100.0, 0.0, 1.0);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_Clamp((Stoch_K_Current - Stoch_K_Previous) / 10.0, -5.0, 5.0);

   // --- MA distances (7,14,21,50,140,230,500,1220) ---
   // Assumes your Indicators.mqh maps these into MA_Current[0..7]
   int maCount = MathMin(8, ArraySize(MA_Current));
   for(int i=0; i<maCount; i++)
   {
      ArrayResize(feat, ArraySize(feat)+1);
      feat[ArraySize(feat)-1] = NN_DistByATR(mid, MA_Current[i]);
   }

   // MA stack alignment: +1 fully above, -1 fully below
   int above=0, below=0;
   for(int i=0; i<maCount; i++)
   {
      if(mid > MA_Current[i]) above++;
      if(mid < MA_Current[i]) below++;
   }
   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_SafeDiv((double)(above - below), (double)maCount, 0.0);

   // --- MFIB distances ---
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = NN_DistByATR(mid, MFIB_Level_236);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = NN_DistByATR(mid, MFIB_Level_382);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = NN_DistByATR(mid, MFIB_Level_050);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = NN_DistByATR(mid, MFIB_Level_618);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = NN_DistByATR(mid, MFIB_Level_786);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_EncodeBias(MFIB_Bias);

   // --- Key flags ---
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = (MFIB_Reject_Warning ? 1.0 : 0.0);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = (MFIB_Reclaim_Warning ? 1.0 : 0.0);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = (MA_Reclaim_Warning ? 1.0 : 0.0);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = (MA_Reject_Warning ? 1.0 : 0.0);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = (Pullback_Warning ? 1.0 : 0.0);
   ArrayResize(feat, ArraySize(feat)+1); feat[ArraySize(feat)-1] = (Retracement_Warning ? 1.0 : 0.0);

   ArrayResize(feat, ArraySize(feat)+1);
   feat[ArraySize(feat)-1] = NN_Clamp((double)Praise_Count / 8.0, 0.0, 1.0);

   return ArraySize(feat);
}