SimpleCandles/Optimization/CreateProject.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                CreateProject.mq5 |
//|                                 Copyright 2024-2025, Yuriy Bykov |
//|                            https://www.mql5.com/ru/users/antekov |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024-2025, Yuriy Bykov"
#property link      "https://www.mql5.com/ru/articles/17328"
#property description "!>25B=8: A>740QB ?@>5:B A MB0?0<8, @01>B0<8 8 7040G0<8 >?B8<870F88."

#property version "1.03"
#include "../Include/Adwizard/Optimization/OptimizationProject.mqh"

//+------------------------------------------------------------------+
//| E>4=K5 ?0@0<5B@K                                                |
//+------------------------------------------------------------------+
sinput group "::: 070 40==KE"
sinput string fileName_  = "article.17328.db.sqlite"; // - $09; 107K 40==KE >?B8<870F88

sinput group "::: 0@0<5B@K ?@>5:B0 - A=>2=K5"
sinput string  projectName_ = "SimpleCandles";        // - 0720=85
sinput string  projectVersion_ = "1.00";              // - 5@A8O
sinput string  symbols_ = "GBPUSD,EURUSD,EURGBP";     // - !8<2>;K
sinput string  timeframes_ = "H1,M30";                // - "09<D@59<K

sinput group "::: 0@0<5B@K ?@>5:B0 - =B5@20; >?B8<870F88"
sinput datetime fromDate_ = D'2022-09-01';             // - 0B0 =0G0;0
sinput datetime toDate_ = D'2023-01-01';               // - 0B0 >:>=G0=8O

sinput group "::: 0@0<5B@K ?@>5:B0 - !GQB"
sinput string   mainSymbol_ = "GBPUSD";                // - A=>2=>9 A8<2>;
sinput int      deposit_ = 10000;                      // - 0G0;L=K9 45?>78B

sinput group "::: -B0? 1. >8A:"
sinput string   stage1ExpertName_ = "Stage1.ex5";      // - !>25B=8: MB0?0
sinput string   stage1Criterions_ = "6,6,6";           // - @8B5@88 >?B8<870F88 4;O 7040G

sinput group "::: -B0? 2. @C??8@>2:0"
sinput string   stage2ExpertName_ = "Stage2.ex5";      // - !>25B=8: MB0?0
sinput string   stage2Criterion_  = "6";               // - @8B5@89 >?B8<870F88 4;O 7040G
//sinput bool     stage2UseClusters_= false;           // - A?>;L7>20BL :;0AB5@870F8N?
sinput double   stage2MinCustomOntester_ = 500;        // - 8=. 7=0G5=85 =>@<. ?@81K;8
sinput uint     stage2MinTrades_  = 20;                // - 8=. :>;-2> A45;>:
sinput double   stage2MinSharpeRatio_ = 0.7;           // - 8=. :>MDD. (0@?0
sinput uint     stage2Count_      = 8;                 // - >;-2> AB@0B5389 2 3@C??5 (1 - 16)

sinput group "::: -B0? 3. B>3"
sinput string   stage3ExpertName_ = "Stage3.ex5";      // - !>25B=8: MB0?0
sinput ulong    stage3Magic_      = 27183;             // - Magic
sinput bool     stage3Tester_     = true;              // - ;O B5AB5@0?


class COptimizationProject;

// (01;>= ?0@0<5B@>2 >?B8<870F88 =0 ?5@2>< MB0?5
string paramsTemplate1(COptimizationProject *p) {
   string params = StringFormat(
                      "symbol_=%s\n"
                      "period_=%d\n"
                      "; ===  0@0<5B@K A83=0;0 : >B:@KB8N\n"
                      "signalSeqLen_=4||2||1||8||Y\n"
                      "periodATR_=21||7||2||48||Y\n"
                      "; ===  0@0<5B@K >B;>65==KE >@45@>2\n"
                      "stopLevel_=2.34||0.01||0.01||5.0||Y\n"
                      "takeLevel_=4.55||0.01||0.01||5.0||Y\n"
                      "; ===  0@0<5B@K C?@02;5=85 :0?8B0;><\n"
                      "maxCountOfOrders_=15||1||1||30||Y\n",
                      p.m_symbol, p.StringToTimeframe(p.m_timeframe));
   return params;
}

// (01;>= ?0@0<5B@>2 >?B8<870F88 =0 2B>@>< MB0?5
string paramsTemplate2(COptimizationProject *p) {

   // 0E>48< 845=B8D8:0B>@ @>48B5;LA:>9 @01>BK 4;O B5:CI59 @01>BK
   // ?> A>2?045=8N A8<2>;0 8 B09<D@59<0 =0 B5:CI5< 8 @>48B5;LA:>< MB0?5
   int i;
   SEARCH(p.m_stage.parent_stage.jobs,
          (p.m_stage.parent_stage.jobs[i].symbol == p.m_symbol
           && p.m_stage.parent_stage.jobs[i].timeframe == p.m_timeframe),
          i);

   ulong parentJobId = p.m_stage.parent_stage.jobs[i].id_job;
   string params = StringFormat(
                      "idParentJob_=%I64u\n"
                      "useClusters_=%s\n"
                      "minCustomOntester_=%f\n"
                      "minTrades_=%u\n"
                      "minSharpeRatio_=%.2f\n"
                      "count_=%u\n",
                      parentJobId,
                      (string) false, //(string) stage2UseClusters_,
                      stage2MinCustomOntester_,
                      stage2MinTrades_,
                      stage2MinSharpeRatio_,
                      stage2Count_
                   );
   return params;
}

// (01;>= ?0@0<5B@>2 >?B8<870F88 =0 B@5BL5< MB0?5
string paramsTemplate3(COptimizationProject *p) {
   string params = StringFormat(
                      "groupName_=%s\n"
                      "advFileName_=%s\n"
                      "passes_=\n",
                      StringFormat("%s_v.%s_%s",
                                   p.name, p.version, TimeToString(toDate_, TIME_DATE)),
                      StringFormat("%s-%I64u%s.db.sqlite",
                                   p.name, stage3Magic_, (stage3Tester_ ? ".test" : "")));
   return params;
}


//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit() {
// !>740Q< >1J5:B ?@>5:B0 >?B8<870F88 4;O 7040==>9 107K 40==KE
   COptimizationProject p(fileName_);

// !>740Q< =>2K9 ?@>5:B 2 1075 40==KE
   p.Create(projectName_, projectVersion_,
            StringFormat("%s - %s",
                         TimeToString(fromDate_, TIME_DATE),
                         TimeToString(toDate_, TIME_DATE)));


// >102;O5< ?5@2K9 MB0?
   p.AddStage(NULL, "First", stage1ExpertName_, mainSymbol_, "H1", 2, 2,
              fromDate_, toDate_, 0, 0, deposit_);

// >102;O5< @01>BK ?5@2>3> MB0?0
   p.AddJobs(symbols_, timeframes_, paramsTemplate1);

// >102;O5< 7040G8 4;O @01>B ?5@2>3> MB0?0
   p.AddTasks(stage1Criterions_);


// >102;O5< 2B>@>9 MB0?
   p.AddStage(p.m_stages[0], "Second", stage2ExpertName_, mainSymbol_, "H1", 2, 2,
              fromDate_, toDate_, 0, 0, deposit_);

// >102;O5< @01>BK 2B>@>3> MB0?0
   p.AddJobs(symbols_, timeframes_, paramsTemplate2);

// >102;O5< 7040G8 4;O @01>B 2B>@>3> MB0?0
   p.AddTasks(stage2Criterion_);


// >102;O5< B@5B89 MB0?
   p.AddStage(p.m_stages[1], "Save to library", stage3ExpertName_, mainSymbol_,
              "H1", 0, 2, fromDate_, toDate_, 0, 0, deposit_);

// >102;O5< @01>BC B@5BL53> MB0?0
   p.AddJobs(mainSymbol_, "H1", paramsTemplate3);

// >102;O5< 7040GC 4;O @01>BK B@5BL53> MB0?0
   p.AddTasks("0");


// !B028< ?@>5:B 2 >G5@54L =0 2K?>;=5=85
   p.Queue();

// #40;O5< A>25B=8:
   ExpertRemove();

// #A?5H=0O 8=8F80;870F8O
   return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+