boss/Scripts/BOSS/BOSSNoiseSweep.mq5

//+------------------------------------------------------------------+
//|                                                BOSSNoiseSweep.mq5|
//|                                      MMQ — Muhammad Minhas Qamar |
//|                                   www.mql5.com/en/articles/23491 |
//+------------------------------------------------------------------+
#property copyright   "MMQ — Muhammad Minhas Qamar"
#property link        "https://www.mql5.com/en/articles/23491"
#property description "Sweeps the retained-coefficient count against a rising noise level on a trend-vs-range task and prints an accuracy grid."
#property version     "1.00"
#property strict

#include <BOSS\BOSS.mqh>

input int    Alphabet  = 4;
input int    Window    = 24;
input int    SeriesLen = 240;

//+------------------------------------------------------------------+
//| Trending shape: drift plus a small oscillation and noise.        |
//+------------------------------------------------------------------+
void MakeTrend(double &out[],int len,double noise)
  {
   ArrayResize(out,len);
   for(int i=0;i<len;i++)
      out[i]=0.02*i+0.5*MathSin(2.0*M_PI*i/Window)+noise*(MathRand()/32767.0-0.5);
  }

//+------------------------------------------------------------------+
//| Ranging shape: clean oscillation about a flat mean plus noise.   |
//+------------------------------------------------------------------+
void MakeRange(double &out[],int len,double noise)
  {
   ArrayResize(out,len);
   for(int i=0;i<len;i++)
      out[i]=MathSin(2.0*M_PI*i/Window)+noise*(MathRand()/32767.0-0.5);
  }

//+------------------------------------------------------------------+
//| Build a broad window pool (both shapes) for MCB fitting.         |
//+------------------------------------------------------------------+
void BuildWindows(double &windows[],int &count,int win,double noise)
  {
   int per=150;
   count=per*2;
   ArrayResize(windows,count*win);
   double s[];
   int idx=0;
   for(int r=0;r<per;r++)
     {
      MakeTrend(s,win,noise);
      for(int i=0;i<win;i++)
         windows[idx*win+i]=s[i];
      idx++;
      MakeRange(s,win,noise);
      for(int i=0;i<win;i++)
         windows[idx*win+i]=s[i];
      idx++;
     }
  }

//+------------------------------------------------------------------+
//| Accuracy of a trend/range classifier at a given query noise.     |
//|  Trains one clean prototype per class, then classifies fresh     |
//|  noisy series of both shapes and returns overall accuracy.       |
//+------------------------------------------------------------------+
double AccuracyAt(int word_len,double train_noise,double query_noise)
  {
   double windows[];
   int nwin;
   BuildWindows(windows,nwin,Window,train_noise);

   CBossClassifier clf;
   if(!clf.Build(word_len,Alphabet,windows,nwin,Window))
      return -1.0;

   double s[];
   MakeTrend(s,SeriesLen,train_noise);
   clf.AddExample(s,SeriesLen,"trend");
   MakeRange(s,SeriesLen,train_noise);
   clf.AddExample(s,SeriesLen,"range");

   int correct=0, trials=40, total=0;
   double bd;
   for(int t=0;t<trials;t++)
     {
      MakeTrend(s,SeriesLen,query_noise);
      if(clf.Classify(s,SeriesLen,bd)=="trend")
         correct++;
      total++;
      MakeRange(s,SeriesLen,query_noise);
      if(clf.Classify(s,SeriesLen,bd)=="range")
         correct++;
      total++;
     }
   return 100.0*correct/total;
  }

//+------------------------------------------------------------------+
//| Print the WordLen x noise accuracy grid.                         |
//+------------------------------------------------------------------+
void OnStart()
  {
   MathSrand(20260712);

   int    wls[3]   = {2,3,4};
   double noises[5]= {0.1,0.3,0.5,1.0,1.5};

//--- header row
   string hdr="  WordLen |";
   for(int n=0;n<5;n++)
      hdr+=StringFormat("  noise=%.1f",noises[n]);
   Print("=== BOSS accuracy: retained coefficients vs query noise ===");
   Print("  (trained at low noise 0.07; trend-vs-range; chance = 50%)");
   Print(hdr);

   for(int w=0;w<3;w++)
     {
      string row=StringFormat("  %2d (%dL) |",wls[w],wls[w]*2);
      for(int n=0;n<5;n++)
        {
         double acc=AccuracyAt(wls[w],0.07,noises[n]);
         row+=StringFormat("     %5.0f%%",acc);
        }
      Print(row);
     }
   Print("=== sweep complete ===");
  }
//+------------------------------------------------------------------+