530 lines
40 KiB
MQL5
530 lines
40 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| Research.mq5 |
|
|
//| Copyright DNG® |
|
|
//| https://www.mql5.com/ru/users/dng |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright DNG®"
|
|
#property link "https://www.mql5.com/ru/users/dng"
|
|
#property version "1.00"
|
|
//+------------------------------------------------------------------+
|
|
//| Includes |
|
|
//+------------------------------------------------------------------+
|
|
#define StudyOnline
|
|
#define Critic
|
|
#include "Trajectory.mqh"
|
|
#include <Trade\Trade.mqh>
|
|
#include <Trade\SymbolInfo.mqh>
|
|
#include <Indicators\Oscilators.mqh>
|
|
//+------------------------------------------------------------------+
|
|
//| Input parameters |
|
|
//+------------------------------------------------------------------+
|
|
input ENUM_TIMEFRAMES TimeFrame = PERIOD_CURRENT;
|
|
//---
|
|
input group "---- RSI ----"
|
|
input int RSIPeriod = 14; //Period
|
|
input ENUM_APPLIED_PRICE RSIPrice = PRICE_CLOSE; //Applied price
|
|
//---
|
|
input group "---- CCI ----"
|
|
input int CCIPeriod = 14; //Period
|
|
input ENUM_APPLIED_PRICE CCIPrice = PRICE_TYPICAL; //Applied price
|
|
//---
|
|
input group "---- ATR ----"
|
|
input int ATRPeriod = 14; //Period
|
|
//---
|
|
input group "---- MACD ----"
|
|
input int FastPeriod = 12; //Fast
|
|
input int SlowPeriod = 26; //Slow
|
|
input int SignalPeriod = 9; //Signal
|
|
input ENUM_APPLIED_PRICE MACDPrice = PRICE_CLOSE; //Applied price
|
|
input int Agent = 1;
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
SState sState;
|
|
CNet cEncoder[2];
|
|
CNet cActor[2];
|
|
CNet cCritic[6];
|
|
//---
|
|
float dError;
|
|
datetime dtStudied;
|
|
//---
|
|
CSymbolInfo Symb;
|
|
CTrade Trade;
|
|
//---
|
|
MqlRates Rates[];
|
|
CiRSI RSI;
|
|
CiCCI CCI;
|
|
CiATR ATR;
|
|
CiMACD MACD;
|
|
//---
|
|
CBufferFloat bState;
|
|
CBufferFloat bTime;
|
|
CBufferFloat bAccount;
|
|
CBufferFloat *Result;
|
|
vector<float> check;
|
|
double PrevBalance = 0;
|
|
double PrevEquity = 0;
|
|
bool bFirstRun = true;
|
|
//+------------------------------------------------------------------+
|
|
//| Expert initialization function |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//---
|
|
if(!Symb.Name(_Symbol))
|
|
return INIT_FAILED;
|
|
Symb.Refresh();
|
|
//---
|
|
if(!RSI.Create(Symb.Name(), TimeFrame, RSIPeriod, RSIPrice))
|
|
return INIT_FAILED;
|
|
//---
|
|
if(!CCI.Create(Symb.Name(), TimeFrame, CCIPeriod, CCIPrice))
|
|
return INIT_FAILED;
|
|
//---
|
|
if(!ATR.Create(Symb.Name(), TimeFrame, ATRPeriod))
|
|
return INIT_FAILED;
|
|
//---
|
|
if(!MACD.Create(Symb.Name(), TimeFrame, FastPeriod, SlowPeriod, SignalPeriod, MACDPrice))
|
|
return INIT_FAILED;
|
|
if(!RSI.BufferResize(HistoryBars) || !CCI.BufferResize(HistoryBars) ||
|
|
!ATR.BufferResize(HistoryBars) || !MACD.BufferResize(HistoryBars))
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return INIT_FAILED;
|
|
}
|
|
//---
|
|
if(!Trade.SetTypeFillingBySymbol(Symb.Name()))
|
|
return INIT_FAILED;
|
|
//--- load models
|
|
float temp;
|
|
CArrayObj *encoder = new CArrayObj();
|
|
CArrayObj *actor = new CArrayObj();
|
|
CArrayObj *critic = new CArrayObj();
|
|
if(!CreateDescriptions(encoder, actor, critic))
|
|
{
|
|
delete encoder;
|
|
delete actor;
|
|
delete critic;
|
|
return INIT_FAILED;
|
|
}
|
|
if(!cEncoder[0].Load(FileName + "Enc.nnw", temp, temp, temp, dtStudied, true) ||
|
|
!cEncoder[1].Load(FileName + "Enc.nnw", temp, temp, temp, dtStudied, true))
|
|
{
|
|
Print("Create new State Encoder");
|
|
for(uint i = 0; i < cEncoder.Size(); i++)
|
|
if(!cEncoder[i].Create(encoder))
|
|
{
|
|
delete encoder;
|
|
delete actor;
|
|
delete critic;
|
|
return INIT_FAILED;
|
|
}
|
|
}
|
|
if(!cActor[0].Load(FileName + "Act.nnw", temp, temp, temp, dtStudied, true) ||
|
|
!cActor[1].Load(FileName + "Act.nnw", temp, temp, temp, dtStudied, true))
|
|
{
|
|
Print("Create new Actor");
|
|
if(!cActor[0].Create(actor) ||
|
|
!cActor[1].Create(actor))
|
|
{
|
|
delete encoder;
|
|
delete actor;
|
|
delete critic;
|
|
return INIT_FAILED;
|
|
}
|
|
cActor[1].SetOpenCL(cActor[0].GetOpenCL());
|
|
cActor[1].WeightsUpdate(GetPointer(cActor[0]), 1);
|
|
}
|
|
//---
|
|
bool result = true;
|
|
for(uint i = 0; (i < cCritic.Size() && result); i++)
|
|
if(!cCritic[i].Load(FileName + "Crt.nnw", temp, temp, temp, dtStudied, true))
|
|
result = false;
|
|
if(!result)
|
|
{
|
|
Print("Create new Critic model");
|
|
for(uint i = 0; i < cCritic.Size(); i++)
|
|
if(!cCritic[i].Create(critic))
|
|
{
|
|
delete encoder;
|
|
delete actor;
|
|
delete critic;
|
|
return INIT_FAILED;
|
|
}
|
|
for(int i = 1; i < 3; i++)
|
|
{
|
|
cCritic[2 * i].SetOpenCL(cCritic[0].GetOpenCL());
|
|
cCritic[2 * i + 1].SetOpenCL(cCritic[1].GetOpenCL());
|
|
if(!cCritic[2 * i].WeightsUpdate(GetPointer(cCritic[0]), 1) ||
|
|
!cCritic[2 * i + 1].WeightsUpdate(GetPointer(cCritic[1]), 1)
|
|
)
|
|
{
|
|
delete encoder;
|
|
delete actor;
|
|
delete critic;
|
|
return INIT_FAILED;
|
|
}
|
|
}
|
|
}
|
|
delete encoder;
|
|
delete actor;
|
|
delete critic;
|
|
//---
|
|
for(int i = 0; i < 2; i++)
|
|
{
|
|
cEncoder[i].TrainMode(true);
|
|
cEncoder[i].Clear();
|
|
cActor[i].TrainMode(true);
|
|
cCritic[i].TrainMode(true);
|
|
cEncoder[i].SetOpenCL(cActor[0].GetOpenCL());
|
|
cCritic[i].SetOpenCL(cActor[0].GetOpenCL());
|
|
cEncoder[i].Clear();
|
|
cActor[i].Clear();
|
|
cCritic[i].Clear();
|
|
}
|
|
//---
|
|
cActor[1].SetOpenCL(cActor[0].GetOpenCL());
|
|
for(uint i = 2; i < cCritic.Size(); i++)
|
|
{
|
|
cCritic[i].TrainMode(true);
|
|
cCritic[i].SetOpenCL(cActor[0].GetOpenCL());
|
|
cCritic[i].Clear();
|
|
}
|
|
//---
|
|
cActor[0].getResults(Result);
|
|
if(Result.Total() != NActions)
|
|
{
|
|
PrintFormat("The scope of the actor does not match the actions count (%d <> %d)", NActions, Result.Total());
|
|
return INIT_FAILED;
|
|
}
|
|
//---
|
|
cEncoder[0].GetLayerOutput(0, Result);
|
|
if(Result.Total() != (HistoryBars * BarDescr))
|
|
{
|
|
PrintFormat("Input size of Encoder doesn't match state description (%d <> %d)", Result.Total(), (HistoryBars * BarDescr));
|
|
return INIT_FAILED;
|
|
}
|
|
//---
|
|
PrevBalance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
PrevEquity = AccountInfoDouble(ACCOUNT_EQUITY);
|
|
bFirstRun = true;
|
|
//---
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Expert deinitialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
//---
|
|
if(!(reason == REASON_RECOMPILE))
|
|
{
|
|
cActor[0].Save(FileName + "Act.nnw", 0, 0, 0, TimeCurrent(), true);
|
|
cEncoder[0].Save(FileName + "Enc.nnw", 0, 0, 0, TimeCurrent(), true);
|
|
if(cCritic[0].getRecentAverageError() <= cCritic[1].getRecentAverageError())
|
|
cCritic[0].Save(FileName + "Crt.nnw", 0, 0, 0, TimeCurrent(), true);
|
|
else
|
|
cCritic[1].Save(FileName + "Crt.nnw", 0, 0, 0, TimeCurrent(), true);
|
|
}
|
|
delete Result;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//| Expert tick function |
|
|
//+------------------------------------------------------------------+
|
|
void OnTick()
|
|
{
|
|
//---
|
|
if(!IsNewBar())
|
|
return;
|
|
//---
|
|
int bars = CopyRates(Symb.Name(), TimeFrame, iTime(Symb.Name(), TimeFrame, 1), HistoryBars, Rates);
|
|
if(!ArraySetAsSeries(Rates, true))
|
|
return;
|
|
//---
|
|
RSI.Refresh();
|
|
CCI.Refresh();
|
|
ATR.Refresh();
|
|
MACD.Refresh();
|
|
Symb.Refresh();
|
|
Symb.RefreshRates();
|
|
bTime.Clear();
|
|
bTime.Reserve(HistoryBars);
|
|
//---
|
|
float atr = 0;
|
|
for(int b = 0; b < (int)HistoryBars; b++)
|
|
{
|
|
float open = (float)Rates[b].open;
|
|
float rsi = (float)RSI.Main(b);
|
|
float cci = (float)CCI.Main(b);
|
|
atr = (float)ATR.Main(b);
|
|
float macd = (float)MACD.Main(b);
|
|
float sign = (float)MACD.Signal(b);
|
|
if(rsi == EMPTY_VALUE || cci == EMPTY_VALUE || atr == EMPTY_VALUE || macd == EMPTY_VALUE || sign == EMPTY_VALUE)
|
|
continue;
|
|
//---
|
|
int shift = b * BarDescr;
|
|
sState.state[shift] = (float)(Rates[b].close - open);
|
|
sState.state[shift + 1] = (float)(Rates[b].high - open);
|
|
sState.state[shift + 2] = (float)(Rates[b].low - open);
|
|
sState.state[shift + 3] = (float)(Rates[b].tick_volume / 1000.0f);
|
|
sState.state[shift + 4] = rsi;
|
|
sState.state[shift + 5] = cci;
|
|
sState.state[shift + 6] = atr;
|
|
sState.state[shift + 7] = macd;
|
|
sState.state[shift + 8] = sign;
|
|
if(!bTime.Add(float(Rates[b].time)))
|
|
return;
|
|
}
|
|
//---
|
|
if(bTime.GetIndex() >= 0)
|
|
bTime.BufferWrite();
|
|
//---
|
|
sState.account[0] = (float)AccountInfoDouble(ACCOUNT_BALANCE);
|
|
sState.account[1] = (float)AccountInfoDouble(ACCOUNT_EQUITY);
|
|
//---
|
|
double buy_value = 0, sell_value = 0, buy_profit = 0, sell_profit = 0;
|
|
double position_discount = 0;
|
|
double multiplyer = 1.0 / (60.0 * 60.0 * 10.0);
|
|
int total = PositionsTotal();
|
|
datetime current = TimeCurrent();
|
|
for(int i = 0; i < total; i++)
|
|
{
|
|
if(PositionGetSymbol(i) != Symb.Name())
|
|
continue;
|
|
double profit = PositionGetDouble(POSITION_PROFIT);
|
|
switch((int)PositionGetInteger(POSITION_TYPE))
|
|
{
|
|
case POSITION_TYPE_BUY:
|
|
buy_value += PositionGetDouble(POSITION_VOLUME);
|
|
buy_profit += profit;
|
|
break;
|
|
case POSITION_TYPE_SELL:
|
|
sell_value += PositionGetDouble(POSITION_VOLUME);
|
|
sell_profit += profit;
|
|
break;
|
|
}
|
|
position_discount += (current - PositionGetInteger(POSITION_TIME)) * multiplyer * MathAbs(profit);
|
|
}
|
|
sState.account[2] = (float)buy_value;
|
|
sState.account[3] = (float)sell_value;
|
|
sState.account[4] = (float)buy_profit;
|
|
sState.account[5] = (float)sell_profit;
|
|
sState.account[6] = (float)position_discount;
|
|
sState.account[7] = (float)Rates[0].time;
|
|
//---
|
|
bAccount.Clear();
|
|
bAccount.Add((float)(sState.account[0] / EtalonBalance));
|
|
bAccount.Add((float)((sState.account[0] - PrevBalance) / PrevBalance));
|
|
bAccount.Add((float)(sState.account[1] / PrevBalance));
|
|
bAccount.Add((float)((sState.account[1] - PrevEquity) / PrevEquity));
|
|
bAccount.Add(sState.account[2]);
|
|
bAccount.Add(sState.account[3]);
|
|
bAccount.Add((float)(sState.account[4] / PrevBalance));
|
|
bAccount.Add((float)(sState.account[5] / PrevBalance));
|
|
bAccount.Add((float)(sState.account[6] / PrevBalance));
|
|
double time = (double)Rates[0].time;
|
|
double x = time / (double)(D'2024.01.01' - D'2023.01.01');
|
|
bAccount.Add((float)MathSin(x != 0 ? 2.0 * M_PI * x : 0));
|
|
x = time / (double)PeriodSeconds(PERIOD_MN1);
|
|
bAccount.Add((float)MathCos(x != 0 ? 2.0 * M_PI * x : 0));
|
|
x = time / (double)PeriodSeconds(PERIOD_W1);
|
|
bAccount.Add((float)MathSin(x != 0 ? 2.0 * M_PI * x : 0));
|
|
x = time / (double)PeriodSeconds(PERIOD_D1);
|
|
bAccount.Add((float)MathSin(x != 0 ? 2.0 * M_PI * x : 0));
|
|
//---
|
|
if(bAccount.GetIndex() >= 0)
|
|
if(!bAccount.BufferWrite())
|
|
return;
|
|
//---
|
|
bState.AssignArray(sState.state);
|
|
if(!bFirstRun)
|
|
{
|
|
//--- Target Nets
|
|
if(!cEncoder[1].feedForward((CBufferFloat*)GetPointer(bState), 1, false, (CBufferFloat*)GetPointer(bTime))
|
|
|| !cActor[1].feedForward((CBufferFloat*)GetPointer(bAccount), 1, false, GetPointer(cEncoder[1]), LatentLayer)
|
|
|| !cCritic[2].feedForward(GetPointer(cActor[1]), -1, GetPointer(cEncoder[1]), LatentLayer)
|
|
|| !cCritic[3].feedForward(GetPointer(cActor[1]), -1, GetPointer(cEncoder[1]), LatentLayer)
|
|
|| !cCritic[4].feedForward(GetPointer(cActor[1]), -1, GetPointer(cEncoder[1]), LatentLayer)
|
|
|| !cCritic[5].feedForward(GetPointer(cActor[1]), -1, GetPointer(cEncoder[1]), LatentLayer)
|
|
)
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
//--- Critic 1
|
|
cCritic[2].getResults(Result);
|
|
float reward = Result[0];
|
|
cCritic[4].getResults(Result);
|
|
reward = float((reward + Result[0]) / 2 * DiscFactor +
|
|
(sState.account[1] - PrevEquity + sState.account[0] - PrevBalance) / EtalonBalance);
|
|
if(PrevBalance < 50)
|
|
reward -= 1000;
|
|
if(reward < 0)
|
|
reward *= 2;
|
|
else
|
|
if(reward == 0)
|
|
reward = -10;
|
|
Result.Clear();
|
|
if(!Result.Add(reward)
|
|
|| !cCritic[0].backProp(Result, (CNet*)GetPointer(cEncoder[0]), LatentLayer))
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
if(cCritic[0].getRecentAverageError() <= cCritic[1].getRecentAverageError() &&
|
|
(MathRand() % ActorUpdate) == 0)
|
|
if(!cActor[0].backPropGradient((CNet*)GetPointer(cEncoder[0]), LatentLayer, -1, false) ||
|
|
!cEncoder[0].backPropGradient((CBufferFloat*)GetPointer(bTime), NULL, LatentLayer, true))
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
//--- Critic 2
|
|
cCritic[3].getResults(Result);
|
|
reward = Result[0];
|
|
cCritic[5].getResults(Result);
|
|
reward = float((reward + Result[0]) / 2 * DiscFactor +
|
|
(sState.account[1] - PrevEquity + sState.account[0] - PrevBalance) / EtalonBalance);
|
|
if(PrevBalance < 50)
|
|
reward -= 1000;
|
|
if(reward < 0)
|
|
reward *= 2;
|
|
else
|
|
if(reward == 0)
|
|
reward = -10;
|
|
Result.Clear();
|
|
if(!Result.Add(reward)
|
|
|| !cCritic[1].backProp(Result, (CNet*)GetPointer(cEncoder[0]), LatentLayer))
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
if(cCritic[0].getRecentAverageError() >= cCritic[1].getRecentAverageError() &&
|
|
(MathRand() % ActorUpdate) == 0)
|
|
if(!cActor[0].backPropGradient((CNet*)GetPointer(cEncoder[0]), LatentLayer, -1, false) ||
|
|
!cEncoder[0].backPropGradient((CBufferFloat*)GetPointer(bTime), NULL, LatentLayer, true))
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
if(PrevBalance < 50)
|
|
ExpertRemove();
|
|
}
|
|
//--- New state
|
|
if(!cEncoder[0].feedForward((CBufferFloat*)GetPointer(bState), 1, false, (CBufferFloat*)(CBufferFloat*)GetPointer(bTime))
|
|
|| !cActor[0].feedForward((CBufferFloat*)GetPointer(bAccount), 1, false, (CNet*)GetPointer(cEncoder[0]), LatentLayer)
|
|
|| !cCritic[0].feedForward((CNet*)GetPointer(cActor[0]), -1, (CNet*)GetPointer(cEncoder[0]), LatentLayer)
|
|
|| !cCritic[1].feedForward((CNet*)GetPointer(cActor[0]), -1, (CNet*)GetPointer(cEncoder[0]), LatentLayer)
|
|
)
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
//---
|
|
PrevBalance = sState.account[0];
|
|
PrevEquity = sState.account[1];
|
|
//---
|
|
vector<float> temp;
|
|
cActor[0].getResults(temp);
|
|
//---
|
|
if(temp.Size() < NActions)
|
|
temp = vector<float>::Zeros(NActions);
|
|
//---
|
|
double min_lot = Symb.LotsMin();
|
|
double step_lot = Symb.LotsStep();
|
|
double stops = (MathMax(Symb.StopsLevel(), 1) + Symb.Spread()) * Symb.Point();
|
|
if(temp[0] >= temp[3])
|
|
{
|
|
temp[0] -= temp[3];
|
|
temp[3] = 0;
|
|
}
|
|
else
|
|
{
|
|
temp[3] -= temp[0];
|
|
temp[0] = 0;
|
|
}
|
|
//--- buy control
|
|
if(temp[0] < min_lot || (temp[1] * MaxTP * Symb.Point()) <= 2 * stops || (temp[2] * MaxSL * Symb.Point()) <= stops)
|
|
{
|
|
if(buy_value > 0)
|
|
CloseByDirection(POSITION_TYPE_BUY);
|
|
}
|
|
else
|
|
{
|
|
double buy_lot = min_lot + MathRound((double)(temp[0] - min_lot) / step_lot) * step_lot;
|
|
double buy_tp = NormalizeDouble(Symb.Ask() + temp[1] * MaxTP * Symb.Point(), Symb.Digits());
|
|
double buy_sl = NormalizeDouble(Symb.Ask() - temp[2] * MaxSL * Symb.Point(), Symb.Digits());
|
|
if(buy_value > 0)
|
|
TrailPosition(POSITION_TYPE_BUY, buy_sl, buy_tp);
|
|
if(buy_value != buy_lot)
|
|
{
|
|
if((buy_value - buy_lot) >= min_lot)
|
|
ClosePartial(POSITION_TYPE_BUY, buy_value - buy_lot);
|
|
else
|
|
if((buy_lot - buy_value) >= min_lot)
|
|
if(!Trade.Buy(buy_lot - buy_value, Symb.Name(), Symb.Ask(), buy_sl, buy_tp))
|
|
if(Trade.CheckResultRetcode() == 10019)
|
|
{
|
|
Result.Clear();
|
|
Result.Add(float(-100 * (buy_lot - buy_value)));
|
|
if(!cCritic[0].backProp(Result, (CNet*)GetPointer(cEncoder[0]), LatentLayer) ||
|
|
!cCritic[1].backProp(Result, (CNet*)GetPointer(cEncoder[0]), LatentLayer)
|
|
)
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
//--- sell control
|
|
if(temp[3] < min_lot || (temp[4] * MaxTP * Symb.Point()) <= 2 * stops || (temp[5] * MaxSL * Symb.Point()) <= stops)
|
|
{
|
|
if(sell_value > 0)
|
|
CloseByDirection(POSITION_TYPE_SELL);
|
|
}
|
|
else
|
|
{
|
|
double sell_lot = min_lot + MathRound((double)(temp[3] - min_lot) / step_lot) * step_lot;;
|
|
double sell_tp = NormalizeDouble(Symb.Bid() - temp[4] * MaxTP * Symb.Point(), Symb.Digits());
|
|
double sell_sl = NormalizeDouble(Symb.Bid() + temp[5] * MaxSL * Symb.Point(), Symb.Digits());
|
|
if(sell_value > 0)
|
|
TrailPosition(POSITION_TYPE_SELL, sell_sl, sell_tp);
|
|
if(sell_value != sell_lot)
|
|
{
|
|
if((sell_value - sell_lot) >= min_lot)
|
|
ClosePartial(POSITION_TYPE_SELL, sell_value - sell_lot);
|
|
else
|
|
if((sell_lot - sell_value) >= min_lot)
|
|
if(!Trade.Sell(sell_lot - sell_value, Symb.Name(), Symb.Bid(), sell_sl, sell_tp))
|
|
if(Trade.CheckResultRetcode() == 10019)
|
|
{
|
|
Result.Clear();
|
|
Result.Add(float(-100 * (sell_lot - sell_value)));
|
|
if(!cCritic[0].backProp(Result, (CNet*)GetPointer(cEncoder[0]), LatentLayer) ||
|
|
!cCritic[1].backProp(Result, (CNet*)GetPointer(cEncoder[0]), LatentLayer)
|
|
)
|
|
{
|
|
PrintFormat("%s -> %d", __FUNCTION__, __LINE__);
|
|
return;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
//---
|
|
bFirstRun = false;
|
|
//---
|
|
if((int(Rates[0].time / PeriodSeconds(TimeFrame)) % TragetUpdate) == 0)
|
|
{
|
|
if(MathRand() / 32767.0 > 0.5)
|
|
cCritic[2].WeightsUpdate(GetPointer(cCritic[0]), tau);
|
|
else
|
|
cCritic[4].WeightsUpdate(GetPointer(cCritic[0]), tau);
|
|
if(MathRand() / 32767.0 > 0.5)
|
|
cCritic[3].WeightsUpdate(GetPointer(cCritic[1]), tau);
|
|
else
|
|
cCritic[5].WeightsUpdate(GetPointer(cCritic[1]), tau);
|
|
cActor[1].WeightsUpdate(GetPointer(cActor[0]), tau);
|
|
}
|
|
}
|
|
//+------------------------------------------------------------------+
|