NeuroBook/Experts/ea_template.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+

//|                                                  ea_template.mq5 |

//|                                  Copyright 2021, MetaQuotes Ltd. |

//|                                             https://www.mql5.com |

//| Example of Expert Advisor to use with neural network models      |

//| from book "Neural Networks for algorithmic trading in MQL5"      |

//+------------------------------------------------------------------+

#property copyright "Copyright 2021, MetaQuotes Ltd."

#property link      "https://www.mql5.com"

#property version   "1.00"

//--- input parameters

sinput string          Model = "our_model.net"; //"our_model.net";

sinput int             BarsToPattern = 3;

sinput bool            Common = true;

input ENUM_TIMEFRAMES  TimeFrame = PERIOD_H1;

input double           TradeLevel = 1; //0.9;

input double           Lot = 0.01;

input int              MaxTP = 500;

input double           ProfitMultiply = 0.8;

input int              MinTarget = 100;

input int              StopLoss = 300;

sinput bool            UseOpenCL = true;

//+------------------------------------------------------------------+

//|                                                                  |

//+------------------------------------------------------------------+

#include "..\Include\realization\neuronnet.mqh"

#include <Trade\Trade.mqh>



CNet *net;

CTrade *trade;

datetime lastbar = 0;

int h_RSI;\

int h_MACD;

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//---

   if(!(net = new CNet()))

     {

      PrintFormat("Error of create Net: %d", GetLastError());

      return INIT_FAILED;

     }

   if(!net.Load(Model, Common))

     {

      PrintFormat("Error of load mode %s: %d", Model, GetLastError());

      return INIT_FAILED;

     }

   net.UseOpenCL(UseOpenCL);

//---

   h_RSI = iRSI(_Symbol, TimeFrame, 12, PRICE_TYPICAL);

   if(h_RSI == INVALID_HANDLE)

     {

      PrintFormat("Error of load indicator %s", "RSI");

      return INIT_FAILED;

     }

   h_MACD = iMACD(_Symbol, TimeFrame, 12, 48, 12, PRICE_TYPICAL);

   if(h_MACD == INVALID_HANDLE)

     {

      PrintFormat("Error of load indicator %s", "MACD");

      return INIT_FAILED;

     }

//---

   if(!(trade = new CTrade()))

     {

      PrintFormat("Error of create CTrade: %d", GetLastError());

      return INIT_FAILED;

     }

   if(!trade.SetTypeFillingBySymbol(_Symbol))

      return INIT_FAILED;

//---

   lastbar = TimeCurrent();

   PrintFormat("khalil OK");

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

   if(!!net)

      delete net;

   if(!!trade)

      delete trade;

   IndicatorRelease(h_RSI);

   IndicatorRelease(h_MACD);

  }

//+------------------------------------------------------------------+

//| Expert tick function                                             |

//+------------------------------------------------------------------+

void OnTick()

  {

   if(lastbar >= iTime(_Symbol, TimeFrame, 0))

      return;

   lastbar = iTime(_Symbol, TimeFrame, 0);

//---

   double macd_main[], macd_signal[], rsi[];

   if(h_RSI == INVALID_HANDLE || CopyBuffer(h_RSI, 0, 1, BarsToPattern, rsi) <= 0)

     {

      PrintFormat("Error loading indicator %s data", "RSI");

      return;

     }

   if(h_MACD == INVALID_HANDLE || CopyBuffer(h_MACD, MAIN_LINE, 1, BarsToPattern, macd_main) <= 0 ||

      CopyBuffer(h_MACD, SIGNAL_LINE, 1, BarsToPattern, macd_signal) <= 0)

     {

      PrintFormat("Error loading indicator %s data", "MACD");

      return;