Warrior_EA/references/MQL5/Experts/CWBC/Research.mq5

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

//|                                                     Research.mq5 |

//|                                                   Copyright DNG<EFBFBD> |

//|                                https://www.mql5.com/en/users/dng |

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

#property copyright "Copyright DNG<00>"

#property link      "https://www.mql5.com/en/users/dng"

#property version   "1.00"

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

//| Includes                                                         |

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

#include "Trajectory.mqh"

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>

#include <Indicators\Oscilators.mqh>

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

//| Input parameters                                                 |

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

input ENUM_TIMEFRAMES      TimeFrame   =  PERIOD_H1;

input double               MinProfit   =  10;

//---

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                  OptimizationAgents = 1;

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

//|                                                                  |

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

SState               sState;

STrajectory          Base;

STrajectory          Buffer[];

STrajectory          Frame[1];

CNet                 Agent;

CNet                 RTG;

//---

float                dError;

datetime             dtStudied;

//---

CSymbolInfo          Symb;

CTrade               Trade;

//---

MqlRates             Rates[];

CiRSI                RSI;

CiCCI                CCI;

CiATR                ATR;

CiMACD               MACD;

//---

CBufferFloat         bState;

CBufferFloat        *Result;

vector<float>        check;

vector<float>        AgentResult;

double               PrevBalance = 0;

double               PrevEquity = 0;

int                  History = 0;

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

//| 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;

//---

   History = MathMax(ValueBars, NBarInPattern);

   if(!RSI.BufferResize(History) || !CCI.BufferResize(History) ||

      !ATR.BufferResize(History) || !MACD.BufferResize(History))

     {

      PrintFormat("%s -> %d", __FUNCTION__, __LINE__);

      return INIT_FAILED;

     }

//---

   if(!Trade.SetTypeFillingBySymbol(Symb.Name()))

      return INIT_FAILED;

//--- load models

   float temp;

   if(!Agent.Load(FileName + "Act.nnw", temp, temp, temp, dtStudied, true))

     {

      CArrayObj *agent = new CArrayObj();

      if(!CreateDescriptions(agent))

        {

         delete agent;

         return INIT_FAILED;

        }

      if(!Agent.Create(agent))

        {

         delete agent;

         return INIT_FAILED;

        }

      delete agent;

     }

   if(!RTG.Load(FileName + "RTG.nnw", temp, temp, temp, dtStudied, true))

     {

      CArrayObj *rtg = new CArrayObj();

      if(!CreateRTGDescriptions(rtg))

        {

         delete rtg;

         return INIT_FAILED;

        }

      if(!RTG.Create(rtg))

        {

         delete rtg;

         return INIT_FAILED;

        }

      delete rtg;

     }

//---

   RTG.SetOpenCL(Agent.GetOpenCL());

//---

   Agent.getResults(Result);

   if(Result.Total() != NActions)

     {

      PrintFormat("The scope of the Agent does not match the actions count (%d <> %d)", NActions, Result.Total());

      return INIT_FAILED;

     }

   AgentResult = vector<float>::Zeros(NActions);

//---

   RTG.getResults(Result);

   if(Result.Total() != NRewards)

     {

      PrintFormat("The scope of the RTG-model does not match the rewards count (%d <> %d)", NRewards, Result.Total());

      return INIT_FAILED;

     }

//---

   PrevBalance = AccountInfoDouble(ACCOUNT_BALANCE);

   PrevEquity = AccountInfoDouble(ACCOUNT_EQUITY);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   delete Result;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   if(!IsNewBar())

      return;

//---

   int bars = CopyRates(Symb.Name(), TimeFrame, iTime(Symb.Name(), TimeFrame, 1), History, Rates);

   if(!ArraySetAsSeries(Rates, true))

      return;

//---

   RSI.Refresh();

   CCI.Refresh();

   ATR.Refresh();

   MACD.Refresh();

   Symb.Refresh();

   Symb.RefreshRates();

//--- History data

   float atr = 0;

   bState.Clear();

   for(int b = ValueBars - 1; b >= 0; 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;

      //---

      bState.Add((float)(Rates[b].close - open));

      bState.Add((float)(Rates[b].high - open));

      bState.Add((float)(Rates[b].low - open));

      bState.Add((float)(Rates[b].tick_volume / 1000.0f));

      bState.Add(rsi);

      bState.Add(cci);

      bState.Add(atr);

      bState.Add(macd);

      bState.Add(sign);

     }

   if(!RTG.feedForward((CArrayFloat*)GetPointer(bState), 1, false,(CBufferFloat*)NULL))

      return;

//---

   for(int b = 0; b < (int)NBarInPattern; 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);