Warrior_EA/references/MQL5/Experts/Evalutionary/Evolution.mq5

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

//|                                                      Genetic.mq5 |

//|                                              Copyright 2022, DNG |

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

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

#property copyright "Copyright 2022, DNG"

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

#property version   "1.00"

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

//| Includes                                                         |

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

#include "NetEvolution.mqh"

#include <Trade\SymbolInfo.mqh>

#include <Indicators\Oscilators.mqh>

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

//|                                                                  |

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

#define MODEL           Symb.Name()+"_"+EnumToString((ENUM_TIMEFRAMES)Period())+"_Evolution"

#define NeuronsToBar    12

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

//| Input parameters                                                 |

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

input int                  StudyPeriod =  2;             //Study period, years

      uint                 HistoryBars =  20;            //Depth of history

ENUM_TIMEFRAMES            TimeFrame   =  PERIOD_H1;

input int                  PopulationSize =  50;

input int                  Generations =  1000;

input float                Mutation    =  0.01f;

int                        Actions     =  3;

//---

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

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

//|                                                                  |

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

CSymbolInfo          Symb;

MqlRates             Rates[];

CNetEvolution        Models;

CBufferFloat        *TempData;

CiRSI                RSI;

CiCCI                CCI;

CiATR                ATR;

CiMACD               MACD;

//---

float                dError;

datetime             dtStudied;

bool                 bEventStudy;

MqlDateTime          sTime;

float                BestLoss;

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

//| 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(!Models.Load(MODEL + ".nnw", PopulationSize, false))

      return INIT_FAILED;

//---

   if(!Models.GetLayerOutput(0, TempData))

      return INIT_FAILED;

   HistoryBars = TempData.Total() / NeuronsToBar;

   Models.getResults(TempData);

   if(TempData.Total() != Actions)

      return INIT_PARAMETERS_INCORRECT;

//---

   bEventStudy = EventChartCustom(ChartID(), 1, 0, 0, "Init");

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

   if(!!TempData)

      delete TempData;

//---

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

  }

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

//| ChartEvent function                                              |

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

void OnChartEvent(const int id,

                  const long &lparam,

                  const double &dparam,

                  const string &sparam)

  {

//---

   if(id == 1001)

      Train();