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Warrior_EA/references/MQL5/Experts/GoExploer/Faza1.mq5

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wyckoff research, unconcluding as always.
2026-10-05 21:58:23 -04:00
<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//| Faza1.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"
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
#include "Cell.mqh"
#include <Math\Stat\Normal.mqh>
#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>
#include <Indicators\Oscilators.mqh>
//+------------------------------------------------------------------+
//| Input parameters |
//+------------------------------------------------------------------+
input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1;
input int Start = 100;
input int MinStartSteps = 96;
input int MaxSteps = 120;
input double MinProfit = 10;
input double MaxPosition = 0.1;
input int MaxLifeTime = 48;
//---
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
bool TrainMode = true;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
Cell Base[Buffer_Size];
Cell Total[];
CSymbolInfo Symb;
CTrade Trade;
//---
MqlRates Rates[];
CiRSI RSI;
CiCCI CCI;
CiATR ATR;
CiMACD MACD;
//---
int action_count = 0;
int actions[Buffer_Size];
Cell StartCell;
int bar = -1;
//+------------------------------------------------------------------+
//| 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;
//---
if(LoadTotalBase())
{
int total = ArraySize(Total);
Cell temp[];
ArrayResize(temp, total);
int count = 0;
for(int i = 0; i < total; i++)
if(Total[i].total_actions >= MinStartSteps)
{
temp[count] = Total[i];
count++;
}
if(count > 0)
{
count = (int)(((double)(MathRand() * MathRand()) / MathPow(32768.0, 2.0)) * (count - 1));
StartCell = temp[count];
}
else
{
count = (int)(((double)(MathRand() * MathRand()) / MathPow(32768.0, 2.0)) * (total - 1));
StartCell = Total[count];
}
PrintFormat("Start step %d, balance %10.2f, equity %10.2f", StartCell.total_actions, StartCell.state[240], StartCell.state[241]);
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//---
if(!IsNewBar())
return;
bar++;
if(bar < StartCell.total_actions)
{
switch(StartCell.actions[bar])
{
case 0:
Trade.Buy(Symb.LotsMin(), Symb.Name());
break;
case 1:
Trade.Sell(Symb.LotsMin(), Symb.Name());
break;
case 2:
for(int i = PositionsTotal() - 1; i >= 0; i--)
if(PositionGetSymbol(i) == Symb.Name())
Trade.PositionClose(PositionGetInteger(POSITION_IDENTIFIER));
break;
}
return;
}
//---
if(bar == StartCell.total_actions)
{
ArrayCopy(actions, StartCell.actions, 0, 0, StartCell.total_actions);
PrintFormat("Go-go balance %10.2f, equity %10.2f", AccountInfoDouble(ACCOUNT_BALANCE), AccountInfoDouble(ACCOUNT_EQUITY));
}
//---
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();
//---
float state[249];
MqlDateTime sTime;
for(int b = 0; b < (int)HistoryBars; b++)
{
float open = (float)Rates[b].open;
TimeToStruct(Rates[b].time, sTime);
float rsi = (float)RSI.Main(b);
float cci = (float)CCI.Main(b);
float 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;
//---
state[b * 12] = (float)Rates[b].close - open;
state[b * 12 + 1] = (float)Rates[b].high - open;
state[b * 12 + 2] = (float)Rates[b].low - open;
state[b * 12 + 3] = (float)Rates[b].tick_volume / 1000.0f;
state[b * 12 + 4] = (float)sTime.hour;
state[b * 12 + 5] = (float)sTime.day_of_week;
state[b * 12 + 6] = (float)sTime.mon;
state[b * 12 + 7] = rsi;
state[b * 12 + 8] = cci;
state[b * 12 + 9] = atr;
state[b * 12 + 10] = macd;
state[b * 12 + 11] = sign;
}
//---
state[240] = (float)AccountInfoDouble(ACCOUNT_BALANCE);
state[240 + 1] = (float)AccountInfoDouble(ACCOUNT_EQUITY);
state[240 + 2] = (float)AccountInfoDouble(ACCOUNT_MARGIN_FREE);
state[240 + 3] = (float)AccountInfoDouble(ACCOUNT_MARGIN_LEVEL);
state[240 + 4] = (float)AccountInfoDouble(ACCOUNT_PROFIT);
//---
double buy_value = 0, sell_value = 0, buy_profit = 0, sell_profit = 0;
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