Warrior_EA/references/MQL5/Experts/MFT/ResearchRealORL.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   =  -10000;

//---

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;

STrajectory          Base;

STrajectory          Buffer[];

STrajectory          Frame[1];

CDeals               Deals;

//---

float                dError;

datetime             dtStudied;

//---

CSymbolInfo          Symb;

CTrade               Trade;

//---

MqlRates             Rates[];

CiRSI                RSI;

CiCCI                CCI;

CiATR                ATR;

CiMACD               MACD;

//---

double               PrevBalance = 0;

double               PrevEquity = 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;

   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 history

   if(!Deals.LoadDeals(SignalFile(Agent), "EURUSD", SymbolInfoDouble(_Symbol, SYMBOL_POINT)))

      return INIT_FAILED;

//---

   PrevBalance = AccountInfoDouble(ACCOUNT_BALANCE);

   PrevEquity = AccountInfoDouble(ACCOUNT_EQUITY);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

  }

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

//| 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();

//---

   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;

     }

//---

   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;