okWarrior_EA/references/MQL5/Experts/DIAYN/Test.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"

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

//|                                                                  |

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

#include "Trajectory.mqh"

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>

#include <Indicators\Oscilators.mqh>

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

//| Input parameters                                                 |

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

input ENUM_TIMEFRAMES      TimeFrame   =  PERIOD_H1;

//---

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;

bool                 TrainMode = true;

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

//|                                                                  |

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

SState               sState;

STrajectory          Base;

STrajectory          Buffer[];

STrajectory          Frame[1];

CFQF                 Actor;

CFQF                 Scheduler;

//---

float                dError;

datetime             dtStudied;

bool                 bEventStudy;

//---

CBufferFloat         State1;

CBufferFloat         *Result;

//---

CSymbolInfo          Symb;

CTrade               Trade;

//---

MqlRates             Rates[];

CiRSI                RSI;

CiCCI                CCI;

CiATR                ATR;

CiMACD               MACD;

vector<float>        prev_scheduler;

vector<float>        prev_actor;

vector<float>        skills_count;

float                prev_balance;

float                prev_equity;

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

//| 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 models

   ResetLastError();

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

     {

      PrintFormat("Error of load Actor: %5d", GetLastError());

      return INIT_FAILED;

     }

   if(!Scheduler.Load(FileName + "Sch.nnw", dtStudied, true))

     {

      PrintFormat("Error of load Scheduler: %5d", GetLastError());

      return INIT_FAILED;

     }

   Scheduler.getResults(Result);

   if(Result.Total() != NSkills)

     {

      PrintFormat("The scope of the scheduler does not match the skills count (%d <> %d)", NSkills, Result.Total());

      return INIT_FAILED;

     }

   Actor.getResults(Result);

   if(Result.Total() != NActions)

     {

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

      return INIT_FAILED;

     }

//---

   prev_scheduler.Init(NSkills);

   prev_actor.Init(NActions);

   skills_count=vector<float>::Zeros(NSkills);

   prev_balance = (float)AccountInfoDouble(ACCOUNT_BALANCE);

   prev_equity = (float)AccountInfoDouble(ACCOUNT_EQUITY);

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   delete Result;

   Print(skills_count);

  }

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