//+------------------------------------------------------------------+
//|                                          Create_Initial_Data.mq5 |
//|                                  Copyright 2021, MetaQuotes Ltd. |
//|                                https://www.mql5.com/en/users/dng |
//+------------------------------------------------------------------+
//| Script creates training and testing datasets                     |
//+------------------------------------------------------------------+
#property copyright "Copyright 2021, MetaQuotes Ltd."
#property link      "https://www.mql5.com/en/users/dng"
#property version   "1.00"
#property script_show_inputs
//+------------------------------------------------------------------+
//| External parameters for script operation                         |
//+------------------------------------------------------------------+
input datetime Start = D'2024.01.01 00:00:00';  // Start of the population period
input datetime End = D'2024.010.01 23:59:00';    // End of the population period
input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1;    // Timeframe for loading data
input string   StudyFileName = "pricecorr.csv";// File name to write the training dataset

//+------------------------------------------------------------------+
//| Script program start                                             |
//+------------------------------------------------------------------+
void OnStart(void)
  {
   
   double close[];
   if(CopyClose(_Symbol, TimeFrame, Start, End,close) <= 0)
      return;
   double open[];
   if(CopyOpen(_Symbol, TimeFrame, Start, End, open) <= 0)
      return;
    double high[];
   if(CopyHigh(_Symbol, TimeFrame, Start, End, high) <= 0)
      return;
    double low[];
   if(CopyLow(_Symbol, TimeFrame, Start, End, low) <= 0)
      return;
  

//--- Open the training dataset file for writing
   int Study = FileOpen(StudyFileName, FILE_WRITE | FILE_CSV | FILE_ANSI, ",", CP_UTF8);
   if(Study == INVALID_HANDLE)
     {
      PrintFormat("Error opening file %s: %d", StudyFileName, GetLastError());
      return;
     }
     
  int total = ArraySize(close);
   FileWrite(Study, "Close, Open, Close1, Open1, Close2, Open2, Close3, Open3, Close4, Open4");
//--- Write datasets to files
   for(int i = 0; i < total-4; i++)
     {
      FileWrite(Study, close[i], 
                        open[i],  
                        close[i+1], 
                        open[i+1], 
                        close[i+2],  
                        open[i+2], 
                        close[i+3], 
                        open[i+3], 
                        close[i+4],
                        open[i+4]);
        }
     
//--- Close files
   Comment("");
   FileFlush(Study);
   FileClose(Study);
  
   PrintFormat("Study data saved to file %s\\MQL5\\Files\\%s",
               TerminalInfoString(TERMINAL_DATA_PATH), StudyFileName);
   
  }