//+------------------------------------------------------------------+
//|                                          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'2023.01.01 00:00:00';  // Start of the population period
input datetime End = D'2024.07.01 23:59:00';    // End of the population period
input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1;    // Timeframe for loading data
//input int      BarsToLine = 10;                 // Number of historical bars in one pattern
input string   StudyFileName = "pricecorr_delt.csv";// File name to write the training dataset
//input string   TestFileName  = "test_data.csv"; // File name to write the testing dataset
//input bool     NormalizeData = true;            // Data normalization flag

//+------------------------------------------------------------------+
//| 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);
  
  string column;
  column =  "Close-Open,"+
                     "Close-Close1,"+
                     "Open-High1,"+
                     "Open-High2,"+
                     "Open-High3,"+
                     "Open-High4,"+
                     "Open-Close1,"+
                     "Open-Close2,"+
                     "Open-Close3,"+
                     "Open-Close4,"+
                     "Open-Open1,"+
                     "Open-Open2,"+
                     "Open-Open3,"+
                     "Open-Open4,"+
                     "Open-Low1,"+
                     "Open-Low2,"+
                     "Open-Low3,"+
                     "Open-Low4,"+
                      "High1-Open1,"+
                      "High1-Close1,"+
                      "High1-Low1,"+
                      "High1-High2,"+
                      "High1-High3,"+
                      "High1-High4,"+
                      "High1-Open2,"+
                      "High1-Open3,"+
                      "High1-Open4,"+
                      "High1-Close2,"+
                      "High1-Close3,"+
                      "High1-Close4,"+
                      "High1-Low2,"+
                      "High1-Low3,"+
                      "High1-Low4,"+
                      "Open1-Close1,"+
                      "Open1-Low1,"+
                      "Open1-High2,"+
                      "Open1-High3,"+
                      "Open1-High4,"+
                      "Open1-Open2,"+
                      "Open1-Open3,"+
                      "Open1-Open4,"+
                      "Open1-Close2,"+
                      "Open1-Close3,"+
                      "Open1-Close4,"+
                      "Open1-Low2,"+
                      "Open1-Low3,"+
                      "Open1-Low4,"+
                      "Close1-Low1,"+
                      "Close1-High2,"+
                      "Close1-High3,"+
                      "Close1-High4,"+
                      "Close1-Open2,"+
                      "Close1-Open3,"+
                      "Close1-Open4,"+
                      "Close1-Close2,"+
                      "Close1-Close3,"+
                      "Close1-Close4,"+
                      "Close1-Low2,"+
                      "Close1-Low3,"+
                      "Close1-Low4,"+
                      "Low1-High2,"+
                      "Low1-High3,"+
                      "Low1-High4,"+
                      "Low1-Open2,"+
                      "Low1-Open3,"+
                      "Low1-Open4,"+
                      "Low1-Close2,"+
                      "Low1-Close3,"+
                      "Low1-Close4,"+
                      "Low1-Low2,"+
                      "Low1-Low3,"+
                      "Low1-Low4,"+
                      "High2-Open2,"+
                      "High2-Close2,"+
                      "High2-Low2,"+
                      "High2-High3,"+
                      "High2-High4,"+
                      "High2-Open3,"+
                      "High2-Open4,"+
                      "High2-Close3,"+
                      "High2-Close4,"+
                      "High2-Low3,"+
                      "High2-Low4,"+
                      "Open2-Close2,"+
                      "Open2-Low2,"+
                      "Open2-High3,"+
                      "Open2-High4,"+
                      "Open2-Open3,"+
                      "Open2-Open4,"+
                      "Open2-Close3,"+
                      "Open2-Close4,"+
                      "Open2-Low3,"+
                      "Open2-Low4,"+
                      "Close2-Low2,"+
                      "Close2-High3,"+
                      "Close2-High4,"+
                      "Close2-Open3,"+
                      "Close2-Open4,"+
                      "Close2-Close3,"+
                      "Close2-Close4,"+
                      "Close2-Low3,"+
                      "Close2-Low4,"+
                      "Low2-High3,"+
                      "Low2-High4,"+
                      "Low2-Open3,"+
                      "Low2-Open4,"+
                      "Low2-Close3,"+
                      "Low2-Close4,"+
                      "Low2-Low3,"+
                      "Low2-Low4,"+
                      "High3-Open3,"+
                      "High3-Close3,"+
                      "High3-Low3,"+
                      "High3-High4,"+
                      "High3-Open4,"+
                      "High3-Close4,"+
                      "High3-Low4,"+
                      "Open3-Close3,"+
                      "Open3-Low3,"+
                      "Open3-High4,"+
                      "Open3-Open4,"+
                      "Open3-Close4,"+
                      "Open3-Low4,"+
                      "Close3-Low3,"+
                      "Close3-High4,"+
                      "Close3-Open4,"+
                      "Close3-Close4,"+
                      "Close3-Low4,"+
                      "Low3-High4,"+
                      "Low3-Open4,"+
                      "Low3-Close4,"+
                      "Low3-Low4,"+
                      "High4-Open4,"+
                      "High4-Close4,"+
                      "High4-Low4,"+
                      "Open4-Close4,"+
                      "Open4-Low4,"+
                      "Close4-Low4 ";
   FileWrite(Study, column);
//--- Write datasets to files
string data;
   for(int i = total-1; i >= 4; i--)
     {
     
data = (string) (close[i]-open[i])+","+ 
                       (string)  (close[i]-close[i-1])+","+
                       (string)  (open[i]-high[i-1])+","+
                       (string)  (open[i]-high[i-2])+","+
                       (string)  (open[i]-high[i-3])+","+
                       (string)  (open[i]-high[i-4])+","+
                       (string)  (open[i]-close[i-1])+","+
                       (string)  (open[i]-close[i-2])+","+
                       (string)  (open[i]-close[i-3])+","+
                       (string)  (open[i]-close[i-4])+","+
                       (string)  (open[i]-open[i-1])+","+
                       (string)  (open[i]-open[i-2])+","+
                       (string)  (open[i]-open[i-3])+","+
                       (string)  (open[i]-open[i-4])+","+
                       (string)  (open[i]-low[i-1])+","+
                       (string)  (open[i]-low[i-2])+","+
                       (string)  (open[i]-low[i-3])+","+
                       (string)  (open[i]-low[i-4])+","+
                       (string)  (high[i-1]-open[i-1])+","+
                       (string)  (high[i-1]-close[i-1])+","+
                       (string)  (high[i-1]-low[i-1])+","+
                       (string)  (high[i-1]-high[i-2])+","+
                       (string)  (high[i-1]-high[i-3])+","+
                       (string)  (high[i-1]-high[i-4])+","+
                       (string)  (high[i-1]-open[i-2])+","+
                       (string)  (high[i-1]-open[i-3])+","+
                       (string)  (high[i-1]-open[i-4])+","+
                       (string)  (high[i-1]-close[i-2])+","+
                       (string)  (high[i-1]-close[i-3])+","+
                       (string)  (high[i-1]-close[i-4])+","+
                       (string)  (high[i-1]-low[i-2])+","+
                       (string)  (high[i-1]-low[i-3])+","+
                       (string)  (high[i-1]-low[i-4])+","+
                       (string)  (open[i-1]-close[i-1])+","+
                       (string)  (open[i-1]-low[i-1])+","+
                       (string)  (open[i-1]-high[i-2])+","+
                       (string)  (open[i-1]-high[i-3])+","+
                       (string)  (open[i-1]-high[i-4])+","+
                       (string)  (open[i-1]-open[i-2])+","+
                       (string)  (open[i-1]-open[i-3])+","+
                       (string)  (open[i-1]-open[i-4])+","+
                       (string)  (open[i-1]-close[i-2])+","+
                       (string)  (open[i-1]-close[i-3])+","+
                       (string)  (open[i-1]-close[i-4])+","+
                       (string)  (open[i-1]-low[i-2])+","+
                       (string)  (open[i-1]-low[i-3])+","+
                       (string)  (open[i-1]-low[i-4])+","+
                       (string)  (close[i-1]-low[i-1])+","+
                       (string)  (close[i-1]-high[i-2])+","+
                       (string)  (close[i-1]-high[i-3])+","+
                       (string)  (close[i-1]-high[i-4])+","+
                       (string)  (close[i-1]-open[i-2])+","+
                       (string)  (close[i-1]-open[i-3])+","+
                       (string)  (close[i-1]-open[i-4])+","+
                       (string)  (close[i-1]-close[i-2])+","+
                       (string)  (close[i-1]-close[i-3])+","+
                       (string)  (close[i-1]-close[i-4])+","+
                       (string)  (close[i-1]-low[i-2])+","+
                       (string)  (close[i-1]-low[i-3])+","+
                       (string)  (close[i-1]-low[i-4])+","+
                       (string)  (low[i-1]-high[i-2])+","+
                       (string)  (low[i-1]-high[i-3])+","+
                       (string)  (low[i-1]-high[i-4])+","+
                       (string)  (low[i-1]-open[i-2])+","+
                       (string)  (low[i-1]-open[i-3])+","+
                       (string)  (low[i-1]-open[i-4])+","+
                       (string)  (low[i-1]-close[i-2])+","+
                       (string)  (low[i-1]-close[i-3])+","+
                       (string)  (low[i-1]-close[i-4])+","+
                       (string)  (low[i-1]-low[i-2])+","+
                       (string)  (low[i-1]-low[i-3])+","+
                       (string)  (low[i-1]-low[i-4])+","+
                       (string)  (high[i-2]-open[i-2])+","+
                       (string)  (high[i-2]-close[i-2])+","+
                       (string)  (high[i-2]-low[i-2])+","+
                       (string)  (high[i-2]-high[i-3])+","+
                       (string)  (high[i-2]-high[i-4])+","+
                       (string)  (high[i-2]-open[i-3])+","+
                       (string)  (high[i-2]-open[i-4])+","+
                       (string)  (high[i-2]-close[i-3])+","+
                       (string)  (high[i-2]-close[i-4])+","+
                       (string)  (high[i-2]-low[i-3])+","+
                       (string)  (high[i-2]-low[i-4])+","+
                       (string)  (open[i-2]-close[i-2])+","+
                       (string)  (open[i-2]-low[i-2])+","+
                       (string)  (open[i-2]-high[i-3])+","+
                       (string)  (open[i-2]-high[i-4])+","+
                       (string)  (open[i-2]-open[i-3])+","+
                       (string)  (open[i-2]-open[i-4])+","+
                       (string)  (open[i-2]-close[i-3])+","+
                       (string)  (open[i-2]-close[i-4])+","+
                       (string)  (open[i-2]-low[i-3])+","+
                       (string)  (open[i-2]-low[i-4])+","+
                       (string)  (close[i-2]-low[i-2])+","+
                       (string)  (close[i-2]-high[i-3])+","+
                       (string)  (close[i-2]-high[i-4])+","+
                       (string)  (close[i-2]-open[i-3])+","+
                       (string)  (close[i-2]-open[i-4])+","+
                       (string)  (close[i-2]-close[i-3])+","+
                       (string)  (close[i-2]-close[i-4])+","+
                       (string)  (close[i-2]-low[i-3])+","+
                       (string)  (close[i-2]-low[i-4])+","+
                       (string)  (low[i-2]-high[i-3])+","+
                       (string)  (low[i-2]-high[i-4])+","+
                       (string)  (low[i-2]-open[i-3])+","+
                       (string)  (low[i-2]-open[i-4])+","+
                       (string)  (low[i-2]-close[i-3])+","+
                       (string)  (low[i-2]-close[i-4])+","+
                       (string)  (low[i-2]-low[i-3])+","+
                       (string)  (low[i-2]-low[i-4])+","+
                       (string)  (high[i-3]-open[i-3])+","+
                       (string)  (high[i-3]-close[i-3])+","+
                       (string)  (high[i-3]-low[i-3])+","+
                       (string)  (high[i-3]-high[i-4])+","+
                       (string)  (high[i-3]-open[i-4])+","+
                       (string)  (high[i-3]-close[i-4])+","+
                       (string)  (high[i-3]-low[i-4])+","+
                       (string)  (open[i-3]-close[i-3])+","+
                       (string)  (open[i-3]-low[i-3])+","+
                       (string)  (open[i-3]-high[i-4])+","+
                       (string)  (open[i-3]-open[i-4])+","+
                       (string)  (open[i-3]-close[i-4])+","+
                       (string)  (open[i-3]-low[i-4])+","+
                       (string)  (close[i-3]-low[i-3])+","+
                       (string)  (close[i-3]-high[i-4])+","+
                       (string)  (close[i-3]-open[i-4])+","+
                       (string)  (close[i-3]-close[i-4])+","+
                       (string)  (close[i-3]-low[i-4])+","+
                       (string)  (low[i-3]-high[i-4])+","+
                       (string)   (low[i-3]-open[i-4])+","+
                       (string)  (low[i-3]-close[i-4])+","+
                       (string)  (low[i-3]-low[i-4])+","+
                       (string)  (high[i-4]-open[i-4])+","+
                       (string)  (high[i-4]-close[i-4])+","+
                       (string)  (high[i-4]-low[i-4])+","+
                       (string)  (open[i-4]-close[i-4])+","+
                       (string)  (open[i-4]-low[i-4])+","+
                       (string)  (close[i-4]-low[i-4]);

      FileWrite(Study, data);
        }
     
//--- Close files
   Comment("");
   FileFlush(Study);
   FileClose(Study);
  
   PrintFormat("Study data saved to file %s\\MQL5\\Files\\%s",
               TerminalInfoString(TERMINAL_DATA_PATH), StudyFileName);
   
  }