Attrib2

//+------------------------------------------------------------------+
//|                                                      pointer.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#include <svm288_18_1.mqh>
#define FW_M5 5
#define ROW1_M5 100
#define ROW2_M5 50


//double lines[ROW1_M1];
double lines_attr[][COL];
//double svm_samples_class_dyn_1[ROW1_M1];
double svm_samples_class_dyn_1[];
//double svm_samples_attrib_dyn_1[ROW1_M1][COL];
double svm_samples_attrib_dyn_1[][COL];
//double svm_test_attrib_dyn_1[ROW2_M1][COL];
double svm_test_attrib_dyn_1[][COL];
//double ptr_predict_label__1[ROW2_M1]={0,0,0};
double ptr_predict_label__1[];

string SymbolName="EURUSD";
int PeriodMinutes1=PERIOD_M1;
int PeriodMinutes5=PERIOD_M5;
int PeriodMinutes60=PERIOD_H1;

double x1,x2,x3,x4,x5,x6,x7,x8,x9;
double y1,y2,y3,y4,y5,y6,y7,y8,y9;
double z1,z2,z3,z4,z5,z6,z7,z8,z9;
double at0,at1,at2,at3,at4,at5,at6,at7,at8;
double at9,at10,at11,at12,at13,at14,at15,at16,at17;
double at18,at19,at20,at21,at22,at23,at24,at25,at26;
//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int start()
  {
//----
   int i,j,k;  
  
   int ROW1_M1;
   int ROW2_M1; 
   int FW_M1;
   int diff=0;//2 (5min)

   datetime t1=iTime(SymbolName,PeriodMinutes5,FW_M5);
   FW_M1=iBarShift(SymbolName,PeriodMinutes1,t1,true);
   
   datetime t2=iTime(SymbolName,PeriodMinutes5,ROW2_M5);
   ROW2_M1=iBarShift(SymbolName,PeriodMinutes1,t2,true);      

   datetime t3=iTime(SymbolName,PeriodMinutes5,ROW1_M5);
   ROW1_M1=iBarShift(SymbolName,PeriodMinutes1,t3,true);   
      
   Print(" ROW2_M5=",ROW2_M5);
   Print(" ROW2_M1=",ROW2_M1);
   Print("ROW1_M5-FW_M5=",ROW1_M5-FW_M5," ROW1_M5=",ROW1_M5," FW1_M5=",FW_M5);
   Print("ROW1_M1-FW_M1=",ROW1_M1-FW_M1," ROW1_M1=",ROW1_M1," FW1_M1=",FW_M1);
/*
   |<---------------------------ROW1_M5-------------------------->|
   |                                                              |
   |                                                   |<--FW_M5->|
   |                                                   |          |
   +-------------------------------------------+-------+----------+
   t3                                          t2      t1         t0
                                               |                  |
                                               |<-----ROW2_M5---->|
                                               
                                               |                  |
   lines_attr ...                    lines_attr|lines_attr      lines_attr                                            
   [ROW1_M1-1                           [FW_M1]|[FW_M1-1]        [0]
*/  

   int  	nr_of_sample_lines=ROW1_M1-FW_M1-diff; 
   int	nr_of_test_lines=ROW2_M1;
         
   ArrayResize(lines_attr,ROW1_M1);
   ArrayResize(svm_samples_class_dyn_1,nr_of_sample_lines);
   ArrayResize(svm_samples_attrib_dyn_1,nr_of_sample_lines);
   ArrayResize(svm_test_attrib_dyn_1,nr_of_test_lines);   
   ArrayResize(ptr_predict_label__1,nr_of_test_lines);

   for (i=ROW1_M1-1;i>=0;i--)
   {
      datetime time1=iTime(SymbolName,PeriodMinutes1,i);
      
      int b5=iBarShift(SymbolName,PeriodMinutes5,time1,true);
      int b60=iBarShift(SymbolName,PeriodMinutes60,time1,true);
      if(b5>=0)
      {  
        x1=iMA(SymbolName,PeriodMinutes5,5,0,MODE_SMA,PRICE_CLOSE,b5);
        x2=iMA(SymbolName,PeriodMinutes5,10,0,MODE_SMA,PRICE_CLOSE,b5);
        x3=iMA(SymbolName,PeriodMinutes5,15,0,MODE_SMA,PRICE_CLOSE,b5);
        at0=x1-x2;
        at1=x2-x3;
        at2=x1-x3;
        y1=iMA(SymbolName,PeriodMinutes5,5,0,MODE_SMA,PRICE_CLOSE,b5+1);
        y2=iMA(SymbolName,PeriodMinutes5,10,0,MODE_SMA,PRICE_CLOSE,b5+1);
        y3=iMA(SymbolName,PeriodMinutes5,15,0,MODE_SMA,PRICE_CLOSE,b5+1);
        at9=y1-y2;
        at10=y2-y3;
        at11=y1-y3;    
        z1=iMA(SymbolName,PeriodMinutes5,5,0,MODE_SMA,PRICE_CLOSE,b5+2);
        z2=iMA(SymbolName,PeriodMinutes5,10,0,MODE_SMA,PRICE_CLOSE,b5+2);
        z3=iMA(SymbolName,PeriodMinutes5,15,0,MODE_SMA,PRICE_CLOSE,b5+2);   
        at18=z1-z2;
        at19=z2-z3;
        at20=z1-z3;            
      }
      
      if(b60>=0)
      {        
        x4=iMA(SymbolName,PeriodMinutes60,5,0,MODE_SMA,PRICE_CLOSE,b60);
        x5=iMA(SymbolName,PeriodMinutes60,10,0,MODE_SMA,PRICE_CLOSE,b60);
        x6=iMA(SymbolName,PeriodMinutes60,15,0,MODE_SMA,PRICE_CLOSE,b60);
        at3=x4-x5;
        at4=x5-x6;
        at5=x4-x6;
        y4=iMA(SymbolName,PeriodMinutes60,5,0,MODE_SMA,PRICE_CLOSE,b60+1);
        y5=iMA(SymbolName,PeriodMinutes60,10,0,MODE_SMA,PRICE_CLOSE,b60+1);
        y6=iMA(SymbolName,PeriodMinutes60,15,0,MODE_SMA,PRICE_CLOSE,b60+1);
        at12=y4-y5;
        at13=y5-y6;
        at14=y4-y6;
        z4=iMA(SymbolName,PeriodMinutes60,5,0,MODE_SMA,PRICE_CLOSE,b60+2);
        z5=iMA(SymbolName,PeriodMinutes60,10,0,MODE_SMA,PRICE_CLOSE,b60+2);
        z6=iMA(SymbolName,PeriodMinutes60,15,0,MODE_SMA,PRICE_CLOSE,b60+2);
        at21=z4-z5;
        at22=z5-z6;
        at23=z4-z6;
      }       
      //for (j=0;j<COL;j++)
      lines_attr[i][0]=i;//at0/Point;
      lines_attr[i][1]=at1/Point;
      lines_attr[i][2]=at2/Point;
      
      lines_attr[i][3]=at9/Point;
      lines_attr[i][4]=at10/Point;
      lines_attr[i][5]=at11/Point; 
      
      lines_attr[i][6]=at18/Point;
      lines_attr[i][7]=at19/Point;
      lines_attr[i][8]=at20/Point;   
        
      lines_attr[i][9]=at3/Point;
      lines_attr[i][10]=at4/Point;
      lines_attr[i][11]=at5/Point;
      
      lines_attr[i][12]=at12/Point;
      lines_attr[i][13]=at13/Point;
      lines_attr[i][14]=at14/Point;
        
      lines_attr[i][15]=at21/Point;     
      lines_attr[i][16]=at22/Point;
      lines_attr[i][17]=at23/Point;              
        
   }

      
   for(i=FW_M1,j=0;j<nr_of_sample_lines;i++,j++)  
   {
      svm_samples_class_dyn_1[j]=j;
      for(  k = 0; k < COL; k++)
        svm_samples_attrib_dyn_1[j][k]=lines_attr[i][k];
   }
  


   for( i=0; i < nr_of_test_lines;i++)
   {      
      ptr_predict_label__1[i]=	0.0;   
      for(  k = 0; k < COL; k++)
        svm_test_attrib_dyn_1[i][k]=lines_attr[i][k];
   }

    
	int FutureWindow=FW_M1;
	int  nr_of_attrib=COL;
   string file_name="c:/"+SymbolName+"_file_18_1.std";
   double C=1;
   double g=0;  						    
   int flag=0;//0-no file ,1-file ma,2-file ma diff
	int normalize=1;//1-normalize 0-
	int flag2=0;//0-do nothing 1-create model 2-predict 3-create model and predict
   int flag3=0;//0-no predict file 1-predict file

   int res1=0;

   res1= svm_classify(
	svm_samples_class_dyn_1,
	svm_samples_attrib_dyn_1,
	svm_test_attrib_dyn_1,	
	nr_of_sample_lines, //2200
   nr_of_test_lines, //800
   nr_of_attrib,
	FutureWindow,	//200
   file_name,
   C,
   g,
   ptr_predict_label__1,//predict output							    
   flag,//0-no file ,1-file ma,2-file ma diff
	normalize,//1-normalize 0-
	flag2,//0-do nothing 1-create model 2-predict 3-create model and predict
   flag3//0-no predict file 1-predict file
   );
   
   Print(ptr_predict_label__1[0]," ",
            ptr_predict_label__1[1]," ",
            ptr_predict_label__1[2]," ",
            ptr_predict_label__1[3]," ... ",ptr_predict_label__1[nr_of_test_lines-1]);
   
   Print("->",res1);  
   
//----
   return(0);
  }
//+------------------------------------------------------------------+