AttribInd_2d

//+------------------------------------------------------------------+
//|                                                 AttribInd_2d.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_separate_window
//#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Yellow
#property indicator_color2 Red
#property indicator_color3 LightSeaGreen


#include <svm288_18_5.mqh>
#define FW_M5 5
#define ROW1_M5 100
#define ROW2_M5 50
  
   int ROW1_M1;
   int ROW2_M1; 
   int FW_M1;
   int diff=0;//2 (5min)
   
   string file_name;
   double C=1;
   double g=0;  						    
   int  svm_type=NU_SVR ;//C_SVC, NU_SVC, ONE_CLASS, EPSILON_SVR, NU_SVR 
   int  kernel_type=RBF;//LINEAR, POLY, RBF, SIGMOID, PRECOMPUTED      
   int normalize=1;//1-normalize 0-
   int flag=0;//0-no file ,1-file ma,2-file ma diff   
   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
   
//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;

int TrainPeriod=PERIOD_M5;
int StopLoss=30;		//70
int TakeProfit=30;	//70

   
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;

double Buffer1[];
double Buffer2[];
double Buffer3[];

datetime t1,t2,t3;
int  	nr_of_sample_lines; 
int	nr_of_test_lines;
 
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
   file_name="c:/"+SymbolName+"_file_18_5.std";
//---- indicators
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,Buffer1);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexBuffer(1,Buffer2);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(2,Buffer3);

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

   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]
*/  

   nr_of_sample_lines=ROW1_M1-FW_M1-diff; 
   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);   
//----
   main();
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }

/*
   |<---------------------------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]
*/    
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int myBars1;

bool isNewBar1(int tf1)
  {
//----
   bool res=false;
   if (myBars1!=iBars(Symbol(),tf1))
   {
      res=true;
      myBars1=iBars(Symbol(),tf1);
   }  
  
//----
   return(res);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
  
int start()
  {
   int    counted_bars=IndicatorCounted();
//----
   int i,j;
   
if(isNewBar1(PERIOD_M1))
{
  main();
}   
   for(i=FW_M1,j=0;j<nr_of_sample_lines;i++,j++)  
   {
      Buffer2[i]=svm_samples_class_dyn_1[j];
   }
   for( i=0; i < nr_of_test_lines;i++)
   {      
      Buffer1[i]=ptr_predict_label__1[i];   
   }
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
double CalcBuySell(string _Sym, int _TPd,int SL,int TP,int _FW_M5,int pos)
{
     int i,j;
     double c=EMPTY_VALUE;     
     
   datetime t1=iTime(_Sym,_TPd,_FW_M5);
   int _FW_M1=iBarShift(_Sym,PERIOD_M1,t1,true);
     
     //if(pos<_FW_M1)
     //  return (c);

	  //for(i=_FW_M1+pos,j=0;j<_nr_of_sample_lines-pos;i++,j++)
	  //for(i=pos,j=0;j<_nr_of_sample_lines-pos;i++,j++)
	  //{

        c=0;//EMPTY_VALUE;
        double Point1=MarketInfo(_Sym,MODE_POINT);
        double sp=MarketInfo(_Sym,MODE_SPREAD)*Point1;
        datetime time1=iTime(_Sym,PERIOD_M1,pos);
        int ii=iBarShift(_Sym,_TPd,time1,true);        
        //int ii = pos;//30...504
        double entry_buy = iClose(_Sym,_TPd,ii)+sp;//entry_buy=bid0+sp 
        double entry_sell = iClose(_Sym,_TPd,ii);//entry_sell=bid0 
        bool longOk=true;
        bool shortOk=true;                                                
        for (int fw=1; fw<_FW_M5; fw++) 
        {
          double l=iLow(_Sym,_TPd,ii-fw);
          double h=iHigh(_Sym,_TPd,ii-fw); 
          if (l<=entry_buy-SL*Point1) longOk=false;
          if (h+sp>=entry_sell+SL*Point1) shortOk=false;
          if (longOk && (h>=entry_buy+TP*Point1)) { c=(+1)*fw;  break; }
          if (shortOk && (l+sp<=entry_sell-TP*Point1)) { c=(-1)*fw;  break; }                       
        } 
	  
	  //}
	  
	  return(c);
}

//////////////////////////////////////
int main()
  {
//----
   int i,j,k;  

   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]=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]=CalcBuySell(SymbolName, TrainPeriod,StopLoss,TakeProfit,FW_M5,i);
      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;



   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,
   svm_type,//C_SVC,
   kernel_type,//RBF,        
   ptr_predict_label__1,//predict output							    
   flag,//0-no file ,1-file ma,2-file ma diff
	normalize,//1-normalize with std, 3-normalize with rng, 0-don't normalize
	flag2,//0-do nothing 1-create model 2-predict 3-create model and predict
   flag3//0-no predict file 1-predict file
   );

   string s1="";
   for( i=0; i < nr_of_test_lines;i++)
   { 
     if(ptr_predict_label__1[i]!=0)   
       s1=s1+DoubleToStr(ptr_predict_label__1[i],2)+" ";
   }  
   Print(s1);

   Print("->",res1);  
   
//----
   return(0);
  }