_Forex_Nn_Ind_dimicr

#property indicator_separate_window 
#property indicator_buffers 2 
#property indicator_color1 Red 
#property indicator_color2 Yellow 
#property indicator_minimum 0
#property indicator_maximum 1

// indicator parameters
// To do: read parameters, including weights, from a description file

extern double  BuyLevel = 0.54;
extern double  SellLevel = 0.74;

int     nNocInterval=12;
double  dNocRange=0.012;
int     nNocMa=5;

double  dNnOutput;

int     nRemoveFirst=200;
double  dE=2.7182818;

// indicator buffers
double  arrNocBuffer[];
double  arrNnBuffer[];

double  W[180];
double  WT[11];
double  Input[17];

int     nExtCountedBars=0;

////////////////////////
int init()
{

  // drawing settings
  SetIndexStyle(0,DRAW_LINE);
  SetIndexShift(0,0);
  SetIndexEmptyValue(0,0.0);

  SetIndexStyle(1,DRAW_LINE);
  SetIndexShift(1,0);
  SetIndexEmptyValue(1,0.0);

  IndicatorDigits(4);

  /*~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~*/
  string  strIndicatorShortName="forex_nn";
  /*~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~*/

  IndicatorShortName(strIndicatorShortName);

  // indicator buffers mapping
  SetIndexBuffer(0,arrNocBuffer);
  SetIndexBuffer(1,arrNnBuffer);
  
  SetLevelStyle(STYLE_DOT,1);
  SetLevelValue(0,BuyLevel); 
  SetLevelValue(1,SellLevel); 

  //----
  W[0]=1.23284662840642;
  W[1]= -0.511755486703824;
  W[2]=0.0964615833231131;
  W[3]= -0.473951143707364;
  W[4]= -0.190044512653979;
  W[5]=0.385736545872854;
  W[6]=0.18430042807762;
  W[7]=0.250208618037659;
  W[8]= -0.0690710655087922;
  W[9]= -0.507242221145675;
  W[10]= -0.344757112356797;
  W[11]= -0.47518609293024;
  W[12]= -0.419874977285144;
  W[13]=0.74711393594611;
  W[14]=0.439031463137719;
  W[15]=0.519059847259052;
  W[16]=0.164716602638519;
  W[17]=1.4339376008723;
  W[18]=0.115386970035529;
  W[19]=0.496731065206044;
  W[20]= -0.118003872499675;
  W[21]=0.421064118363769;
  W[22]=0.25178510963282;
  W[23]= -0.293541706646167;
  W[24]= -0.448743140388445;
  W[25]=0.475962267396865;
  W[26]=0.569791973166393;
  W[27]=0.49272346954719;
  W[28]= -0.0905883648668217;
  W[29]= -0.0011422810692163;
  W[30]= -0.109523712298978;
  W[31]= -0.549473731166492;
  W[32]=0.562999057730813;
  W[33]= -0.6257614521639;
  W[34]=1.26121467755857;
  W[35]=0.932797035311227;
  W[36]=1.30694528621299;
  W[37]=0.481442159756628;
  W[38]=0.191342196173203;
  W[39]=0.307381497072444;
  W[40]= -0.543891916922809;
  W[41]= -0.249851880333427;
  W[42]= -0.174046638335755;
  W[43]=0.685804168947628;
  W[44]=0.0825153375976359;
  W[45]=0.583188445690559;
  W[46]=1.59329962072699;
  W[47]=0.780358652037702;
  W[48]=0.414232400586238;
  W[49]=0.405262591017787;
  W[50]=0.429133467300143;
  W[51]=4.5707252262589;
  W[52]= -0.974193568331981;
  W[53]= -0.241533739716741;
  W[54]=0.120167658526732;
  W[55]=0.106812446016975;
  W[56]=0.0946906217296473;
  W[57]= -0.973353986014926;
  W[58]=0.329835213992192;
  W[59]=0.354779871566284;
  W[60]=0.21141292154711;
  W[61]= -0.848058903044372;
  W[62]=0.40087506226086;
  W[63]=0.590049464056843;
  W[64]= -0.884409398272446;
  W[65]=0.225682751259687;
  W[66]= -0.779756671959848;
  W[67]=0.516217176242478;
  W[68]= -0.443823132762601;
  W[69]=1.15042401290238;
  W[70]=0.0761295218074771;
  W[71]=0.286354149734076;
  W[72]= -0.246276609126355;
  W[73]=0.407862236319774;
  W[74]=1.35863054128392;
  W[75]= -0.0899655682452336;
  W[76]=0.227209033012602;
  W[77]=0.48882649109837;
  W[78]=0.134262469866172;
  W[79]=0.520662445724424;
  W[80]=0.273921183996895;
  W[81]=0.797893190237165;
  W[82]=0.307232020735568;
  W[83]=0.66453677638372;
  W[84]=0.601517797706549;
  W[85]=2.41522339235385;
  W[86]= -0.54734695793675;
  W[87]= -0.616942416095533;
  W[88]= -0.329078616352176;
  W[89]=0.0343785770105571;
  W[90]=0.183606667410502;
  W[91]= -0.335604884494971;
  W[92]= -0.473071024438756;
  W[93]= -0.445323004747451;
  W[94]= -0.58852224463417;
  W[95]=0.200252466717469;
  W[96]=1.03363268985642;
  W[97]=1.07718838339749;
  W[98]=0.579629620875196;
  W[99]=0.563350223627848;
  W[100]=0.427986370809025;
  W[101]= -0.509749485567783;
  W[102]=3.26893236585458;
  W[103]= -1.74342337399321;
  W[104]=0.715682154705979;
  W[105]=0.602756337362107;
  W[106]= -0.343526606342097;
  W[107]= -1.17938810569175;
  W[108]=0.355240071640326;
  W[109]=0.35521243887383;
  W[110]= -1.44427916588966;
  W[111]= -0.276346018910304;
  W[112]= -0.59742769634354;
  W[113]= -1.10090634603251;
  W[114]=0.647220265319068;
  W[115]= -0.654279251957746;
  W[116]= -0.208823702966868;
  W[117]=0.0498559661839404;
  W[118]= -0.0845632001274042;
  W[119]=5.07943362953022;
  W[120]= -1.15314418917092;
  W[121]= -0.665833645801421;
  W[122]=0.255437001700128;
  W[123]=0.319124707947276;
  W[124]= -0.566939757767682;
  W[125]= -0.47605481843698;
  W[126]=0.39488556620511;
  W[127]= -0.256064309433873;
  W[128]=0.197056621017084;
  W[129]= -0.390050402269382;
  W[130]= -0.137297237383076;
  W[131]=0.545921953801981;
  W[132]= -0.071961640027172;
  W[133]= -0.483747658486652;
  W[134]=0.0250140139153488;
  W[135]=0.0652004545965496;
  W[136]=1.20609868338284;
  W[137]=1.29606665339007;
  W[138]= -0.322563707279071;
  W[139]= -0.233294561636766;
  W[140]= -0.782596575301184;
  W[141]= -0.513649291801566;
  W[142]= -0.635867543624109;
  W[143]= -1.02773789019305;
  W[144]= -0.756729297801529;
  W[145]= -0.235705567459231;
  W[146]= -1.28156572033992;
  W[147]= -0.411746401661486;
  W[148]=0.799399607981531;
  W[149]=0.320928188633003;
  W[150]= -0.000938595231901069;
  W[151]= -0.0237449790280827;
  W[152]= -0.16037405098131;
  W[153]= -0.551435857244773;
  W[154]=0.425892720818933;
  W[155]=0.522796972730267;
  W[156]=0.157836040132023;
  W[157]=0.415584007547781;
  W[158]= -0.0168757976604174;
  W[159]=0.00114783700460871;
  W[160]=0.115566049648634;
  W[161]= -0.211212597329733;
  W[162]=0.258353387832398;
  W[163]=0.337783351644855;
  W[164]=0.04312149688565;
  W[165]=0.149834366219619;
  W[166]=0.181127999640499;
  W[167]=0.744465709021414;
  W[168]=0.333011286627891;
  W[169]= -0.0555669565373262;
  W[170]=0.532057479531659;
  W[171]=0.966738538389819;
  W[172]= -0.609695328091294;
  W[173]=3.1940572214263;
  W[174]=0.827936264074366;
  W[175]=0.953122056124963;
  W[176]=1.05312004796111;
  W[177]=3.50187095403698;
  W[178]= -0.613446281522734;
  W[179]= -0.593921919074533;

  WT[0]= -1.85505582973963;
  WT[1]= -1.24910210484401;
  WT[2]= -0.537052977943149;
  WT[3]=2.61438475233761;
  WT[4]= -0.839540256869364;
  WT[5]=0.11721035714907;
  WT[6]= -0.126760582165264;
  WT[7]= -3.23470003440472;
  WT[8]= -1.35856127136088;
  WT[9]= -2.30050022722987;
  WT[10]= -4.20071031619927;

  return(0);
}

////////////////////
int start()
{
  nExtCountedBars=IndicatorCounted();
  if (nExtCountedBars < 0) return(-1);

  // last counted bar will be recounted
  if (nExtCountedBars > 0) nExtCountedBars--;

  Noc();
  ApplyNn();

  return(0);
}

///////////////////
// For the selected period:

// CLV = ((Close - Low) - (High - Close)) / (High - Low)
void Noc()
{
  int nPos=Bars - nExtCountedBars;

  while (nPos > 0)
  {
    if (nPos > Bars - nRemoveFirst)
    {
      arrNocBuffer[nPos]=0.5;
      nPos--;
      continue;
    }

    double  dClose=Close[nPos];
    double  dLow=Low[ArrayMinimum(Low,nNocInterval,nPos)];
    double  dHigh=High[ArrayMaximum(High,nNocInterval,nPos)];

    arrNocBuffer[nPos]=0.1;

    if (dHigh - dLow > dNocRange)
      arrNocBuffer[nPos]=(((dClose - dLow) - (dHigh - dClose)) / (dHigh - dLow)) / 2 + 0.5;
    else arrNocBuffer[nPos]=(((dClose - dLow) - (dHigh - dClose)) / dNocRange) / 2 + 0.5;

    nPos--;
  }

  if (nNocMa > 1) Ema(arrNocBuffer);
}

///////////////////
void Ema(double &arr[])
{
  double  dPr=2.0 / (nNocMa + 1);
  int     nPos=Bars - nExtCountedBars;

  while (nPos > 0)
  {
    if (nPos == Bars - 2) arrNocBuffer[nPos + 1]=arr[nPos + 1];

    arrNocBuffer[nPos]=arr[nPos] * dPr + arrNocBuffer[nPos + 1] * (1 - dPr);
    nPos--;
  }
}

///////////////////
void ApplyNn()
{
  int nPos=Bars - nExtCountedBars - 2;
  int LayerCount=3;
  int Neurons[3];

  Neurons[0]=17;
  Neurons[1]=10;
  Neurons[2]=1;

  double  LayerOutput0[17];
  double  LayerOutput1[10];
  double  LayerOutput2[1];
  double  xSum;

  while (nPos > 0)
  {

    for (int cnt=0; cnt <= Neurons[0] - 1; cnt++)
    {
      LayerOutput0[cnt]=arrNocBuffer[nPos + cnt] * 2 - 1;
      //Print(LayerOutput0[cnt]) ;
    }

    int w_cnt=0,
        wt_cnt=0;
    for (int xI=0; xI <= LayerCount - 2; xI++)
    {

      //Print("XI=", xI);
      // First Layer by Neurons
      int xTmp=Neurons[xI] - 1;

      //Print("Tmp=", xTmp);
      //Print("Neurons =", Neurons[xI+1]-1);
      for (int xK=0; xK <= Neurons[xI + 1] - 1; xK++)
      {

        
        xSum=0;

        // xTmp - Inputs in First Layer
        for (int xJ=0; xJ <= xTmp; xJ++)
        {

          //Print("XK=", xK, "-Cnt=", w_cnt, "-", wt_cnt);
          if (xI == 0)
          {
            xSum=xSum + LayerOutput0[xJ] * W[w_cnt];
          }

          if (xI == 1)
          {
            xSum=xSum + LayerOutput1[xJ] * W[w_cnt];
          }

          w_cnt+=1;
        }

        //Print("xSum=",xSum);
        xSum=xSum + WT[wt_cnt];
        wt_cnt+=1;

        //Print("xSum=",xSum);
        if (xI == 0)
        {
          LayerOutput1[xK]=Sigmoid(xSum,1);

          //Print("LayerOutput1-"+xK+"=", LayerOutput1[xK]);
        }

        if (xI == 1)
        {

          //Print("!!!!!!1!!!!!!");
          LayerOutput2[xK]=Sigmoid(xSum,1);
        }
      }
    }

    arrNnBuffer[nPos]=LayerOutput2[0];

    nPos--;

  } // for all patterns
}


double Sigmoid(double inp, double parm)
{
  return(1 / (1 + MathExp(-parm * inp)));
}