#SVM_b4_dd_pred5

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#SVM_b4_dd_pred5

This script is designed as a custom technical indicator for the MetaTrader platform. Its primary purpose is to provide visual price signals on a chart by utilizing external predictive data files.

Core Logic Overview

The tool functions by connecting to pre-existing data files stored in a specific folder on your computer. Instead of calculating signals based solely on live price action, it reads "prediction" results generated by an external machine learning model (specifically utilizing the LibSVM framework).

How It Works

  • Data Retrieval: The script identifies your specific currency symbol and timeframes to locate corresponding prediction files. It looks for datasets that contain values related to market trends and timestamps.
  • Timeframe Sensitivity: The tool adapts its behavior based on the chart timeframe you are viewing (e.g., 5-minute, 1-hour, or 4-hour charts). It adjusts internal "windows" to ensure the data pulled from the files remains relevant to the scale of the candles on your screen.
  • Signal Filtering: Once it accesses the external data, the script performs a series of checks:
    1. It looks for specific timestamps within the prediction file that match the current history of your chart.
    2. It verifies if the values fall within a specific "neutral" range (between -7.1 and 7.1).
    3. It confirms that there is a logical progression in the data (checking for maximums and minimums).
  • Visual Output: If all the conditions above are met, the script places a visual marker (an arrow) on your chart. These markers serve as the "signals" for the user, indicating points where the external model suggests a specific price movement or trend.

Summary for the User

Essentially, this script acts as a bridge. It takes complex calculations performed outside of MetaTrader, reads those results from your hard drive, and translates them into simple visual arrows on your trading chart to help you identify potential entry points.

Miscellaneous
Uses files from the file systemIt reads information from a fileImplements a curve of type %1
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#SVM_b4_dd_pred5 
//+------------------------------------------------------------------+
//|                                           
//+------------------------------------------------------------------+
#property copyright ""
#property link      ""
#include <stderror.mqh>
/*
SL      TP
0.006	 0.008
0.006	 0
0.006	 0.006
0.005	 0.008

*/
#define COL1 1
#define COL2 1

//  5-10, 10-15 and 5-15
#property indicator_separate_window
#property indicator_buffers 7
#property indicator_color1 Magenta
#property indicator_color2 Lime
#property indicator_color3 Red
#property indicator_color4 Orange
#property indicator_color5 Aqua
#property indicator_color6 Blue
#property indicator_color7 Yellow
#property indicator_level1 0.0

//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
int NrBars = 1003;
int StopLoss=40;
int TakeProfit=40;
int Period1=PERIOD_M5;
int Period0=0;
int Buffers1=6;

//+------------------------------------------------------------------+
//|
//+------------------------------------------------------------------+
int FutureWindow1;
int FutureWindow2;
int FutureWindow3;
int FutureWindow4;
int FutureWindow5;
int FutureWindow6;
int FW;
//---- buffers
double VolBuffer1[];
double VolBuffer2[];
double VolBuffer3[];
double VolBuffer4[];
double VolBuffer5[];
double VolBuffer6[];
double VolBuffer7[];

string v[][COL1];
string vv[][COL2];
string f1,f2;
double dv[];
double dvv[];
   
string pr1(string sym1, int sig)
{
  int i,j,size,lin;
  int col=COL1;
  string nameData1 = "b4/dd/pred"+sig+"/"+sym1+".libsvm.prd";
  int handle=FileOpen(nameData1,FILE_CSV|FILE_READ,' ');
  if(handle<1)
    {
     Print("File"+nameData1+" not found, the last error is ", GetLastError());
     return(0);
    }
  else 
  {    
     FileSeek(handle, 0, SEEK_SET );
     i=0;
     while(!FileIsEnding(handle))
     {
       FileReadString(handle);
       i++;
     }
     size=i-1;//=755->0..754
     lin = size / col; //151 , usd lin=1564,col=5,size=7820
     ArrayResize(v,lin);
     FileSeek(handle, 0, SEEK_SET );
     for (i=0;i<lin;i++)
       for (j=0;j<col;j++)
         v[i][j]=FileReadString(handle);     
     FileClose(handle);    
  } 
  return (nameData1);
}


string pr2(string sym1, int sig)
{
  int i,j,size,lin;
  int col=COL2;
  string nameData1 = "b4/dd/pred"+sig+"/"+sym1+".libsvm.t";
  int handle=FileOpen(nameData1,FILE_CSV|FILE_READ,' ');
  if(handle<1)
    {
     Print("File"+nameData1+" not found, the last error is ", GetLastError());
     return(0);
    }
  else 
  {    
     FileSeek(handle, 0, SEEK_SET );
     i=0;
     while(!FileIsEnding(handle))
     {
       FileReadString(handle);
       i++;
     }
     size=i-1;//=755->0..754
     lin = size / col; //151 , usd lin=1564,col=5,size=7820
     ArrayResize(vv,lin);
     FileSeek(handle, 0, SEEK_SET );
     for (i=0;i<lin;i++)
       for (j=0;j<col;j++)
         vv[i][j]=FileReadString(handle);     
     FileClose(handle);    
  } 
  return (nameData1);
}


//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//|------------------------------------------------------------------|

int init()
  {
  if(NrBars==0)
    NrBars=Bars;//iBars(Symbol(),Period1);
  if (Period1==PERIOD_M5)
  {
     FutureWindow1 = 10;
     FutureWindow2 = 50;
     FutureWindow3 = 100;
     FutureWindow4 = 150;
     FutureWindow5 = 200;
     FutureWindow6 = 250;
  }
  else if(Period1==PERIOD_H1)
  {
     FutureWindow1 = 1;
     FutureWindow2 = 5;
     FutureWindow3 = 10;
     FutureWindow4 = 15;
     FutureWindow5 = 20;
     FutureWindow6 = 25;
  }
  else if(Period1==PERIOD_H4)
  {
     FutureWindow1 = 1;
     FutureWindow2 = 2;
     FutureWindow3 = 3;
     FutureWindow4 = 4;
     FutureWindow5 = 5;
     FutureWindow6 = 6;
 
  }

   IndicatorBuffers(7);
   
   SetIndexStyle(0,DRAW_ARROW,0,1);
   SetIndexBuffer(0, VolBuffer1);
   SetIndexLabel(0,"0");
   SetIndexArrow(0,158);
   
   SetIndexStyle(1,DRAW_ARROW,0,1);
   SetIndexBuffer(1, VolBuffer2);
   SetIndexLabel(1,"1");
   SetIndexArrow(1,158);
  
   SetIndexStyle(2,DRAW_ARROW,0,1);
   SetIndexBuffer(2, VolBuffer3);
   SetIndexLabel(2,"2");
   SetIndexArrow(2,158); 
   
   SetIndexStyle(3,DRAW_ARROW,0,1);
   SetIndexBuffer(3, VolBuffer4);
   SetIndexLabel(3,"3");
   SetIndexArrow(3,158);   

   SetIndexStyle(4,DRAW_ARROW,0,1);
   SetIndexBuffer(4, VolBuffer5);
   SetIndexLabel(4,"4");
   SetIndexArrow(4,158); 
      
   SetIndexStyle(5,DRAW_ARROW,0,1);
   SetIndexBuffer(5, VolBuffer6);
   SetIndexLabel(5,"5");
   SetIndexArrow(5,158); 
   
   SetIndexStyle(6,DRAW_ARROW,0,1);
   SetIndexBuffer(6, VolBuffer7);
   SetIndexLabel(6,"6");
   SetIndexArrow(6,158);    
   
   if(Buffers1==0)
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow1+" "+FutureWindow2+" "+FutureWindow3+" "+FutureWindow4+" "+FutureWindow5+" "+FutureWindow6);
   else if(Buffers1==1)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow1);     
     FW=FutureWindow1; 
   }  
   else if(Buffers1==2)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow2);     
     FW=FutureWindow2; 
   }       
   else if(Buffers1==3)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow3);     
     FW=FutureWindow3; 
   }       
   else if(Buffers1==4)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow4);     
     FW=FutureWindow4; 
   }       
   else if(Buffers1==5)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow5);     
     FW=FutureWindow5; 
   }       
   else if(Buffers1==6)
   {
     IndicatorShortName("Period:"+Period1+" FW:"+FutureWindow6);     
     FW=FutureWindow6; 
   }  
     
///////////////////////////////////////////  
   f1=pr1(Symbol(), Buffers1-1);
   f2=pr2(Symbol(), Buffers1-1);  
   Print(f1,"-> ",v[0][0]," ",v[1][0]);
   Print(f2,"-> ",vv[0][0]," ",vv[1][0]); 
   ArrayResize(dv,ArraySize(v));
   for (int k=0;k<ArraySize(v);k++)
   {
     dv[k]= StrToDouble(v[k][0]);
   }    
   ArrayResize(dvv,ArraySize(vv));
   for (k=0;k<ArraySize(vv);k++)
   {
     dvv[k]= StrToInteger(vv[k][0]);
   }
/////////////////////////////////////////////     
     
   return(0);
  }


//+------------------------------------------------------------------+
//| Custor indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {

  }

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {

  double x1,x2,x3,x4,x5,x6,x7;
  int pos=0;
///////////////////////////////////////////  
   f1=pr1(Symbol(), Buffers1-1);
   f2=pr2(Symbol(), Buffers1-1);  
   Print(f1,"-> ",v[0][0]," ",v[1][0]);
   Print(f2,"-> ",vv[0][0]," ",vv[1][0]); 
   ArrayResize(dv,ArraySize(v));
   for (int k=0;k<ArraySize(v);k++)
   {
     dv[k]= StrToDouble(v[k][0]);
   }    
   ArrayResize(dvv,ArraySize(vv));
   for (k=0;k<ArraySize(vv);k++)
   {
     dvv[k]= StrToInteger(vv[k][0]);
   }
/////////////////////////////////////////////     
   int dayshift=-1;

  pos=NrBars;
  while(pos>=0)
  //while(pos<=NrBars)
     {  
		//PREDICT
		
      if(Buffers1!=0)
      {
      
       double max=dv[ArrayMaximum(dv)];
       double min=dv[ArrayMinimum(dv)];
       datetime d2 = Time[pos];
       dayshift=ArrayBsearch(dvv,d2,WHOLE_ARRAY,0,MODE_ASCEND);
       datetime maxt2=dvv[ArrayMaximum(dvv,WHOLE_ARRAY,0)];
       if (
            (dayshift > 0) && 
            (d2<=maxt2) && 
            StrToDouble(v[dayshift][0])<7.1 && 
            StrToDouble(v[dayshift][0])>-7.1 &&
            (max > min)           
            )
       //if ((dayshift > 0))
       {       
         VolBuffer7[pos]=StrToDouble(v[dayshift][0])+0.1; //Open
       }
       else
         VolBuffer7[pos]=EMPTY_VALUE;     		
		}
 	   //pos++;
 	   pos--;
     }
     
    //InSigNormalize(VolBuffer1);
    //InSigNormalize(VolBuffer2);
    //InSigNormalize(VolBuffer3);

  //int lasterror=0;
  //string pict_file1 = "b4/dd/shots"+(Buffers1-1)+"/"+Symbol()+".gif";
  //string pict_file1="shots\\signal"+(Buffers1-1)+"\\better"+(Buffers1-1)+".gif";
  //---- make WindowScreenShot for further checking
  //if(!WindowScreenShot("shots\\tester"+ExtShotsCounter+".gif",640,480))
  //if(!WindowScreenShot(pict_file1,640,480))
  //  lasterror=GetLastError();
    
  //if(!SendFTP(pict_file1))
  //  lasterror=GetLastError();
  // Print("error(",lasterror,"): ");      
   return(0);
  }
//+------------------------------------------------------------------+

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