SVM_train_v02

//+------------------------------------------------------------------+
//|                                                      SVM_v04.mq4 |
//|                      Copyright © 2007, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#property indicator_separate_window
#property indicator_buffers 1
#property indicator_color1 LightSeaGreen
#property indicator_level1 0


#define NR_OF_SAMPLE_LINES   4000
//#define NR_OF_TEST_LINES     100
//#define NR_OF_ATTRIB         9
#define FUTURE_WINDOW        100

#import "Project2.dll"
int Train(double t[],double c[],double l[],double h[],int,int,int,int,double,double &train_result[],double &train_time[]);
#import

extern int     TrainTimeFrame=PERIOD_M5;

double t[NR_OF_SAMPLE_LINES];
double c[NR_OF_SAMPLE_LINES];
double l[NR_OF_SAMPLE_LINES];
double h[NR_OF_SAMPLE_LINES]; 
/*        
double ma5_M5[NR_OF_SAMPLE_LINES];
double ma10_M5[NR_OF_SAMPLE_LINES];
double ma15_M5[NR_OF_SAMPLE_LINES];

double ma5_H1[NR_OF_SAMPLE_LINES];
double ma10_H1[NR_OF_SAMPLE_LINES];
double ma15_H1[NR_OF_SAMPLE_LINES];

double ma5_H4[NR_OF_SAMPLE_LINES];
double ma10_H4[NR_OF_SAMPLE_LINES];
double ma15_H4[NR_OF_SAMPLE_LINES];
*/
//double test_example_dyn_1[NR_OF_ATTRIB];
//double test_example_dyn_2[NR_OF_ATTRIB];
//double test_example_dyn_3[NR_OF_ATTRIB];

double train_result[NR_OF_SAMPLE_LINES];
double train_time[NR_OF_SAMPLE_LINES];


extern int StopLoss=60;
extern int TakeProfit=60;

double Buffer[];   
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
  int xx;
//----
   IndicatorBuffers(1);
   SetIndexBuffer(0, Buffer);
   SetIndexStyle(0, DRAW_HISTOGRAM);
   
   for(int i=0;i<NR_OF_SAMPLE_LINES;i++)
   {
      t[i]=iTime(NULL,TrainTimeFrame,i);
      c[i]=iClose(NULL,TrainTimeFrame,i);
      l[i]=iLow(NULL,TrainTimeFrame,i);
      h[i]=iHigh(NULL,TrainTimeFrame,i);

      //t[i]=iTime(NULL,PERIOD_H1,i);
      //c[i]=iClose(NULL,PERIOD_H1,i);
      //l[i]=iLow(NULL,PERIOD_H1,i);
      //h[i]=iHigh(NULL,PERIOD_H1,i);

 /*
      
      ma5_M5[i]=iMA(NULL,PERIOD_M5,5,0,MODE_SMA,PRICE_CLOSE,i);
      ma10_M5[i]=iMA(NULL,PERIOD_M5,10,0,MODE_SMA,PRICE_CLOSE,i);
      ma15_M5[i]=iMA(NULL,PERIOD_M5,15,0,MODE_SMA,PRICE_CLOSE,i);  

      ma5_H1[i]=iMA(NULL,PERIOD_H1,5,0,MODE_SMA,PRICE_CLOSE,i);
      ma10_H1[i]=iMA(NULL,PERIOD_H1,10,0,MODE_SMA,PRICE_CLOSE,i);
      ma15_H1[i]=iMA(NULL,PERIOD_H1,15,0,MODE_SMA,PRICE_CLOSE,i);  

      ma5_H4[i]=iMA(NULL,PERIOD_H4,5,0,MODE_SMA,PRICE_CLOSE,i);
      ma10_H4[i]=iMA(NULL,PERIOD_H4,10,0,MODE_SMA,PRICE_CLOSE,i);
      ma15_H4[i]=iMA(NULL,PERIOD_H4,15,0,MODE_SMA,PRICE_CLOSE,i);  
*/
      train_result[i]=0;
      train_time[i]=0;
   }
				
   xx=Train(t,c,l,h,NR_OF_SAMPLE_LINES,FUTURE_WINDOW,StopLoss,TakeProfit,Point,train_result,train_time);
   Print("Train: ",xx); 
/*
   string s1=""+
      train_result[0]+"\n"+
      train_result[1]+"\n"+
      train_result[2]+"\n"+
      train_result[3]+"\n"+
      train_result[4]+"\n"+
      train_result[53]+"\n"+
      train_result[16];
   Comment(s1);                                 
*/

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
  {
   int    counted_bars=IndicatorCounted();
//----
    //  for(int i = 0; i < NR_OF_SAMPLE_LINES; i++)
    //   if(train_result[i]>-2)
    //     if(train_time[i]==Time[i])
    //       Buffer[i] = train_result[i];
           
  int x1,x2,x3;         
  int pos=0;
  pos=NR_OF_SAMPLE_LINES;
  while(pos>=0)
  //while(pos<=Bars)
   {  
       
      int pos1 = iBarShift(Symbol(), TrainTimeFrame, iTime(NULL,0,pos), true);
		if (iTime(Symbol(), TrainTimeFrame, pos1) == iTime(NULL,0,pos))  // have to be sure the times match.
		{ 
		  x1=train_result[pos];
		  if(x1>-2)
		    Buffer[pos]=x1; 
		}
		else
		{
		   if(x1>-2) 
			  Buffer[pos]=x1;   
		}
		   pos--;
	}	
           
  // Comment("");
  // Comment("Time[500]:",Time[500],"  train_time[500]:",(Period() * train_time[500]));
           
//----
   return(0);
  }
//+------------------------------------------------------------------+