PNN_v02
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This script is designed to function as an automated bridge between the MetaTrader 4 trading platform and an external machine learning system. Its primary purpose is to facilitate data logging and the training of a predictive model using Support Vector Machine (SVM) logic.
Core Functionalities
Data Logging and Recording Upon activation, the script immediately establishes a connection to a local file on your computer. It captures specific market data—specifically the opening and closing prices from the most recent completed price candle. This information is recorded into a log file, creating a persistent history of price action that can be used for later review or analysis.
Machine Learning Model Integration The script is configured to interact with an external library (a DLL file) that handles complex "Support Vector Machine" calculations. These are advanced algorithms used in data science to identify patterns and make predictions based on historical information.
During the initialization phase, the script performs two key actions related to this technology:
- Model Training: It triggers a process to train a model using a specific dataset located on your hard drive. This is the stage where the system "learns" from existing data to establish a baseline for future predictions.
- Status Feedback: The script provides a status output to the platform's logs to confirm whether the training process was completed successfully.
Summary of Workflow
When you run this tool, it performs a "setup" sequence: it opens a physical file on your computer to record current market prices and simultaneously initiates a background process to train a predictive model. Once these initialization steps are complete, the environment is prepared for the machine learning components to interact with the live trading data provided by the platform.
//+------------------------------------------------------------------+
//| PNN_v02.mq4 |
//| Copyright © 2007, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2007, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net"
//open mode constants
#define READ 1
#define WRITE 2
#define READWRITE 3
//seek mode constants
#define FILE_BEGIN 0
#define FILE_CURRENT 1
#define FILE_END 2
#import "mtguru1.dll"
int gFileOpen(string file_name,int mode);
bool gFileWrite(int handle,string data);
bool gFileClose(int handle);
string gFileRead(int handle,int length=0);
void gFileSeek(int handle,int offset, int mode);
bool gFileDelete(string file_name);
int gFileSize(int handle);
int SvmTrain(string, string);
int SvmPredict(string, string, string);
#import
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
int file = gFileOpen("c:\mt4.log",WRITE); //open the file for read and write , create it if not exist
string write = "Open Price: " + Open[1] + " - Close Price: " + Close[1];
gFileWrite(file,write); //write some date
gFileClose(file); //close the file
//----
int xx=SvmTrain("c:\heart_scale", "c:\heart_scale.model");
Print("SvmTrain: ",xx);
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
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