Train_05_02a

//+------------------------------------------------------------------+
//|                                                  Train_04_01.mq4 |
//|                      Copyright © 2008, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2008, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"

#define NR_OF_SAMPLE_LINES   400
#define NR_OF_TEST_LINES     800
#define NR_OF_TEST_BARS      10
#define FUTURE_WINDOW        10

#property indicator_separate_window
#property indicator_buffers 4
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_color3 Lime
#property indicator_color4 Magenta
#property indicator_level1 0.0

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

int NrTrainBars=NR_OF_SAMPLE_LINES;
int NrTestBars=NR_OF_TEST_LINES;
int FutureWindow=FUTURE_WINDOW;
int c;
double Buffer1[];
double Buffer2[];
double Buffer3[];
double Buffer4[];

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int myBars1;

bool isNewBar1(int tf1)
  {
//----
   bool res=false;
   if (myBars1!=iBars(Symbol(),tf1))
   {
      res=true;
      myBars1=iBars(Symbol(),tf1);
   }  
  
//----
   return(res);
  }
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
  {
//---- indicators
//---- 3 indicator buffers mapping
   SetIndexBuffer(0,Buffer1);
   SetIndexBuffer(1,Buffer2);
   SetIndexBuffer(2,Buffer3);
   SetIndexBuffer(4,Buffer4);   
//---- drawing settings
   SetIndexStyle(0,DRAW_HISTOGRAM);
   SetIndexStyle(1,DRAW_HISTOGRAM);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexStyle(3,DRAW_LINE);  

   SetIndexEmptyValue(0,EMPTY_VALUE);
   SetIndexEmptyValue(1,EMPTY_VALUE);
   SetIndexEmptyValue(2,EMPTY_VALUE);
   SetIndexEmptyValue(3,EMPTY_VALUE);     
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+

int start()
  {
   int limit;

   int counted_bars=IndicatorCounted();
//---- check for possible errors
   if(counted_bars<0) return(-1);
//---- last counted bar will be recounted
   if(counted_bars>0) counted_bars--;
   limit=Bars-counted_bars;
//---- main loop



if(isNewBar1(PERIOD_M1))
{  






							
   int spread=MarketInfo(Symbol(),MODE_SPREAD);
   double Point1=MarketInfo(Symbol(),MODE_POINT);
   double sp=spread*Point;  
   double entry_buy;//entry_buy=bid0+sp 
   double entry_sell;//entry_sell=bid0 
   bool longOk;
   bool shortOk; 
   int FW=FutureWindow;       
   int i,j,fw;  
   double l,h; 
   datetime t1=iTime(Symbol(),TrainPeriod,FW);
   int FW2=iBarShift(Symbol(),0,t1,true);

   datetime t2=iTime(Symbol(),TrainPeriod,NrTrainBars);
   int NrTrainBars2=iBarShift(Symbol(),0,t2,true);
   Print("NrTrainBars(1min): "+NrTrainBars2+" FutureWindow(1min): "+FW2+"="+(NrTrainBars2+FW2)); 
	  for(i=FW2,j=0;j<NrTrainBars2;i++,j++)
      //for ( i=nr_of_sample_lines-1; i>=0; i--) 
	  {    
        c=-2;
        datetime time1=iTime(Symbol(),0,i);
        int ii=iBarShift(Symbol(),TrainPeriod,time1,true);        
        entry_buy = iClose(Symbol(),TrainPeriod,ii)+sp;//entry_buy=bid0+sp 
        entry_sell = iClose(Symbol(),TrainPeriod,ii);//entry_sell=bid0 
        longOk=true;
        shortOk=true;                                                
        for (fw=0; fw<FW; fw++) 
        {
          l=iLow(Symbol(),TrainPeriod,ii-fw);
          h=iHigh(Symbol(),TrainPeriod,ii-fw); 
          if (l<=entry_buy-StopLoss*Point) longOk=false;
          if (h+sp>=entry_sell+StopLoss*Point) shortOk=false;
          if (longOk && (h>=entry_buy+TakeProfit*Point)) { c=(+1)*fw;  break; }
          if (shortOk && (l+sp<=entry_sell-TakeProfit*Point)) { c=(-1)*fw;  break; }                       
        } 
        if(c != -2)
          if(c>0) 
            Buffer1[i]=c;
          else
            Buffer2[i]=c;  
        else  
        {
          Buffer1[i]=0;
          Buffer2[i]=0;
        }  
    }
/*   
   //for( i=0; i<limit; i++)
   for(i=FUTURE_WINDOW ;i<NR_OF_SAMPLE_LINES;i++)
   {
     
       Buffer1[i]=Close[i];

              
     //if(svm_samples_class_dyn_1[i]==-1)        
     //  Buffer2[i]=-1;
    
   }
*/   
/*   
   for(i=0;i<NR_OF_TEST_LINES;i++)
   {    
     if(ptr_predict_label_1[i]==1)
       Buffer3[i]=1.1;

       
     if(ptr_predict_label_1[i]==-1)       
        Buffer4[i]=-1.1;
       
   }   
*/   
 
}   


//----
   return(0);
  }
//+------------------------------------------------------------------+