Нейросетевая торговая система Meta Trader 4 + MATLAB. Пошаговая разработка. Издание второе
Шрифт:
//+–+
int start
{
Handle=FileOpen(File_Name,FILE_CSV|FILE_READ,";");
while(i==0)
{
Date0=StrToTime(FileReadString(Handle));
i++;
}
FileClose(Handle);
i=iBarShift(NULL,PERIOD_H1,Date0);
Handle=FileOpen(File_Name,FILE_CSV|FILE_READ,";");
while(i>=0)
{
Date1=StrToTime(FileReadString(Handle));
Str0=StrToDouble(FileReadString(Handle));
Str1=StrToDouble(FileReadString(Handle));
Buf_0[i]=Str0;
Buf_1[i]=Str1;
i–;
}
FileClose(Handle);
return(0);
}
//+–+
Этот
С помощью эксперта “
ExpertPrimerReal
” протестируем отклик нейросети.
//+–+
//| ExpertPrimerReal.mq4|
//| Copyright © 2019, Andrey Dibrov. |
//|"https://www.youtube.com/channel/UCScAAn_sRRaKHdNIxl0aI9A?view_as=subscriber" |
//+–+
#property copyright "Copyright © 2019, Andrey Dibrov."
#property link "https://www.youtube.com/channel/UCScAAn_sRRaKHdNIxl0aI9A?view_as=subscriber"
extern int H1;
extern int H2;
extern int H3;
extern int H4;
extern int Loss1;
extern int Profit1;
extern int Loss0;
extern int Profit0;
int MagicBuy1;
int MagicSell0;
int TicketBuy1;
int TicketSell0;
datetime Count=1;
double Buf_0[100000];
double Buf_1[100000];
string File_Name="Indicator.csv";
int K;
int i;
//+–+
//| Expert initialization function |
//+–+
int OnInit
{
//–
int Handle=FileOpen(File_Name,FILE_CSV|FILE_READ,";");
while(Count>0)
{
Count=StrToTime(FileReadString(Handle));
Buf_0[i]=StrToDouble(FileReadString(Handle));
Buf_1[i]=StrToDouble(FileReadString(Handle));
i++;
}
//–
return(INIT_SUCCEEDED);
}
//+–+
//| Expert deinitialization function |
//+–+
void OnDeinit(const int reason)
{
//–
}
//+–+
//| Expert tick function |
//+–+
void OnTick
{
//–
for( i=1; i<=OrdersHistoryTotal; i++)
{
if(OrderSelect(i-1,SELECT_BY_POS,MODE_HISTORY)==true)
{
if(TicketBuy1==OrderTicket) MagicBuy1=0;
if(TicketSell0==OrderTicket) MagicSell0=0;
}
}
//–Buy0
if(MagicBuy1==0 && K>0 && Buf_0[K-1]<Buf_1[K-1] && Buf_0[K]>Buf_1[K] && TimeHour(TimeCurrent)>H1 && TimeHour(TimeCurrent)<H2 && H1<H2)
{
bool send1=OrderSend(Symbol,OP_BUY,1,Ask,3,Bid-Loss1*Point,Ask+Profit1*Point,NULL,1,0,Red);
for( i=1; i<=OrdersTotal; i++)
{
if(OrderSelect(i-1,SELECT_BY_POS)==true)
{
TicketBuy1=OrderTicket;
MagicBuy1=OrderMagicNumber;
}
}
}
if(MagicBuy1==1 && K>0 && Buf_0[K-1]>Buf_1[K-1] && Buf_0[K]<Buf_1[K])