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-mql5_scripts/Bar Prediction - script for MetaTrader 5/bar_prediction_mashhadi.mq5
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//+------------------------------------------------------------------+
//| Bar Prediction.mq5 |
//| Copyright 2022, MetaQuotes Ltd. |
//| saeed.h.mashhadi@gmail.com |
//+------------------------------------------------------------------+
#property link "Author: saeed.h.mashhadi@gmail.com"
#property version "1.00"
#property description "The script estimates the bar's High-Low-Close, based on the past."
#property script_show_inputs
#define NAME "Bar Prediction"
//+------------------------------------------------------------------+
//| Script inputs & global variables |
//+------------------------------------------------------------------+
input int Prediction_Bar =0; // Prediction Bar >= -1
input int Win =10; // Comparision Length > 0
input int Num =7; // Prediction Bars # > 0
datetime time[];
MqlRates Rates[];
//+------------------------------------------------------------------+
//| Script "Start" event handler function |
//+------------------------------------------------------------------+
void OnStart()
{
//Print("OnStart");
MathSrand(GetTickCount());
double Objects_Identifier=MathRand();
ArraySetAsSeries(time,true);
ArraySetAsSeries(Rates,true);
int Series_Bars=(int)SeriesInfoInteger(Symbol(),0,SERIES_BARS_COUNT);
CopyTime(Symbol(),NULL,0,MathMin(1000000,Series_Bars),time);
int rates_total=ArraySize(time);
CopyRates(NULL,0,0,rates_total,Rates);
double Array_Ref[][4];
double Array_Test[][4];
double Array_Error[][2];
ArrayResize(Array_Ref,Win);
ArrayResize(Array_Test,Win);
ArrayResize(Array_Error,rates_total-Prediction_Bar-Win-1);
ArrayFill(Array_Error,0,ArraySize(Array_Error),0);
for(int ii=0; ii<Win; ii++)
{
Array_Ref[ii][0]=Rates[Prediction_Bar+1+ii].open/Rates[Prediction_Bar+1].close;
Array_Ref[ii][1]=Rates[Prediction_Bar+1+ii].high/Rates[Prediction_Bar+1].close;
Array_Ref[ii][2]=Rates[Prediction_Bar+1+ii].low/Rates[Prediction_Bar+1].close;
Array_Ref[ii][3]=Rates[Prediction_Bar+1+ii].close/Rates[Prediction_Bar+1].close;
//Print(ii," | ",Array_Ref[ii][0]," | ",Array_Ref[ii][1]," | ",Array_Ref[ii][2]," | ",Array_Ref[ii][3]);
}
for(int jj=0; jj<rates_total-Prediction_Bar-Win-1; jj++)
{
Array_Error[jj][1]=jj;
for(int ii=0; ii<Win; ii++)
{
Array_Test[ii][0]=Rates[Prediction_Bar+1+jj+ii].open/Rates[Prediction_Bar+1+jj].close;
Array_Test[ii][1]=Rates[Prediction_Bar+1+jj+ii].high/Rates[Prediction_Bar+1+jj].close;
Array_Test[ii][2]=Rates[Prediction_Bar+1+jj+ii].low/Rates[Prediction_Bar+1+jj].close;
Array_Test[ii][3]=Rates[Prediction_Bar+1+jj+ii].close/Rates[Prediction_Bar+1+jj].close;
Array_Error[jj][0]=Array_Error[jj][0]+0.0*MathAbs(Array_Test[ii][0]-Array_Ref[ii][0])+1.0*MathAbs(Array_Test[ii][1]-Array_Ref[ii][1])
+1.0*MathAbs(Array_Test[ii][2]-Array_Ref[ii][2])+1.0*MathAbs(Array_Test[ii][3]-Array_Ref[ii][3]);
//Print(jj," | ",ii," | ",Array_Test[ii][0]," | ",Array_Test[ii][1]," | ",Array_Test[ii][2]," | ",Array_Test[ii][3]);
}
//Print(jj," | ",Array_Error[jj][0]);
}
ArraySort(Array_Error);
double High, Low, Close;
int Index=(int)Array_Error[1][1];
for(int ii=0; ii<rates_total-1-(Prediction_Bar+1+Index); ii++)
{
High=Rates[Prediction_Bar+1+Index+ii].high/Rates[Prediction_Bar+1+Index].close*Rates[Prediction_Bar+1].close;
Low=Rates[Prediction_Bar+1+Index+ii].low/Rates[Prediction_Bar+1+Index].close*Rates[Prediction_Bar+1].close;
Close=Rates[Prediction_Bar+1+Index+ii].close/Rates[Prediction_Bar+1+Index].close*Rates[Prediction_Bar+1].close;
ObjectCreate(0,StringFormat("%g_%s_Bar1_%g",Objects_Identifier,NAME,ii),OBJ_TREND,0,time[Prediction_Bar+1+ii],High,time[Prediction_Bar+1+ii],Low);
ObjectSetInteger(0,StringFormat("%g_%s_Bar1_%g",Objects_Identifier,NAME,ii),OBJPROP_WIDTH,5);
ObjectSetInteger(0,StringFormat("%g_%s_Bar1_%g",Objects_Identifier,NAME,ii),OBJPROP_COLOR,clrAqua);
ObjectSetInteger(0,StringFormat("%g_%s_Bar1_%g",Objects_Identifier,NAME,ii),OBJPROP_BACK,true);
ObjectSetInteger(0,StringFormat("%g_%s_Bar1_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,StringFormat("%g_%s_Bar1_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTED,false);
ObjectCreate(0,StringFormat("%g_%s_Close1_%g",Objects_Identifier,NAME,ii),OBJ_TREND,0,time[Prediction_Bar+1+ii],Close,time[Prediction_Bar+1+ii],Close);
ObjectSetInteger(0,StringFormat("%g_%s_Close1_%g",Objects_Identifier,NAME,ii),OBJPROP_WIDTH,7);
ObjectSetInteger(0,StringFormat("%g_%s_Close1_%g",Objects_Identifier,NAME,ii),OBJPROP_COLOR,clrDarkOrange);
ObjectSetInteger(0,StringFormat("%g_%s_Close1_%g",Objects_Identifier,NAME,ii),OBJPROP_BACK,true);
ObjectSetInteger(0,StringFormat("%g_%s_Close1_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,StringFormat("%g_%s_Close1_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTED,false);
}
datetime Time, dt=MathMin(time[0]-time[1],MathMin(time[1]-time[2],MathMin(time[2]-time[3],MathMin(time[3]-time[4],MathMin(time[4]-time[5],time[5]-time[6])))));
for(int ii=1; ii<=Num; ii++)
{
Index=(int)Array_Error[ii][1];
Time=time[Prediction_Bar+1]+ii*dt;
High=Rates[Prediction_Bar+Index].high/Rates[Prediction_Bar+1+Index].close*Rates[Prediction_Bar+1].close;
Low=Rates[Prediction_Bar+Index].low/Rates[Prediction_Bar+1+Index].close*Rates[Prediction_Bar+1].close;
Close=Rates[Prediction_Bar+Index].close/Rates[Prediction_Bar+1+Index].close*Rates[Prediction_Bar+1].close;
if(ii==1)
{
ObjectCreate(0,StringFormat("%g_%s_Ref_%g",Objects_Identifier,NAME,ii),OBJ_VLINE,0,Time,Close);
ObjectSetInteger(0,StringFormat("%g_%s_Ref_%g",Objects_Identifier,NAME,ii),OBJPROP_WIDTH,2);
ObjectSetInteger(0,StringFormat("%g_%s_Ref_%g",Objects_Identifier,NAME,ii),OBJPROP_COLOR,clrDarkOrange);
ObjectSetInteger(0,StringFormat("%g_%s_Ref_%g",Objects_Identifier,NAME,ii),OBJPROP_BACK,true);
ObjectSetInteger(0,StringFormat("%g_%s_Ref_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,StringFormat("%g_%s_Ref_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTED,false);
}
ObjectCreate(0,StringFormat("%g_%s_Bar2_%g",Objects_Identifier,NAME,ii),OBJ_TREND,0,Time,High,Time,Low);
ObjectSetInteger(0,StringFormat("%g_%s_Bar2_%g",Objects_Identifier,NAME,ii),OBJPROP_WIDTH,5);
ObjectSetInteger(0,StringFormat("%g_%s_Bar2_%g",Objects_Identifier,NAME,ii),OBJPROP_COLOR,clrLime);
ObjectSetInteger(0,StringFormat("%g_%s_Bar2_%g",Objects_Identifier,NAME,ii),OBJPROP_BACK,true);
ObjectSetInteger(0,StringFormat("%g_%s_Bar2_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,StringFormat("%g_%s_Bar2_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTED,false);
ObjectCreate(0,StringFormat("%g_%s_Close2_%g",Objects_Identifier,NAME,ii),OBJ_TREND,0,Time,Close,Time,Close);
ObjectSetInteger(0,StringFormat("%g_%s_Close2_%g",Objects_Identifier,NAME,ii),OBJPROP_WIDTH,7);
ObjectSetInteger(0,StringFormat("%g_%s_Close2_%g",Objects_Identifier,NAME,ii),OBJPROP_COLOR,clrDarkOrange);
ObjectSetInteger(0,StringFormat("%g_%s_Close2_%g",Objects_Identifier,NAME,ii),OBJPROP_BACK,true);
ObjectSetInteger(0,StringFormat("%g_%s_Close2_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,StringFormat("%g_%s_Close2_%g",Objects_Identifier,NAME,ii),OBJPROP_SELECTED,false);
}
return;
}
//+------------------------------------------------------------------+
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