feat: Add MT5 trading bot project files

This commit includes the initial project files for the MT5 trading bot. It includes: - MQL5 scripts for exporting data and for the trading EAs. - Python scripts for model development and for creating a benchmark model. - ONNX models for the trading EAs. - A file with all the code concatenated. - A directory with the separate code files.
2025-10-23 23:02:10 +01:00
parent e9b49bb370
commit 1e16b161c4
9 changed files with 717 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//|                                           Benchmark_Model_EA.mq5 |
+//|                        Copyright 2025, https://github.com/Anaswar-ash |
+//|                                  author: Ash                     |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, https://github.com/Anaswar-ash"
+#property link      "https://github.com/Anaswar-ash"
+#property version   "1.00"
+
+#include <Trade/Trade.mqh>
+
+//--- ONNX model parameters
+int onnx_handle;
+long onnx_input_shape[] = {1, 1};
+long onnx_output_shape[] = {1, 1};
+
+//--- Expert Advisor parameters
+input double InpLots          = 0.1;
+input int    InpStopLoss      = 50;
+input int    InpTakeProfit    = 100;
+
+CTrade trade;
+
+//+------------------------------------------------------------------+
+//| Expert initialization function                                   |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   onnx_handle = OnnxCreateFromFile("benchmark_logistic_model.onnx");
+   if(onnx_handle == INVALID_HANDLE)
+     {
+      Print("Failed to create ONNX model from file: ", GetLastError());
+      return(INIT_FAILED);
+     }
+
+   if(!OnnxSetInputShape(onnx_handle, 0, onnx_input_shape))
+     {
+      Print("OnnxSetInputShape failed with error: ", GetLastError());
+      return(INIT_FAILED);
+     }
+
+   if(!OnnxSetOutputShape(onnx_handle, 0, onnx_output_shape))
+     {
+      Print("OnnxSetOutputShape failed with error: ", GetLastError());
+      return(INIT_FAILED);
+     }
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| Expert deinitialization function                                 |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+   if(onnx_handle != INVALID_HANDLE)
+      OnnxRelease(onnx_handle);
+  }
+
+//+------------------------------------------------------------------+
+//| Expert tick function                                             |
+//+------------------------------------------------------------------+
+void OnTick()
+  {
+   MqlRates rates[];
+   if(CopyRates(_Symbol, PERIOD_D1, 0, 2, rates) < 2)
+      return;
+
+   float input_data[1];
+   input_data[0] = (float)(rates[1].close - rates[0].close);
+
+   float output_data[1];
+
+   if(!OnnxRun(onnx_handle, input_data, output_data))
+     {
+      Print("OnnxRun failed with error: ", GetLastError());
+      return;
+     }
+
+   if(output_data[0] == 1)
+      trade.Buy(InpLots, _Symbol, 0, 0, 0, "Buy order");
+   else
+      trade.Sell(InpLots, _Symbol, 0, 0, 0, "Sell order");
+  }
+//+------------------------------------------------------------------+