refactor: Improve documentation and code quality
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@@ -7,18 +7,19 @@
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#property link "https://github.com/Anaswar-ash"
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#property version "1.00"
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#include <Trade/Trade.mqh>
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#include <Trade/Trade.mqh> // Include the trade library
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//--- ONNX model parameters
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int onnx_handle;
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long onnx_input_shape[] = {1, 1};
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long onnx_output_shape[] = {1, 1};
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int onnx_handle; // Handle for the ONNX model
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long onnx_input_shape[] = {1, 1}; // Shape of the input tensor
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long onnx_output_shape[] = {1, 1}; // Shape of the output tensor
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//--- Expert Advisor parameters
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input double InpLots = 0.1;
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input int InpStopLoss = 50;
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input int InpTakeProfit = 100;
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input double InpLots = 0.1; // Lot size for trades
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input int InpStopLoss = 50; // Stop loss in points
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input int InpTakeProfit = 100; // Take profit in points
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//--- Create a CTrade object for executing trades
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CTrade trade;
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//+------------------------------------------------------------------+
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@@ -26,25 +27,31 @@ CTrade trade;
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Create the ONNX model from the file
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onnx_handle = OnnxCreateFromFile("benchmark_logistic_model.onnx");
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//--- Check if the model was created successfully
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if(onnx_handle == INVALID_HANDLE)
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{
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Print("Failed to create ONNX model from file: ", GetLastError());
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return(INIT_FAILED);
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}
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//--- Set the input shape of the model
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if(!OnnxSetInputShape(onnx_handle, 0, onnx_input_shape))
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{
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Print("OnnxSetInputShape failed with error: ", GetLastError());
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return(INIT_FAILED);
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}
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//--- Set the output shape of the model
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if(!OnnxSetOutputShape(onnx_handle, 0, onnx_output_shape))
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{
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Print("OnnxSetOutputShape failed with error: ", GetLastError());
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return(INIT_FAILED);
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}
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//--- Initialization successful
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return(INIT_SUCCEEDED);
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}
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@@ -53,6 +60,7 @@ int OnInit()
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- Release the ONNX model
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if(onnx_handle != INVALID_HANDLE)
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OnnxRelease(onnx_handle);
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}
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@@ -62,24 +70,31 @@ void OnDeinit(const int reason)
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//+------------------------------------------------------------------+
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void OnTick()
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{
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//--- Array to store the price data
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MqlRates rates[];
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//--- Get the last 2 bars
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if(CopyRates(_Symbol, PERIOD_D1, 0, 2, rates) < 2)
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return;
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//--- Create the input data for the model (price change)
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float input_data[1];
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input_data[0] = (float)(rates[1].close - rates[0].close);
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//--- Create the output data array
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float output_data[1];
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//--- Run the ONNX model
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if(!OnnxRun(onnx_handle, input_data, output_data))
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{
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Print("OnnxRun failed with error: ", GetLastError());
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return;
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}
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//--- Execute a trade based on the model's prediction
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if(output_data[0] == 1)
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trade.Buy(InpLots, _Symbol, 0, 0, 0, "Buy order");
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else
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trade.Sell(InpLots, _Symbol, 0, 0, 0, "Sell order");
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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