Ash
100 lines
3.4 KiB
Plaintext
100 lines
3.4 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| 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> // Include the trade library
|
|
|
|
//--- ONNX model parameters
|
|
int onnx_handle; // Handle for the ONNX model
|
|
long onnx_input_shape[] = {1, 1}; // Shape of the input tensor
|
|
long onnx_output_shape[] = {1, 1}; // Shape of the output tensor
|
|
|
|
//--- Expert Advisor parameters
|
|
input double InpLots = 0.1; // Lot size for trades
|
|
input int InpStopLoss = 50; // Stop loss in points
|
|
input int InpTakeProfit = 100; // Take profit in points
|
|
|
|
//--- Create a CTrade object for executing trades
|
|
CTrade trade;
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Expert initialization function |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//--- Create the ONNX model from the file
|
|
onnx_handle = OnnxCreateFromFile("benchmark_logistic_model.onnx");
|
|
|
|
//--- Check if the model was created successfully
|
|
if(onnx_handle == INVALID_HANDLE)
|
|
{
|
|
Print("Failed to create ONNX model from file: ", GetLastError());
|
|
return(INIT_FAILED);
|
|
}
|
|
|
|
//--- Set the input shape of the model
|
|
if(!OnnxSetInputShape(onnx_handle, 0, onnx_input_shape))
|
|
{
|
|
Print("OnnxSetInputShape failed with error: ", GetLastError());
|
|
return(INIT_FAILED);
|
|
}
|
|
|
|
//--- Set the output shape of the model
|
|
if(!OnnxSetOutputShape(onnx_handle, 0, onnx_output_shape))
|
|
{
|
|
Print("OnnxSetOutputShape failed with error: ", GetLastError());
|
|
return(INIT_FAILED);
|
|
}
|
|
|
|
//--- Initialization successful
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Expert deinitialization function |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
//--- Release the ONNX model
|
|
if(onnx_handle != INVALID_HANDLE)
|
|
OnnxRelease(onnx_handle);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Expert tick function |
|
|
//+------------------------------------------------------------------+
|
|
void OnTick()
|
|
{
|
|
//--- Array to store the price data
|
|
MqlRates rates[];
|
|
|
|
//--- Get the last 2 bars
|
|
if(CopyRates(_Symbol, PERIOD_D1, 0, 2, rates) < 2)
|
|
return;
|
|
|
|
//--- Create the input data for the model (price change)
|
|
float input_data[1];
|
|
input_data[0] = (float)(rates[1].close - rates[0].close);
|
|
|
|
//--- Create the output data array
|
|
float output_data[1];
|
|
|
|
//--- Run the ONNX model
|
|
if(!OnnxRun(onnx_handle, input_data, output_data))
|
|
{
|
|
Print("OnnxRun failed with error: ", GetLastError());
|
|
return;
|
|
}
|
|
|
|
//--- Execute a trade based on the model's prediction
|
|
if(output_data[0] == 1)
|
|
trade.Buy(InpLots, _Symbol, 0, 0, 0, "Buy order");
|
|
else
|
|
trade.Sell(InpLots, _Symbol, 0, 0, 0, "Sell order");
|
|
}
|
|
//+------------------------------------------------------------------+ |