Ash
1e16b161c4
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.
86 lines
2.7 KiB
Plaintext
86 lines
2.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Neural_Network_Trader_EA.mq5 |
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//| Copyright 2025, https://github.com/Anaswar-ash |
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//| author: Ash |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, https://github.com/Anaswar-ash"
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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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//--- 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, 2};
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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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CTrade trade;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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onnx_handle = OnnxCreateFromFile("trading_neural_network_model.onnx");
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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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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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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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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(onnx_handle != INVALID_HANDLE)
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OnnxRelease(onnx_handle);
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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MqlRates rates[];
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if(CopyRates(_Symbol, PERIOD_D1, 0, 2, rates) < 2)
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return;
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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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float output_data[2];
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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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if(output_data[0] > output_data[1])
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trade.Sell(InpLots, _Symbol, 0, 0, 0, "Sell order");
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else
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trade.Buy(InpLots, _Symbol, 0, 0, 0, "Buy order");
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}
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//+------------------------------------------------------------------+
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