From 41a2324b0dd908f5fccbcb2a6ff2818ad4e6de3e Mon Sep 17 00:00:00 2001
From: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Date: Wed, 17 Jun 2026 06:36:24 +0000
Subject: [PATCH] PaPP v2 export: aggiunge file baseline (tutte le barre D1 +
 traiettoria) per extra-rendimento vs giorno qualunque

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
---
 PaPP v2/PaPP_CrossExport.mq5 | 53 ++++++++++++++++++++++++++++++------
 1 file changed, 45 insertions(+), 8 deletions(-)

diff --git a/PaPP v2/PaPP_CrossExport.mq5 b/PaPP v2/PaPP_CrossExport.mq5
index fe95235..3b3d43c 100644
--- a/PaPP v2/PaPP_CrossExport.mq5	
+++ b/PaPP v2/PaPP_CrossExport.mq5	
@@ -16,6 +16,7 @@ input bool     InpAllHistory = true;            // true = tutto lo storico D1
 input datetime InpStart      = D'2010.01.01';   // inizio intervallo (se AllHistory=false)
 input datetime InpEnd        = D'2100.01.01';   // fine intervallo (se AllHistory=false)
 input string   InpFileName   = "";              // nome file ("" = automatico)
+input bool     InpBaseline   = true;            // crea anche il file baseline (tutte le barre D1)
 
 //--- costanti (stesse 7 MA dell'indicatore)
 #define ANCHOR_TF PERIOD_D1
@@ -138,8 +139,24 @@ void OnStart()
    head += ",bars_to_revert,disc_max_pct";
    FileWriteString(fh,head+"\r\n");
 
+   //--- file baseline (una riga per OGNI barra D1 valida): serve per il confronto
+   //    "extra-rendimento" = incrocio vs giorno qualunque nello stesso regime
+   int fhB = INVALID_HANDLE;
+   if(InpBaseline)
+     {
+      string bname = "PaPP_bars_"+sym+"_D1.csv";
+      fhB = FileOpen(bname,FILE_WRITE|FILE_TXT|FILE_ANSI);
+      if(fhB==INVALID_HANDLE) Print("FileOpen baseline KO: ",bname," err=",GetLastError());
+      else
+        {
+         string bh = "time,symbol,price,med,dist_med_pct,cluster_pct,cluster_exp,trend,atr_pct,dow,month,bars_to_revert,disc_max_pct";
+         for(int b=1;b<=MAXH;b++) bh += ",cret_"+IntegerToString(b);
+         FileWriteString(fhB,bh+"\r\n");
+        }
+     }
+
    //--- scansione incroci
-   long rows=0;
+   long rows=0, brows=0;
    for(int i=iStart;i<=iEnd;i++)
      {
       if(i<KSLOPE+1) continue;
@@ -165,6 +182,15 @@ void OnStart()
       double atr_pct = atr[i]/price*100.0;
       MqlDateTime dt; TimeToStruct(tm[i],dt);
 
+      //--- traiettoria forward (rendimento cumulato a +1..+MAXH), calcolata una volta per barra
+      string bpath="";
+      for(int b=1;b<=MAXH;b++)
+        {
+         int iB=i+b;
+         if(iB>n-1) bpath += ",";
+         else       bpath += ","+DoubleToString((cl[iB]-cl[i])/cl[i]*100.0,5);
+        }
+
       //--- esito globale: ritorno alla Mediana entro MAXH
       int side = (price>med)?1:-1;
       int b2rev=-1; double discMax=0;
@@ -178,6 +204,21 @@ void OnStart()
          if(MathAbs(d)>MathAbs(discMax)) discMax=d;
         }
 
+      //--- riga baseline (barra qualunque, indipendente dagli incroci)
+      if(fhB!=INVALID_HANDLE)
+        {
+         string br = TimeToString(tm[i],TIME_DATE)+","+sym+","
+                     +DoubleToString(price,digits)+","+DoubleToString(med,digits)+","
+                     +DoubleToString(dist_med,5)+","+DoubleToString(cluster,5)+","
+                     +DoubleToString(cluster_exp,5)+","+IntegerToString(trend)+","
+                     +DoubleToString(atr_pct,5)+","+IntegerToString(dt.day_of_week)+","
+                     +IntegerToString(dt.mon)+","
+                     +(b2rev>0?IntegerToString(b2rev):"")+","+DoubleToString(discMax,5)
+                     +bpath;
+         FileWriteString(fhB,br+"\r\n");
+         brows++;
+        }
+
       //--- controllo ogni coppia (a,b)
       for(int a=0;a<NSER;a++)
        for(int b=a+1;b<NSER;b++)
@@ -217,13 +258,7 @@ void OnStart()
              row += ","+DoubleToString(ret,5)+","+DoubleToString(mfe,5)+","
                     +DoubleToString(mae,5)+","+IntegerToString(dlab)+","+IntegerToString(rev);
             }
-          //--- traiettoria: rendimento cumulato a +1..+MAXH barre
-          for(int b=1;b<=MAXH;b++)
-            {
-             int iB=i+b;
-             if(iB>n-1) { row += ","; continue; }
-             row += ","+DoubleToString((cl[iB]-cl[i])/cl[i]*100.0,5);
-            }
+          row += bpath;   // traiettoria forward (uguale per ogni coppia di questa barra)
           row += ","+(b2rev>0?IntegerToString(b2rev):"")+","+DoubleToString(discMax,5);
           FileWriteString(fh,row+"\r\n");
           rows++;
@@ -232,10 +267,12 @@ void OnStart()
      }
 
    FileClose(fh);
+   if(fhB!=INVALID_HANDLE) FileClose(fhB);
    for(int m=0;m<7;m++) IndicatorRelease(hMA[m]);
    IndicatorRelease(hATR);
    Comment("");
    PrintFormat("PaPP export COMPLETATO: %d incroci -> %s (cartella MQL5\\Files)",(int)rows,fname);
+   if(InpBaseline) PrintFormat("Baseline: %d barre -> PaPP_bars_%s_D1.csv",(int)brows,sym);
    Print("Periodo: ",TimeToString(tm[iStart])," -> ",TimeToString(tm[iEnd]));
   }
 //+------------------------------------------------------------------+