PaPP v2: script export CSV degli incroci (ancorato a D1, intervallo date o tutto lo storico, feature + esiti 1/3/5/10/20g)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

PaPP v2/PaPP_CrossExport.mq5

@@ -0,0 +1,221 @@
+//+------------------------------------------------------------------+
+//|                                              PaPP_CrossExport.mq5 |
+//|                                                        PaPP v2    |
+//|  Esporta in CSV TUTTI gli incroci tra le 9 linee (prezzo+Mediana |
+//|  +7 MA), calcolati ANCORATI a D1 (come l'indicatore), con il      |
+//|  contesto di ogni incrocio e gli esiti futuri a 1/3/5/10/20 g.    |
+//|  Si puo' esportare un intervallo di date oppure tutto lo storico. |
+//+------------------------------------------------------------------+
+#property copyright "PaPP v2"
+#property version   "1.00"
+#property script_show_inputs
+
+//--- input
+input string   InpSymbol     = "";              // simbolo ("" = simbolo del grafico)
+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)
+
+//--- costanti (stesse 7 MA dell'indicatore)
+#define ANCHOR_TF PERIOD_D1
+#define NSER 9          // PRICE, MED, MA365..MA3
+#define KSLOPE 5        // barre per pendenza / variazione cluster
+#define MAXH  20        // orizzonte massimo per gli esiti
+
+int    gDays[7] = {365,182,121,30,14,7,3};
+string SER[NSER]= {"PRICE","MED","MA365","MA182","MA121","MA30","MA14","MA7","MA3"};
+int    gHor[5]  = {1,3,5,10,20};
+
+//+------------------------------------------------------------------+
+int TimeToBarsD1(string sym,int d)
+  {
+   datetime n = TimeCurrent();
+   if(n==0) return MathMax(1,(int)((long)d*86400L/PeriodSeconds(ANCHOR_TF)));
+   return MathMax(1,Bars(sym,ANCHOR_TF,n-(long)d*86400,n));
+  }
+
+//+------------------------------------------------------------------+
+double Median7(double &v[])   // mediana dei valori >0 in v[0..6]
+  {
+   double a[]; int c=0; ArrayResize(a,7);
+   for(int m=0;m<7;m++) if(v[m]>0) { a[c]=v[m]; c++; }
+   if(c==0) return 0;
+   ArrayResize(a,c); ArraySort(a);
+   if((c&1)==1) return a[c/2];
+   return 0.5*(a[c/2-1]+a[c/2]);
+  }
+
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+   string sym = (InpSymbol=="") ? _Symbol : InpSymbol;
+   if(!SymbolSelect(sym,true)) { Print("Simbolo non valido: ",sym); return; }
+   int digits = (int)SymbolInfoInteger(sym,SYMBOL_DIGITS);
+
+   //--- handle delle 7 MA su D1 + ATR
+   int hMA[7];
+   for(int m=0;m<7;m++)
+     {
+      int per = TimeToBarsD1(sym,gDays[m]);
+      hMA[m]  = iMA(sym,ANCHOR_TF,per,0,MODE_SMA,PRICE_CLOSE);
+      if(hMA[m]==INVALID_HANDLE) { Print("iMA fallita m=",m); return; }
+     }
+   int hATR = iATR(sym,ANCHOR_TF,14);
+   if(hATR==INVALID_HANDLE) { Print("iATR fallita"); return; }
+
+   //--- attendo che lo storico D1 sia pronto
+   int total=0;
+   for(int t=0; t<100; t++)
+     {
+      total = Bars(sym,ANCHOR_TF);
+      bool ok = (total>MAXH+KSLOPE+50);
+      for(int m=0;m<7 && ok;m++) if(BarsCalculated(hMA[m])<total) ok=false;
+      if(ok && BarsCalculated(hATR)>=total) break;
+      Sleep(100);
+     }
+   total = Bars(sym,ANCHOR_TF);
+   if(total<=MAXH+KSLOPE+50) { Print("Storico D1 insufficiente: ",total," barre"); return; }
+
+   //--- carico tutta la storia D1 (indice 0 = piu' vecchio)
+   datetime tm[]; double cl[],hi[],lo[],atr[];
+   double ma[7][];
+   ArraySetAsSeries(tm,false); ArraySetAsSeries(cl,false);
+   ArraySetAsSeries(hi,false); ArraySetAsSeries(lo,false);
+   ArraySetAsSeries(atr,false);
+   if(CopyTime(sym,ANCHOR_TF,0,total,tm)<=0)  { Print("CopyTime KO");  return; }
+   if(CopyClose(sym,ANCHOR_TF,0,total,cl)<=0) { Print("CopyClose KO"); return; }
+   if(CopyHigh(sym,ANCHOR_TF,0,total,hi)<=0)  { Print("CopyHigh KO");  return; }
+   if(CopyLow(sym,ANCHOR_TF,0,total,lo)<=0)   { Print("CopyLow KO");   return; }
+   if(CopyBuffer(hATR,0,0,total,atr)<=0)      { Print("CopyATR KO");   return; }
+   for(int m=0;m<7;m++)
+     {
+      ArraySetAsSeries(ma[m],false);
+      if(CopyBuffer(hMA[m],0,0,total,ma[m])<=0) { Print("CopyBuffer MA KO m=",m); return; }
+     }
+   int n = ArraySize(cl);
+
+   //--- costruisco le 9 serie allineate per barra: S[i][k]
+   double S[][NSER];
+   ArrayResize(S,n);
+   for(int i=0;i<n;i++)
+     {
+      double mv[7];
+      for(int m=0;m<7;m++) mv[m] = ma[m][i];
+      S[i][0] = cl[i];          // PRICE
+      S[i][1] = Median7(mv);    // MED
+      for(int m=0;m<7;m++) S[i][2+m] = mv[m];   // MA365..MA3
+     }
+
+   //--- intervallo di scansione (eventi)
+   datetime from = InpAllHistory ? 0          : InpStart;
+   datetime to   = InpAllHistory ? TimeCurrent(): InpEnd;
+   int iStart = KSLOPE+1, iEnd = n-1;
+   for(int i=KSLOPE+1;i<n;i++) if(tm[i]>=from) { iStart=i; break; }
+   for(int i=n-1;i>=0;i--)     if(tm[i]<=to)    { iEnd=i;   break; }
+
+   //--- apro il file CSV
+   string fname = (InpFileName=="") ? ("PaPP_crosses_"+sym+"_D1.csv") : InpFileName;
+   int fh = FileOpen(fname,FILE_WRITE|FILE_TXT|FILE_ANSI);
+   if(fh==INVALID_HANDLE) { Print("FileOpen KO: ",fname," err=",GetLastError()); return; }
+
+   //--- header
+   string head = "time,symbol,pair,a,b,dir,price,med,ma365,ma182,ma121,ma30,ma14,ma7,ma3,"
+                 "dist_med_pct,cluster_pct,cluster_exp,slope_a,slope_b,trend,atr_pct,dow,month";
+   for(int hh=0;hh<5;hh++)
+     {
+      string s=IntegerToString(gHor[hh]);
+      head += ",ret_"+s+",mfe_"+s+",mae_"+s+",dir_"+s+",rev_"+s;
+     }
+   head += ",bars_to_revert,disc_max_pct";
+   FileWriteString(fh,head+"\r\n");
+
+   //--- scansione incroci
+   long rows=0;
+   for(int i=iStart;i<=iEnd;i++)
+     {
+      if(i<KSLOPE+1) continue;
+      double price=S[i][0], med=S[i][1], ma365=S[i][2];
+      if(price<=0 || med<=0) continue;
+
+      //--- feature comuni a tutti gli incroci di questa barra
+      double dist_med = (med>0)?(price-med)/med*100.0:0;
+      double cmax=-1, cmin=1e18;
+      for(int k=2;k<NSER;k++){ double v=S[i][k]; if(v>0){ if(v>cmax)cmax=v; if(v<cmin)cmin=v; } }
+      double cluster = (cmax>0 && price>0)?(cmax-cmin)/price*100.0:0;
+      double cmaxP=-1,cminP=1e18;
+      for(int k=2;k<NSER;k++){ double v=S[i-KSLOPE][k]; if(v>0){ if(v>cmaxP)cmaxP=v; if(v<cminP)cminP=v; } }
+      double clusterP = (cmaxP>0)?(cmaxP-cminP)/S[i-KSLOPE][0]*100.0:0;
+      double cluster_exp = cluster-clusterP;
+      int    trend = (price>ma365 && ma365>0)?1:-1;
+      double atr_pct = (price>0)?atr[i]/price*100.0:0;
+      MqlDateTime dt; TimeToStruct(tm[i],dt);
+
+      //--- esito globale: ritorno alla Mediana entro MAXH
+      int side = (price>med)?1:-1;
+      int b2rev=-1; double discMax=0;
+      int jmax = MathMin(i+MAXH,n-1);
+      for(int j=i+1;j<=jmax;j++)
+        {
+         if(S[j][0]<=0 || S[j][1]<=0) continue;
+         int sj=(S[j][0]>S[j][1])?1:-1;
+         if(b2rev<0 && sj!=side) b2rev=j-i;
+         double d=(S[j][0]-S[j][1])/S[j][1]*100.0;
+         if(MathAbs(d)>MathAbs(discMax)) discMax=d;
+        }
+
+      //--- controllo ogni coppia (a,b)
+      for(int a=0;a<NSER;a++)
+       for(int b=a+1;b<NSER;b++)
+         {
+          if(S[i][a]<=0||S[i][b]<=0||S[i-1][a]<=0||S[i-1][b]<=0) continue;
+          double d0=S[i-1][a]-S[i-1][b];
+          double d1=S[i][a]-S[i][b];
+          int dir=0;
+          if(d0<=0 && d1>0) dir=1; else if(d0>=0 && d1<0) dir=-1;
+          if(dir==0) continue;
+
+          double slope_a = (S[i-KSLOPE][a]>0)?(S[i][a]-S[i-KSLOPE][a])/S[i-KSLOPE][a]*100.0:0;
+          double slope_b = (S[i-KSLOPE][b]>0)?(S[i][b]-S[i-KSLOPE][b])/S[i-KSLOPE][b]*100.0:0;
+          double thr = 0.25*atr_pct;
+
+          string row = StringFormat("%s,%s,%sx%s,%s,%s,%d,",
+                          TimeToString(tm[i],TIME_DATE),sym,SER[a],SER[b],SER[a],SER[b],dir);
+          row += DoubleToString(price,digits)+","+DoubleToString(med,digits)+",";
+          for(int k=2;k<NSER;k++) row += DoubleToString(S[i][k],digits)+",";
+          row += DoubleToString(dist_med,5)+","+DoubleToString(cluster,5)+","
+                 +DoubleToString(cluster_exp,5)+","+DoubleToString(slope_a,5)+","
+                 +DoubleToString(slope_b,5)+","+IntegerToString(trend)+","
+                 +DoubleToString(atr_pct,5)+","+IntegerToString(dt.day_of_week)+","
+                 +IntegerToString(dt.mon);
+
+          //--- esiti per orizzonte
+          for(int hh=0;hh<5;hh++)
+            {
+             int h=gHor[hh], iH=i+h;
+             if(iH>n-1 || S[i][0]<=0) { row += ",,,,,"; continue; }
+             double ret=(cl[iH]-cl[i])/cl[i]*100.0;
+             double mxh=-1e18,mnl=1e18;
+             for(int j=i+1;j<=iH;j++){ if(hi[j]>mxh)mxh=hi[j]; if(lo[j]<mnl)mnl=lo[j]; }
+             double mfe=(mxh-cl[i])/cl[i]*100.0;
+             double mae=(mnl-cl[i])/cl[i]*100.0;
+             int dlab=(ret>thr)?1:((ret<-thr)?-1:0);
+             int rev=(b2rev>0 && b2rev<=h)?1:0;
+             row += ","+DoubleToString(ret,5)+","+DoubleToString(mfe,5)+","
+                    +DoubleToString(mae,5)+","+IntegerToString(dlab)+","+IntegerToString(rev);
+            }
+          row += ","+(b2rev>0?IntegerToString(b2rev):"")+","+DoubleToString(discMax,5);
+          FileWriteString(fh,row+"\r\n");
+          rows++;
+         }
+      if((i%200)==0) Comment(StringFormat("PaPP export: %d/%d barre, %d eventi",i-iStart,iEnd-iStart,(int)rows));
+     }
+
+   FileClose(fh);
+   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);
+   Print("Periodo: ",TimeToString(tm[iStart])," -> ",TimeToString(tm[iEnd]));
+  }
+//+------------------------------------------------------------------+

PaPP v2/PaPP_Median.mq5

@@ -23,7 +23,8 @@ int   gDays[7] = {365,182,121,30,14,7,3};
 color gCol[7]  = {clrDodgerBlue,clrDeepSkyBlue,clrTurquoise,clrLimeGreen,clrOrange,clrTomato,clrRed};
 int hMA[7];
 int bars[7];
-string _pfx = "PM_";
+string _pfx  = "PM_";    // oggetti pannello
+string _pfx2 = "PME_";   // etichette a fine linea
 
 //+------------------------------------------------------------------+
 // scrive il valore nel buffer della MA m
@@ -41,6 +42,23 @@ void SetBuf(int m,int idx,double v)
      }
   }
 
+//+------------------------------------------------------------------+
+// legge il valore corrente (barra 0) del buffer della MA m
+double GetBuf(int m)
+  {
+   switch(m)
+     {
+      case 0: return B0[0];
+      case 1: return B1[0];
+      case 2: return B2[0];
+      case 3: return B3[0];
+      case 4: return B4[0];
+      case 5: return B5[0];
+      case 6: return B6[0];
+     }
+   return 0;
+  }
+
 //+------------------------------------------------------------------+
 int TimeToBars(int d)
   {
@@ -103,6 +121,7 @@ void OnDeinit(const int reason)
   {
    for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
    ObjectsDeleteAll(0,_pfx);
+   ObjectsDeleteAll(0,_pfx2);
   }
 
 //+------------------------------------------------------------------+
@@ -256,6 +275,7 @@ int OnCalculate(const int rates_total,
      }
 
    DrawInfo();
+   DrawTags(time[0]);
    return rates_total;
   }
 
@@ -275,7 +295,7 @@ void DrawInfo()
    double distPct = (bid-median)/median*100;
    string distS = StringFormat("%+.2f%%",distPct);
    color distC = (distPct>0)?clrRed:clrLimeGreen;
-   Lbl("M","Median: "+DoubleToString(median,_Digits),x,y,FontSize,clrWhite,false); y+=lh;
+   Lbl("M","Median: "+DoubleToString(median,_Digits),x,y,FontSize,clrGold,false); y+=lh;
    Lbl("D","Dist: "+distS,x,y,FontSize,distC,true); y+=lh+2;
 
    //--- Dispersione MA e bande (info)
@@ -284,20 +304,51 @@ void DrawInfo()
    double vol = (dc>0)?ds/dc:0;
    Lbl("V","Cluster +/-"+DoubleToString(vol,3)+"%",x,y,FontSize,clrGray,false); y+=lh+2;
 
-   //--- Valori delle 7 MA (giorni : valore)
+   //--- Valori delle 7 MA (giorni : valore) con colore = linea
    for(int m=0;m<7;m++)
      {
       double v=GetMA(m,1);
-      color cma = (v>median)?clrSalmon:clrLightGreen;
       Lbl("a"+IntegerToString(m),
           StringFormat("MA %3dg: %s",gDays[m],DoubleToString(v,_Digits)),
-          x,y,FontSize-1,(v>0)?cma:clrGray,false);
+          x,y,FontSize-1,(v>0)?gCol[m]:clrGray,false);
       y+=lh-2;
      }
    y+=2;
    Lbl("H","Sopra=SELL | Sotto=BUY",x,y,FontSize-1,clrGray,false);
   }
 
+//+------------------------------------------------------------------+
+// etichetta di testo ancorata a (t,price); se price<=0 la rimuove
+void Tag(string n,datetime t,double price,string txt,color c)
+  {
+   string o=_pfx2+n;
+   if(price<=0) { ObjectDelete(0,o); return; }
+   if(ObjectFind(0,o)<0) ObjectCreate(0,o,OBJ_TEXT,0,0,0);
+   ObjectSetInteger(0,o,OBJPROP_TIME,t);
+   ObjectSetDouble(0,o,OBJPROP_PRICE,price);
+   ObjectSetString(0,o,OBJPROP_TEXT," "+txt);
+   ObjectSetString(0,o,OBJPROP_FONT,"Consolas");
+   ObjectSetInteger(0,o,OBJPROP_FONTSIZE,FontSize);
+   ObjectSetInteger(0,o,OBJPROP_COLOR,c);
+   ObjectSetInteger(0,o,OBJPROP_ANCHOR,ANCHOR_LEFT);
+   ObjectSetInteger(0,o,OBJPROP_BACK,false);
+   ObjectSetInteger(0,o,OBJPROP_SELECTABLE,false);
+   ObjectSetInteger(0,o,OBJPROP_HIDDEN,true);
+  }
+
+//+------------------------------------------------------------------+
+// etichette a fine linea, nel margine vuoto a destra
+void DrawTags(datetime tlast)
+  {
+   datetime tfut = tlast + 2*PeriodSeconds(_Period);
+   Tag("med",tfut,Buff_Median[0],"Mediana",clrGold);
+   for(int m=0;m<7;m++)
+     {
+      double p = ShowMA ? GetBuf(m) : 0.0;
+      Tag(IntegerToString(m),tfut,p,IntegerToString(gDays[m])+"g",gCol[m]);
+     }
+  }
+
 //+------------------------------------------------------------------+
 void Lbl(string n,string t,int x,int y,int fs,color c,bool b)
   {