Нейросетевая торговая система Meta Trader 4 + MATLAB. Пошаговая разработка. Издание второе

iWPR(NULL,0,14,i+1), iStochastic(NULL,0,5,3,3,MODE_SMA,1,MODE_MAIN,i+1), iRVI(NULL,0,10,MODE_MAIN,i+1), iRSI(NULL,0,14,PRICE_CLOSE,i+1), iOsMA(NULL,0,12,26,9,PRICE_CLOSE,i+1), iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,i+1), iWPR(NULL,0,14,i), iStochastic(NULL,0,5,3,3,MODE_SMA,1,MODE_MAIN,i), iRVI(NULL,0,10,MODE_MAIN,i), iRSI(NULL,0,14,PRICE_CLOSE,i), iOsMA(NULL,0,12,26,9,PRICE_CLOSE,i), iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,i)); FileWrite(handleOut,iClose(NULL,1440,iBarShift(NULL,1440,iTime(NULL,0,i)))-iOpen(NULL,0,i)); } } } FileClose(handle); FileClose(handleOut); Alert("Файлы записаны"); return(0); }

(iHigh(NULL,0,i+1)>iBands(NULL,0,20,2,0,PRICE_CLOSE,MODE_MAIN,i+1) && iLow(NULL,0,i+1)>iBands(NULL,0,20,2,0,PRICE_CLOSE,MODE_MAIN,i+1)))) { FileWrite(handle, iWPR(NULL,0,14,i+3), iStochastic(NULL,0,5,3,3,MODE_SMA,1,MODE_MAIN,i+3), iRVI(NULL,0,10,MODE_MAIN,i+3), iRSI(NULL,0,14,PRICE_CLOSE,i+3), iOsMA(NULL,0,12,26,9,PRICE_CLOSE,i+3), iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,i+3), iWPR(NULL,0,14,i+2), iStochastic(NULL,0,5,3,3,MODE_SMA,1,MODE_MAIN,i+2), iRVI(NULL,0,10,MODE_MAIN,i+2), iRSI(NULL,0,14,PRICE_CLOSE,i+2), iOsMA(NULL,0,12,26,9,PRICE_CLOSE,i+2), iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,i+2),

#property show_inputs extern string Date="2004.07.01 00:00"; extern string DateOut="2010.12.31 23:00"; //+–+ //| script program start function | //+–+ int start() { int handle=FileOpen("In.csv",FILE_CSV|FILE_READ|FILE_WRITE,";"); int handleOut=FileOpen("Out.csv",FILE_CSV|FILE_READ|FILE_WRITE,";"); Alert("Идет запись файлов"); for(int i=iBars(NULL,0)-1; i>=0; i–) { string Date1=TimeToStr(iTime(NULL,0,i)); if(DateOut>=Date1 && Date<=Date1) { if(iHigh(NULL,0,i)>iBands(NULL,0,20,2,0,PRICE_CLOSE,MODE_MAIN,i) && iLow(NULL,0,i)<iBands(NULL,0,20,2,0,PRICE_CLOSE,MODE_MAIN,i) && ((iHigh(NULL,0,i+1)<iBands(NULL,0,20,2,0,PRICE_CLOSE,MODE_MAIN,i+1) && iLow(NULL,0,i+1)<iBands(NULL,0,20,2,0,PRICE_CLOSE,MODE_MAIN,i+1)) ||