///////////////////////////////////////////////////////
//
// SaherElm IT Center XNNTest MQL5 Expert Advisor
// -------------------------------------------------
// Name: XNNTest
// Description: an Exper Advisor which used RSI and MA
// to Analyse Market ...
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////x
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm XNNTest"
#property strict

//
// Imports ...
#include "../Classes/x-saherelm.xtrade.class.mq5"

//
#define ShortName "XNNTest"

//
// Inputs ...
input group "Weights";
input double w0 = 0.5;
input double w1 = 0.5;
input double w2 = 0.5;
input double w3 = 0.5;
input double w4 = 0.5;
input double w5 = 0.5;
input double w6 = 0.5;
input double w7 = 0.5;
input double w8 = 0.5;
input double w9 = 0.5;

//
input double eaVolume = 0.01;

//
// Variables ...
int barsTotal;

//
string eaSymbol;
ENUM_TIMEFRAMES eaPeriod;

//
// This is our Data Provider ...
int rsiHandler = INVALID_HANDLE;
double rsi[];

//
double nnInputs[];  // Storing Inputs
double nnWeights[]; // Storing Weights;

//
double nnOutput; // Output Neuron Value

//
XSCTrade *mTrader;

//
// Initialization ...
int OnInit()
{
    //
    if (!InitialEA())
    {
        return INIT_PARAMETERS_INCORRECT;
    }

    //
    // Init Succeed ...
    return INIT_SUCCEEDED;
}

//
// DeInitialization ...
void OnDeinit(const int reason)
{
    //
    // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
    // REASON_REMOVE 1 Program removed from a chart
    // REASON_RECOMPILE 2 Program recompiled
    // REASON_CHARTCHANGE 3 A symbol or a chart period is changed
    // REASON_CHARTCLOSE 4 Chart closed
    // REASON_PARAMETERS 5 Inputs changed by a user
    // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
    // REASON_TEMPLATE 7 Another chart template applied
    // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
    // REASON_CLOSE 9 Terminal closed

    //
    // De Initialize XSampleEA Providers ...
    IndicatorRelease(rsiHandler);
    ArrayFree(rsi);
    ArrayFree(nnInputs);
    ArrayFree(nnWeights);
}

//
// On Tick Handler ...
void OnTick()
{
    //
    XPosition positions[];

    //
    XPosition longs[];
    int longsCount = 0;

    //
    XPosition shorts[];
    int shortsCount = 0;

    //
    int positionsCount = mTrader.GetPositions(
        positions //
    );
    if (IsValidSize(positionsCount))
    {
        //
        ExtractPositions(
            positions,
            longs,
            shorts //
        );

        //
        longsCount = ArraySize(longs);
        shortsCount = ArraySize(shorts);
    }

    //
    if (longsCount == 0 && shortsCount == 0)
    {
        //
        double longEntry = GetEntry(eaSymbol, POSITION_TYPE_BUY);
        mTrader.Buy(
            eaSymbol,
            eaPeriod,
            eaVolume,
            longEntry //
        );

        //
        double shortEntry = GetEntry(eaSymbol, POSITION_TYPE_SELL);
        mTrader.Sell(
            eaSymbol,
            eaPeriod,
            eaVolume,
            shortEntry //
        );
    }

    //
    return;
    // int rsiCopiedData = CopyBuffer(
    //     rsiHandler,
    //     0,  // Line Index
    //     1,  // BarIndex
    //     10, // Count
    //     rsi // Buffer
    // );
    // if (rsiCopiedData < 0)
    // {
    //     //
    //     // Ignore Moving Forward when there isn't any Copied Data ...
    //     return;
    // }

    // //
    // // Normalize Input Data ...
    // double lower = 0;
    // double upper = 1;

    // //
    // double max = rsi[ArrayMaximum(rsi)];
    // double min = rsi[ArrayMinimum(rsi)];

    // //
    // ArrayFree(nnInputs);
    // ArrayResize(nnInputs, 10);

    // //
    // for (int i = 0; i < ArraySize(rsi); i++)
    // {
    //     nnInputs[i] = ((rsi[i] - min) * (upper - lower) / (max - min)) + lower;
    // }

    // //
    // // Calculating Output ...
    // nnOutput = CalculateNeuron(
    //     nnInputs,
    //     nnWeights //
    // );

    // //
    // // Now we Can Use NN Output for Placing Trades ...

    // //
    // bool canBuy = nnOutput < 0.5;
    // bool canSell = nnOutput >= 0.5;

    // //
    // XPosition positions[];
    // XPosition longs[];
    // XPosition shorts[];
    // int positionsCount = mTrader.GetPositions(
    //     positions //
    // );
    // if (IsValidSize(positionsCount))
    // {
    //     //
    //     ExtractPositions(
    //         positions,
    //         longs,
    //         shorts //
    //     );

    //     //
    //     if (canBuy)
    //     {
    //         //
    //         mTrader.Close(shorts, "Opposit");

    //         //
    //         if (ArraySize(longs) > 0)
    //         {
    //             return;
    //         }
    //     }
    //     else if (canSell)
    //     {
    //         //
    //         mTrader.Close(longs, "Opposit");

    //         //
    //         if (ArraySize(shorts) > 0)
    //         {
    //             return;
    //         }
    //     }
    // }

    // //
    // double mEntry =
    //     canBuy
    //         ? GetEntry(eaSymbol, POSITION_TYPE_BUY)
    //         : GetEntry(eaSymbol, POSITION_TYPE_SELL);

    // //
    // if (canBuy)
    // {
    //     //
    //     mTrader.Buy(
    //         eaSymbol,
    //         eaPeriod,
    //         eaVolume,
    //         mEntry //
    //     );
    // }
    // else if (canSell)
    // {
    //     //
    //     mTrader.Sell(
    //         eaSymbol,
    //         eaPeriod,
    //         eaVolume,
    //         mEntry //
    //     );
    // }
}

//
// Custom Functions ...

//
bool InitialEA()
{
    //
    bool result = false;

    //
    eaSymbol = _Symbol;
    eaPeriod = _Period;

    //
    // Initialize RSI Handler ...
    rsiHandler = iRSI(
        eaSymbol,
        eaPeriod,
        14,
        PRICE_CLOSE //
    );
    result = rsiHandler != INVALID_HANDLE;
    if (!result)
    {
        return result;
    }

    //
    mTrader = new XSCTrade(
        1,
        78692110 //
    );

    //
    ArraySetAsSeries(rsi, true);

    //
    ArrayResize(nnWeights, 10);

    //
    // Filling Weights Buffer ...
    nnWeights[0] = w0;
    nnWeights[1] = w1;
    nnWeights[2] = w2;
    nnWeights[3] = w3;
    nnWeights[4] = w4;
    nnWeights[5] = w5;
    nnWeights[6] = w6;
    nnWeights[7] = w7;
    nnWeights[8] = w8;
    nnWeights[9] = w9;

    //
    result = true;

    //
    return result;
}

//
// Activation Function ...
double Activate(double neuron)
{
    //
    double result = 0;

    //
    result = 1 / (1 + exp(-neuron));

    //
    return result;
}

//
// Calculating Neuron ...
// NET Inputs ...
double CalculateNeuron(
    double &x[], // Inputs
    double &w[]  // Weights
)
{
    //
    double result = 0;

    //
    double netInput = 0;
    for (int i = 0; i < ArraySize(x); i++)
    {
        //
        netInput += x[i] * w[i];
    }

    //
    // Change The Shape of Sigmoid Graph for Smoothing ...
    netInput *= 0.4;

    //
    // Calculate Activated Result ...
    result = Activate(netInput);

    //
    return result;
}