//+------------------------------------------------------------------+
//|                                               keras_model_v1.mq5 |
//|                                  Copyright 2024, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
// Define global variables
// model features
datetime lastBarTime = 0;
#define EXPERT_MAGIC 123456
long SessionHandle = 0;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
void OnStart()
  {

   SessionHandle=OnnxCreate("testmodel.onnx",ONNX_DEBUG_LOGS);
  
  }
int OnInit()
  {
//---
   
    return(INIT_SUCCEEDED);
//---
  
  }
  

void OnTick()
  {
//---
    // get the time of the current bar
   datetime currentBarTime = iTime(_Symbol, PERIOD_H1, 0);
   // check if new bar started
   if (currentBarTime > lastBarTime)
   {
       
       // close recent trade code here
       
       // update the last known bar's time
       lastBarTime = currentBarTime;
       // create array then fill array with predictors
       double X[11]; 
       X[0] = iVolume(_Symbol, _Period, 0);
       X[1] = iMA(_Symbol, PERIOD_H1, 5, 0, MODE_EMA, PRICE_CLOSE); 
       X[2] = iMA(_Symbol, PERIOD_H1, 20, 0, MODE_EMA, PRICE_CLOSE);
       X[3] = iMA(_Symbol, PERIOD_H1, 50, 0, MODE_EMA, PRICE_CLOSE);
       X[4] = iRSI(_Symbol, PERIOD_H1, 14, PRICE_CLOSE);
       X[5] = iMACD(_Symbol, PERIOD_H1, 12, 26, 9,PRICE_CLOSE);
       X[6] = 1.0;
       X[7] = iOpen(_Symbol, 0, 0);
       X[8]= iHigh(_Symbol, 0, 0);
       X[9] = iLow(_Symbol, 0, 0);
       X[10] = iClose(_Symbol, 0, 0);
       StandardizeArray(X);
       vectorf input_data = {X[0],X[1],X[2],X[3],X[4],X[5],X[6],X[7],X[8],X[9],X[10]};
       vectorf output(1);
       //float prediction
       // get model output code
       bool  success=OnnxRun(SessionHandle,ONNX_DEBUG_LOGS,input_data,output);
       float prediction = output[1];
       // make trade based on model output
       if (prediction>0.5)
          {
          //--- declare and initialize the trade request and result of trade request
          MqlTradeRequest request={};
          MqlTradeResult  result={};
           //--- parameters of request
          request.action   =TRADE_ACTION_DEAL;                    
          request.symbol   =Symbol();                              
          request.volume   =0.01;                                
          request.type     =ORDER_TYPE_BUY;                        
          request.price    =SymbolInfoDouble(Symbol(),SYMBOL_ASK); 
          request.deviation=5;                                     // allowed deviation from the price
          request.magic    =EXPERT_MAGIC;                          // MagicNumber of the order
          request.sl  = request.price + 1;
          request.tp = request.price - 1;
          //--- send the request
          if(!OrderSend(request,result))
            PrintFormat("OrderSend error %d",GetLastError());     // if unable to send the request, output the error code
          //--- information about the operation
          PrintFormat("retcode=%u  deal=%I64u  order=%I64u",result.retcode,result.deal,result.order);
          }
        else
        {
        //--- declare and initialize the trade request and result of trade request
          MqlTradeRequest request={};
          MqlTradeResult  result={};
           //--- parameters of request
          request.action   =TRADE_ACTION_DEAL;                    
          request.symbol   =Symbol();                              
          request.volume   =0.01;                                
          request.type     =ORDER_TYPE_SELL;                        
          request.price    =SymbolInfoDouble(Symbol(),SYMBOL_BID); 
          request.deviation=5;                                     
          request.magic    =EXPERT_MAGIC;      
          request.sl  = request.price - 1; 
          request.tp = request.price + 1;                      
          //--- send the request
          if(!OrderSend(request,result))
            PrintFormat("OrderSend error %d",GetLastError());     // if unable to send the request, output the error code
          //--- information about the operation
          PrintFormat("retcode=%u  deal=%I64u  order=%I64u",result.retcode,result.deal,result.order);
        
        }
    }
   }
//+------------------------------------------------------------------+
//| Trade function                                                   |
//+------------------------------------------------------------------+
void OnTrade()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Close last trade                                        |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| Code to derive features                                 
//+------------------------------------------------------------------+


void StandardizeArray(double& array[])
{
    int arraySize = ArraySize(array);

    // Calculate the mean
    double mean = 0;
    for (int i = 0; i < arraySize; i++)
    {
        mean += array[i];
    }
    mean /= arraySize;

    // Calculate the standard deviation
    double variance = 0;
    for (int i = 0; i < arraySize; i++)
    {
        variance += MathPow(array[i] - mean, 2);
    }
    double stdDev = MathSqrt(variance / arraySize);

    // Standardize the array
    for (int i = 0; i < arraySize; i++)
    {
        array[i] = (array[i] - mean) / stdDev;
    }
}