load(file ="D:/R/dimamic_period_in_indicator/list.RData")
li$period$periods[  li$period$periods >=3000  ] <- 3000
colnames(li$tslab) <- c("<TICKER>","<PER>","<DATE>","<TIME>","<OPEN>","<HIGH>","<LOW>","<CLOSE>","<VOL>")

library(TTR)

close <- li$tslab$`<CLOSE>`
high <- li$tslab$`<HIGH>`
low <- li$tslab$`<LOW>`

#HLC <- cbind(high,low,close)
ln <- nrow(li$tslab)
PERIOD <- round(li$period$periods)


dinamic_rsi <- rep(NA,ln )
dinamic_mom <- rep(NA,ln ) 



for(i in 3001:ln ){
  v <- (i-3001):i
  PER <- PERIOD[i]
  # 1  ////////  1  ////////  1
  
  rsi <- RSI( price = close[v] , n = PER)
  mom <- momentum(x = close[v] , n = PER)
  
  
 
  
  # 2 ///////// 2  /////////   2
  dinamic_rsi[i] <- tail(rsi,1)
  dinamic_mom[i] <- tail(mom,1)
  
  
  
  
  
  print(i)
}






dt <- cbind(
               li$tslab,
               li$period,
               dinamic_rsi,
               dinamic_mom
            )

dt <- na.omit(dt)






tslab <- dt[,1:9]
dt <- dt[,-c(1:9)]


target2 <- function(priceFrame){
  med <- (  priceFrame$"<HIGH>"  +  priceFrame$"<LOW>"  )  /  2
  
  
  TWO.TARGETS <- function(price, percent.change){
    library(TTR)
    ZZ <- ZigZag(price , change = percent.change ,percent = TRUE , retrace = FALSE , lastExtreme = TRUE)
    N <- 1:length(ZZ)
    # На последних барах неопределенные значения заменим на последние известные
    for(i in N) { if(is.na(ZZ[i])) ZZ[i] = ZZ[i-1]}
    #Определим скорость изменения ЗигЗага и сдвинем на один бар в будущее
    #/////////////////////////////
    #/////TARGETS/////////////////
    #/////////////////////////////
    null.vector <- rep(0,length(ZZ))
    # MAKE SELL TARGET
    SELL.TARGET <- null.vector
    for(i in 3:length(ZZ)){
      if (ZZ[i-1] > ZZ[i-2] && ZZ[i-1] > ZZ[i])     { SELL.TARGET[i-1] <- 1 }
    }
    # MAKE BUY TARGET
    BUY.TARGET  <- null.vector
    for(i in 3:length(ZZ)){
      if(ZZ[i-1] < ZZ[i-2] && ZZ[i-1] < ZZ[i]) {BUY.TARGET[i-1] <- 1}
    }
    
    SELL.TARGET <- c(  SELL.TARGET[-1],0  )
    BUY.TARGET  <- c(   BUY.TARGET[-1],0  )
    
    
    
    llen <- length(BUY.TARGET)
    TWO.IN.ONE <- rep(0 , llen)
    for(i in 1:llen)  {
      if(SELL.TARGET[i] == 1)    TWO.IN.ONE[i] <- -1
      if(BUY.TARGET[i]  == 1)    TWO.IN.ONE[i] <- 1
    }
    
    return(data.frame(SELL.TARGET = SELL.TARGET, BUY.TARGET = BUY.TARGET , TWO.IN.ONE = TWO.IN.ONE))
  }
  trgts <- TWO.TARGETS(price = med,percent.change = 0.2)
  
  
  return(trgts)
}
trgts <- target2(priceFrame = tslab)



tr <- 1:30000
ts <- 30001:nrow(tslab)

trg <- as.factor(trgts$TWO.IN.ONE) # target or label



library(randomForest)
 
rf <- randomForest(trg[tr] ~., data = dt[tr,], mtry=5, ntree=100, importance=T)

varImpPlot(rf,type=2)
plot(rf)

pred <- predict(  rf,  dt[ts,]  )




# ето уже вывод для TSLAB
DATA <- tslab[ts, ]


DATA$"<OI>" <- pred
colnames(DATA) = c("<TICKER>","<PER>","<DATE>","<TIME>","<OPEN>","<HIGH>","<LOW>","<CLOSE>","<VOL>","<OI>")


write.table(DATA,"D:/programfiles/TSLAB/HISTORY/RF.TRADE.SELL.ONLY.txt",
            sep=",",quote = F,row.names=F,col.names=T,append=F)