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i_sampler.mq5 (7.06 KB) view

\MQL5\Experts\

e_checksampler.mq5 (2.33 KB) view

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The indicator (i_Sampler.mq5) calculates perfect market entry signals, which can be used for neural network training.

It has two buffers:

buffer 0 (green line) - analog signal, calculated as a ratio of the positive/negative price change (normalized to range [-1, +1]) during bars_future bars forward;
buffer 1 (two-color histogram) discrete signal, the values are: -1(sell), 0(wait), +1(buy).

The discrete signal can be calculated 2 different methods:

method 1: the signal appears when analog signal became greater than threshold, specified by porog input parameter;
method 2: the signal appears when TP/SL conditions are satisfied.

i_Sampler indicator

The e_CheckSampler.mq5 Expert Advisor is created for checking of the indicator values.

The Expert Advisor uses the data from file, created by indicator.

Expert Advisor based on i_Sampler indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/903

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