//+------------------------------------------------------------------+
//|                                                      ProjectName |
//|                                      Copyright 2020, CompanyName |
//|                                       http://www.companyname.net |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#property script_show_inputs

//--- Define our moving average indicator
#define MA_PERIOD 5                //--- Moving Average Period
#define MA_TYPE   MODE_SMA          //--- Type of moving average we have
#define HORIZON 10

//--- Our handlers for our indicators
int ma_handle;

//--- Data structures to store the readings from our indicators
double ma_reading[];

//--- File name
string file_name = Symbol() + " DRS Modelling.csv";

//--- Amount of data requested
input int size = 3000;

//+------------------------------------------------------------------+
//| Our script execution                                             |
//+------------------------------------------------------------------+
void OnStart()
  {
  int fetch = size + (HORIZON * 2);
//---Setup our technical indicators
   ma_handle = iMA(_Symbol,PERIOD_CURRENT,MA_PERIOD,0,MA_TYPE,PRICE_CLOSE);

//---Set the values as series
   CopyBuffer(ma_handle,0,0,fetch,ma_reading);
   ArraySetAsSeries(ma_reading,true);

//---Write to file
   int file_handle=FileOpen(file_name,FILE_WRITE|FILE_ANSI|FILE_CSV,",");

   for(int i=size;i>=1;i--)
     {
      if(i == size)
        {
         FileWrite(file_handle,"Time","Open","High","Low","Close","Delta O","Delta H","Delta Low","Delta Close","SMA 5","Delta SMA 5");
        }

      else
        {
         FileWrite(file_handle,
                   iTime(_Symbol,PERIOD_CURRENT,i), 
                   iOpen(_Symbol,PERIOD_CURRENT,i),
                   iHigh(_Symbol,PERIOD_CURRENT,i), 
                   iLow(_Symbol,PERIOD_CURRENT,i),
                   iClose(_Symbol,PERIOD_CURRENT,i),
                   iOpen(_Symbol,PERIOD_CURRENT,i)   - iOpen(_Symbol,PERIOD_CURRENT,(i + HORIZON)),
                   iHigh(_Symbol,PERIOD_CURRENT,i)   - iHigh(_Symbol,PERIOD_CURRENT,(i + HORIZON)),
                   iLow(_Symbol,PERIOD_CURRENT,i)    - iLow(_Symbol,PERIOD_CURRENT,(i + HORIZON)),
                   iClose(_Symbol,PERIOD_CURRENT,i)  - iClose(_Symbol,PERIOD_CURRENT,(i + HORIZON)),
                   ma_reading[i],
                   ma_reading[i] - ma_reading[(i + HORIZON)]
                   );
        }
     }
//--- Close the file
   FileClose(file_handle);
  }
//+------------------------------------------------------------------+