#define INPUTS_PER_MODEL 10
#define TOTAL_INPUTS 50 // Adjusted for additional volume data
#define NUM_MODELS 5 // Adjusted for the additional inputs
function run() {
set(PARAMETERS);
StartDate = 20190101;
BarPeriod = 60;
Capital = 2000;
LookBack = 20; // Increased LookBack to cover 10 previous bars
vars Open = series(priceOpen());
vars High = series(priceHigh());
vars Low = series(priceLow());
vars Close = series(priceClose());
vars Volume = series(marketVol());
// Define your 50 inputs including volume
vars Inputs = series(TOTAL_INPUTS);
int i;
for(i = 0; i < 10; ++i) { // Previous 10 bars
Inputs[i] = Open[i + 1]; // Past opens
Inputs[i + 10] = High[i + 1]; // Past highs
Inputs[i + 20] = Low[i + 1]; // Past lows
Inputs[i + 30] = Close[i + 1]; // Past closes
Inputs[i + 40] = Volume[i + 1]; // Past volumes
}
// Divide inputs among five neural networks
var ModelInputs[NUM_MODELS][INPUTS_PER_MODEL];
int i;
for(i = 0; i < TOTAL_INPUTS; ++i) {
ModelInputs[i / INPUTS_PER_MODEL][i % INPUTS_PER_MODEL] = Inputs[i];
}
vars ModelOutputs[NUM_MODELS];
int i;
var ModelLongOutputs[NUM_MODELS];
var ModelShortOutputs[NUM_MODELS];
for(i = 0; i < NUM_MODELS; ++i) {
ModelLongOutputs[i] = adviseLong(NEURAL + BALANCED, 0, &ModelInputs[i][0], INPUTS_PER_MODEL);
ModelShortOutputs[i] = adviseShort(NEURAL + BALANCED, 0, &ModelInputs[i][0], INPUTS_PER_MODEL);
}
var CombinedLongSignal = 0;
var CombinedShortSignal = 0;
for(i = 0; i < NUM_MODELS; ++i) {
CombinedLongSignal += ModelLongOutputs[i];
CombinedShortSignal += ModelShortOutputs[i];
}
CombinedLongSignal /= NUM_MODELS;
CombinedShortSignal /= NUM_MODELS;
var Threshold = 0.5;
set(LOGFILE | PLOTNOW);
if (CombinedLongSignal > Threshold)
enterLong();
if (CombinedShortSignal > Threshold)
enterShort();
plot("Long Signal", CombinedLongSignal, NEW|LINE, BLACK);
plot("Short Signal", CombinedShortSignal, NEW|LINE, RED);
}