_SECTION_BEGIN("Neural Network Training - FirstIndex0Close0others1");
SetBarsRequired(9999999, 9999999);
SetLearningAlgorithm(4);
SetSeed(1965656858);
SetMomentum(0.7);
SetLearningRate(0.3);
SetMaximumEpochs(2000);
SetPercentTestingData(30);
SetErrorAlgorithm(0);
SetSarpropTemperature(0.015);
DisableShuffleData();
DisableNetworkToAFL();
SetNetworkWithActivationLayer1(10, 1, 1);

SetScalingAlgorithm(1);
SetInputScalingMinMax(0, 1);
SetOutputScalingMinMax(-1, 1);

WT_Tickers = name();
WT_TickersCount = 1 + StrCount(WT_Tickers, ",");
for(WT_I = 0; WT_I < WT_TickersCount; WT_I++)
{
	WT_CurrTicker = StrExtract(WT_Tickers, WT_I);
	SetForeign(WT_CurrTicker, True, True);
	
	WT_TEPIX_RateOfChange = ROC(TEPIX, 1);
	input0 = Ref(WT_TEPIX_RateOfChange, 0);
	AddNeuralNetworkInput(input0, WT_I);
	
	input1 = Ref(SAM, 0);
	AddNeuralNetworkInput(input1, WT_I);
	input2 = Ref(SAM, -1);
	AddNeuralNetworkInput(input2, WT_I);
	BBUP=BBANDTOP(close,14,2);
	WT_BBUP_RateOfChange = ROC(BBUP, 1);
	input3 = Ref(WT_BBUP_RateOfChange, 0);
	AddNeuralNetworkInput(input3, WT_I);
	input4 = Ref(WT_BBUP_RateOfChange, -1);
	AddNeuralNetworkInput(input4, WT_I);
	BBDN=BBANDBOT(close,14,2);
	WT_BBDN_RateOfChange = ROC(BBDN, 1);
	input5 = Ref(WT_BBDN_RateOfChange, 0);
	AddNeuralNetworkInput(input5, WT_I);
	input6 = Ref(WT_BBDN_RateOfChange, -1);
	AddNeuralNetworkInput(input6, WT_I);
	RSI14 = RSI(14);
	input7 = Ref(RSI14, 0);
	AddNeuralNetworkInput(input7, WT_I);
	input8 = Ref(RSI14, -1);
	AddNeuralNetworkInput(input8, WT_I);
	MACD1226 = MACD(12, 26);
	WT_MACD1226_RateOfChange = ROC(MACD1226, 1);
	input9 = Ref(WT_MACD1226_RateOfChange, 0);
	AddNeuralNetworkInput(input9, WT_I);
	input10 = Ref(WT_MACD1226_RateOfChange, -1);
	AddNeuralNetworkInput(input10, WT_I);
	ADX14 = ADX(14);
	WT_ADX14_RateOfChange = ROC(ADX14, 1);
	input11 = Ref(WT_ADX14_RateOfChange, 0);
	AddNeuralNetworkInput(input11, WT_I);
	input12 = Ref(WT_ADX14_RateOfChange, -1);
	AddNeuralNetworkInput(input12, WT_I);
	CCI14 = CCI(14);
	input13 = Ref(CCI14, 0);
	AddNeuralNetworkInput(input13, WT_I);
	input14 = Ref(CCI14, -1);
	AddNeuralNetworkInput(input14, WT_I);
	StochasticD = StochD(14, 3, 3);
	input15 = Ref(StochasticD, 0);
	AddNeuralNetworkInput(input15, WT_I);
	input16 = Ref(StochasticD, -1);
	AddNeuralNetworkInput(input16, WT_I);
	EMA10= EMA(C, 10);
	WT_EMA10_RateOfChange = ROC(EMA10, 1);
	input17 = Ref(WT_EMA10_RateOfChange, 0);
	AddNeuralNetworkInput(input17, WT_I);
	input18 = Ref(WT_EMA10_RateOfChange, -1);
	AddNeuralNetworkInput(input18, WT_I);
	SMA20=MA(C, 20);
	WT_SMA20_RateOfChange = ROC(SMA20, 1);
	input19 = Ref(WT_SMA20_RateOfChange, 0);
	AddNeuralNetworkInput(input19, WT_I);
	input20 = Ref(WT_SMA20_RateOfChange, -1);
	AddNeuralNetworkInput(input20, WT_I);
	
	MYBBUP=BBup;
	WT_MYBBUP_RateOfChange = ROC(MYBBUP, 1);
	input21 = Ref(WT_MYBBUP_RateOfChange, 0);
	AddNeuralNetworkInput(input21, WT_I);
	input22 = Ref(WT_MYBBUP_RateOfChange, -1);
	AddNeuralNetworkInput(input22, WT_I);
	MYBBMID=BB_Mid;
	WT_MYBBMID_RateOfChange = ROC(MYBBMID, 1);
	input23 = Ref(WT_MYBBMID_RateOfChange, 0);
	AddNeuralNetworkInput(input23, WT_I);
	input24 = Ref(WT_MYBBMID_RateOfChange, -1);
	AddNeuralNetworkInput(input24, WT_I);
	MYBBDN=BBdn;
	WT_MYBBDN_RateOfChange = ROC(MYBBDN, 1);
	input25 = Ref(WT_MYBBDN_RateOfChange, 0);
	AddNeuralNetworkInput(input25, WT_I);
	input26 = Ref(WT_MYBBDN_RateOfChange, -1);
	AddNeuralNetworkInput(input26, WT_I);
	
	WT_TenkanSen_RateOfChange = ROC(TenkanSen, 1);
	input27 = Ref(WT_TenkanSen_RateOfChange, 0);
	AddNeuralNetworkInput(input27, WT_I);
	input28 = Ref(WT_TenkanSen_RateOfChange, -1);
	AddNeuralNetworkInput(input28, WT_I);
	
	WT_KijunSen_RateOfChange = ROC(KijunSen, 1);
	input29 = Ref(WT_KijunSen_RateOfChange, 0);
	AddNeuralNetworkInput(input29, WT_I);
	input30 = Ref(WT_KijunSen_RateOfChange, -1);
	AddNeuralNetworkInput(input30, WT_I);
	
	WT_Amitenkansen_RateOfChange = ROC(Amitenkansen, 1);
	input31 = Ref(WT_Amitenkansen_RateOfChange, 0);
	AddNeuralNetworkInput(input31, WT_I);
	input32 = Ref(WT_Amitenkansen_RateOfChange, -1);
	AddNeuralNetworkInput(input32, WT_I);
	
	WT_Amikijunsen_RateOfChange = ROC(Amikijunsen, 1);
	input33 = Ref(WT_Amikijunsen_RateOfChange, 0);
	AddNeuralNetworkInput(input33, WT_I);
	input34 = Ref(WT_Amikijunsen_RateOfChange, -1);
	AddNeuralNetworkInput(input34, WT_I);
	ROC1=roc(close,1);
	WT_ROC1_RateOfChange = ROC(ROC1, 1);
	input35 = Ref(WT_ROC1_RateOfChange, 0);
	AddNeuralNetworkInput(input35, WT_I);
	
	output0 = Ref(ROC1, 1);
	AddNeuralNetworkOutput(output0, WT_I);
	RestorePriceArrays();
}

fdelete("WiseTraderToolbox\\NeuralNetwork\\FirstIndex0Close0others1.net");
TrainMultiInputNeuralNetwork("FirstIndex0Close0others1.net");
EnableProgress();
RestoreDefaults();
ClearNeuralNetworkInputs();
_SECTION_END();