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last works on XBackTester and Complete it ...

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saherelm
2025-09-16 00:44:27 +03:30
parent 53898b2e4e
commit 011a82bf1e
5 changed files with 882 additions and 37 deletions
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Classes/x-saherelm.x-backtester.expert.class.mq5
+701 -35
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@@ -71,11 +71,27 @@ class XCBackTesterEA : public XCBase
bool eaPushAlerts; // Push Alerts
bool eaTerminalAlerts; // Terminal Alerts
//
// SL/TP Manipulation Props ...
double allowedTPSLStep; // Value for Change TP/SL in Each Step ...
double minAllowedRiskInPoint; // Min Allowed Risk in Point ...
double riskInPoint; // Risk in Point per Trades ...
double riskToRewardRatio; // Risk To Reward per Trades ...
double volume; // Default volume Per Trade ...
//
// Constructor ...
XCBackTesterEA()
{
//
selectedPositionID = 0;
//
volume = 0.01;
riskInPoint = 50;
allowedTPSLStep = 5;
riskToRewardRatio = 2;
minAllowedRiskInPoint = 10;
}
//
@@ -260,6 +276,10 @@ class XCBackTesterEA : public XCBase
return result;
}
//
// Normalize Requirements ...
NormalizeProps();
//
return result;
}
@@ -668,21 +688,23 @@ class XCBackTesterEA : public XCBase
CButton btnCloseAll;
CEdit lblPositionId;
//
CButton lblTP;
CButton lblSL;
CButton btnSLPlus;
CButton btnTPPlus;
CButton btnSLMinus;
CButton btnTPMinus;
CButton btnSLPlusPlus;
CButton btnTPPlusPlus;
CButton btnSLMinusMinus;
CButton btnTPMinusMinus;
//
CArrayObj posArray;
CButton *btnSelectedPosInfo;
CArrayObj selectedPosInfoArr;
//
int btnCloseSizeX;
int btnCloseSizeY;
int btnCloseStartX;
int btnCloseStartY;
int lblPositionIdSizeX;
int lblPositionIdSizeY;
int lblPositionIdStartX;
int lblPositionIdStartY;
//
ulong selectedPositionID;
bool showSelectedPositionInfo;
@@ -774,10 +796,10 @@ class XCBackTesterEA : public XCBase
//
// LABEL Position ID ...
lblPositionIdStartX = btnBuyStartX;
lblPositionIdSizeX = lblPositionIdStartX + defaultWidth;
lblPositionIdStartY = btnSellSizeY + defaultGap;
lblPositionIdSizeY = lblPositionIdStartY + defaultHeight;
int lblPositionIdStartX = btnBuyStartX;
int lblPositionIdSizeX = lblPositionIdStartX + defaultWidth;
int lblPositionIdStartY = btnSellSizeY + defaultGap;
int lblPositionIdSizeY = lblPositionIdStartY + defaultHeight;
string lblPositionIdName = objSuffix + "LBL_POS_ID";
result = lblPositionId.Create(
chartId,
@@ -800,10 +822,10 @@ class XCBackTesterEA : public XCBase
//
// Close ...
btnCloseStartX = startX;
btnCloseSizeX = btnCloseStartX + defaultWidth;
btnCloseStartY = lblPositionIdSizeY + defaultGap;
btnCloseSizeY = lblPositionIdSizeY + defaultHeight;
int btnCloseStartX = startX;
int btnCloseSizeX = btnCloseStartX + defaultWidth;
int btnCloseStartY = lblPositionIdSizeY + defaultGap;
int btnCloseSizeY = lblPositionIdSizeY + defaultHeight;
string btnCloseName = objSuffix + "BTN_CLOSE";
result = btnClose.Create(
chartId,
@@ -852,6 +874,261 @@ class XCBackTesterEA : public XCBase
btnCloseAll.ColorBackground(clrDarkRed);
}
//
int minusPlusWidth = 20;
//
// TP Label ...
int lblTPX1 = btnCloseStartX;
int lblTPX2 = lblTPX1 + defaultWidth;
int lblTPY1 = btnCloseSizeY + defaultGap;
int lblTPY2 = lblTPY1 + defaultHeight;
string lblTPName = objSuffix + "LBL_TP";
result = lblTP.Create(
chartId,
lblTPName,
subWindow,
lblTPX1,
lblTPY1,
lblTPX2,
lblTPY2 //
);
if (result)
{
//
// Apply Style ...
lblTP.Disable();
lblTP.Text("TP");
lblTP.Color(clrWhite);
lblTP.ColorBackground(clrGreen);
}
//
// TP Plus ...
int btnTPPlusX1 = lblTPX1;
int btnTPPlusX2 = btnTPPlusX1 + minusPlusWidth;
int btnTPPlusY1 = lblTPY2 + defaultGap;
int btnTPPlusY2 = btnTPPlusY1 + defaultHeight;
string btnTPPlusName = objSuffix + "BTN_TP_PLUS";
result = btnTPPlus.Create(
chartId,
btnTPPlusName,
subWindow,
btnTPPlusX1,
btnTPPlusY1,
btnTPPlusX2,
btnTPPlusY2 //
);
if (result)
{
//
// Apply Style ...
btnTPPlus.Text("+");
btnTPPlus.Color(clrYellow);
btnTPPlus.ColorBackground(clrGreen);
}
//
// TP Plus Plus ...
int btnTPPlusPlusX1 = btnTPPlusX2 + defaultGap;
int btnTPPlusPlusX2 = btnTPPlusPlusX1 + minusPlusWidth;
int btnTPPlusPlusY1 = lblTPY2 + defaultGap;
int btnTPPlusPlusY2 = btnTPPlusPlusY1 + defaultHeight;
string btnTPPlusPlusName = objSuffix + "BTN_TP_PLUSPLUS";
result = btnTPPlusPlus.Create(
chartId,
btnTPPlusPlusName,
subWindow,
btnTPPlusPlusX1,
btnTPPlusPlusY1,
btnTPPlusPlusX2,
btnTPPlusPlusY2 //
);
if (result)
{
//
// Apply Style ...
btnTPPlusPlus.Text("++");
btnTPPlusPlus.Color(clrYellow);
btnTPPlusPlus.ColorBackground(clrGreen);
}
//
// TP Minus ...
int btnTPMinusX1 = lblTPX2 - minusPlusWidth;
int btnTPMinusX2 = btnTPMinusX1 + minusPlusWidth;
int btnTPMinusY1 = lblTPY2 + defaultGap;
int btnTPMinusY2 = btnTPMinusY1 + defaultHeight;
string btnTPMinusName = objSuffix + "BTN_TP_MINUS";
result = btnTPMinus.Create(
chartId,
btnTPMinusName,
subWindow,
btnTPMinusX1,
btnTPMinusY1,
btnTPMinusX2,
btnTPMinusY2 //
);
if (result)
{
//
// Apply Style ...
btnTPMinus.Text("-");
btnTPMinus.Color(clrYellow);
btnTPMinus.ColorBackground(clrDarkRed);
}
//
// TP Minus Minus ...
int btnTPMinusMinusX1 = btnTPMinusX1 - minusPlusWidth - defaultGap;
int btnTPMinusMinusX2 = btnTPMinusMinusX1 + minusPlusWidth;
int btnTPMinusMinusY1 = lblTPY2 + defaultGap;
int btnTPMinusMinusY2 = btnTPMinusY1 + defaultHeight;
string btnTPMinusMinusName = objSuffix + "BTN_TP_MINUSMINUS";
result = btnTPMinusMinus.Create(
chartId,
btnTPMinusMinusName,
subWindow,
btnTPMinusMinusX1,
btnTPMinusMinusY1,
btnTPMinusMinusX2,
btnTPMinusMinusY2 //
);
if (result)
{
//
// Apply Style ...
btnTPMinusMinus.Text("--");
btnTPMinusMinus.Color(clrYellow);
btnTPMinusMinus.ColorBackground(clrDarkRed);
}
//
// SL Label ...
int lblSLX1 = btnCloseAllStartX;
int lblSLX2 = lblSLX1 + defaultWidth;
int lblSLY1 = btnCloseAllSizeY + defaultGap;
int lblSLY2 = lblTPY1 + defaultHeight;
string lblSLName = objSuffix + "LBL_SL";
result = lblSL.Create(
chartId,
lblSLName,
subWindow,
lblSLX1,
lblSLY1,
lblSLX2,
lblSLY2 //
);
if (result)
{
//
// Apply Style ...
lblSL.Disable();
lblSL.Text("SL");
lblSL.Color(clrWhite);
lblSL.ColorBackground(clrDarkRed);
}
//
// SL Plus ...
int btnSLPlusX1 = lblSLX1;
int btnSLPlusX2 = btnSLPlusX1 + minusPlusWidth;
int btnSLPlusY1 = lblSLY2 + defaultGap;
int btnSLPlusY2 = btnSLPlusY1 + defaultHeight;
string btnSLPlusName = objSuffix + "BTN_SL_PLUS";
result = btnSLPlus.Create(
chartId,
btnSLPlusName,
subWindow,
btnSLPlusX1,
btnSLPlusY1,
btnSLPlusX2,
btnSLPlusY2 //
);
if (result)
{
//
// Apply Style ...
btnSLPlus.Text("+");
btnSLPlus.Color(clrYellow);
btnSLPlus.ColorBackground(clrGreen);
}
//
// SL Plus Plus ...
int btnSLPlusPlusX1 = btnSLPlusX2 + defaultGap;
int btnSLPlusPlusX2 = btnSLPlusPlusX1 + minusPlusWidth;
int btnSLPlusPlusY1 = lblSLY2 + defaultGap;
int btnSLPlusPlusY2 = btnSLPlusPlusY1 + defaultHeight;
string btnSLPlusPlusName = objSuffix + "BTN_SL_PLUSPLUS";
result = btnSLPlusPlus.Create(
chartId,
btnSLPlusPlusName,
subWindow,
btnSLPlusPlusX1,
btnSLPlusPlusY1,
btnSLPlusPlusX2,
btnSLPlusPlusY2 //
);
if (result)
{
//
// Apply Style ...
btnSLPlusPlus.Text("++");
btnSLPlusPlus.Color(clrYellow);
btnSLPlusPlus.ColorBackground(clrGreen);
}
//
// SL Minus ...
int btnSLMinusX1 = lblSLX2 - minusPlusWidth;
int btnSLMinusX2 = btnSLMinusX1 + minusPlusWidth;
int btnSLMinusY1 = lblSLY2 + defaultGap;
int btnSLMinusY2 = btnSLMinusY1 + defaultHeight;
string btnSLMinusName = objSuffix + "BTN_SL_MINUS";
result = btnSLMinus.Create(
chartId,
btnSLMinusName,
subWindow,
btnSLMinusX1,
btnSLMinusY1,
btnSLMinusX2,
btnSLMinusY2 //
);
if (result)
{
//
// Apply Style ...
btnSLMinus.Text("-");
btnSLMinus.Color(clrYellow);
btnSLMinus.ColorBackground(clrDarkRed);
}
//
// SL Minus Minus ...
int btnSLMinusMinusX1 = btnSLMinusX1 - minusPlusWidth - defaultGap;
int btnSLMinusMinusX2 = btnSLMinusMinusX1 + minusPlusWidth;
int btnSLMinusMinusY1 = lblSLY2 + defaultGap;
int btnSLMinusMinusY2 = btnSLMinusY1 + defaultHeight;
string btnSLMinusMinusName = objSuffix + "BTN_SL_MINUSMINUS";
result = btnSLMinusMinus.Create(
chartId,
btnSLMinusMinusName,
subWindow,
btnSLMinusMinusX1,
btnSLMinusMinusY1,
btnSLMinusMinusX2,
btnSLMinusMinusY2 //
);
if (result)
{
//
// Apply Style ...
btnSLMinusMinus.Text("--");
btnSLMinusMinus.Color(clrYellow);
btnSLMinusMinus.ColorBackground(clrDarkRed);
}
//
UpdateGUIState();
@@ -971,6 +1248,124 @@ class XCBackTesterEA : public XCBase
}
}
//
// TP Managing ...
//
// TP Plus ...
if (btnTPPlus.Pressed())
{
//
if (btnTPPlus.IsEnabled())
{
HandleTPChange(X_DIRECTION_BULLISH);
}
//
btnTPPlus.Pressed(false);
}
//
// TP Plus Plus ...
if (btnTPPlusPlus.Pressed())
{
//
if (btnTPPlusPlus.IsEnabled())
{
HandleTPChange(X_DIRECTION_BULLISH, 2);
}
//
btnTPPlusPlus.Pressed(false);
}
//
// TP Minus ...
if (btnTPMinus.Pressed())
{
//
if (btnTPMinus.IsEnabled())
{
HandleTPChange(X_DIRECTION_BEARISH);
}
//
btnTPMinus.Pressed(false);
}
//
// TP Minus Minus ...
if (btnTPMinusMinus.Pressed())
{
//
if (btnTPMinusMinus.IsEnabled())
{
HandleTPChange(X_DIRECTION_BEARISH, 2);
}
//
btnTPMinusMinus.Pressed(false);
}
//
// SL Managing ...
//
// SL Plus ...
if (btnSLPlus.Pressed())
{
//
if (btnSLPlus.IsEnabled())
{
HandleSLChange(X_DIRECTION_BULLISH);
}
//
btnSLPlus.Pressed(false);
}
//
// SL Plus Plus ...
if (btnSLPlusPlus.Pressed())
{
//
if (btnSLPlusPlus.IsEnabled())
{
HandleSLChange(X_DIRECTION_BULLISH, 2);
}
//
btnSLPlusPlus.Pressed(false);
}
//
// SL Minus ...
if (btnSLMinus.Pressed())
{
//
if (btnSLMinus.IsEnabled())
{
HandleSLChange(X_DIRECTION_BEARISH);
}
//
btnSLMinus.Pressed(false);
}
//
// SL Minus Minus ...
if (btnSLMinusMinus.Pressed())
{
//
if (btnSLMinusMinus.IsEnabled())
{
HandleSLChange(X_DIRECTION_BEARISH, 2);
}
//
btnSLMinusMinus.Pressed(false);
}
//
// Check Positions Buttons ...
int posCount = posArray.Total();
@@ -1224,22 +1619,25 @@ class XCBackTesterEA : public XCBase
string name = objSuffix + "BTN_TOOGLE_SPOS_INFO";
//
int btnStartX = btnCloseStartX;
int btnSizeX = btnStartX + 200 + 5;
CRect iRect = btnTPPlus.Rect();
//
int btnStartY = btnCloseSizeY + 5;
int btnSizeY = btnStartY + 25;
int x1 = iRect.left;
int x2 = x1 + 200 + 5;
//
int y1 = iRect.bottom + 5;
int y2 = y1 + iRect.Height();
//
bool isCreated = btnSelectedPosInfo.Create(
chartId,
name,
subWindow,
btnStartX,
btnStartY,
btnSizeX,
btnSizeY //
x1,
y1,
x2,
y2 //
);
if (!isCreated)
{
@@ -1416,12 +1814,92 @@ class XCBackTesterEA : public XCBase
//
btnClose.Disable();
btnClose.ColorBackground(clrDarkGray);
//
lblTP.Disable();
lblTP.ColorBackground(clrDarkGray);
//
btnTPPlus.Disable();
btnTPPlus.ColorBackground(clrDarkGray);
//
btnTPPlusPlus.Disable();
btnTPPlusPlus.ColorBackground(clrDarkGray);
//
btnTPMinus.Disable();
btnTPMinus.ColorBackground(clrDarkGray);
//
btnTPMinusMinus.Disable();
btnTPMinusMinus.ColorBackground(clrDarkGray);
//
lblSL.Disable();
lblSL.ColorBackground(clrDarkGray);
//
btnSLPlus.Disable();
btnSLPlus.ColorBackground(clrDarkGray);
//
btnSLPlusPlus.Disable();
btnSLPlusPlus.ColorBackground(clrDarkGray);
//
btnSLMinus.Disable();
btnSLMinus.ColorBackground(clrDarkGray);
//
btnSLMinusMinus.Disable();
btnSLMinusMinus.ColorBackground(clrDarkGray);
}
else
{
//
btnClose.Enable();
btnClose.ColorBackground(clrDarkOrange);
//
lblTP.Enable();
lblTP.ColorBackground(clrGreen);
//
btnTPPlus.Enable();
btnTPPlus.ColorBackground(clrGreen);
//
btnTPPlusPlus.Enable();
btnTPPlusPlus.ColorBackground(clrGreen);
//
btnTPMinus.Enable();
btnTPMinus.ColorBackground(clrDarkRed);
//
btnTPMinusMinus.Enable();
btnTPMinusMinus.ColorBackground(clrDarkRed);
//
lblSL.Enable();
lblSL.ColorBackground(clrDarkRed);
//
btnSLPlus.Enable();
btnSLPlus.ColorBackground(clrGreen);
//
btnSLPlusPlus.Enable();
btnSLPlusPlus.ColorBackground(clrGreen);
//
btnSLMinus.Enable();
btnSLMinus.ColorBackground(clrDarkRed);
//
btnSLMinusMinus.Enable();
btnSLMinusMinus.ColorBackground(clrDarkRed);
}
}
@@ -1490,14 +1968,18 @@ class XCBackTesterEA : public XCBase
//
int btnWidth = 25;
int btnHeight = 25;
//
int lastX = lblPositionIdSizeX + 5;
CRect iRect = lblPositionId.Rect();
//
int lastX = iRect.left + iRect.Width() + 5;
int lastSizeX = lastX + btnWidth;
//
int lastY = lblPositionIdStartY;
int lastSizeY = lblPositionIdSizeY;
int lastY = iRect.top;
int lastSizeY = lastY + iRect.Height();
//
for (int i = 0; i < count; i++)
@@ -1588,18 +2070,21 @@ class XCBackTesterEA : public XCBase
return;
}
//
NormalizeProps();
//
bool isBullish = IsSpecifiedBullish(dir);
//
double r2r = 1.5;
double volume = 0.01;
double riskInPoints = 100;
double r2r = riskToRewardRatio;
double _volume = volume;
double _riskInPoints = riskInPoint;
double point = GetPoints(symbol);
double entry = GetEntry(symbol, dir);
//
double risk = riskInPoints * point;
double risk = _riskInPoints * point;
double reward = risk * r2r;
//
@@ -1620,7 +2105,7 @@ class XCBackTesterEA : public XCBase
eaTrader.Buy(
symbol,
period,
volume,
_volume,
entry,
sl,
tp,
@@ -1633,7 +2118,7 @@ class XCBackTesterEA : public XCBase
eaTrader.Sell(
symbol,
period,
volume,
_volume,
entry,
sl,
tp,
@@ -1677,9 +2162,190 @@ class XCBackTesterEA : public XCBase
}
}
//
void HandleTPChange(
ENUM_X_DIRECTION dir,
int multiplier = 1 //
)
{
//
// Validate ...
if (selectedPositionID == 0 || !HasDirection(dir))
{
return;
}
//
NormalizeProps();
//
// Normalize Multiplier ...
multiplier = NormalizeInt(multiplier, 1, 2);
//
// Select Position ...
XPosition position;
bool has = eaTrader.GetPosition(
selectedPositionID,
position //
);
if (!has)
{
//
position.Clean();
return;
}
//
bool isLong = IsLong(position.type);
bool isBullish = IsSpecifiedBullish(dir);
//
double point = GetPoints(position.symbol);
double stepValue = multiplier * (point * allowedTPSLStep);
//
bool mustIncrease =
isBullish
? isLong
: !isLong;
//
double tp = position.tp;
tp =
mustIncrease
? tp + stepValue
: tp - stepValue;
bool isModified = eaTrader.Modify(
position.ticket,
position.sl,
tp,
objSuffix + "Change TP" //
);
if (isModified)
{
UpdateGUIState();
}
//
position.Clean();
}
//
void HandleSLChange(
ENUM_X_DIRECTION dir,
int multiplier = 1 //
)
{
//
// Validate ...
if (selectedPositionID == 0 || !HasDirection(dir))
{
return;
}
//
NormalizeProps();
//
// Normalize Multiplier ...
multiplier = NormalizeInt(multiplier, 1, 2);
//
// Select Position ...
XPosition position;
bool has = eaTrader.GetPosition(
selectedPositionID,
position //
);
if (!has)
{
//
position.Clean();
return;
}
//
bool isLong = IsLong(position.type);
bool isBullish = IsSpecifiedBullish(dir);
//
double point = GetPoints(position.symbol);
double stepValue = multiplier * (point * allowedTPSLStep);
//
bool mustIncrease =
isBullish
? !isLong
: isLong;
//
double risk = position.GetRiskInPoint();
if (risk <= minAllowedRiskInPoint)
{
//
position.Clean();
return;
}
//
double sl = position.sl;
sl =
mustIncrease
? sl + stepValue
: sl - stepValue;
bool isModified = eaTrader.Modify(
position.ticket,
sl,
position.tp,
objSuffix + "Change SL" //
);
if (isModified)
{
UpdateGUIState();
}
//
position.Clean();
}
//
// Custom Tools ...
//
void NormalizeProps()
{
//
if (volume < 0.01)
{
volume = 0.01;
}
//
if (riskInPoint < 0)
{
riskInPoint = 50;
}
//
if (allowedTPSLStep < 5)
{
allowedTPSLStep = 5;
}
//
if (riskToRewardRatio < 0.5)
{
riskToRewardRatio = 2;
}
//
if (minAllowedRiskInPoint < 10)
{
minAllowedRiskInPoint = 10;
}
}
//
ulong ExtractPositionIDFromButtonName(string name)
{