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Prepare XFIMA BackTester for Test ...

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This commit is contained in:
saherelm
2025-10-02 14:59:58 +03:30
parent ed04bb2b1a
commit 18c033d154
6 changed files with 373 additions and 31 deletions
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Experts/x-saherelm.xfima.backtester.ea.mq5
+53 -2
View File
@@ -106,6 +106,9 @@ input int zigzagDeviation = 5; // ZigZag Devia
input int zigzagBackStep = 3; // ZigZag Back Step
input ENUM_X_PRICE zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode
input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode
input bool hkIgnoreShadows = true; // HK Remove noises
input int hkSmoothingLength = 21; // HK Smoothing Length
input ENUM_X_MA_METHOD hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method
//
input group "Bar Timer";
@@ -120,6 +123,7 @@ input group "Presentation";
input bool showPV = true; // Show PV
input bool showHK = true; // Show HK
input bool showSAR = true; // Show Sar
input bool showBars = true; // Show Bars
input bool showMAFast = true; // Show MA Fast
input bool showMASlow = true; // Show MA Slow
input bool showMABand = true; // Show MA Band
@@ -163,10 +167,22 @@ XBarTracker eaBarTracker; // EA Bar Traker ...
//
// Registered Handlers ...
int eaCTHandler = INVALID_HANDLE; // Candle Timer Handler ...
int eaCCHandler = INVALID_HANDLE; // Candle Cleaner Handler ...
//
bool eaIsNewBar; // Check New Bar ...
//
ENUM_CHART_MODE eaBarMode = CHART_CANDLES;
//
color eaBarUpColor = clrLime;
color eaBarDownColor = clrRed;
color eaBarLineColor = clrLime;
color eaBarBearishColor = clrRed;
color eaBarBullishColor = clrLime;
color eaBarVolumesColor = clrGreen;
//
// Define Indicators Here ...
@@ -293,6 +309,9 @@ int OnInit()
fimaInputs.zigzagBackStep = zigzagBackStep;
fimaInputs.zigzagUppersMode = zigzagUppersMode;
fimaInputs.zigzagLowersMode = zigzagLowersMode;
fimaInputs.hkIgnoreShadows = hkIgnoreShadows;
fimaInputs.hkSmoothingLength = hkSmoothingLength;
fimaInputs.hkSmoothingMode = hkSmoothingMode;
fimaInputs.showPV = showPV;
fimaInputs.showHK = showHK;
fimaInputs.showSAR = showSAR;
@@ -358,6 +377,38 @@ int OnInit()
return INIT_FAILED;
}
//
// Initialize Candle Cleaner Handler ...
eaCCHandler = iCustom(
_Symbol,
_Period,
"x-saherelm.x121.xcc",
//
// Inputs ...
//
// Chart Style ...
"",
eaBarMode, // Mode
eaBarUpColor, // Up Color
eaBarDownColor, // Down Color
eaBarLineColor, // Line mode and Doji candlestick Color
eaBarBullishColor, // Bearish Color
eaBarBearishColor, // Bullish Color
eaBarVolumesColor, // Volumes Color
//
// Presentation ...
"",
showBars // Show Candles
//
);
isInited = eaCCHandler != INVALID_HANDLE;
if (!isInited)
{
//
Print(ShortName, ": Initialization Failed ...");
return INIT_FAILED;
}
//
// Initialize Bar Tracker ...
isInited = eaBarTracker.Init(
@@ -614,11 +665,11 @@ void OnSignalExecuted(XSignal &signal)
/**
* Check For Guard ...
*
*
* @param guards: XGuard, reference Collection to holds result ...
* @param positions: XPosition, refrence collection to Provides Positions ...
* @param barIndex: int, Specified Bar index ...
*
*
* @return ( int )
*/
int CheckForGuard(
Helpers/x-saherelm.xfima.helper.mq5
+17
View File
@@ -60,6 +60,10 @@ enum ENUM_XFIMA_BUFFERS
XFIMA_HK_LOW_LINE = 16,
XFIMA_HK_CLOSE_LINE = 17,
XFIMA_HK_COLOR_LINE = 18,
XFIMA_HK_RAW_OPEN_LINE = 34,
XFIMA_HK_RAW_HIGH_LINE = 35,
XFIMA_HK_RAW_LOW_LINE = 36,
XFIMA_HK_RAW_CLOSE_LINE = 37,
// 19 Ma Fast State
// 20 Ma Slow State
// 21 Sar State
@@ -75,6 +79,10 @@ enum ENUM_XFIMA_BUFFERS
// 31 ZigZag Highs Time
// 32 ZigZag Lows
// 33 ZigZag Lows Time
// 34 HK Raw Open
// 35 HK Raw High
// 36 HK Raw Low
// 37 HK Raw Close
};
//
@@ -111,6 +119,9 @@ struct XFIMAInputs
int zigzagBackStep; // ZigZag Back Step
ENUM_X_PRICE zigzagUppersMode; // ZigZag High Detect Mode
ENUM_X_PRICE zigzagLowersMode; // ZigZag Low Detect Mode
bool hkIgnoreShadows; // HK Remove noises
int hkSmoothingLength; // HK Smoothing Length
ENUM_X_MA_METHOD hkSmoothingMode; // HK Smoothing Method
//
// Presentation ...
@@ -175,6 +186,9 @@ struct XFIMAInputs
zigzagBackStep = 3; // ZigZag Back Step
zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode
zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode
hkIgnoreShadows = true; // HK Remove noises
hkSmoothingLength = 21; // HK Smoothing Length
hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method
//
// Presentation ...
@@ -546,6 +560,9 @@ class XCXFIMAHelper : public XCBaseHelper
mInputs.zigzagBackStep,
mInputs.zigzagUppersMode,
mInputs.zigzagLowersMode,
mInputs.hkIgnoreShadows,
mInputs.hkSmoothingLength,
mInputs.hkSmoothingMode,
"", // Presentation ...
mInputs.showPV,
mInputs.showHK,
Indicators/x-saherelm.xfima.mq5
+129 -5
View File
@@ -89,6 +89,9 @@ input int zigzagDeviation = 5; // ZigZag Devia
input int zigzagBackStep = 3; // ZigZag Back Step
input ENUM_X_PRICE zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode
input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode
input bool hkIgnoreShadows = true; // HK Remove noises
input int hkSmoothingLength = 21; // HK Smoothing Length
input ENUM_X_MA_METHOD hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method
//
// Presentation ...
@@ -134,7 +137,7 @@ input int valeArrowCode = 159; // Vales Arrow Code
#property indicator_chart_window
//
#property indicator_buffers 34
#property indicator_buffers 38
#property indicator_plots 12
//
@@ -333,7 +336,7 @@ double hkColorBuffer[];
#define hkBufferPlotIndex 11
#property indicator_label12 "XHK Open;XHK High;XHK Low;XHK Close"
#property indicator_type12 DRAW_COLOR_CANDLES
#property indicator_color12 CLR_NONE, clrAqua, clrMagenta
#property indicator_color12 CLR_NONE, clrAqua, clrMagenta, clrGray
//
// Data Buffers ...
@@ -425,6 +428,25 @@ double lowsBuffer[];
#define lowsTimeBufferIndex mLastBufferIndex + 15
double lowsTimeBuffer[];
//
// XHK Data ...
//
#define hkRawHighBufferIndex mLastBufferIndex + 16
double hkRawHighBuffer[];
//
#define hkRawOpenBufferIndex mLastBufferIndex + 17
double hkRawOpenBuffer[];
//
#define hkRawLowBufferIndex mLastBufferIndex + 18
double hkRawLowBuffer[];
//
#define hkRawCloseBufferIndex mLastBufferIndex + 19
double hkRawCloseBuffer[];
//
// Variables, Properties and etc ...
@@ -1086,6 +1108,25 @@ void DefineBuffers()
SetIndexBuffer(lowsBufferIndex, lowsBuffer, INDICATOR_CALCULATIONS);
SetIndexBuffer(lowsTimeBufferIndex, lowsTimeBuffer, INDICATOR_CALCULATIONS);
//
// XHK Data ...
//
ArraySetAsSeries(hkRawHighBuffer, true);
SetIndexBuffer(hkRawHighBufferIndex, hkRawHighBuffer, INDICATOR_DATA);
//
ArraySetAsSeries(hkRawOpenBuffer, true);
SetIndexBuffer(hkRawOpenBufferIndex, hkRawOpenBuffer, INDICATOR_DATA);
//
ArraySetAsSeries(hkRawLowBuffer, true);
SetIndexBuffer(hkRawLowBufferIndex, hkRawLowBuffer, INDICATOR_DATA);
//
ArraySetAsSeries(hkRawCloseBuffer, true);
SetIndexBuffer(hkRawCloseBufferIndex, hkRawCloseBuffer, INDICATOR_DATA);
//
}
@@ -2032,18 +2073,101 @@ void CalculateHKBar(
double iHKLowValue = MathMin(low[barIndex], MathMin(iHKOpenValue, iHKCloseValue));
//
// Raw HK Buffers ...
bool isBullish = iHKOpenValue < iHKCloseValue;
bool isBearish = iHKOpenValue > iHKCloseValue;
//
if (hkIgnoreShadows)
{
//
iHKHighValue = isBullish
? iHKCloseValue
: iHKOpenValue;
//
iHKLowValue = isBullish
? iHKOpenValue
: iHKCloseValue;
}
//
// XHK Buffers ...
hkOpenBuffer[barIndex] = iHKOpenValue;
hkHighBuffer[barIndex] = iHKHighValue;
hkLowBuffer[barIndex] = iHKLowValue;
hkCloseBuffer[barIndex] = iHKCloseValue;
//
// XHK Raw Bufferss ...
hkRawOpenBuffer[barIndex] = iHKOpenValue;
hkRawHighBuffer[barIndex] = iHKHighValue;
hkRawLowBuffer[barIndex] = iHKLowValue;
hkRawCloseBuffer[barIndex] = iHKCloseValue;
//
// Smoothing ...
if (IsXValid(hkSmoothingMode) && hkSmoothingLength > 0)
{
//
// XHK Signal ...
//
// High ...
iMAOnBuffer(
ratesTotal,
prevCalculated,
barIndex,
hkSmoothingLength,
hkRawHighBuffer,
hkHighBuffer,
hkSmoothingMode //
);
//
// Open ...
iMAOnBuffer(
ratesTotal,
prevCalculated,
barIndex,
hkSmoothingLength,
hkRawOpenBuffer,
hkOpenBuffer,
hkSmoothingMode //
);
//
// Close ...
iMAOnBuffer(
ratesTotal,
prevCalculated,
barIndex,
hkSmoothingLength,
hkRawLowBuffer,
hkLowBuffer,
hkSmoothingMode //
);
//
// Close ...
iMAOnBuffer(
ratesTotal,
prevCalculated,
barIndex,
hkSmoothingLength,
hkRawCloseBuffer,
hkCloseBuffer,
hkSmoothingMode //
);
}
//
// Calculate HK Color ...
double iHKColorValue =
hkOpenBuffer[barIndex] < hkCloseBuffer[barIndex]
isBullish
? bullishColorIDX
: bearishColorIDX;
: isBearish
? bearishColorIDX
: neuturalColorIDX;
hkColorBuffer[barIndex] =
showHK
? iHKColorValue
Libraries/x-saherelm.x-enums.lib.mq5
+58 -2
View File
@@ -233,6 +233,10 @@ ENUM_APPLIED_PRICE ToAppliedPrice(ENUM_X_PRICE value)
//
return result;
}
ENUM_APPLIED_PRICE ToXAppliedPrice(ENUM_X_PRICE value)
{
return ToAppliedPrice(value);
}
/**
* Converts To String ...
@@ -308,6 +312,10 @@ string ToString(ENUM_X_PRICE value)
//
return result;
}
string ToXString(ENUM_X_PRICE value)
{
return ToString(value);
}
//
// END Price Type ...
@@ -379,6 +387,10 @@ string ToString(ENUM_X_BOUNDARY_PRICE value)
//
return result;
}
string ToXString(ENUM_X_BOUNDARY_PRICE value)
{
return ToString(value);
}
//
// END Boundary Price Type ...
@@ -559,6 +571,10 @@ ENUM_X_DIRECTION Opposit(ENUM_X_DIRECTION value)
//
return result;
}
ENUM_X_DIRECTION XOpposit(ENUM_X_DIRECTION value)
{
return Opposit(value);
}
/**
* Converts To String ...
@@ -680,6 +696,10 @@ string ToString(ENUM_X_FIBO_LEVELS value)
//
return result;
}
string ToXString(ENUM_X_FIBO_LEVELS value)
{
return ToString(value);
}
/**
* Converts To String ...
@@ -820,6 +840,10 @@ string ToString(ENUM_X_SWING_TYPE value)
//
return result;
}
string ToXString(ENUM_X_SWING_TYPE value)
{
return ToString(value);
}
/**
* Converts To ENUM_SERIESMODE ...
@@ -851,6 +875,10 @@ ENUM_SERIESMODE ToSeriesMode(ENUM_X_SWING_TYPE value)
//
return result;
}
ENUM_SERIESMODE ToXSeriesMode(ENUM_X_SWING_TYPE value)
{
return ToSeriesMode(value);
}
//
// END Swing Types ...
@@ -892,6 +920,10 @@ bool IsValid(ENUM_X_PERIOD_METHOD value)
//
return result;
}
bool IsXValid(ENUM_X_PERIOD_METHOD value)
{
return IsValid(value);
}
/**
* Converts To String ...
@@ -927,6 +959,10 @@ string ToString(ENUM_X_PERIOD_METHOD value)
//
return result;
}
string ToXString(ENUM_X_PERIOD_METHOD value)
{
return ToString(value);
}
//
// END Period Method ...
@@ -1015,6 +1051,10 @@ ENUM_X_MARKET_CYCLES ToCycle(string value)
//
return result;
}
ENUM_X_MARKET_CYCLES ToXCycle(string value)
{
return ToCycle(value);
}
/**
* Converts To String ...
@@ -1153,6 +1193,10 @@ bool IsValid(ENUM_X_WEEK_DAYS value)
//
return result;
}
bool IsXValid(ENUM_X_WEEK_DAYS value)
{
return IsValid(value);
}
/**
* Converts To String ...
@@ -1179,7 +1223,7 @@ string ToString(ENUM_X_WEEK_DAYS value)
result = "Sunday";
break;
//
//
case X_WEEK_DAY_MONDAY:
result = "Monday";
break;
@@ -1194,7 +1238,7 @@ string ToString(ENUM_X_WEEK_DAYS value)
result = "Wednesday";
break;
//
//
case X_WEEK_DAY_THURSDAY:
result = "Thursday";
break;
@@ -1213,6 +1257,10 @@ string ToString(ENUM_X_WEEK_DAYS value)
//
return result;
}
string ToXString(ENUM_X_WEEK_DAYS value)
{
return ToString(value);
}
//
// END Week Days ...
@@ -1259,6 +1307,10 @@ bool IsValid(ENUM_X_MA_METHOD value)
//
return result;
}
bool IsXValid(ENUM_X_MA_METHOD value)
{
return IsValid(value);
}
/**
* Converts To String ...
@@ -1304,6 +1356,10 @@ string ToString(ENUM_X_MA_METHOD value)
//
return result;
}
string ToXString(ENUM_X_MA_METHOD value)
{
return ToString(value);
}
//
// END Ma Methods ...
Libraries/x-saherelm.x-trade.lib.mq5
+8
View File
@@ -5712,13 +5712,21 @@ void ApplyTargetsOnSignal(
//
XTarget tpTarget;
tpTarget = targets[idx];
tpTarget.actingDistance = 0;
tpTarget.target = signal.tp;
//
signal.tp = targets[idx].target;
targets[idx].actingDistance = 0;
//
ArrayRemove(
targets,
idx,
1 //
);
//
AddRef(
tpTarget,
targets //
XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5
+108 -22
View File
@@ -569,6 +569,45 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
analyserConfig //
);
//
// Draw Market Analysis ...
// has = iStructure.pvAnalysis.IsValid();
// if (has)
// {
// //
// XBoxZone iBox;
// XCBoxObject *iBoxObj;
// //
// has = iStructure.pvAnalysis.HasSupportBox(iBox);
// if (has)
// {
// //
// iBox.to = iBar.time;
// poiDrawer.DrawBox(
// iBox,
// iBoxObj,
// true,
// iBox.type //
// );
// }
// //
// ZeroMemory(iBoxObj);
// has = iStructure.pvAnalysis.HasResistanceBox(iBox);
// if (has)
// {
// //
// iBox.to = iBar.time;
// poiDrawer.DrawBox(
// iBox,
// iBoxObj,
// true,
// iBox.type //
// );
// }
// }
//
// Disable Signallers ...
has = false;
@@ -856,6 +895,74 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
: IsXBearish(patternDir)
? bar.low < zone.lower
: false;
//
// Validate Zone ...
if (result)
{
//
//
}
//
// Draw Requirements ...
// if (result)
// {
// //
// // Support and Resistances ...
// CArrayObj *zoneObjs;
// poiDrawer.DrawBoxes(
// supports,
// zoneObjs //
// );
// poiDrawer.DrawBoxes(
// resistances,
// zoneObjs //
// );
// //
// // Zone ...
// XCBoxObject *iZoneObj;
// bool isDrawn = poiDrawer.DrawBox(
// zone,
// iZoneObj,
// true,
// zone.type //
// );
// if (isDrawn)
// {
// //
// XPOIStyle iStyle;
// iStyle.width = 2;
// iStyle.clr = clrYellow;
// poiDrawer.ApplyBoxStyle(
// iZoneObj,
// iStyle //
// );
// }
// //
// // Pattern ...
// XCBarArrowObject *iPObj;
// poiDrawer.DrawBarArrow(
// bar,
// iPObj,
// zone.IsBullish() ? X_PRICE_LOW : X_PRICE_HIGH,
// 159,
// clrYellow,
// 3, // With ...
// zone.IsBullish() ? ANCHOR_BOTTOM : ANCHOR_TOP,
// patternName //
// );
// // poiDrawer.DrawBoxes(
// // structure.fvgs,
// // zoneObjs,
// // false //
// // );
// Print("SALAM");
// }
if (result)
{
//
@@ -872,7 +979,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
int numberOfTargets = 3;
double actingDistance = 20;
double iValue = EMPTY_VALUE;
bool ignoreFirstTarget = true;
bool ignoreFirstTarget = false;
ENUM_X_DIRECTION targetsDir = Opposit(dir);
int count = ExtractByDirection(
targetZones,
@@ -973,27 +1080,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
XClean(targetZones);
}
//
// TODO: Remove this ...
if (result)
{
//
CArrayObj *zoneObjs;
poiDrawer.DrawBoxes(
supports,
zoneObjs //
);
poiDrawer.DrawBoxes(
resistances,
zoneObjs //
);
poiDrawer.DrawBoxes(
structure.fvgs,
zoneObjs,
false //
);
}
//
// Cleanup Resources ...
if (!result)