Prepare XFIMA BackTester for Test ...

Indicators/x-saherelm.xfima.mq5

@@ -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