last ...

Classes/x-saherelm.x121.xmcycle.class.mq5

@@ -488,7 +488,9 @@ public:
     //
     // XSTR ...
     bool isTrendBullish;
+    bool isTrendSwitchedToBullish;
     bool isTrendBearish;
+    bool isTrendSwitchedToBearish;
 
     //
     // XCHE ...
@@ -835,6 +837,7 @@ public:
 
         //
         // Buffers ...
+        Clean(bars);
         Clean(ichTenkanSens);
         Clean(ichKijunSens);
         Clean(ichChikouSpans);
@@ -865,10 +868,45 @@ public:
         Clean(oscStochSignals);
         Clean(oscStddevs);
 
+        //
+        // Buffers ...
+        ArraySetAsSeries(bars, true);
+        ArraySetAsSeries(ichTenkanSens, true);
+        ArraySetAsSeries(ichKijunSens, true);
+        ArraySetAsSeries(ichChikouSpans, true);
+        ArraySetAsSeries(ichSenkouSpanAs, true);
+        ArraySetAsSeries(ichSenkouSpanBs, true);
+        ArraySetAsSeries(mcFasts, true);
+        ArraySetAsSeries(mcSlows, true);
+        ArraySetAsSeries(mcVerifiers, true);
+        ArraySetAsSeries(strTrends, true);
+        ArraySetAsSeries(strStates, true);
+        ArraySetAsSeries(cheLongExit1s, true);
+        ArraySetAsSeries(cheLongExit2s, true);
+        ArraySetAsSeries(cheShortExit1s, true);
+        ArraySetAsSeries(cheShortExit2s, true);
+        ArraySetAsSeries(oscAtrs, true);
+        ArraySetAsSeries(oscRviMains, true);
+        ArraySetAsSeries(oscRviSignals, true);
+        ArraySetAsSeries(oscBullPs, true);
+        ArraySetAsSeries(oscBearPs, true);
+        ArraySetAsSeries(oscVolumes, true);
+        ArraySetAsSeries(oscRsis, true);
+        ArraySetAsSeries(oscCcis, true);
+        ArraySetAsSeries(oscMomentums, true);
+        ArraySetAsSeries(oscSars, true);
+        ArraySetAsSeries(oscMacdMains, true);
+        ArraySetAsSeries(oscMacdSignals, true);
+        ArraySetAsSeries(oscStochMains, true);
+        ArraySetAsSeries(oscStochSignals, true);
+        ArraySetAsSeries(oscStddevs, true);
+
         //
         // XTSR ...
         isTrendBullish = false;
         isTrendBearish = false;
+        isTrendSwitchedToBullish = false;
+        isTrendSwitchedToBearish = false;
 
         //
         // XCHE ...
@@ -1046,6 +1084,18 @@ public:
         {
             bearScore++;
         }
+        if (isTrendSwitchedToBullish)
+        {
+            //
+            bullScore++;
+            bearScore--:
+        }
+        if (isTrendSwitchedToBearish)
+        {
+            //
+            bullScore--;
+            bearScore++:
+        }
 
         //
         // XICH ...
@@ -1505,6 +1555,8 @@ public:
             //
             ToString("isTrendBullish", isTrendBullish, ignoreFalseConditions) +
             ToString("isTrendBearish", isTrendBearish, ignoreFalseConditions) +
+            ToString("isTrendSwitchedToBullish", isTrendSwitchedToBullish, ignoreFalseConditions) +
+            ToString("isTrendSwitchedToBearish", isTrendSwitchedToBearish, ignoreFalseConditions) +
             ""
             //
             ;
@@ -1887,6 +1939,10 @@ public:
             barIndex = CountBars() + 2;
         }
 
+        //
+        int curr = barIndex + 1;
+        int prev = curr + 1;
+
         //
         // Here i Have to Calculate Market Conditions based on
         // Several Indicator/Oscillator(s) ...
@@ -2016,18 +2072,42 @@ public:
         //
         bool isTrendBullish =
             //
-            str.IsBullish(str.GetState(barIndex))
+            str.IsBullish(str.GetState(curr))
             //
             ;
         bool isTrendBearish =
             //
-            str.IsBearish(str.GetState(barIndex))
+            str.IsBearish(str.GetState(curr))
+            //
+            ;
+
+        //
+        bool isTrendBullishPrev =
+            //
+            str.IsBullish(str.GetState(prev))
+            //
+            ;
+        bool isTrendBearishPrev =
+            //
+            str.IsBearish(str.GetState(prev))
             //
             ;
 
         //
         conditions.isTrendBullish = isTrendBullish;
         conditions.isTrendBearish = isTrendBearish;
+        conditions.isTrendSwitchedToBullish =
+            //
+            isTrendBullish &&
+            !isTrendBullishPrev
+            //
+            ;
+        conditions.isTrendSwitchedToBearish =
+            //
+            isTrendBearish &&
+            !isTrendBearishPrev
+            //
+            ;
 
         //
         // XCHE ...
@@ -2057,24 +2137,24 @@ public:
         //
         bool isCHEInLong =
             //
-            NotEmpty(che.GetLongExit1(barIndex))
+            NotEmpty(che.GetLongExit1(curr))
             //
             ;
         bool isCHEInStrongLong =
             //
             isCHEInLong &&
-            NotEmpty(che.GetLongExit2(barIndex))
+            NotEmpty(che.GetLongExit2(curr))
             //
             ;
         bool isCHEInShort =
             //
-            NotEmpty(che.GetShortExit1(barIndex))
+            NotEmpty(che.GetShortExit1(curr))
             //
             ;
         bool isCHEInStrongShort =
             //
             isCHEInShort &&
-            NotEmpty(che.GetShortExit2(barIndex))
+            NotEmpty(che.GetShortExit2(curr))
             //
             ;
 
@@ -2107,68 +2187,68 @@ public:
         //
         bool isFastOverSlow =
             //
-            conditions.mcFasts[0] > conditions.mcSlows[0] &&
+            conditions.mcFasts[curr] > conditions.mcSlows[curr] &&
-            conditions.mcFasts[1] > conditions.mcSlows[1]
+            conditions.mcFasts[prev] > conditions.mcSlows[prev]
             //
             ;
         bool isFastUnderSlow =
             //
-            conditions.mcFasts[0] < conditions.mcSlows[0] &&
+            conditions.mcFasts[curr] < conditions.mcSlows[curr] &&
-            conditions.mcFasts[1] < conditions.mcSlows[1]
+            conditions.mcFasts[prev] < conditions.mcSlows[prev]
             //
             ;
         bool isFastOverVerifier =
             //
-            conditions.mcFasts[0] > conditions.mcVerifiers[0] &&
+            conditions.mcFasts[curr] > conditions.mcVerifiers[curr] &&
-            conditions.mcFasts[1] > conditions.mcVerifiers[1]
+            conditions.mcFasts[prev] > conditions.mcVerifiers[prev]
             //
             ;
         bool isFastUnderVerifier =
             //
-            conditions.mcFasts[0] < conditions.mcVerifiers[0] &&
+            conditions.mcFasts[curr] < conditions.mcVerifiers[curr] &&
-            conditions.mcFasts[1] < conditions.mcVerifiers[1]
+            conditions.mcFasts[prev] < conditions.mcVerifiers[prev]
             //
             ;
         bool isSlowOverVerifier =
             //
-            conditions.mcSlows[0] > conditions.mcVerifiers[0] &&
+            conditions.mcSlows[curr] > conditions.mcVerifiers[curr] &&
-            conditions.mcSlows[1] > conditions.mcVerifiers[1]
+            conditions.mcSlows[prev] > conditions.mcVerifiers[prev]
             //
             ;
         bool isSlowUnderVerifier =
             //
-            conditions.mcSlows[0] < conditions.mcVerifiers[0] &&
+            conditions.mcSlows[curr] < conditions.mcVerifiers[curr] &&
-            conditions.mcSlows[1] < conditions.mcVerifiers[1]
+            conditions.mcSlows[prev] < conditions.mcVerifiers[prev]
             //
             ;
         bool isCloseOverFast =
             //
-            pBar.close > conditions.mcFasts[1]
+            pBar.close > conditions.mcFasts[prev]
             //
             ;
         bool isCloseUnderFast =
             //
-            pBar.close < conditions.mcFasts[1]
+            pBar.close < conditions.mcFasts[prev]
             //
             ;
         bool isCloseOverSlow =
             //
-            pBar.close > conditions.mcSlows[1]
+            pBar.close > conditions.mcSlows[prev]
             //
             ;
         bool isCloseUnderSlow =
             //
-            pBar.close < conditions.mcSlows[1]
+            pBar.close < conditions.mcSlows[prev]
             //
             ;
         bool isCloseOverVerifier =
             //
-            pBar.close > conditions.mcVerifiers[1]
+            pBar.close > conditions.mcVerifiers[prev]
             //
             ;
         bool isCloseUnderVerifier =
             //
-            pBar.close < conditions.mcVerifiers[1]
+            pBar.close < conditions.mcVerifiers[prev]
             //
             ;
 
@@ -2217,28 +2297,28 @@ public:
         );
 
         //
-        double tenkanSen = ich.GetTenkanSen(barIndex);
+        double tenkanSen = ich.GetTenkanSen(curr);
-        double tenkanSenPrev = ich.GetTenkanSen(barIndex + 1);
+        double tenkanSenPrev = ich.GetTenkanSen(prev);
 
         //
-        double kijunSen = ich.GetKijunSen(barIndex);
+        double kijunSen = ich.GetKijunSen(curr);
-        double kijunSenPrev = ich.GetKijunSen(barIndex + 1);
+        double kijunSenPrev = ich.GetKijunSen(prev);
 
         //
-        double senkouSpanA = ich.GetSenkouSpanA(barIndex);
+        double senkouSpanA = ich.GetSenkouSpanA(curr);
-        double senkouSpanAPrev = ich.GetSenkouSpanA(barIndex + 1);
+        double senkouSpanAPrev = ich.GetSenkouSpanA(prev);
 
         //
-        double senkouSpanB = ich.GetSenkouSpanB(barIndex);
+        double senkouSpanB = ich.GetSenkouSpanB(curr);
-        double senkouSpanBPrev = ich.GetSenkouSpanB(barIndex + 1);
+        double senkouSpanBPrev = ich.GetSenkouSpanB(prev);
 
         //
-        double futureSenkouSpanA = ich.GetFutureSenkouSpanA(barIndex);
+        double futureSenkouSpanA = ich.GetFutureSenkouSpanA(curr);
-        double futureSenkouSpanAPrev = ich.GetFutureSenkouSpanA(barIndex + 1);
+        double futureSenkouSpanAPrev = ich.GetFutureSenkouSpanA(prev);
 
         //
-        double futureSenkouSpanB = ich.GetFutureSenkouSpanB(barIndex);
+        double futureSenkouSpanB = ich.GetFutureSenkouSpanB(curr);
-        double futureSenkouSpanBPrev = ich.GetFutureSenkouSpanB(barIndex + 1);
+        double futureSenkouSpanBPrev = ich.GetFutureSenkouSpanB(prev);
 
         //
         bool isSenkouSpanAOverB = senkouSpanA > senkouSpanB;
@@ -2335,8 +2415,8 @@ public:
         );
 
         //
-        double rvi = osc.GetRVI(barIndex);
+        double rvi = osc.GetRVI(curr);
-        double rviSignal = osc.GetRVISignal(barIndex);
+        double rviSignal = osc.GetRVISignal(curr);
 
         //
         bool isRVILongStart =
@@ -2385,7 +2465,7 @@ public:
         );
 
         //
-        double rsi = osc.GetRSI(barIndex);
+        double rsi = osc.GetRSI(curr);
 
         //
         bool isRSIUnder50 =
@@ -2426,8 +2506,8 @@ public:
         );
 
         //
-        double bullp = osc.GetBullPower(barIndex);
+        double bullp = osc.GetBullPower(curr);
-        double bullpLast = osc.GetBullPower(barIndex + 1);
+        double bullpLast = osc.GetBullPower(prev);
 
         //
         bool isBullPowerOverLast =
@@ -2468,8 +2548,8 @@ public:
         );
 
         //
-        double bearp = osc.GetBearPower(barIndex);
+        double bearp = osc.GetBearPower(curr);
-        double bearpLast = osc.GetBearPower(barIndex + 1);
+        double bearpLast = osc.GetBearPower(prev);
 
         //
         bool isBearPowerOverLast =
@@ -2510,7 +2590,7 @@ public:
         );
 
         //
-        double cci = osc.GetCCI(barIndex);
+        double cci = osc.GetCCI(curr);
 
         //
         bool isCCIPositive =
@@ -2556,8 +2636,8 @@ public:
         );
 
         //
-        double macd = osc.GetMACD(barIndex);
+        double macd = osc.GetMACD(curr);
-        double macdSignal = osc.GetMACDSignal(barIndex);
+        double macdSignal = osc.GetMACDSignal(curr);
 
         //
         bool isMACDPositiove =
@@ -2603,8 +2683,8 @@ public:
         );
 
         //
-        double stoch = osc.GetSTOCH(barIndex);
+        double stoch = osc.GetSTOCH(curr);
-        double stochSignal = osc.GetSTOCHSignal(barIndex);
+        double stochSignal = osc.GetSTOCHSignal(curr);
 
         //
         bool isStochKOverD =
@@ -2670,8 +2750,8 @@ public:
         double stdDevAVG = GetAverage(stdDevs);
 
         //
-        double stdDev = osc.GetSTDDEV(barIndex);
+        double stdDev = osc.GetSTDDEV(curr);
-        double stdDevLast = osc.GetSTDDEV(barIndex + 1);
+        double stdDevLast = osc.GetSTDDEV(prev);
 
         //
         bool isSTDDEVOverAVG =

Classes/x-saherelm.x5.provider.class.mq5

@@ -554,6 +554,7 @@ public:
     void Clear()
     {
         //
+        Clean(bars);
         Clean(tsCurrents);
         Clean(tsNearests);
         Clean(tsMediests);
@@ -585,6 +586,7 @@ public:
         Clean(chlhHotStates);
 
         //
+        ArraySetAsSeries(bars, true);
         ArraySetAsSeries(tsCurrents, true);
         ArraySetAsSeries(tsNearests, true);
         ArraySetAsSeries(tsMediests, true);
@@ -2507,7 +2509,7 @@ public:
     }
 
     //
-    virtual void GetMarketConditions(
+    void GetMarketConditions(
         X5MarketConditions &mConditions, // Market Conditions Result
         int barIndex = 0                 // Specified Bar Index
     )
@@ -2515,6 +2517,31 @@ public:
         //
         mConditions.Clear();
         
+        //
+        if (barIndex < 0)
+        {
+            barIndex = 0;
+        }
+
+        //
+        if (barIndex >= CountBars())
+        {
+            barIndex = CountBars() + 2;
+        }
+
+        //
+        int curr = barIndex + 1;
+        int prev = curr + 1;
+
+        //
+        GetBars(
+            mConditions.bars,
+            mConditions.symbol,
+            mConditions.period,
+            barIndex,
+            mNumberOfItems //
+        );
+
         //
         // XTM ...
         tmHelper.CopyMain(

Documents/BKP/required-long-conditions.mq5

@@ -0,0 +1,286 @@
+        //
+        bool result = false;
+
+        //
+        double bullishScore = 0;
+        double bearishScore = 0;
+
+        //
+        mConditions.GenerateScore(
+            bullishScore,
+            bearishScore //
+        );
+
+        //
+        bool scorePassed = bearishScore > 2 * bullishScore;
+
+        //
+        // Candlestick ...
+        bool cMCandlestickPassed =
+            //
+            mConditions.cMarketConditions.isLastBullish ||
+            mConditions.cMarketConditions.isCurrentBullish ||
+            mConditions.cMarketConditions.isCurrentMidLineOverLastMidLine
+            //
+            ;
+        bool sMCandlestickPassed =
+            //
+            mConditions.sMarketConditions.isLastBullish ||
+            mConditions.sMarketConditions.isCurrentBullish ||
+            mConditions.sMarketConditions.isCurrentMidLineOverLastMidLine
+            //
+            ;
+        bool mMCandlestickPassed =
+            //
+            mConditions.mMarketConditions.isLastBullish ||
+            mConditions.mMarketConditions.isCurrentBullish ||
+            mConditions.mMarketConditions.isCurrentMidLineOverLastMidLine
+            //
+            ;
+        bool lMCandlestickPassed =
+            //
+            mConditions.lMarketConditions.isLastBullish ||
+            mConditions.lMarketConditions.isCurrentBullish ||
+            mConditions.lMarketConditions.isCurrentMidLineOverLastMidLine
+            //
+            ;
+        bool hMCandlestickPassed =
+            //
+            mConditions.hMarketConditions.isLastBullish ||
+            mConditions.hMarketConditions.isCurrentBullish ||
+            mConditions.hMarketConditions.isCurrentMidLineOverLastMidLine
+            //
+            ;
+        bool marketsCandlesticPassed =
+            //
+            cMCandlestickPassed &&
+            sMCandlestickPassed &&
+            mMCandlestickPassed &&
+            lMCandlestickPassed &&
+            hMCandlestickPassed
+            //
+            ;
+
+            //
+            
+
+        // //
+        // isSenkouSpanAOverB
+        // isSenkouSpanAOverLast
+        // isFutureSenkouSpanAOverB
+        // isFutureSenkouSpanAOverLast
+
+        // //
+        // isCloseOverKijunSen
+
+        // //
+        // isTenkanSenOverKijunSen
+        // isTenkanSenCrossedOverKijunSen
+
+        // //
+        // isFastOverSlow
+        // isFastOverVerifier
+        // isSlowOverVerifier
+        // isCloseOverFast
+        // isCloseOverSlow
+        // isCloseOverVerifier
+
+        // //
+        // isTrendBullish
+
+        // //
+        // isCHEInLong
+        // isCHEInStrongLong
+
+        // //
+        // isRVILongStart
+
+        // //
+        // isBullPowerOverLast
+        // isBullPowerOverZero
+
+        // //
+        // isBearPoswerUnderLast
+        // isBearPoswerUnderZero
+
+        // //
+        // isCCIPositive
+        // isCCIOverPositiveHundred
+
+        // //
+        // isSTDDEVOverAVG
+        // isSTDDEVOverLast
+
+        // //
+        // isMACDPositiove
+        // isMACDOverSignal
+
+        //
+        // isDONAttachedMinLower
+        // isDONCrossedOverMaxLower
+
+        //
+        // isPVFiboIncreased
+        // isPVNewPeakUnderLast
+
+        // //
+        // isPVSCBullish
+        // isPVMCBullish
+        // isPVLCBullish
+        // isPVHCBullish
+
+        // //
+        // isPVSCLLBullish
+        // isPVMCLLBullish
+        // isPVLCLLBullish
+        // isPVHCLLBullish
+
+        // //
+        // isPVSCSwitchedToBullish
+        // isPVMCSwitchedToBullish
+        // isPVLCSwitchedToBullish
+        // isPVHCSwitchedToBullish
+
+        //
+        result =
+            //
+            scorePassed &&
+            mConditions.lMarketConditions.isCurrentMidLineOverLastMidLine
+            //
+            ;
+
+        //
+        return result;
+
+
+
+/////////////////////////////////////////////
+
+
+            //
+            isPriceCrossedOverLastLowOfHMarket
+            //
+            // //
+            // (bullishScore > bearishScore &&
+            //  MathAbs(bullishScore - bearishScore) > threshold)
+            // //
+            // &&
+            // //
+            // ((isPriceCrossedOverLastMidLineOfHMarket ||
+            //   isPriceCrossedOverCurrentMidLineOfHMarket) &&
+            //  mConditions.hMarketConditions.isCurrentMidLineOverLastMidLine)
+            // //
+
+
+
+        //
+        double entry = GetEntry(mConditions.symbol);
+        XOHCL cHBar = hMarket.GetBar(0);
+        XOHCL pHBar = hMarket.GetBar(1);
+        double lastHBarMid = pHBar.GetMid();
+        double currentHBarMid = cHBar.GetMid();
+        bool isPriceCrossedOverLastMidLineOfHMarket =
+            //
+            (mConditions.bars[1].high < lastHBarMid ||
+             mConditions.bars[1].open < lastHBarMid)
+            //
+            &&
+            //
+            (mConditions.bars[0].low > lastHBarMid ||
+             mConditions.bars[0].close > lastHBarMid)
+            //
+            ;
+        bool isPriceCrossedOverCurrentMidLineOfHMarket =
+            //
+            (mConditions.bars[1].high < currentHBarMid ||
+             mConditions.bars[1].open < currentHBarMid)
+            //
+            &&
+            //
+            (mConditions.bars[0].low > currentHBarMid ||
+             mConditions.bars[0].close > currentHBarMid)
+            //
+            ;
+        bool isPriceCrossedOverLastLowOfHMarket =
+            //
+            mConditions.bars[2].close < pHBar.low &&
+            mConditions.bars[1].close > pHBar.low
+            //
+            ;
+
+        // //
+        // isSenkouSpanAOverB
+        // isSenkouSpanAOverLast
+        // isFutureSenkouSpanAOverB
+        // isFutureSenkouSpanAOverLast
+
+        // //
+        // isCloseOverKijunSen
+
+        // //
+        // isTenkanSenOverKijunSen
+        // isTenkanSenCrossedOverKijunSen
+
+        // //
+        // isFastOverSlow
+        // isFastOverVerifier
+        // isSlowOverVerifier
+        // isCloseOverFast
+        // isCloseOverSlow
+        // isCloseOverVerifier
+
+        // //
+        // isTrendBullish
+
+        // //
+        // isCHEInLong
+        // isCHEInStrongLong
+
+        // //
+        // isRVILongStart
+
+        // //
+        // isBullPowerOverLast
+        // isBullPowerOverZero
+
+        // //
+        // isBearPoswerUnderLast
+        // isBearPoswerUnderZero
+
+        // //
+        // isCCIPositive
+        // isCCIOverPositiveHundred
+
+        // //
+        // isSTDDEVOverAVG
+        // isSTDDEVOverLast
+
+        // //
+        // isMACDPositiove
+        // isMACDOverSignal
+
+        //
+        // isDONAttachedMinLower
+        // isDONCrossedOverMaxLower
+
+        //
+        // isPVFiboIncreased
+        // isPVNewPeakUnderLast
+
+        // //
+        // isPVSCBullish
+        // isPVMCBullish
+        // isPVLCBullish
+        // isPVHCBullish
+
+        // //
+        // isPVSCLLBullish
+        // isPVMCLLBullish
+        // isPVLCLLBullish
+        // isPVHCLLBullish
+
+        // //
+        // isPVSCSwitchedToBullish
+        // isPVMCSwitchedToBullish
+        // isPVLCSwitchedToBullish
+        // isPVHCSwitchedToBullish

Experts/x-test.x121ea.mq5

@@ -30,14 +30,14 @@
 
 //
 // Inputs ...
-long x121EAMagicNumber = 78692110;        // Magic Number
+long x121EAMagicNumber = 78692110; // Magic Number
-int x121EASlippage = 10;                  // Slippgae
+int x121EASlippage = 10;           // Slippgae
-string x121EASymbols = "EURUSDb,USDCHFb"; // Symbols
+string x121EASymbols = "EURUSDb";  // Symbols
 //
 bool x121EAAllowLong = true;               // Allow Long Trades
 bool x121EAAllowShort = true;              // Allow Short Trades
 int x121EAManageInterval = 5;              // Manager Check Intervals Seconds
-int x121EAMaxAllowedPositions = 15;        // Max Allowed Positions
+int x121EAMaxAllowedPositions = 0;         // Max Allowed Positions
 double x121EAMaxAllowedSpread = 0;         // Max Allowed Spred for Opening Trades
 double x121EAMinProfitPerTrade = 0;        // Min Profit Per Trade based On Volume Factor (Hedge)
 double x121EAMinProfitPerVolumeFactor = 0; // Min Volume Factor for Calculating Profit (Hedge)
@@ -260,9 +260,32 @@ bool InitialEA()
         iDescriptor.inputs.cheInputs.showLongExit2Line = false;
         iDescriptor.inputs.cheInputs.showShortExit2Line = false;
 
+        //
+        // XPV ...
+        iDescriptor.inputs.pvInputs.showPeaksAndVales = true;
+        iDescriptor.inputs.pvInputs.showLevels = false;
+        iDescriptor.inputs.pvInputs.showConsolidations = false;
+        iDescriptor.inputs.pvInputs.showFibo1Levels = false;
+        iDescriptor.inputs.pvInputs.showFibo2Levels = false;
+        iDescriptor.inputs.pvInputs.showFibo3Levels = true;
+        iDescriptor.inputs.pvInputs.showFibo4Levels = false;
+        iDescriptor.inputs.pvInputs.showFibo5Levels = false;
+
+        //
+        // XZG ...
+        iDescriptor.inputs.zgInputs.showZigZag = false;
+        iDescriptor.inputs.zgInputs.showPeaksAndVales = false;
+
+        //
+        // XDON ...
+        iDescriptor.inputs.donInputs.showOpen = true;
+        iDescriptor.inputs.donInputs.showHigh = true;
+        iDescriptor.inputs.donInputs.showClose = true;
+        iDescriptor.inputs.donInputs.showLow = true;
+
         //
         // XSTR ...
-        iDescriptor.inputs.strInputs.showTrends = false;
+        iDescriptor.inputs.strInputs.showTrends = true;
         iDescriptor.inputs.strInputs.fillTrends = false;
 
         //
@@ -294,7 +317,7 @@ bool InitialEA()
         // Hind Market ...
         iDescriptor.inputs.hMarketPeriod = NULL;
         iDescriptor.inputs.hMarketMethod = X_PERIOD_AUTO;
-        iDescriptor.inputs.hMarketInputs.drawLabels = true;
+        iDescriptor.inputs.hMarketInputs.drawLabels = false;
         iDescriptor.inputs.hMarketInputs.drawCBar = true;
         iDescriptor.inputs.hMarketInputs.drawPBar = true;
         iDescriptor.inputs.hMarketInputs.drawCBarMid = true;

Helpers/x-saherelm.xzg.helper.mq5

@@ -301,7 +301,7 @@ public:
     }
 
     //
-    double GetPeaksAndValues(
+    double GetPeaksAndVales(
         int barIndex // Bar Index
     )
     {
@@ -327,7 +327,7 @@ public:
 
     //
     // Copy Required Items ...
-    int CopyPeaksAndValues(
+    int CopyPeaksAndVales(
         int start,             // Start
         int count,             // Number of Items for read
         double &buffer[],      // Dest Buffer