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saherelm
2025-09-26 13:20:34 +03:30
parent 01197f9152
commit 353a204162
6 changed files with 605 additions and 64 deletions
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Documents/BKP/tmp.backtester.codes.mq5
+44
View File
@@ -1107,6 +1107,50 @@ if (has)
}
/////////////////////////////////////////////////////////////
// //
// // Here We Apply Custom Detecting ...
// detectorConfig.OffDetectors();
// detectorConfig.detectSupport = true;
// detectorConfig.detectResistance= true;
// detectorConfig.detectSignalKeyBarPattern = true;
// //
// // Initial Bar for Analysis ...
// // at Signal Time ...
// XOHCL signalBar;
// bool isInited = signalBar.Init(
// signal.symbol,
// signal.period,
// signal.time //
// );
// //
// // Analyse Market ...
// fima1Signaller.poiDetector.AnalyseMarket(
// signalBar,
// marketStructure,
// detectorConfig //
// );
// CArrayObj *iObjects;
// int drawnsCount = fima2Signaller.poiDrawer.DrawMarketStructure(
// marketStructure,
// marketStructureDrawerConfig,
// iObjects //
// );
// if (IsValidSize(drawnsCount))
// {
// //
// AddObjects(
// iObjects,
// eaDraws //
// );
// }
/////////////////////////////////////////////////////////////
Experts/x-saherelm.xfima.backtester.ea.mq5
+5 -39
View File
@@ -464,6 +464,7 @@ void OnTick()
_Period,
0 //
);
//
// Here We Apply Custom Detecting ...
detectorConfig.OffDetectors();
@@ -495,6 +496,7 @@ void OnTick()
}
//
// TODO: Remove this ...
XOHCL pBar;
bool has = cBar.GetPreviousBar(pBar);
if (marketStructure.isPTest)
@@ -692,6 +694,9 @@ void OnSignalTriggered(XSignal &signal)
return;
}
//
return;
//
// Draw Signal Vertical Line ...
@@ -719,45 +724,6 @@ void OnSignalTriggered(XSignal &signal)
eaDraws.Add(iObj);
}
// //
// // Here We Apply Custom Detecting ...
// detectorConfig.OffDetectors();
// detectorConfig.detectSupport = true;
// detectorConfig.detectResistance= true;
// detectorConfig.detectSignalKeyBarPattern = true;
// //
// // Initial Bar for Analysis ...
// // at Signal Time ...
// XOHCL signalBar;
// bool isInited = signalBar.Init(
// signal.symbol,
// signal.period,
// signal.time //
// );
// //
// // Analyse Market ...
// fima1Signaller.poiDetector.AnalyseMarket(
// signalBar,
// marketStructure,
// detectorConfig //
// );
// CArrayObj *iObjects;
// int drawnsCount = fima2Signaller.poiDrawer.DrawMarketStructure(
// marketStructure,
// marketStructureDrawerConfig,
// iObjects //
// );
// if (IsValidSize(drawnsCount))
// {
// //
// AddObjects(
// iObjects,
// eaDraws //
// );
// }
//
// Alert Issued Signal ...
string message = signal.GetMessage();
Libraries/x-saherelm.x-ohcl.lib.mq5
+80
View File
@@ -1504,6 +1504,86 @@ struct XOHCL
return result;
}
//
// Same Checkers ...
//
bool IsSameAs(XOHCL &item)
{
//
bool result = false;
//
result = IsValid() &&
item.IsValid() &&
IsSameTime(item) &&
IsSameMarket(item);
//
return result;
}
//
bool IsSameTime(XOHCL &item)
{
//
bool result = false;
//
result = IsValid() &&
item.IsValid() &&
time == item.time;
//
return result;
}
//
bool IsSameSymbol(XOHCL &item)
{
//
bool result = false;
//
result = IsValid() &&
item.IsValid() &&
symbol == item.symbol;
//
return result;
}
//
bool IsSamePeriod(XOHCL &item)
{
//
bool result = false;
//
result = IsValid() &&
item.IsValid() &&
period == item.period;
//
return result;
}
//
bool IsSameMarket(XOHCL &item)
{
//
bool result = false;
//
result = IsValid() &&
item.IsValid() &&
IsSameSymbol(item) &&
IsSamePeriod(item);
//
return result;
}
//
// Other ...
string GetTag(string prefix = "")
Libraries/x-saherelm.x-poi.extensions.lib.mq5
+335 -1
View File
@@ -2596,6 +2596,56 @@ bool ExtractResistances(
//+------------------------------------------------------------------+
//| Find Index |
//+------------------------------------------------------------------+
/**
* Find Specified Item index in a Collection ...
*
* @param index: int, reference to Hold Index if Exists ...
* @param item: Specified item to Detect ...
* @param source: Collection to Search for item ...
*
* @return ( bool )
*/
bool FindIndex(
int &index,
XOHCL &item,
XOHCL &source[] //
)
{
//
bool result = false;
//
index = -1;
//
int count = ArraySize(source);
result = item.IsValid() &&
IsValidSize(count);
if (!result)
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
bool isSame = item.IsSameAs(source[i]);
if (isSame)
{
//
index = i;
break;
}
}
//
result = IsValidIndex(index);
//
return result;
}
/**
* Find Specified Item index in a Collection ...
*
@@ -2750,6 +2800,54 @@ bool FindIndex(
//+------------------------------------------------------------------+
//| Remove |
//+------------------------------------------------------------------+
/**
* Remove Specified Item from a Collection ...
*
* @param item: Specified Item ...
* @param source: Specified Collection for Remove item from it ...
*
* @return ( bool )
*/
bool Remove(
XOHCL &item,
XOHCL &source[] //
)
{
//
bool result = false;
//
result =
item.IsValid() &&
HasChild(source);
if (!result)
{
return result;
}
//
int idx = -1;
result = FindIndex(
idx,
item,
source //
);
if (!result)
{
return result;
}
//
result = ArrayRemove(
source,
idx,
1 //
);
//
return result;
}
/**
* Remove Specified Item from a Collection ...
*
@@ -2894,6 +2992,67 @@ bool Remove(
return result;
}
/**
* Remove Specified items from a Collection ...
*
* @param items: Specified Items to Remove ...
* @param sources: Sepcified Collection for Removing items from it ...
*
* @return ( int )
*/
int Removes(
XOHCL &items[],
XOHCL &sources[] //
)
{
//
int result = 0;
//
bool has = HasChild(items) &&
HasChild(sources);
if (!has)
{
return result;
}
//
int idx = -1;
has = false;
int count = ArraySize(items);
for (int i = 0; i < count; i++)
{
//
// Detect Item Index in Collection ...
has = FindIndex(
idx,
items[i],
sources //
);
if (has)
{
//
// Remove Detected Index from Collection ...
has = ArrayRemove(
sources,
idx,
1 //
);
//
if (has)
{
//
// Count Removed Items ...
result++;
}
}
}
//
return result;
}
/**
* Remove Specified items from a Collection ...
*
@@ -3081,6 +3240,69 @@ int Removes(
//+------------------------------------------------------------------+
//| Add If Not Exists |
//+------------------------------------------------------------------+
/**
* Add Specified Item to Specified Collection, if not Exists ...
*
* @param item: Item to Add ...
* @param sources: Collection to Add item ...
* @param maxAllowed: int, Max Allowed Collection Size ...
*
* @return ( bool )
*/
bool AddIfNotExists(
XOHCL &item,
XOHCL &sources[],
int maxAllowed = 0 //
)
{
//
bool result = false;
//
// Validate Args ...
result = item.IsValid();
if (!result)
{
return result;
}
//
// Check Item Exists or not ...
int idx = -1;
bool isExists = FindIndex(
idx,
item,
sources //
);
result = !isExists;
if (!result)
{
return result;
}
//
AddRef(
item,
sources //
);
//
// Handle Cleanup Collection
// if Max Reached ...
if (result &&
maxAllowed > 0)
{
//
CleanupArray(
sources,
maxAllowed //
);
}
//
return result;
}
/**
* Add Specified Item to Specified Collection, if not Exists ...
*
@@ -3674,7 +3896,7 @@ bool ToResistanceBox(
* @param bar: Specified Bar ...
* @param zone: Specified Zone ...
* @param forceBarEdge: bool, flag to Check Breaktion by high ot low ...
*
*
* @return ( bool )
*/
bool IsBreaked(
@@ -3717,6 +3939,118 @@ bool IsBreaked(
//
return result;
}
/**
* Check Specified Zone is Tested by Specified Bar or not ...
*
* @param bar: Specified Bar ...
* @param zone: Specified Zone ...
*
* @return ( bool )
*/
bool IsTested(
XOHCL &bar,
XBoxZone &zone //
)
{
//
bool result = false;
//
// Validate ...
result = bar.IsValid() &&
zone.IsValid();
if (!result)
{
return result;
}
//
// Check Break ...
result =
zone.IsBullish()
? bar.low < zone.upper
: bar.high > zone.lower;
//
return result;
}
/**
* Collect all Bars which Breakes Specified Zone ...
*
* @param zone: reference to Specified Zone ...
* @param dest: reference Collection to hold result ...
*
* @return ( int )
*/
int GetBreakerBars(
XBoxZone &zone,
XOHCL &dest[] //
)
{
//
int result = 0;
//
// Validate ...
bool has = zone.IsValid();
if (!has)
{
return result;
}
//
// Prepare ...
SpecifiedClean(dest);
//
// Do Action ...
XOHCL iBar;
int start = zone.ToIndex();
int end = zone.FromIndex();
for (int i = start; i < end; i++)
{
//
// Initialize indexed Bar ...
has = iBar.Init(
zone.symbol,
zone.period,
i //
);
if (!has)
{
continue;
}
//
has = IsBreaked(
iBar,
zone,
false // Breakes by Close ...
);
if (has)
{
//
AddIfNotExists(
iBar,
dest //
);
}
//
iBar.Clean();
}
//
result = ArraySize(dest);
//
iBar.Clean();
//
return result;
}
//+------------------------------------------------------------------+
//
XFIMAEA/Classes/x-saherelm.xfima.x-poi.detector.class.mq5
+135 -23
View File
@@ -1082,6 +1082,67 @@ class XCXFIMAPOIDetector : public XCMarketPatternDetector
}
}
//
// Detect Recently Tested Zones ...
if ((config.detectSupport ||
config.detectResistance) &&
config.recentlyTestedZonesMaxLookup > 0)
{
//
XOHCL iBar;
int idx = -1;
bool has = false;
//
int start = forBar.Index() + 1;
int end = start + config.recentlyTestedZonesMaxLookup;
for (int i = start; i < end; i++) {
//
// Initialize Indexed Bar ...
has = forBar.BarAt(i, iBar);
if (!has) {
continue;
}
//
// Selecting Support and Resistances ...
//
// Supports ...
idx = GetYoungestBefore(iBar.time, supports);
has = IsValidIndex(idx);
if (has) {
//
// Check Testing ...
has = IsTested(iBar, supports[idx]);
if (has) {
//
AddIfNotExists(
supports[idx],
structure.recentlyTestedZones //
);
}
}
//
// Resistances ...
idx = GetYoungestBefore(iBar.time, resistances);
has = IsValidIndex(idx);
if (has) {
//
// Check Testing ...
has = IsTested(iBar, resistances[idx]);
if (has) {
//
AddIfNotExists(
resistances[idx],
structure.recentlyTestedZones //
);
}
}
}
}
//
// Checkup for FakeBreaked Zones ...
if (config.detectSupport ||
@@ -1091,9 +1152,13 @@ class XCXFIMAPOIDetector : public XCMarketPatternDetector
// Retrieve Previous Bar ...
int idx = -1;
XOHCL pForBar;
XOHCL breakerBar;
XBoxZone pSupport;
XOHCL pBreakerBar;
XBoxZone pResistance;
//
// Selecting Previously Touched Support / Resistance ...
has = forBar.GetPreviousBar(pForBar);
if (has)
{
@@ -1128,43 +1193,90 @@ class XCXFIMAPOIDetector : public XCMarketPatternDetector
{
pResistance = resistances[idx];
}
}
//
// Check at least a zone Exists ...
// Selecting pTestedZone ...
has = pSupport.IsValid() ||
pResistance.IsValid();
if (has)
{
//
// Check at least a zone Exists ...
has = pSupport.IsValid() ||
pResistance.IsValid();
// Support ...
has = pSupport.IsValid();
if (has)
{
//
// Support ...
has = pSupport.IsValid();
if (has)
{
//
structure.isPTest = true;
structure.pTestedZone = pSupport;
// has = FindBreakerBar();
}
structure.isPTest = true;
structure.pTestedZone = pSupport;
}
//
// Resistance ...
has = pResistance.IsValid();
if (has)
{
//
// Resistance ...
has = pResistance.IsValid();
structure.isPTest = true;
structure.pTestedZone = pResistance;
}
}
//
// Check pTestedZone Existance ...
has = structure.isPTest &&
structure.pTestedZone.IsValid();
if (has)
{
//
// Get Breaker Bars ...
XOHCL breakerBars[];
int breakerBarsCount = GetBreakerBars(
structure.pTestedZone,
breakerBars //
);
has = IsValidSize(breakerBarsCount);
if (has)
{
//
idx = GetYoungestBar(breakerBars);
has = IsValidIndex(idx);
if (has)
{
//
structure.isPTest = true;
structure.pTestedZone = pResistance;
// has = FindBreakerBar();
breakerBar = breakerBars[idx];
}
}
//
// Cleanup Resources ...
pForBar.Clean();
pSupport.Clean();
pBreakerBar.Clean();
pResistance.Clean();
SpecifiedClean(breakerBars);
}
//
// Check Zone Breaker Bar Exists ...
// Validate Zone Fake Breake Langth ...
has = breakerBar.IsValid();
if (has)
{
//
// Validate Breake Length ...
has = (breakerBar.Index() - pForBar.Index()) <= config.supportAndResistanceBreakeValidationLength;
}
//
// Cleanup Resources ...
//
if (!has)
{
//
structure.isPTest = false;
structure.pTestedZone.Clean();
}
pForBar.Clean();
pSupport.Clean();
breakerBar.Clean();
pBreakerBar.Clean();
pResistance.Clean();
}
}
XFIMAEA/Libraries/x-saherelm.xfima.lib.mq5
+6 -1
View File
@@ -85,6 +85,7 @@ struct XFIMAPatternDetectorConfig
//
// Support and Resistance ...
int recentlyTestedZonesMaxLookup;
int supportAndResistanceValidationLength;
int minAllowdSupportAndResistanceStrength;
int supportAndResistanceMaxAllowedLoopback;
@@ -162,6 +163,7 @@ struct XFIMAPatternDetectorConfig
fvgLoopback = 0;
trendingNumberOfSwings = 0;
trendingSwingShoulders = 0;
recentlyTestedZonesMaxLookup = 0;
supportAndResistanceValidationLength = 0;
minAllowdSupportAndResistanceStrength = 0;
supportAndResistanceMaxAllowedLoopback = 0;
@@ -235,6 +237,7 @@ struct XFIMAPatternDetectorConfig
//
// Support and Resistance ...
recentlyTestedZonesMaxLookup = 100;
supportAndResistanceValidationLength = 100;
minAllowdSupportAndResistanceStrength = 1;
supportAndResistanceMaxAllowedLoopback = 1500;
@@ -385,8 +388,9 @@ struct XFIMAMarketStructure
//
// TODO: For Test ...
bool isPTest;
XOHCL pBreakerBar;
XBoxZone pTestedZone;
XBoxZone recentlyTestedZone;
XBoxZone recentlyTestedZones[];
//
// Analysis ...
@@ -469,6 +473,7 @@ struct XFIMAMarketStructure
//
SpecifiedClean(trendSwings);
SpecifiedClean(recentlyTestedZones);
//
ZeroMemory(this);