last ...

Documents/BKP/tmp.backtester.codes.mq5

@@ -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

@@ -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

@@ -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

@@ -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

@@ -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 ...
+                // Support ...
-                has = pSupport.IsValid() ||
+                has = pSupport.IsValid();
-                      pResistance.IsValid();
                 if (has)
                 {
                     //
-                    // Support ...
+                    structure.isPTest = true;
-                    has = pSupport.IsValid();
+                    structure.pTestedZone = pSupport;
-                    if (has)
+                }
-                    {
-                        //
-                        structure.isPTest = true;
-                        structure.pTestedZone = pSupport;
-                        // has = FindBreakerBar();
-                    }
 
+                //
+                // Resistance ...
+                has = pResistance.IsValid();
+                if (has)
+                {
                     //
-                    // Resistance ...
+                    structure.isPTest = true;
-                    has = pResistance.IsValid();
+                    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)
                     {
-                        //
+                        breakerBar = breakerBars[idx];
-                        structure.isPTest = true;
-                        structure.pTestedZone = pResistance;
-                        // has = FindBreakerBar();
                     }
                 }
 
                 //
-                // Cleanup Resources ...
+                SpecifiedClean(breakerBars);
-                pForBar.Clean();
-                pSupport.Clean();
-                pBreakerBar.Clean();
-                pResistance.Clean();
             }
+
+            //
+            // 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

@@ -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);