last ...

Experts/x-saherelm.xfima.backtester.ea.mq5

@@ -457,7 +457,7 @@ void OnTick()
     fima2Signaller.OnTick();
 
     //
-    // AnalyseMarket(1);
+    AnalyseMarket(1);
 }
 
 //
@@ -611,14 +611,24 @@ void OnSignalTriggered(XSignal &signal)
         return;
     }
 
+    //
+    // TODO: Fix this ...
+    return;
+
     //
     // Draw Signal on Chart ...
-    // XCSignalObject *iSignalObj;
+    XCSignalObject *iSignalObj;
-    // bool has = fima2Signaller.poiDrawer.DrawSignal(
+    bool has = fima2Signaller.poiDrawer.DrawSignal(
-    //     signal,
+        signal,
-    //     iSignalObj,
+        iSignalObj,
-    //     7 //
+        7 //
-    // );
+    );
+
+    //
+    if (has)
+    {
+        Print("Signal Issued: ", signal.GetObjectID());
+    }
 
     //
     // Try to Execute Signal ...
@@ -626,29 +636,29 @@ void OnSignalTriggered(XSignal &signal)
     //
     // Draw Signal Vertical Line ...
 
-    //
+    // //
-    CChartObjectVLine *iObj = new CChartObjectVLine();
+    // CChartObjectVLine *iObj = new CChartObjectVLine();
 
-    //
+    // //
-    string iName = signal.GetTag();
+    // string iName = signal.GetObjectID();
-    color iColor = IsLong(signal.type) ? clrLime : clrRed;
+    // color iColor = IsLong(signal.type) ? clrLime : clrRed;
 
-    //
+    // //
-    bool has = iObj.Create(
+    // bool has = iObj.Create(
-        fima2Signaller.poiDrawer.ChartIdentification(),
+    //     fima2Signaller.poiDrawer.ChartIdentification(),
-        iName,
+    //     iName,
-        fima2Signaller.poiDrawer.SubWindowIdentification(),
+    //     fima2Signaller.poiDrawer.SubWindowIdentification(),
-        signal.time //
+    //     signal.time //
-    );
+    // );
-    if (has)
+    // if (has)
-    {
+    // {
-        //
+    //     //
-        iObj.Width(2);
+    //     iObj.Width(2);
-        iObj.Color(iColor);
+    //     iObj.Color(iColor);
 
-        //
+    //     //
-        // eaDraws.Add(iObj);
+    //     // eaDraws.Add(iObj);
-    }
+    // }
 
     // //
     // // Alert Issued Signal ...
@@ -913,7 +923,8 @@ void AnalyseMarket(int barIndex = 0)
     );
 
     //
-    // HandleSignalLookup(bar);
+    // XFIMASIgballer2First(bar);
+    HandleLookupSignal(bar);
 
     //
     bar.Clean();
@@ -922,7 +933,7 @@ void AnalyseMarket(int barIndex = 0)
 //
 // Handle Signal Looking Up ...
 // Register it as XFIMA Signaller 2 ...
-void HandleSignalLookup(XOHCL &bar)
+void XFIMASIgballer2First(XOHCL &bar)
 {
     //
     bool has =
@@ -1806,3 +1817,97 @@ void HandleSignalLookup(XOHCL &bar)
 }
 
 //
+void HandleLookupSignal(XOHCL &bar)
+{
+    //
+    bool has =
+        bar.IsValid();
+    if (!has)
+    {
+        return;
+    }
+
+    //
+    XBoxZone iZone;
+    XSignal iSignal;
+    string iName = NULL;
+    bool isBullish = false;
+    bool isBearish = false;
+    int barIndex = bar.Index();
+    double iPrice = EMPTY_VALUE;
+    XFIMAConditions fimaConditions;
+    ENUM_X_PRICE iPriceType = X_PRICE_NONE;
+    ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
+
+    //
+    int cIDX = 0;
+    int pIDX = cIDX + 1;
+
+    //
+    // Check for a Cross ...
+
+    //
+    // fima2Signaller.fimaHelper.Update(barIndex);
+    has = fima2Signaller.fimaHelper.GetConditions(
+        fimaConditions,
+        barIndex,
+        5 //
+    );
+
+    //
+    double cSlowMA = fimaConditions.maSlowBuffer[cIDX];
+    double pSlowMA = fimaConditions.maSlowBuffer[pIDX];
+
+    //
+    double cMAUpper = fimaConditions.maBandUpperBuffer[cIDX];
+    double cMALower = fimaConditions.maBandLowerBuffer[cIDX];
+
+    //
+    double pMAUpper = fimaConditions.maBandUpperBuffer[pIDX];
+    double pMALower = fimaConditions.maBandLowerBuffer[pIDX];
+
+    //
+    bool isCrossedOver = cSlowMA > cMALower &&
+                         pSlowMA < pMALower;
+
+    //
+    bool isCrossedUnder = cSlowMA < cMAUpper &&
+                          cSlowMA > pMAUpper;
+
+    //
+    has = isCrossedOver ||
+          isCrossedUnder;
+    if (!has)
+    {
+        //
+        isBullish = false;
+        isBearish = false;
+        iDir = X_DIRECTION_NONE;
+    }
+
+    //
+    if (has)
+    {
+        //
+        isBullish = isCrossedOver;
+        isBearish = isCrossedUnder;
+    }
+
+    //
+    iDir = (isBullish && !isBearish)
+               ? X_DIRECTION_BULLISH
+           : (isBearish && !isBullish)
+               ? X_DIRECTION_BEARISH
+               : X_DIRECTION_NONE;
+    has = HasDirection(iDir);
+    if (has)
+    {
+        Print("Conditions Detected ...");
+    }
+
+    //
+    // Cleanup Resources ...
+    fimaConditions.Clean();
+}
+
+//

Libraries/x-saherelm.x-trade.lib.mq5

@@ -1821,6 +1821,29 @@ struct XSignal
         return result;
     }
 
+    //
+    string GetObjectID()
+    {
+        //
+        string result = "";
+
+        //
+        if (!IsValid())
+        {
+            return result;
+        }
+
+        //
+        result = "XSignal_" +
+                 symbol + "_" +
+                 ToXString(period) + "_" +
+                 ToXString(type) + "_" +
+                 ToXString(TimeToSeconds(time));
+
+        //
+        return result;
+    }
+
     //
     // Retrieve String Representation of Signal ...
     string ToString()

XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5

@@ -631,11 +631,13 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
         ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
 
         //
+        XPivot pvPivots[];
         string pvTrendName = "XXIFMA2PVTrend";
         CChartObjectTrend *pvTrendLine = NULL;
         ENUM_X_DIRECTION pvTrend = X_DIRECTION_NONE;
 
         //
+        XPivot zgPivots[];
         string zgTrendName = "XFIMA2ZGTrend";
         CChartObjectTrend *zgTrendLine = NULL;
         ENUM_X_DIRECTION zgTrend = X_DIRECTION_NONE;
@@ -870,12 +872,12 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
             //
             // Pivots ...
             XPivot pivots[];
-            int pivotsCount = poiDetector.ExtractPVPivots(
+            count = poiDetector.ExtractPVPivots(
                 pivots,
                 barIndex,
                 50 //
             );
-            has = IsValidSize(pivotsCount);
+            has = IsValidSize(count);
 
             //
             // Sort ...
@@ -1048,10 +1050,9 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
             if (has)
             {
                 //
-                CArrayObj *drawnPivots = new CArrayObj();
+                Copy(
-                pivotsCount = poiDrawer.DrawPivots(
                     pivots,
-                    drawnPivots //
+                    pvPivots //
                 );
             }
 
@@ -1068,7 +1069,6 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
             //
             // Support ...
             XBoxZone supportBox;
-            // XCBoxObject *iSupportObj;
             has = structure.zigzagAnalysis.HasSupportBox(supportBox);
             if (has)
             {
@@ -1078,32 +1078,11 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
                     supportBox,
                     supports //
                 );
-                // has = poiDrawer.DrawBox(
-                //     supportBox,
-                //     iSupportObj,
-                //     true,           // Ignore At ...
-                //     supportBox.type // Name ...
-                // );
-                // if (has)
-                // {
-                //     //
-                //     XPOIStyle iStyle;
-                //     poiDrawer.GetBoxStyle(
-                //         iStyle,
-                //         supportBox.dir //
-                //     );
-                //     poiDrawer.ApplyBoxStyle(
-                //         iSupportObj,
-                //         iStyle //
-                //     );
-                //     iStyle.Clean();
-                // }
             }
 
             //
             // Resistance ...
             XBoxZone resistanceBox;
-            // XCBoxObject *iResistanceObj;
             has = structure.zigzagAnalysis.HasResistanceBox(resistanceBox);
             if (has)
             {
@@ -1113,37 +1092,17 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
                     resistanceBox,
                     supports //
                 );
-                // has = poiDrawer.DrawBox(
-                //     resistanceBox,
-                //     iResistanceObj,
-                //     true,              // Ignore At ...
-                //     resistanceBox.type // Name ...
-                // );
-                // if (has)
-                // {
-                //     //
-                //     XPOIStyle iStyle;
-                //     poiDrawer.GetBoxStyle(
-                //         iStyle,
-                //         resistanceBox.dir //
-                //     );
-                //     poiDrawer.ApplyBoxStyle(
-                //         iResistanceObj,
-                //         iStyle //
-                //     );
-                //     iStyle.Clean();
-                // }
             }
 
             //
             // Pivots ...
             XPivot pivots[];
-            int pivotsCount = poiDetector.ExtractZigZagPivots(
+            count = poiDetector.ExtractZigZagPivots(
                 pivots,
                 barIndex,
                 10 //
             );
-            has = IsValidSize(pivotsCount);
+            has = IsValidSize(count);
 
             //
             // Sort ...
@@ -1316,10 +1275,9 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
             if (has)
             {
                 //
-                CArrayObj *drawnPivots = new CArrayObj();
+                Copy(
-                pivotsCount = fima2Signaller.poiDrawer.DrawPivots(
                     pivots,
-                    drawnPivots //
+                    zgPivots //
                 );
             }
 
@@ -1427,7 +1385,7 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
 
         //
         // Do all Draws Here ...
-        bool canDraw = true;
+        bool canDraw = false;
         if (canDraw)
         {
             //
@@ -1547,6 +1505,33 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
             //
             // TrendLines ...
 
+            //
+            // Pivots ...
+
+            //
+            has = HasChild(pvPivots);
+            if (has)
+            {
+                //
+                CArrayObj *drawnPivots = new CArrayObj();
+                count = poiDrawer.DrawPivots(
+                    pvPivots,
+                    drawnPivots //
+                );
+            }
+
+            //
+            has = HasChild(zgPivots);
+            if (has)
+            {
+                //
+                CArrayObj *drawnPivots = new CArrayObj();
+                count = poiDrawer.DrawPivots(
+                    zgPivots,
+                    drawnPivots //
+                );
+            }
+
             //
             // Patterns Bar ...
             has = HasDirection(iDir);
@@ -1582,6 +1567,12 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
         {
             //
             // TODO: Provided SL ...
+            double _point = GetPoints(bar.symbol);
+            double slAddition = 5 * _point;
+            double slPrice =
+                isBullish
+                    ? iZone.lower - slAddition
+                    : iZone.upper + slAddition;
 
             //
             // Prepare Founded Signal ...
@@ -1589,7 +1580,10 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
             has = PrepareSignal(
                 signal,
                 iDir,
-                targets //
+                targets,
+                0,       // Use Default R2R ...
+                slPrice, // Provided Price for SL ...
+                0        // Specified Risk in Point ....
             );
             if (has)
             {
@@ -1606,6 +1600,8 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
         signal.Clean();
         structure.Clean();
         fimaConditions.Clean();
+        SpecifiedClean(pvPivots);
+        SpecifiedClean(zgPivots);
         SpecifiedClean(supports);
         SpecifiedClean(resistances);
     }