last works on FIMA Back Tester ...

Classes/x-saherelm.x-market.pattern.class.mq5

@@ -22,6 +22,8 @@
 //
 // Imports ...
 #include "../Classes/x-saherelm.base.class.mq5"
+#include "../Classes/x-saherelm.x-bar.analyser.class.mq5"
+#include "../Libraries/x-saherelm.x-poi.lib.mq5"
 
 //
 // Definitions ...
@@ -40,12 +42,16 @@ class XCMarketPatternDetector : public XCBase
     // Constructor ...
     XCMarketPatternDetector()
     {
+        barAnalyser = new XCBarAnalyser();
     }
 
     //
     // Deconstructor ...
     ~XCMarketPatternDetector()
     {
+        //
+        delete barAnalyser;
+        ZeroMemory(barAnalyser);
     }
 
     //
@@ -999,6 +1005,114 @@ class XCMarketPatternDetector : public XCBase
         return result;
     }
 
+    //
+    // FVG ...
+
+    /**
+     * Check For FVG Exists in Specified Loopback Period ...
+     *
+     * @param  bar: XOHCL, Specified Bar ...
+     * @param  dir: ENUM_X_DIRECTION a reference for Direction ...
+     * @param  fvg: XBoxZone, reference for Holding FVG ...
+     * @param  maxLoopback: int, Max Allowed Loopback to Lookup FVG ...
+     *
+     * @return ( bool )
+     */
+    bool HasFVG(
+        XOHCL &bar,
+        ENUM_X_DIRECTION &dir,
+        XBoxZone &fvg,
+        int maxLoopback = 5 //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        // Prepare ...
+        CleanDirection(dir);
+
+        //
+        // Normalize ...
+        maxLoopback = NormalizeInt(maxLoopback, 3);
+
+        //
+        // Validate ...
+        result = bar.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL iBar;
+        bool has = false;
+        int start = bar.Index();
+        int end = start + maxLoopback;
+        for (int i = start; i < end; i++)
+        {
+            //
+            // Initialize iBar ...
+            has = iBar.Init(
+                bar.symbol,
+                bar.period,
+                i //
+            );
+            if (!has)
+            {
+                continue;
+            }
+
+            //
+            // Check iBar is FVG or not ...
+            has = barAnalyser.IsFVG(
+                iBar,
+                fvg,
+                true // Force Bar Type ...
+            );
+            if (!has)
+            {
+                //
+                fvg.Clean();
+                iBar.Clean();
+                CleanDirection(dir);
+
+                //
+                continue;
+            }
+
+            //
+            iBar.Clean();
+            dir = fvg.dir;
+
+            //
+            break;
+        }
+
+        //
+        // Check FVG Exists ...
+        result = fvg.IsValid();
+
+        //
+        // Check Direction Exists ...
+        result =
+            result &&
+            HasDirection(dir);
+
+        //
+        // Cleanup Resources ...
+        if (!result)
+        {
+            //
+            fvg.Clean();
+            CleanDirection(dir);
+        }
+        iBar.Clean();
+
+        //
+        return result;
+    }
+
     //
     // Trending ...
 
@@ -1465,6 +1579,8 @@ class XCMarketPatternDetector : public XCBase
     // Private ...
   private:
     //
+    // Props ...
+    XCBarAnalyser *barAnalyser;
 
     //
     // Helpers ...

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

@@ -11,6 +11,7 @@
 //  - [] ProcessTick: Processing All Ticks
 //  - [] ProcessNewBar: Processing All New Bars
 //  - [] CheckForGuard: Check For Guards
+//  - [] NormalizeSignal: Normalizing Prepared Signal ...
 //  - [] CheckAdditionslSignallerValidations: Additional Class Validations
 //
 // - Dont Forget to Call OnSignal Event in Process Methods when
@@ -37,6 +38,7 @@
 // Imports ...
 #include "../Classes/x-saherelm.base.class.mq5"
 #include "../Libraries/x-saherelm.x-trade.lib.mq5"
+#include "../Classes/x-saherelm.x-market.pattern.class.mq5"
 
 //
 // Definitions ...
@@ -57,6 +59,9 @@ class XCBaseSignaller : public XCBase
     //
     TCanAnalyse canAnalyseEventListener;
 
+    //
+    XCMarketPatternDetector *patternDetector;
+
     //
     // Constructor ...
     XCBaseSignaller(
@@ -92,6 +97,9 @@ class XCBaseSignaller : public XCBase
         // Set Dfault Values ...
         mProcessedTicksCount = 0;
         mLastCheckedBarTime = NULL;
+
+        //
+        patternDetector = new XCMarketPatternDetector();
     }
 
     //
@@ -101,6 +109,10 @@ class XCBaseSignaller : public XCBase
         //
         // Cleanup Event Listeners ...
         SpecifiedClean(onSignalEventListeners);
+
+        //
+        delete patternDetector;
+        ZeroMemory(patternDetector);
     }
 
     //
@@ -286,6 +298,15 @@ class XCBaseSignaller : public XCBase
         return true;
     }
 
+    /**
+     * Normalizing Signal by Signaller Custom Props ...
+     *
+     * @param  signal: XSignal ...
+     */
+    void virtual NormalizeSignal(XSignal &signal)
+    {
+    }
+
     //
     // Protected ...
   protected:
@@ -381,11 +402,20 @@ class XCBaseSignaller : public XCBase
      *
      * @param  signal: XSignal, holding result Signal ...
      * @param  forDir: ENUM_X_DIRECTION
+     * @param  targets: XTarget Array, Provides Signal Targets (Price) ...
+     * @param  r2r: double, Provides Signal (r2r), if not Provided uses Default R2R ...
+     * @param  slPrice: double, Provides Signal SL Price, if not Provided uses riskInPoint ...
+     * @param  riskInPoint: double, Provides Signal Risk Amount which Multiplied to Points, if not Provided uses DefaultRiskInPoint ...
+     *
      * @return ( bool )
      */
     bool PrepareSignal(
         XSignal &signal,
-        ENUM_X_DIRECTION forDir //
+        ENUM_X_DIRECTION forDir,
+        XTarget &targets[], //
+        double r2r = 0,
+        double slPrice = 0,
+        double riskInPoint = 0 //
     )
     {
         //
@@ -417,8 +447,19 @@ class XCBaseSignaller : public XCBase
         double entry = GetEntry(symbol, forDir);
 
         //
-        double risk = (defaultSignalRiskInPoint * point);
+        riskInPoint = riskInPoint > 0 && slPrice <= 0
-        double reward = (risk * defaultSignalR2R) + spread;
+                          ? riskInPoint
+                          : defaultSignalRiskInPoint;
+        double risk = (riskInPoint * point);
+        risk = slPrice > 0
+                   ? MathAbs(entry - slPrice)
+                   : risk;
+
+        //
+        r2r = r2r > 0
+                  ? r2r
+                  : defaultSignalR2R;
+        double reward = (risk * r2r) + spread;
 
         //
         double tp =
@@ -448,9 +489,33 @@ class XCBaseSignaller : public XCBase
                 : POSITION_TYPE_SELL;
         signal.mode = X_ORDER_MODE_MARKET;
 
+        //
+        // Apply Targets ...
+        if (HasChild(targets))
+        {
+            //
+            ApplyTargetsOnSignal(
+                forDir,
+                targets,
+                signal //
+            );
+        }
+
         //
         // Validate Signal ...
         result = signal.IsValid();
+        if (result)
+        {
+            //
+            NormalizeSignal(signal);
+            result = signal.IsValid();
+        }
+
+        //
+        if (!result)
+        {
+            signal.Clean();
+        }
 
         //
         return result;

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

@@ -27,7 +27,7 @@
 #include "../Classes/x-saherelm.x-backtester.expert.class.mq5"
 #include "../Classes/x-saherelm.x-market.pattern.class.mq5"
 #include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
-#include "../Helpers/x-saherelm.xom1.helper.mq5"
+#include "../XFIMA/Classes/x-saherelm.xfima.signaller.class.mq5"
 
 //
 // Definitions ...
@@ -132,6 +132,7 @@ input int valeArrowCode = 159; // Vales Arrow Code
 //
 string eaLogTag;                            // EA Log Prefix ...
 XCBackTesterEA *eaExpert;                   // EA Expert ...
+XCXFIMAStrategy1Signaller *fima1Signaller;  // XFIMA1 Signaller ...
 XCMarketPatternDetector *eaPatternDetector; // EA Pattern Detector ...
 
 //
@@ -235,50 +236,70 @@ int OnInit()
     }
 
     //
-    // Initial Indicator Handler ...
+    // Here Instantiate Signaller Class ...
-    eaHandler = iCustom(
+
+    //
+    // Preparing Indicator Inputs ...
+    XFIMAInputs fimaInputs;
+
+    //
+    // This is Default Configuration ...
+    fimaInputs.Default();
+    fimaInputs.Hide();
+    fimaInputs.showZigZag = true;
+
+    //
+    // Here we Attach Inputs to Indicator ...
+    fimaInputs.scMethod = scMethod;
+    fimaInputs.scPeriod = scPeriod;
+    fimaInputs.mcMethod = mcMethod;
+    fimaInputs.mcPeriod = mcPeriod;
+    fimaInputs.lcMethod = lcMethod;
+    fimaInputs.lcPeriod = lcPeriod;
+    fimaInputs.hcMethod = hcMethod;
+    fimaInputs.hcPeriod = hcPeriod;
+    fimaInputs.upperMode = upperMode;
+    fimaInputs.lowerMode = lowerMode;
+    fimaInputs.fiboUpperZoneLevel = fiboUpperZoneLevel;
+    fimaInputs.fiboMiddleZoneLevel = fiboMiddleZoneLevel;
+    fimaInputs.fiboLowerZoneLevel = fiboLowerZoneLevel;
+    fimaInputs.sarStep = sarStep;
+    fimaInputs.sarMax = sarMax;
+    fimaInputs.maMethod = maMethod;
+    fimaInputs.maAppliedTo = maAppliedTo;
+    fimaInputs.maFastLength = maFastLength;
+    fimaInputs.maSlowLength = maSlowLength;
+    fimaInputs.zigzagDepth = zigzagDepth;
+    fimaInputs.zigzagDeviation = zigzagDeviation;
+    fimaInputs.zigzagBackStep = zigzagBackStep;
+    fimaInputs.zigzagUppersMode = zigzagUppersMode;
+    fimaInputs.zigzagLowersMode = zigzagLowersMode;
+    fimaInputs.showPV = showPV;
+    fimaInputs.showSAR = showSAR;
+    fimaInputs.showMAFast = showMAFast;
+    fimaInputs.showMASlow = showMASlow;
+    fimaInputs.showZigZag = showZigZag;
+    fimaInputs.showFiboZone = showFiboZone;
+    fimaInputs.startCalculationForLastBars = startCalculationForLastBars;
+    fimaInputs.sarArrowCode = sarArrowCode;
+    fimaInputs.peakArrowCode = peakArrowCode;
+    fimaInputs.valeArrowCode = valeArrowCode;
+
+    //
+    // Instantiate Signaller ...
+    fima1Signaller = new XCXFIMAStrategy1Signaller(
         _Symbol,
         _Period,
-        "x-saherelm.xfima",
+        fimaInputs,
-        "", // Calculation ...
+        true, // Process All Ticks ...
-        scMethod,
+        2.0,   // Signaller Risk to Reward Ratio ...
-        scPeriod,
+        50,    // Default Risk In Points ...
-        mcMethod,
+        0.01   // Defaul Volume ...
-        mcPeriod,
-        lcMethod,
-        lcPeriod,
-        hcMethod,
-        hcPeriod,
-        upperMode,
-        lowerMode,
-        fiboUpperZoneLevel,
-        fiboMiddleZoneLevel,
-        fiboLowerZoneLevel,
-        sarStep,
-        sarMax,
-        maMethod,
-        maAppliedTo,
-        maFastLength,
-        maSlowLength,
-        zigzagDepth,
-        zigzagDeviation,
-        zigzagBackStep,
-        zigzagUppersMode,
-        zigzagLowersMode,
-        "", // Presentation ...
-        showPV,
-        showSAR,
-        showMAFast,
-        showMASlow,
-        showZigZag,
-        showFiboZone,
-        startCalculationForLastBars,
-        sarArrowCode,
-        peakArrowCode,
-        valeArrowCode
-        //
     );
-    isInited = eaHandler != INVALID_HANDLE;
+    fima1Signaller.AddOnSignalEventHandler(OnSignalTriggered);
+
+    //
+    isInited = fima1Signaller.IsValid();
     if (!isInited)
     {
         //
@@ -387,6 +408,9 @@ void OnTick()
 
     //
     DetectPatterns();
+
+    //
+    fima1Signaller.OnTick();
 }
 
 //
@@ -526,6 +550,38 @@ void DestroyTimer()
     // EventKillTimer();
 }
 
+/**
+ * Trigger OnSignal Event ...
+ *
+ * @param  signal: XSignal
+ */
+void OnSignalTriggered(XSignal &signal)
+{
+    //
+    CChartObjectVLine *iObj = new CChartObjectVLine();
+
+    //
+    string iName = signal.GetTag();
+    color iColor = IsLong(signal.type) ? clrLime : clrRed;
+
+    //
+    bool has = iObj.Create(
+        eaDrawer.ChartIdentification(),
+        iName,
+        eaDrawer.SubWindowIdentification(),
+        signal.time //
+    );
+    if (has)
+    {
+        //
+        iObj.Width(2);
+        iObj.Color(iColor);
+
+        //
+        draws.Add(iObj);
+    }
+}
+
 //
 // Trade Event Handlers ...
 
@@ -704,8 +760,8 @@ void DetectPatterns()
     bool detectSwingTrendBreakes = false;
 
     //
-    bool detectSupports = false;
+    bool detectSupports = true;
-    bool detectResistance = false;
+    bool detectResistance = true;
 
     //
     // Checking Momentum Bar ...

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

@@ -188,6 +188,15 @@ class XCXFIMABaseSignaller : public XCBaseSignaller
         return result;
     }
 
+    /**
+     * Normalizing Signal by Signaller Custom Props ...
+     *
+     * @param  signal: XSignal ...
+     */
+    void virtual NormalizeSignal(XSignal &signal)
+    {
+    }
+
     //
     // Protected ...
   protected:
@@ -208,6 +217,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
   public:
     //
     // Props ...
+    int fvgLookupLenght; // Maximum Lenght for Looking up FVG before Crosses
 
     //
     // Constructor ...
@@ -229,6 +239,8 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                                  _defaultSignalVolume //
             )
     {
+        //
+        fvgLookupLenght = 5;
     }
 
     //
@@ -323,20 +335,95 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
             //
             // Do Conditions Validating ...
 
+            //
+            // Validate MA Positions ...
+            double iFastMa = fimaConditions.maFastBuffer[cIdx];
+            double iSlowMa = fimaConditions.maSlowBuffer[cIdx];
+            double iFiboUpper = fimaConditions.fiboUpperBuffer[cIdx];
+            double iFiboLower = fimaConditions.fiboLowerBuffer[cIdx];
+
+            //
+            // Checking Has FVG ...
+            XBoxZone fvg;
+            ENUM_X_DIRECTION fvgDir;
+            bool hasFVG = patternDetector.HasFVG(
+                bar,
+                fvgDir,
+                fvg,
+                fvgLookupLenght //
+            );
+
+            //
+            // Checking Crossed On Shadow ...
+
+            //
+            bool isCrossedOverHappensOnShadow =
+                isFastCrossedOverSlow &&
+                iFastMa <= bar.GetDown() &&
+                iFastMa >= bar.low;
+
+            //
+            bool isCrossedUnderHappensOnShadow =
+                isFastCrossedUnderSlow &&
+                iFastMa <= bar.high &&
+                iFastMa >= bar.GetUp();
+
             //
             // Bullish Validation ...
             bool isBullish =
                 //
+                // Has Cross ...
                 isFastCrossedOverSlow
                 //
+                &&
+                //
+                // Cross Places Based on Fibo ...
+                MathMax(iFastMa, iSlowMa) < iFiboLower
+                //
+                &&
+                //
+                (
+                    //
+                    // Checking FVG ...
+                    (hasFVG &&
+                     fvg.IsBullish())
+                    //
+                    ||
+                    //
+                    // Checking Crossed Place ...
+                    isCrossedOverHappensOnShadow
+                    //
+                    )
+                //
                 ;
 
             //
             // Bearish Validation ...
             bool isBearish =
                 //
+                // Has Cross ...
                 isFastCrossedUnderSlow
                 //
+                &&
+                //
+                // Cross Places Based on Fibo ...
+                MathMin(iFastMa, iSlowMa) > iFiboUpper
+                //
+                &&
+                //
+                (
+                    //
+                    // Checking FVG ...
+                    (hasFVG &&
+                     fvg.IsBearish())
+                    //
+                    ||
+                    //
+                    // Checking Crossed Place ...
+                    isCrossedUnderHappensOnShadow
+                    //
+                    )
+                //
                 ;
 
             //
@@ -360,9 +447,11 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         {
             //
             // Prepare Founded Signal ...
+            XTarget targets[];
             has = PrepareSignal(
                 signal,
-                signalDir //
+                signalDir,
+                targets //
             );
             if (has)
             {
@@ -405,6 +494,27 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         return result;
     }
 
+    //
+    // Private ...
+  private:
+    //
+    // Props ...
+
+    //
+    // Lookup FVG ...
+    bool LookupFVG(
+        XOHCL &bar,
+        ENUM_X_DIRECTION &dir,
+        XBoxZone &fvgBox //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        return result;
+    }
+
     //
 };