Adding Support of XHK to XFIMA ...

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

@@ -118,6 +118,7 @@ input ENUM_BASE_CORNER barTimeCorner = CORNER_RIGHT_LOWER; // Text Position
 // Presentation ...
 input group "Presentation";
 input bool showPV = true;       // Show PV
+input bool showHK = true;       // Show HK
 input bool showSAR = true;      // Show Sar
 input bool showMAFast = true;   // Show MA Fast
 input bool showMASlow = true;   // Show MA Slow
@@ -293,6 +294,7 @@ int OnInit()
     fimaInputs.zigzagUppersMode = zigzagUppersMode;
     fimaInputs.zigzagLowersMode = zigzagLowersMode;
     fimaInputs.showPV = showPV;
+    fimaInputs.showHK = showHK;
     fimaInputs.showSAR = showSAR;
     fimaInputs.showMAFast = showMAFast;
     fimaInputs.showMASlow = showMASlow;

Helpers/x-saherelm.xfima.helper.mq5

@@ -35,13 +35,13 @@ enum ENUM_XFIMA_BUFFERS
 {
     XFIMA_MA_FAST_LINE = 0,
     XFIMA_MA_FAST_COLOR_LINE = 1,
-    XFIMA_MA_FAST_STATE_LINE = 12,
+    XFIMA_MA_FAST_STATE_LINE = 19,
     XFIMA_MA_SLOW_LINE = 2,
     XFIMA_MA_SLOW_COLOR_LINE = 3,
-    XFIMA_MA_SLOW_STATE_LINE = 13,
+    XFIMA_MA_SLOW_STATE_LINE = 20,
     XFIMA_SAR_LINE = 4,
     XFIMA_SAR_COLOR_LINE = 5,
-    XFIMA_SAR_STATE_LINE = 14,
+    XFIMA_SAR_STATE_LINE = 21,
     XFIMA_PEAK_LINE = 6,
     XFIMA_VALE_LINE = 7,
     XFIMA_FIBO_UPPER_LINE = 8,
@@ -50,25 +50,31 @@ enum ENUM_XFIMA_BUFFERS
     XFIMA_ZIGZAG_LINE = 11,
     XFIMA_MA_BAND_UPPER_LINE = 12,
     XFIMA_MA_BAND_LOWER_LINE = 13,
-    XFIMA_ZIGZAG_HIGHS_LINE = 25,
+    XFIMA_ZIGZAG_HIGHS_LINE = 30,
-    XFIMA_ZIGZAG_HIGHS_TIME_LINE = 26,
+    XFIMA_ZIGZAG_HIGHS_TIME_LINE = 31,
-    XFIMA_ZIGZAG_LOWS_LINE = 27,
+    XFIMA_ZIGZAG_LOWS_LINE = 32,
-    XFIMA_ZIGZAG_LOWS_TIME_LINE = 28,
+    XFIMA_ZIGZAG_LOWS_TIME_LINE = 33,
-    // 14 Ma Fast State
+    //
-    // 15 Ma Slow State
+    XFIMA_HK_OPEN_LINE = 14,
-    // 16 Sar State
+    XFIMA_HK_HIGH_LINE = 15,
-    XFIMA_SC_HH_LINE = 17,
+    XFIMA_HK_LOW_LINE = 16,
-    XFIMA_SC_LL_LINE = 18,
+    XFIMA_HK_CLOSE_LINE = 17,
-    XFIMA_MC_HH_LINE = 19,
+    XFIMA_HK_COLOR_LINE = 18,
-    XFIMA_MC_LL_LINE = 20,
+    // 19 Ma Fast State
-    XFIMA_LC_HH_LINE = 21,
+    // 20 Ma Slow State
-    XFIMA_LC_LL_LINE = 22,
+    // 21 Sar State
-    XFIMA_HC_HH_LINE = 23,
+    XFIMA_SC_HH_LINE = 22,
-    XFIMA_HC_LL_LINE = 24,
+    XFIMA_SC_LL_LINE = 23,
-    // 25 ZigZag Highs
+    XFIMA_MC_HH_LINE = 24,
-    // 26 ZigZag Highs Time
+    XFIMA_MC_LL_LINE = 25,
-    // 27 ZigZag Lows
+    XFIMA_LC_HH_LINE = 26,
-    // 28 ZigZag Lows Time
+    XFIMA_LC_LL_LINE = 27,
+    XFIMA_HC_HH_LINE = 28,
+    XFIMA_HC_LL_LINE = 29,
+    // 30 ZigZag Highs
+    // 31 ZigZag Highs Time
+    // 32 ZigZag Lows
+    // 33 ZigZag Lows Time
 };
 
 //
@@ -109,6 +115,7 @@ struct XFIMAInputs
     //
     // Presentation ...
     bool showPV;                     // Show PV
+    bool showHK;                     // Show HK
     bool showSAR;                    // Show Sar
     bool showMAFast;                 // Show MA Fast
     bool showMASlow;                 // Show MA Slow
@@ -172,6 +179,7 @@ struct XFIMAInputs
         //
         // Presentation ...
         showPV = true;                      // Show PV
+        showHK = true;                      // Show HK
         showSAR = true;                     // Show Sar
         showMAFast = true;                  // Show MA Fast
         showMASlow = true;                  // Show MA Slow
@@ -190,6 +198,7 @@ struct XFIMAInputs
     {
         //
         showPV = false;
+        showHK = false;
         showSAR = false;
         showMAFast = false;
         showMASlow = false;
@@ -289,6 +298,11 @@ struct XFIMAConditions
     double highsTimeBuffer[];
     double lowsBuffer[];
     double lowsTimeBuffer[];
+    double hkOpenBuffer[];
+    double hkHighBuffer[];
+    double hkLowBuffer[];
+    double hkCloseBuffer[];
+    double hkColorBuffer[];
 
     //
     // Conditions ...
@@ -352,6 +366,11 @@ struct XFIMAConditions
         SpecifiedClean(highsTimeBuffer);
         SpecifiedClean(lowsBuffer);
         SpecifiedClean(lowsTimeBuffer);
+        SpecifiedClean(hkOpenBuffer);
+        SpecifiedClean(hkHighBuffer);
+        SpecifiedClean(hkLowBuffer);
+        SpecifiedClean(hkCloseBuffer);
+        SpecifiedClean(hkColorBuffer);
 
         //
         // Conditions ...
@@ -389,6 +408,11 @@ struct XFIMAConditions
         ArraySetAsSeries(highsTimeBuffer, true);
         ArraySetAsSeries(lowsBuffer, true);
         ArraySetAsSeries(lowsTimeBuffer, true);
+        ArraySetAsSeries(hkOpenBuffer, true);
+        ArraySetAsSeries(hkHighBuffer, true);
+        ArraySetAsSeries(hkLowBuffer, true);
+        ArraySetAsSeries(hkCloseBuffer, true);
+        ArraySetAsSeries(hkColorBuffer, true);
 
         //
         ZeroMemory(this);
@@ -481,6 +505,11 @@ class XCXFIMAHelper : public XCBaseHelper
     double highsTimeBuffer[];
     double lowsBuffer[];
     double lowsTimeBuffer[];
+    double hkOpenBuffer[];
+    double hkHighBuffer[];
+    double hkLowBuffer[];
+    double hkCloseBuffer[];
+    double hkColorBuffer[];
 
     //
     // Constructors ...
@@ -550,6 +579,11 @@ class XCXFIMAHelper : public XCBaseHelper
         ArraySetAsSeries(highsTimeBuffer, true);
         ArraySetAsSeries(lowsBuffer, true);
         ArraySetAsSeries(lowsTimeBuffer, true);
+        ArraySetAsSeries(hkOpenBuffer, true);
+        ArraySetAsSeries(hkHighBuffer, true);
+        ArraySetAsSeries(hkLowBuffer, true);
+        ArraySetAsSeries(hkCloseBuffer, true);
+        ArraySetAsSeries(hkColorBuffer, true);
 
         //
         mInputs = inputs;
@@ -587,6 +621,7 @@ class XCXFIMAHelper : public XCBaseHelper
             mInputs.zigzagLowersMode,
             "", // Presentation ...
             mInputs.showPV,
+            mInputs.showHK,
             mInputs.showSAR,
             mInputs.showMAFast,
             mInputs.showMASlow,
@@ -863,6 +898,41 @@ class XCXFIMAHelper : public XCBaseHelper
             conditions.hLLBuffer //
         );
 
+        //
+        CopyHKOpen(
+            zIndex,
+            loopback,
+            conditions.hkOpenBuffer //
+        );
+
+        //
+        CopyHKHigh(
+            zIndex,
+            loopback,
+            conditions.hkHighBuffer //
+        );
+
+        //
+        CopyHKLow(
+            zIndex,
+            loopback,
+            conditions.hkLowBuffer //
+        );
+
+        //
+        CopyHKClose(
+            zIndex,
+            loopback,
+            conditions.hkCloseBuffer //
+        );
+
+        //
+        CopyHKColor(
+            zIndex,
+            loopback,
+            conditions.hkColorBuffer //
+        );
+
         //
         // Conditions ...
 
@@ -3081,6 +3151,269 @@ class XCXFIMAHelper : public XCBaseHelper
         );
     }
 
+    //
+    // XHK ...
+
+    //
+    // XHK Open ...
+
+    //
+    double GetHKOpen(
+        int barIndex // Bar Index
+    )
+    {
+        //
+        if (barIndex < 0)
+        {
+            barIndex = 0;
+        }
+
+        //
+        Calculate(barIndex);
+
+        //
+        int count = ArraySize(hkOpenBuffer);
+        if (barIndex >= count)
+        {
+            barIndex = count - 1;
+        }
+
+        //
+        return hkOpenBuffer[barIndex];
+    }
+
+    //
+    int CopyHKOpen(
+        int start,             // Start
+        int count,             // Number of Items for read
+        double &buffer[],      // Dest Buffer
+        bool forceClean = true // Force To Clean buffer
+    )
+    {
+        //
+        // Update Calculations ...
+        Calculate(start);
+
+        //
+        // Copy Items ...
+        return Copy(
+            0,
+            count,
+            hkOpenBuffer,
+            buffer,
+            forceClean
+            //
+        );
+    }
+
+    //
+    // XHK High ...
+
+    //
+    double GetHKHigh(
+        int barIndex // Bar Index
+    )
+    {
+        //
+        if (barIndex < 0)
+        {
+            barIndex = 0;
+        }
+
+        //
+        Calculate(barIndex);
+
+        //
+        int count = ArraySize(hkHighBuffer);
+        if (barIndex >= count)
+        {
+            barIndex = count - 1;
+        }
+
+        //
+        return hkHighBuffer[barIndex];
+    }
+
+    //
+    int CopyHKHigh(
+        int start,             // Start
+        int count,             // Number of Items for read
+        double &buffer[],      // Dest Buffer
+        bool forceClean = true // Force To Clean buffer
+    )
+    {
+        //
+        // Update Calculations ...
+        Calculate(start);
+
+        //
+        // Copy Items ...
+        return Copy(
+            0,
+            count,
+            hkHighBuffer,
+            buffer,
+            forceClean
+            //
+        );
+    }
+
+    //
+    // XHK Low ...
+
+    //
+    double GetHKLow(
+        int barIndex // Bar Index
+    )
+    {
+        //
+        if (barIndex < 0)
+        {
+            barIndex = 0;
+        }
+
+        //
+        Calculate(barIndex);
+
+        //
+        int count = ArraySize(hkLowBuffer);
+        if (barIndex >= count)
+        {
+            barIndex = count - 1;
+        }
+
+        //
+        return hkLowBuffer[barIndex];
+    }
+
+    //
+    int CopyHKLow(
+        int start,             // Start
+        int count,             // Number of Items for read
+        double &buffer[],      // Dest Buffer
+        bool forceClean = true // Force To Clean buffer
+    )
+    {
+        //
+        // Update Calculations ...
+        Calculate(start);
+
+        //
+        // Copy Items ...
+        return Copy(
+            0,
+            count,
+            hkLowBuffer,
+            buffer,
+            forceClean
+            //
+        );
+    }
+
+    //
+    // XHK Close ...
+
+    //
+    double GetHKClose(
+        int barIndex // Bar Index
+    )
+    {
+        //
+        if (barIndex < 0)
+        {
+            barIndex = 0;
+        }
+
+        //
+        Calculate(barIndex);
+
+        //
+        int count = ArraySize(hkCloseBuffer);
+        if (barIndex >= count)
+        {
+            barIndex = count - 1;
+        }
+
+        //
+        return hkCloseBuffer[barIndex];
+    }
+
+    //
+    int CopyHKClose(
+        int start,             // Start
+        int count,             // Number of Items for read
+        double &buffer[],      // Dest Buffer
+        bool forceClean = true // Force To Clean buffer
+    )
+    {
+        //
+        // Update Calculations ...
+        Calculate(start);
+
+        //
+        // Copy Items ...
+        return Copy(
+            0,
+            count,
+            hkCloseBuffer,
+            buffer,
+            forceClean
+            //
+        );
+    }
+
+    //
+    // XHK Color ...
+
+    //
+    double GetHKColor(
+        int barIndex // Bar Index
+    )
+    {
+        //
+        if (barIndex < 0)
+        {
+            barIndex = 0;
+        }
+
+        //
+        Calculate(barIndex);
+
+        //
+        int count = ArraySize(hkColorBuffer);
+        if (barIndex >= count)
+        {
+            barIndex = count - 1;
+        }
+
+        //
+        return hkColorBuffer[barIndex];
+    }
+
+    //
+    int CopyHKColor(
+        int start,             // Start
+        int count,             // Number of Items for read
+        double &buffer[],      // Dest Buffer
+        bool forceClean = true // Force To Clean buffer
+    )
+    {
+        //
+        // Update Calculations ...
+        Calculate(start);
+
+        //
+        // Copy Items ...
+        return Copy(
+            0,
+            count,
+            hkColorBuffer,
+            buffer,
+            forceClean
+            //
+        );
+    }
+
     //
     // Protected ...
   protected:
@@ -3368,6 +3701,51 @@ class XCXFIMAHelper : public XCBaseHelper
             maxRequiredBars,
             lowsTimeBuffer //
         );
+
+        //
+        CopyBuffer(
+            mHandler,
+            XFIMA_HK_OPEN_LINE,
+            barIndex,
+            maxRequiredBars,
+            hkOpenBuffer //
+        );
+
+        //
+        CopyBuffer(
+            mHandler,
+            XFIMA_HK_HIGH_LINE,
+            barIndex,
+            maxRequiredBars,
+            hkHighBuffer //
+        );
+
+        //
+        CopyBuffer(
+            mHandler,
+            XFIMA_HK_LOW_LINE,
+            barIndex,
+            maxRequiredBars,
+            hkLowBuffer //
+        );
+
+        //
+        CopyBuffer(
+            mHandler,
+            XFIMA_HK_CLOSE_LINE,
+            barIndex,
+            maxRequiredBars,
+            hkCloseBuffer //
+        );
+
+        //
+        CopyBuffer(
+            mHandler,
+            XFIMA_HK_COLOR_LINE,
+            barIndex,
+            maxRequiredBars,
+            hkColorBuffer //
+        );
     }
 
     //
@@ -3548,6 +3926,36 @@ class XCXFIMAHelper : public XCBaseHelper
             lowsTimeBuffer,
             maxAllowed //
         );
+
+        //
+        CleanupArray(
+            hkOpenBuffer,
+            maxAllowed //
+        );
+
+        //
+        CleanupArray(
+            hkHighBuffer,
+            maxAllowed //
+        );
+
+        //
+        CleanupArray(
+            hkLowBuffer,
+            maxAllowed //
+        );
+
+        //
+        CleanupArray(
+            hkCloseBuffer,
+            maxAllowed //
+        );
+
+        //
+        CleanupArray(
+            hkColorBuffer,
+            maxAllowed //
+        );
     }
 };
 

Indicators/x-saherelm.xfima.mq5

@@ -94,6 +94,7 @@ input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW;               // ZigZag Low D
 // Presentation ...
 input group "Presentation";
 input bool showPV = true;       // Show PV
+input bool showHK = true;       // Show HK
 input bool showSAR = true;      // Show Sar
 input bool showMAFast = true;   // Show MA Fast
 input bool showMASlow = true;   // Show MA Slow
@@ -133,8 +134,8 @@ input int valeArrowCode = 159; // Vales Arrow Code
 #property indicator_chart_window
 
 //
-#property indicator_buffers 29
+#property indicator_buffers 34
-#property indicator_plots 11
+#property indicator_plots 12
 
 //
 // Plot Buffers ...
@@ -305,11 +306,40 @@ double maLowerBuffer[];
 #property indicator_color11 clrMagenta
 #property indicator_width11 3
 
+//
+// XHK ...
+
+//
+#define hkOpenBufferIndex 14
+double hkOpenBuffer[];
+
+//
+#define hkHighBufferIndex 15
+double hkHighBuffer[];
+
+//
+#define hkLowBufferIndex 16
+double hkLowBuffer[];
+
+//
+#define hkCloseBufferIndex 17
+double hkCloseBuffer[];
+
+//
+#define hkColorBufferIndex 18
+double hkColorBuffer[];
+
+//
+#define hkBufferPlotIndex 11
+#property indicator_label12 "XHK Open;XHK High;XHK Low;XHK Close"
+#property indicator_type12 DRAW_COLOR_CANDLES
+#property indicator_color12 CLR_NONE, clrAqua, clrMagenta
+
 //
 // Data Buffers ...
 
 //
-#define mLastBufferIndex 13
+#define mLastBufferIndex 18
 
 //
 // MA ...
@@ -963,6 +993,39 @@ void DefineBuffers()
     PlotIndexSetInteger(maLowerBufferPlotIndex, PLOT_DRAW_BEGIN, 0);
     PlotIndexSetDouble(maLowerBufferPlotIndex, PLOT_EMPTY_VALUE, 0);
 
+    //
+    // XHK ...
+
+    //
+    // XHK Color ...
+    ArraySetAsSeries(hkColorBuffer, true);
+    SetIndexBuffer(hkColorBufferIndex, hkColorBuffer, INDICATOR_COLOR_INDEX);
+
+    //
+    // Set EMPTY_VALUE on XHK Bar Buffer ...
+    PlotIndexSetDouble(hkBufferPlotIndex, PLOT_EMPTY_VALUE, emptyValue);
+    PlotIndexSetInteger(hkBufferPlotIndex, PLOT_SHOW_DATA, false);
+
+    //
+    // Open ...
+    ArraySetAsSeries(hkOpenBuffer, true);
+    SetIndexBuffer(hkOpenBufferIndex, hkOpenBuffer, INDICATOR_DATA);
+
+    //
+    // High ...
+    ArraySetAsSeries(hkHighBuffer, true);
+    SetIndexBuffer(hkHighBufferIndex, hkHighBuffer, INDICATOR_DATA);
+
+    //
+    // Low ...
+    ArraySetAsSeries(hkLowBuffer, true);
+    SetIndexBuffer(hkLowBufferIndex, hkLowBuffer, INDICATOR_DATA);
+
+    //
+    // Close ...
+    ArraySetAsSeries(hkCloseBuffer, true);
+    SetIndexBuffer(hkCloseBufferIndex, hkCloseBuffer, INDICATOR_DATA);
+
     //
     // Data Buffers ...
 
@@ -1373,6 +1436,19 @@ void CalculateValues(
         tickVolume //
     );
 
+    //
+    // XHK ...
+    CalculateHKBar(
+        barIndex,
+        prevCalculated,
+        ratesTotal,
+        open,
+        high,
+        close,
+        low,
+        tickVolume //
+    );
+
     //
     // Fast MA ...
     double iFastMa = maFastBuffer[barIndex];
@@ -1920,6 +1996,60 @@ int CalculateZigZag(
     return result;
 }
 
+//
+void CalculateHKBar(
+    int barIndex,
+    const int prevCalculated,
+    const int ratesTotal,
+    const double &open[],
+    const double &high[],
+    const double &close[],
+    const double &low[],
+    const long &tickVolume[] //
+)
+{
+    //
+    int lastBarIndex = barIndex + 1;
+    bool isFirstBar =
+        startCalculationForLastBars > 0
+            ? barIndex == startCalculationForLastBars
+            : barIndex == firstBarIndex;
+
+    //
+    double lastHKOpen =
+        isFirstBar
+            ? emptyValue
+            : hkOpenBuffer[lastBarIndex];
+    double lastHKClose =
+        isFirstBar
+            ? emptyValue
+            : hkCloseBuffer[lastBarIndex];
+
+    //
+    double iHKOpenValue = (lastHKOpen + lastHKClose) / 2;
+    double iHKCloseValue = (open[barIndex] + high[barIndex] + close[barIndex] + low[barIndex]) / 4;
+    double iHKHighValue = MathMax(high[barIndex], MathMax(iHKOpenValue, iHKCloseValue));
+    double iHKLowValue = MathMin(low[barIndex], MathMin(iHKOpenValue, iHKCloseValue));
+
+    //
+    // Raw HK Buffers ...
+    hkOpenBuffer[barIndex] = iHKOpenValue;
+    hkHighBuffer[barIndex] = iHKHighValue;
+    hkLowBuffer[barIndex] = iHKLowValue;
+    hkCloseBuffer[barIndex] = iHKCloseValue;
+
+    //
+    // Calculate HK Color ...
+    double iHKColorValue =
+        hkOpenBuffer[barIndex] < hkCloseBuffer[barIndex]
+            ? bullishColorIDX
+            : bearishColorIDX;
+    hkColorBuffer[barIndex] =
+        showHK
+            ? iHKColorValue
+            : hideColorIDX;
+}
+
 //
 void CalculateCycleRanges(
     int barIndex,

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

@@ -631,6 +631,7 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
         ENUM_X_PRICE iPriceType = X_PRICE_NONE;
         ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
         ENUM_X_PRICE iPriceEdgeType = X_PRICE_NONE;
+        ENUM_X_DIRECTION iHKSwitchedDir = X_DIRECTION_NONE;
 
         //
         XPivot pvPivots[];
@@ -683,6 +684,41 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
             analyserConfig //
         );
 
+        //
+        // TODO: Testing ...
+
+        //
+        double cHKO = fimaConditions.hkOpenBuffer[0];
+        double cHKH = fimaConditions.hkHighBuffer[0];
+        double cHKL = fimaConditions.hkLowBuffer[0];
+        double cHKC = fimaConditions.hkCloseBuffer[0];
+
+        //
+        double pHKO = fimaConditions.hkOpenBuffer[1];
+        double pHKH = fimaConditions.hkHighBuffer[1];
+        double pHKL = fimaConditions.hkLowBuffer[1];
+        double pHKC = fimaConditions.hkCloseBuffer[1];
+
+        //
+        bool isCHKBullish = cHKO < cHKC;
+        bool isCHKBearish = cHKO > cHKC;
+
+        //
+        bool isPHKBullish = pHKO < pHKC;
+        bool isPHKBearish = pHKO > pHKC;
+
+        //
+        bool isCHKSwitchedToBullish = isCHKBullish && !isPHKBullish;
+        bool isCHKSwitchedToBearish = isCHKBearish && !isPHKBearish;
+
+        //
+        // Add this as Param in Strategy Finders for Using it ...
+        iHKSwitchedDir = isCHKSwitchedToBullish
+                             ? X_DIRECTION_BULLISH
+                         : isCHKSwitchedToBullish
+                             ? X_DIRECTION_BEARISH
+                             : X_DIRECTION_NONE;
+
         //
         // Collect Support and Resistance Zones and Validate by them ...