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saherelm
2025-10-01 00:26:07 +03:30
parent 32b218afbc
commit cfba2b3e3a
6 changed files with 285 additions and 108 deletions
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Experts/x-saherelm.xfima.backtester.ea.mq5
+2
View File
@@ -639,6 +639,8 @@ void OnSignalTriggered(XSignal &signal)
signal,
result //
);
//
Print("Signal Issued: ", signal.GetObjectID());
}
Helpers/x-saherelm.xfima.helper.mq5
+130 -20
View File
@@ -1254,13 +1254,128 @@ class XCXFIMAHelper : public XCBaseHelper
return result;
}
/**
* Check Specified Bar has MA Cross or not ...
*
* @param dir: reference for holds cross Direction ...
* @param barIndex: int, Specified Bar Index ...
* @param validCrossDiffMultiplier: double, validate diff between MAs on Cross happens ...
*
* @return ( bool )
*/
bool HasMACross(
ENUM_X_DIRECTION &dir,
int barIndex = 0,
double validCrossDiffMultiplier = 1 //
)
{
//
bool result = false;
//
// Prepare ...
dir = X_DIRECTION_NONE;
//
// Normalize ...
barIndex = NormalizeInt(barIndex, 0);
validCrossDiffMultiplier = NormalizeDouble(validCrossDiffMultiplier, 0);
//
double fast[];
double slow[];
double upper[];
double lower[];
int count = ReadMAValues(
fast,
slow,
upper,
lower,
barIndex,
2 //
);
//
bool isBullish = false;
bool isBearish = false;
//
// Validate Readed Values ...
result = IsValidSize(count) && count >= 2;
if (result)
{
//
// Detect Direction Change ...
//
bool notEmpty =
NotEmptyZero(fast[0]) &&
NotEmptyZero(fast[1]) &&
NotEmptyZero(slow[0]) &&
NotEmptyZero(slow[1]);
//
isBullish =
notEmpty &&
fast[0] > slow[0] &&
fast[1] < slow[1];
//
isBearish =
notEmpty &&
fast[0] < slow[0] &&
fast[1] > slow[1];
//
result =
isBullish ||
isBearish;
//
// Validate Direction Change ...
if (result &&
validCrossDiffMultiplier > 0)
{
//
double _points = GetPoints(GetSymbol());
double diff = MathAbs(fast[0] - slow[0]);
//
result = diff >= (validCrossDiffMultiplier * _points);
}
}
//
if (result)
{
//
// Setting Direction ...
dir =
isBullish
? X_DIRECTION_BULLISH
: isBearish
? X_DIRECTION_BEARISH
: X_DIRECTION_NONE;
}
//
// Cleanup Resources ...
XClean(fast);
XClean(slow);
XClean(upper);
XClean(lower);
//
return result;
}
/**
* Extract Specified Kind of Pivots ...
*
* @param pivots: XPivot, refrence Collection to hold Extracted pivots ...
* @param barIndex: int, Specified Bar Index ...
* @param requiredNumberOFPivots: int, Specified which Number of Pivots must be Extracted ...
* @param validationLength: int, Specified Pivots Validation Length ignore if <= 0 ...
* @param validCrossDiffMultiplier: double, validate diff between MAs on Cross happens ...
* @param maxAllowedLoopbackLength: int, Specified Maximum Loopback Length for Pivot Extraction ...
*
* @return ( int )
@@ -1269,7 +1384,7 @@ class XCXFIMAHelper : public XCBaseHelper
XPivot &pivots[],
int barIndex = 0,
int requiredNumberOFPivots = 50,
int validationLength = 0,
double validCrossDiffMultiplier = 1,
int maxAllowedLoopbackLength = 1500 //
)
{
@@ -1283,9 +1398,9 @@ class XCXFIMAHelper : public XCBaseHelper
//
// Normalize ...
barIndex = NormalizeInt(barIndex, 0);
validationLength = NormalizeInt(validationLength, 0);
requiredNumberOFPivots = NormalizeInt(requiredNumberOFPivots, 2);
maxAllowedLoopbackLength = NormalizeInt(maxAllowedLoopbackLength, 50);
validCrossDiffMultiplier = NormalizeDouble(validCrossDiffMultiplier, 0);
//
// Validate ...
@@ -1362,18 +1477,22 @@ class XCXFIMAHelper : public XCBaseHelper
//
// Validate Value ...
has = NotEmptyZero(iFValue) &&
NotEmptyZero(iSValue) &&
NotEmptyZero(pFValue) &&
NotEmptyZero(pSValue);
has =
HasMACross(
iDir,
idx,
validCrossDiffMultiplier //
) &&
NotEmptyZero(iFValue) &&
NotEmptyZero(iSValue) &&
NotEmptyZero(pFValue) &&
NotEmptyZero(pSValue);
if (has)
{
//
// Check Direction Changed ...
isSwitchedToBullish = iFValue > iSValue &&
pFValue < pSValue;
isSwitchedToBearish = iFValue < iSValue &&
pFValue > pSValue;
isSwitchedToBullish = IsXBullish(iDir);
isSwitchedToBearish = IsXBearish(iDir);
has =
isSwitchedToBullish ||
isSwitchedToBearish;
@@ -1400,15 +1519,6 @@ class XCXFIMAHelper : public XCBaseHelper
has = has &&
HasDirection(iDir);
//
// Check Validation ...
if (has &&
validationLength > 0)
{
//
// Validate ...
}
//
if (has)
{
Libraries/x-saherelm.common.extensions.lib.mq5
+5
View File
@@ -4096,6 +4096,11 @@ void SpecifiedClean(T &buffer[])
{
Clean(buffer);
}
template <typename T>
void XClean(T &buffer[])
{
Clean(buffer);
}
//
// Copy Whole Content of Source to Dest array ...
XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5
+99 -87
View File
@@ -569,7 +569,11 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
{
//
// Configure Detector ...
//
analyserConfig.Default();
analyserConfig.validMACrossDiffMultiplier = 4;
//
analyserConfig.FullDetect();
}
@@ -1165,94 +1169,101 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
//
// Testing Bar Zones ...
XBoxZone barZones[];
int barCounts = fima2Signaller.fimaHelper.ExtractBarZones(
barZones,
1, // Bar Index ...
50, // Number of Zones ...
3, // Break Validation Length ...
true, // Validate Fake Breakes ...
5, // Shadow Multiplier ...
1, // Strength ...
14 // Validation Length ...
);
if (IsValidSize(barCounts))
{
//
XCBoxObject *iObj;
for (int i = 0; i < barCounts; i++)
{
//
iObj = NULL;
bool isCreated = fima2Signaller.poiDrawer.DrawBox(
barZones[i],
iObj,
true, // Ignore At ...
barZones[i].type // Name ...
);
// XBoxZone barZones[];
// int barCounts = fima2Signaller.fimaHelper.ExtractBarZones(
// barZones,
// 1, // Bar Index ...
// 50, // Number of Zones ...
// 3, // Break Validation Length ...
// true, // Validate Fake Breakes ...
// 5, // Shadow Multiplier ...
// 1, // Strength ...
// 14 // Validation Length ...
// );
// if (IsValidSize(barCounts))
// {
// //
// // XCBoxObject *iObj;
// // for (int i = 0; i < barCounts; i++)
// // {
// // //
// // iObj = NULL;
// // bool isCreated = fima2Signaller.poiDrawer.DrawBox(
// // barZones[i],
// // iObj,
// // true, // Ignore At ...
// // barZones[i].type // Name ...
// // );
//
ZeroMemory(iObj);
}
// // //
// // ZeroMemory(iObj);
// // }
// //
// Print("Bar Zones Detected ...");
}
// // //
// // Print("Bar Zones Detected ...");
// }
//
// Testing HK Zones ...
XBoxZone hkZones[];
int hkCounts = fima2Signaller.fimaHelper.ExtractHKZones(
hkZones,
1, // Bar Index ...
50, // Number of Zones ...
5, // Shadow Multiplier ...
1, // Strength ...
14 // Validation Length ...
);
if (IsValidSize(hkCounts))
{
// //
// XCBoxObject *iObj;
// for (int i = 0; i < hkCounts; i++)
// {
// //
// iObj = NULL;
// bool isCreated = fima2Signaller.poiDrawer.DrawBox(
// hkZones[i],
// iObj,
// true, // Ignore At ...
// hkZones[i].type // Name ...
// );
// XBoxZone hkZones[];
// int hkCounts = fima2Signaller.fimaHelper.ExtractHKZones(
// hkZones,
// 1, // Bar Index ...
// 50, // Number of Zones ...
// 5, // Shadow Multiplier ...
// 1, // Strength ...
// 14 // Validation Length ...
// );
// if (IsValidSize(hkCounts))
// {
// // //
// // XCBoxObject *iObj;
// // for (int i = 0; i < hkCounts; i++)
// // {
// // //
// // iObj = NULL;
// // bool isCreated = fima2Signaller.poiDrawer.DrawBox(
// // hkZones[i],
// // iObj,
// // true, // Ignore At ...
// // hkZones[i].type // Name ...
// // );
// //
// ZeroMemory(iObj);
// }
// // //
// // ZeroMemory(iObj);
// // }
// //
// Print("HK Zones Detected ...");
}
// // //
// // Print("HK Zones Detected ...");
// }
//
// Testing XFIMA MA Pivots ...
XPivot maPivots[];
int maPivotsCount = fimaHelper.ExtractMAPivots(
maPivots,
1, // Bar Index ...
50, // Number of Pivots ...
0 // Validation Length ...
);
if (IsValidSize(maPivotsCount))
{
//
CArrayObj *iPivotsObj;
maPivotsCount = poiDrawer.DrawPivots(
maPivots,
iPivotsObj //
);
// XPivot maPivots[];
// int maPivotsCount = fimaHelper.ExtractMAPivots(
// maPivots,
// 1, // Bar Index ...
// 50, // Number of Pivots ...
// 1 // Validation Diff ...
// );
// if (IsValidSize(maPivotsCount))
// {
// //
// // CArrayObj *iPivotsObj;
// // maPivotsCount = poiDrawer.DrawPivots(
// // maPivots,
// // iPivotsObj //
// // );
//
Print("MA Pivots Detected ...");
// //
// // Print("MA Pivots Detected ...");
// }
//
bool hasMACross = HasDirection(structure.maCrossDir);
if (hasMACross)
{
Print(ToXString(structure.maCrossDir), " MaCross Detected ...");
}
//
@@ -1357,16 +1368,17 @@ class XCXFIMAStrategy2Signaller : public XCXFIMABaseSignaller
//
// Strategy 1 ...
has = Strategy1HasSignal(
bar,
iZone,
iName,
supports,
resistances,
iDir,
structure,
fimaConditions //
);
has = false;
// has = Strategy1HasSignal(
// bar,
// iZone,
// iName,
// supports,
// resistances,
// iDir,
// structure,
// fimaConditions //
// );
//
// Do all Draws Here ...
XFIMAEA/Classes/x-saherelm.xfima.x-poi.detector.class.mq5
+22
View File
@@ -916,6 +916,28 @@ class XCXFIMAPOIDetector : public XCMarketPatternDetector
resistance.Clean();
}
//
// Detecting MA Crosses ...
if (config.detectMACrosses)
{
//
idx = forBar.Index();
has = fimaHelper.HasMACross(
structure.maCrossDir,
idx,
config.validMACrossDiffMultiplier //
);
//
fimaHelper.ExtractMAPivots(
structure.maCrosses,
idx,
config.recentlyPatternsMaxAllowedCollecting,
config.validMACrossDiffMultiplier,
config.recentlyPatternsMaxLookupLength //
);
}
//
// Analysers ...
XFIMAEA/Libraries/x-saherelm.xfima.lib.mq5
+27 -1
View File
@@ -69,6 +69,10 @@ struct XFIMAPatternDetectorConfig
bool analyseFIMASARPivots;
bool analyseFIMAZigZagPivots;
//
bool detectMACrosses;
double validMACrossDiffMultiplier;
//
// Configs ...
@@ -159,6 +163,10 @@ struct XFIMAPatternDetectorConfig
analyseFIMASARPivots = false;
analyseFIMAZigZagPivots = false;
//
detectMACrosses = false;
validMACrossDiffMultiplier = 0;
//
obLoopback = 0;
fvgLoopback = 0;
@@ -226,6 +234,10 @@ struct XFIMAPatternDetectorConfig
analyseFIMASARPivots = false;
analyseFIMAZigZagPivots = false;
//
detectMACrosses = true;
validMACrossDiffMultiplier = 1;
//
// OB / FVg ...
obLoopback = 5;
@@ -314,6 +326,9 @@ struct XFIMAPatternDetectorConfig
analyseFIMAPVPivots = true;
analyseFIMASARPivots = true;
analyseFIMAZigZagPivots = true;
//
detectMACrosses = true;
}
/**
@@ -352,6 +367,9 @@ struct XFIMAPatternDetectorConfig
analyseFIMAPVPivots = false;
analyseFIMASARPivots = false;
analyseFIMAZigZagPivots = false;
//
detectMACrosses = false;
}
//
@@ -428,6 +446,10 @@ struct XFIMAMarketStructure
ENUM_X_DIRECTION piercingPatternDir;
ENUM_X_DIRECTION signalKeyBarPatternDir;
//
ENUM_X_DIRECTION maCrossDir;
XPivot maCrosses[];
//
// Constructor ...
XFIMAMarketStructure()
@@ -473,6 +495,10 @@ struct XFIMAMarketStructure
piercingPatternDir = X_DIRECTION_NONE;
signalKeyBarPatternDir = X_DIRECTION_NONE;
//
maCrossDir = X_DIRECTION_NONE;
SpecifiedClean(maCrosses);
//
SpecifiedClean(obs);
SpecifiedClean(fvgs);
@@ -516,7 +542,7 @@ struct XFIMAMarketStructureDrawerConfig
bool drawFVG; // Current Fair Value Gap ...
//
bool drawSupport; // Detected Supports ...
bool drawSupport; // Detected Supports ...
bool drawResistance; // Detected Resistances ...
//