last works on XFIMA ...

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

@@ -57,7 +57,9 @@ class XCBaseSignaller : public XCBase
     ENUM_TIMEFRAMES period; // Period ...
 
     //
-    double slAdditionDistance; // SL Addition Distance ...
+    bool ignoreTargets;            // Ignore Signal Targets ...
+    double slAdditionDistance;     // SL Addition Distance ...
+    double maxAllowedRiskDistance; // Max Allowed Risk In Points ...
 
     //
     // Restrictions ...
@@ -92,7 +94,9 @@ class XCBaseSignaller : public XCBase
         period = _period;
 
         //
+        ignoreTargets = false;
         slAdditionDistance = 0;
+        maxAllowedRiskDistance = 0;
 
         //
         processAllTicks = _processAllTicks;

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

@@ -131,17 +131,17 @@ input ENUM_BASE_CORNER barTimeCorner = CORNER_RIGHT_LOWER; // Text Position
 //
 // Presentation ...
 input group "Presentation";
-input bool showPV = true;       // Show PV
+input bool showPV = false;       // Show PV
-input bool showHK = true;       // Show HK
+input bool showHK = false;       // Show HK
-input bool showSAR = true;      // Show Sar
+input bool showSAR = false;      // Show Sar
-input bool showBars = true;     // Show Bars
+input bool showBars = true;      // Show Bars
-input bool showMAFast = true;   // Show MA Fast
+input bool showMAFast = false;   // Show MA Fast
-input bool showMASlow = true;   // Show MA Slow
+input bool showMASlow = false;   // Show MA Slow
-input bool showMABond = true;   // Show MA Bond
+input bool showMABond = false;   // Show MA Bond
-input bool showHKBond = true;   // Show HK Bond
+input bool showHKBond = false;   // Show HK Bond
-input bool showBarTime = true;  // Show Bar Time
+input bool showBarTime = true;   // Show Bar Time
-input bool showZigZag = true;   // Show ZigZag
+input bool showZigZag = false;   // Show ZigZag
-input bool showFiboZone = true; // Show Fibo Zone
+input bool showFiboZone = false; // Show Fibo Zone
 
 //
 input int startCalculationForLastBars = 1500; // Calculate Last n Bars
@@ -163,16 +163,6 @@ XCBackTesterEA *eaExpert; // EA Expert ...
 // Registered Signallers ...
 XCXFIMAStrategy1Signaller *fima1Signaller; // XFIMA1 Signaller ...
 
-//
-// XFIMAMarketStructure marketStructure;                         // POI Analysis Result ...
-// XFIMAPatternDetectorConfig detectorConfig;                    // POI Detector Config ...
-// XFIMAMarketStructureDrawerConfig marketStructureDrawerConfig; // POI Drawer Config ...
-
-//
-// Drawer and eaDraws ...
-CArrayObj eaDraws;                 // Drawn Objects ...
-CArrayObj *marketStructureObjects; // Market Structure Objects ...
-
 //
 XBarTracker eaBarTracker; // EA Bar Traker ...
 
@@ -195,9 +185,6 @@ color eaBarBearishColor = clrRed;
 color eaBarBullishColor = clrLime;
 color eaBarVolumesColor = clrGreen;
 
-//
-// Define Indicators Here ...
-
 //
 // Event Handlers ...
 
@@ -362,7 +349,12 @@ int OnInit()
         eaSignallerRiskInPoint, // Default Risk In Points ...
         eaSignallerVolume       // Defaul Volume ...
     );
+
+    //
+    // Configure Signaller ...
+    fima1Signaller.ignoreTargets = false;
     fima1Signaller.slAdditionDistance = 30;
+    fima1Signaller.maxAllowedRiskDistance = 200;
     fima1Signaller.AddOnSignalEventHandler(OnSignalTriggered);
 
     //

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

@@ -41,7 +41,6 @@ class XCXFIMABaseSignaller : public XCBaseSignaller
     // Props ...
 
     //
-    bool ignoreTargets;                                   // Ignore Signal Targets ...
     CArrayObj drawnObjects;                               // Drawing Objects Holder ...
     XFIMAInputs fimaInputs;                               // XFIMA Inputs ...
     XCXFIMAHelper *fimaHelper;                            // XFIMA Indicator Helper ...
@@ -256,8 +255,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
   public:
     //
     // Props ...
-    XFIMAConditions conditions;     // XFIMA Conditions ...
-    XFIMAMarketStructure structure; // XFIMA Market Structure ...
 
     //
     // Constructor ...
@@ -283,13 +280,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         // Configure ...
         structureConfig.Default();
         structureDrawConfig.Default();
-
-        //
-        structure.Clean();
-
-        //
-        // Ignore Signal Targets ...
-        ignoreTargets = false;
     }
 
     //
@@ -298,9 +288,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
     {
         //
         Destroy();
-
-        //
-        structure.Clean();
     }
 
     //
@@ -328,12 +315,10 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         XOHCL iBar;
-        int count = 0;
         XBoxZone iZone;
         XSignal iSignal;
         bool has = false;
         XTarget iTargets[];
-        string iName = NULL;
         bool isBullish = false;
         bool isBearish = false;
         ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
@@ -354,7 +339,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         // Strategy X ...
-        has = StrategyXHasSignal(
+        has = HasSignal(
             iBar,
             iZone,
             iTargets,
@@ -365,13 +350,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         // Handle Resting Signals ...
         has = HasDirection(iDir) &&
               iZone.IsValid();
-        if (has)
-        {
-            //
-            // has = false;
-            // iZone.Clean();
-            // iDir = X_DIRECTION_NONE;
-        }
 
         //
         // Prepare Signal ...
@@ -383,81 +361,41 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
             //
             // Provided SL ...
-            double _point = GetPoints(iBar.symbol);
+            double points = GetPoints(symbol);
+            double spread = GetSpread(symbol);
+            double entry = GetEntry(symbol, iDir);
+
+            //
+            // Calculate SL Addition ...
             double slAddition =
                 slAdditionDistance <= 0
                     ? 0
-                    : slAdditionDistance * _point;
+                    : slAdditionDistance * points;
-            double slPrice =
+
+            //
+            // Calculate SL Price ...
+            double sl =
                 isBullish
                     ? iZone.lower - slAddition
                     : iZone.upper + slAddition;
 
             //
-            // Preparing Signal Targets ...
+            // Prepare Signal ...
-            XTarget iTarget;
+            has = PrepareSignal(
-            double spread = GetSpread(symbol);
+                iSignal,
-            double entry = GetEntry(symbol, iZone.dir);
+                iDir,
-            double risk = MathAbs(entry - slPrice);
+                iTargets,
+                0,  // Use Default R2R ...
+                sl, // Provided Price for SL ...
+                0   // Specified Risk in Point ....
+            );
+        }
 
-            //
+        //
-            // Ignore Signal if Risk is too Much ...
+        // Notify On Signal Event ...
-            bool hasToomuchRisk = risk > (iZone.upper - iZone.lower) + slAddition + (100 * _point);
+        if (has)
-            if (hasToomuchRisk)
+        {
-            {
+            NotifySignalEventListeners(iSignal);
-                //
-                iZone.Clean();
-                Print("Too Much Risk ...");
-            }
-
-            //
-            // Handle Partial Close Position if Reached TP 1.5 ...
-            // iTarget.Clean();
-            // iTarget.doRF = false;
-            // iTarget.actingDistance = 5;
-            // iTarget.doRFOnEntry = false;
-            // iTarget.volumeMultiplier = 0.5;
-            // iTarget.target = isBullish ? entry + (4 * risk) : entry - (4 * risk);
-            // AddRef(iTarget, iTargets);
-
-            //
-            // Handle Ignore Signal Targets if Forced ...
-            if (ignoreTargets)
-            {
-                XClean(iTargets);
-            }
-
-            //
-            // Handle Restrictions Based Signal Targets ...
-            if (risk > 0 && HasRestrictions())
-            {
-                //
-                // Here we Can Do Target Preparing if Signaller Restricted and
-                // then ignore restrictions if required ...
-                ResetRestrictions();
-            }
-
-            //
-            // Prepare Founded Signal ...
-            has = iZone.IsValid() &&
-                  PrepareSignal(
-                      iSignal,
-                      iDir,
-                      iTargets,
-                      0,       // Use Default R2R ...
-                      slPrice, // Provided Price for SL ...
-                      0        // Specified Risk in Point ....
-                  );
-            if (has)
-            {
-                //
-                // Notify On Signal Event ...
-                NotifySignalEventListeners(iSignal);
-            }
-
-            //
-            // Cleanup ...
-            iTarget.Clean();
         }
 
         //
@@ -465,7 +403,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         iBar.Clean();
         iZone.Clean();
         iSignal.Clean();
-        SpecifiedClean(iTargets);
+        XClean(iTargets);
     }
 
     /**
@@ -487,7 +425,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         int result = 0;
 
         //
-        SpecifiedClean(guards);
+        XClean(guards);
 
         //
         int positionsCount = ArraySize(positions);
@@ -585,7 +523,7 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
      *
      * @return ( bool )
      */
-    bool StrategyXHasSignal(
+    bool HasSignal(
         XOHCL &bar,
         XBoxZone &zone,
         XTarget &targets[],
@@ -595,6 +533,9 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         //
         bool result = false;
 
+        //
+        // Configuration Flags ...
+
         //
         // Signaller Flags ...
         bool useSignaller1 = true;
@@ -604,7 +545,36 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
 
         //
         // Validator Flags ...
-        bool validateByOrderFlow = true;
+        string provider = NULL;
+        bool validateByOrderFlow = false;
+
+        //
+        // Target Flags ...
+        bool hasPartialCloseOnTp1 = true;
+
+        //
+        // Draw Flags ...
+        bool draw = true;
+        bool drawZone = true;
+        bool drawOrderFlow = true;
+        XPOIDrawConfig iDrawConfig;
+
+        //
+        // Signal Checking ...
+
+        //
+        // Detecting OrderFlow ...
+        XBoxZone orderFlow[];
+        ENUM_X_DIRECTION orderFlowDir;
+        bool hasOrderFlow = poiDetector.HasOrderFlow(
+            bar,
+            orderFlowDir,
+            orderFlow,
+            2,
+            false, // Contains OB ...
+            true,  // Contains FVG ...
+            false  // Contains Support and Resistances ...
+        );
 
         //
         // Signaller 1 ...
@@ -617,6 +587,12 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 targets,
                 dir //
             );
+
+            //
+            if (result)
+            {
+                provider = "1";
+            }
         }
 
         //
@@ -630,6 +606,12 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 targets,
                 dir //
             );
+
+            //
+            if (result)
+            {
+                provider = "2";
+            }
         }
 
         //
@@ -643,6 +625,12 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 targets,
                 dir //
             );
+
+            //
+            if (result)
+            {
+                provider = "3";
+            }
         }
 
         //
@@ -656,26 +644,21 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 targets,
                 dir //
             );
+
+            //
+            if (result)
+            {
+                provider = "4";
+            }
         }
 
         //
-        // Validate Signals by Order Flow ...
+        // Signal Validating ...
-        if (validateByOrderFlow)
-        {
-            //
-            // Detecting OrderFlow ...
-            XBoxZone orderFlow[];
-            ENUM_X_DIRECTION orderFlowDir;
-            bool hasOrderFlow = poiDetector.HasOrderFlow(
-                bar,
-                orderFlowDir,
-                orderFlow,
-                2,
-                false, // Contains OB ...
-                true,  // Contains FVG ...
-                false  // Contains Support and Resistances ...
-            );
 
+        //
+        // Validate Signals by Order Flow ...
+        if (result && validateByOrderFlow)
+        {
             //
             bool isBullish = hasOrderFlow &&
                              IsXBullish(dir) &&
@@ -692,11 +675,171 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                      isBearish;
         }
 
-        // //
+        //
-        // if (result)
+        // Targets, Restrictions and Risk Management  ...
-        // {
+        if (result)
-        //     Print("Salam");
+        {
-        // }
+            //
+            // Requirements ...
+            XTarget iTarget;
+
+            //
+            //  Checking Direction of Signal ...
+            bool isBullish = IsXBullish(dir);
+            bool isBearish = IsXBearish(dir);
+
+            //
+            // Provided SL ...
+            double points = GetPoints(symbol);
+            double spread = GetSpread(symbol);
+            double entry = GetEntry(symbol, dir);
+
+            //
+            // Calculate SL Addition ...
+            double slAddition =
+                slAdditionDistance <= 0
+                    ? 0
+                    : slAdditionDistance * points;
+
+            //
+            // Calculate SL Price ...
+            double sl =
+                isBullish
+                    ? zone.lower - slAddition
+                    : zone.upper + slAddition;
+
+            //
+            // Calculate Risk ...
+            double risk = MathAbs(entry - sl);
+
+            //
+            // Calculate Reward ...
+            double reward = defaultSignalR2R * risk;
+
+            //
+            // Calculate TP1 ...
+            double tp1 = isBullish
+                             ? entry + risk
+                             : entry - risk;
+            double tp2 = isBullish
+                             ? entry + (2 * risk)
+                             : entry - (2 * risk);
+
+            //
+            // Calculate TP ...
+            double tp = isBullish
+                            ? entry + reward
+                            : entry - reward;
+
+            //
+            // Check Max Allowed Risk ...
+            bool hasTooMuchRisk = maxAllowedRiskDistance <= 0
+                                      ? false
+                                      : risk >= (maxAllowedRiskDistance * points);
+            if (hasTooMuchRisk)
+            {
+                //
+                // Clean Signal if Too much Risk ...
+                zone.Clean();
+                dir = X_DIRECTION_NONE;
+            }
+
+            //
+            // Common Targets ...
+
+            //
+            // Partial Close on TP 1 ...
+            if (hasPartialCloseOnTp1 && tp > tp1)
+            {
+                //
+                iTarget.Clean();
+                iTarget.target = tp1;
+                iTarget.doRFOnEntry = true;
+                iTarget.actingDistance = 5;
+                iTarget.volumeMultiplier = 0.8;
+
+                //
+                AddRef(iTarget, targets);
+            }
+
+            //
+            // Custom Signaller Targets ...
+
+            //
+            // Restrictions Handling ...
+            if (risk > 0 && HasRestrictions())
+            {
+                //
+                // Reset Restricitons if necessary ...
+                ResetRestrictions();
+
+                //
+                // Handle Custom Restrictions Senario ...
+            }
+
+            //
+            // Ignore Targets ...
+            if (ignoreTargets)
+            {
+                XClean(targets);
+            }
+
+            //
+            // Summarize Result ...
+            result = zone.IsValid() &&
+                     HasDirection(dir);
+
+            //
+            // Cleanup ...
+            iTarget.Clean();
+        }
+
+        //
+        // Draws ...
+        if (result && draw)
+        {
+            //
+            // Prepare Draw Config ...
+            iDrawConfig = structureDrawConfig.drawConfig;
+            iDrawConfig.zonesWidth = 3;
+            iDrawConfig.zonesStyle = STYLE_DASH;
+            iDrawConfig.bullishColor = clrYellow;
+            iDrawConfig.bearishColor = clrDarkOrange;
+
+            //
+            // Draw Zone ...
+            if (drawZone)
+            {
+                poiDrawer.DrawZone(zone, iDrawConfig);
+            }
+
+            //
+            // Draw Order Flow ...
+            if (drawOrderFlow && HasChild(orderFlow))
+            {
+                poiDrawer.DrawZones(orderFlow, iDrawConfig);
+            }
+
+            //
+            // Other Drawing Materials ...
+        }
+
+        //
+        // Cleanup ...
+        if (!result)
+        {
+            //
+            zone.Clean();
+            XClean(targets);
+            dir = X_DIRECTION_NONE;
+        }
+
+        //
+        // Debug Breake ...
+        if (result)
+        {
+            DebugBreak();
+        }
 
         //
         return result;
@@ -1231,36 +1374,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 // Breaked Zones ...
                 ExtractBreakeds(bar, breakedZones, affectedZones);
 
-                //
-                // Draw Affected Zones ...
-                if (HasChild(affectedZones))
-                {
-                    //
-                    UpdateToTime(affectedZones, bar.time);
-                    poiDrawer.DrawZones(affectedZones, structureDrawConfig.drawConfig);
-                }
-
-                //
-                // Draw Acted Zones ...
-                // if (HasChild(actedZones))
-                // {
-                //     poiDrawer.DrawZones(actedZones, structureDrawConfig.drawConfig);
-                // }
-
-                //
-                // Draw Inside Zones ...
-                // if (HasChild(insideZones))
-                // {
-                //     poiDrawer.DrawZones(insideZones, structureDrawConfig.drawConfig);
-                // }
-
-                // //
-                // // Draw Breaked Zones ...
-                // if (HasChild(breakedZones))
-                // {
-                //     poiDrawer.DrawZones(breakedZones, structureDrawConfig.drawConfig);
-                // }
-
                 //
                 // Cleanup ...
                 XClean(tmps);
@@ -1271,19 +1384,6 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
                 XClean(affectedZones);
             }
 
-            //
-            if (result)
-            {
-                //
-                zone.to = bar.time;
-
-                //
-                poiDrawer.DrawZone(
-                    zone,
-                    structureDrawConfig.drawConfig //
-                );
-            }
-
             //
             result = zone.IsValid();
         }
@@ -1493,40 +1593,11 @@ class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
         // Validate ...
         result = isBullish ||
                  isBearish;
-        if (result)
-        {
-            //
-            dir = zone.dir;
-            zone.to = bar.time;
-            XPOIDrawConfig iConfig = structureDrawConfig.drawConfig;
-            iConfig.zonesWidth = 3;
-            iConfig.bullishColor = clrYellow;
-            iConfig.bearishColor = clrDarkOrange;
-            poiDrawer.DrawZone(zone, iConfig);
-            Print("Consolidation");
-        }
 
         //
         // Prepare Zone ...
         if (result)
         {
-            //
-            // zone.Clean();
-            // result = ToBox(
-            //     p2Bar,
-            //     zone,
-            //     dir,
-            //     X_BAR_PATTERN_PINNED //
-            // );
-
-            //
-            // Manage Stops ...
-            if (result)
-            {
-            }
-
-            //
-            result = zone.IsValid();
         }
 
         //