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MQL5Data/Experts/x-saherelm.xfima.backtester.ea.mq5
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2025-10-13 21:34:31 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center XTest MQL5 Expert Advisor
// -------------------------------------------------
// Name: XBackTester
// Description: a Backtest Tools Strategy Tester
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////x
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm XBackTester"
#property icon "../Images/SaherElm_Logo_Color.ico"
#property strict
//
#define ShortName "XBackTester"
//
// Imports ...
#include "../Classes/x-saherelm.x-backtester.expert.class.mq5"
#include "../XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5"
//
// Definitions ...
//
// Inputs ...
//
// Common ...
input group "Common";
input long eaMagicNumber = 78692110; // Magic Number
input int eaSlippage = 10; // Slippgae
input string eaLogSuffix = ""; // Log Suffix
//
// Volume ...
input group "Volume";
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
input double eaStaticVoluem = 0.0; // Static Volume
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
//
// Alert ...
// Here we Provider All Requirements for
// Configuring Alert Provider ...
input group "Alert";
input bool eaEnableAlerts = true; // Enable Alerts
input bool eaLogAlerts = true; // Log Alerts
input bool eaMailAlerts = false; // Mail Alerts
input bool eaPushAlerts = false; // Push Alerts
input bool eaTerminalAlerts = false; // Terminal Alerts
//
// Configurations ...
input group "Configuration";
input bool eaProcessAllTicks = false; // Process All Ticks
input double eaSignallerR2R = 2.0; // Risk To Reward Ratio
input double eaSignallerVolume = 0.01; // Default Volume
input double eaSignallerRiskInPoint = 50; // Default Risk In Point
//
// Indicator Inputs ...
//
input group "Calculation";
//
// Short ...
input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Short Period
input ENUM_TIMEFRAMES scPeriod = NULL; // Short Period
//
// Medium ...
input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Medium Period
input ENUM_TIMEFRAMES mcPeriod = NULL; // Medium Period
//
// Long ...
input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Long Period
input ENUM_TIMEFRAMES lcPeriod = NULL; // Long Period
//
// Hind ...
input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Hind Period
input ENUM_TIMEFRAMES hcPeriod = NULL; // Hind Period
//
// PV ...
input ENUM_SERIESMODE upperMode = MODE_HIGH; // Peak Method
input ENUM_SERIESMODE lowerMode = MODE_LOW; // Vale Method
//
// Others ...
input ENUM_X_FIBO_LEVELS fiboUpperZoneLevel = X_FIBO_LEVEL_382; // Upper Zone Level
input ENUM_X_FIBO_LEVELS fiboMiddleZoneLevel = X_FIBO_LEVEL_500; // Middle Zone Level
input ENUM_X_FIBO_LEVELS fiboLowerZoneLevel = X_FIBO_LEVEL_618; // Lower Zone Level
input double sarStep = 0.02; // SAR Step
input double sarMax = 0.2; // SAR Maximum
input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
input int maFastLength = 7; // Fast MA Length
input int maSlowLength = 20; // Slow MA Length
input int maBondLength = 7; // MA Bond Length
input int zigzagDepth = 12; // ZigZag Depth
input int zigzagDeviation = 5; // ZigZag Deviation
input int zigzagBackStep = 3; // ZigZag Back Step
input ENUM_X_PRICE zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode
input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode
input bool hkIgnoreShadows = true; // HK Remove noises
input int hkSmoothingLength = 21; // HK Smoothing Length
input ENUM_X_MA_METHOD hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method
//
input group "Bar Timer";
input int barTimeFontSize = 10; // Font Size
input string barTimeFont = "Arial"; // Font
input color barTimeColor = clrYellow; // Text Color
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 showBars = true; // Show Bars
input bool showMAFast = true; // Show MA Fast
input bool showMASlow = true; // Show MA Slow
input bool showMABond = true; // Show MA Bond
input bool showHKBond = true; // Show HK Bond
input bool showBarTime = true; // Show Bar Time
input bool showZigZag = true; // Show ZigZag
input bool showFiboZone = true; // Show Fibo Zone
//
input int startCalculationForLastBars = 1500; // Calculate Last n Bars
//
input int sarArrowCode = 159; // Parabolic Sar Arrow Code
input int peakArrowCode = 159; // Peaks Arrow Code
input int valeArrowCode = 159; // Vales Arrow Code
//
// Define Local Variables ...
//
// Requirements ...
string eaLogTag; // EA Log Prefix ...
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 ...
//
// Registered Handlers ...
int eaCTHandler = INVALID_HANDLE; // Candle Timer Handler ...
int eaCCHandler = INVALID_HANDLE; // Candle Cleaner Handler ...
//
bool eaIsNewBar; // Check New Bar ...
//
ENUM_CHART_MODE eaBarMode = CHART_CANDLES;
//
color eaBarUpColor = clrLime;
color eaBarDownColor = clrRed;
color eaBarLineColor = clrLime;
color eaBarBearishColor = clrRed;
color eaBarBullishColor = clrLime;
color eaBarVolumesColor = clrGreen;
//
// Define Indicators Here ...
//
// Event Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Preparing Tags ...
string eaTag =
(IsValid(eaLogSuffix)
? eaLogSuffix + "_"
: "") +
ShortName;
//
// Validate Inputs and Required Parameters
// for EA to Works fine ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initialize Timer ...
if (!InitTimer())
{
return INIT_FAILED;
}
//
// Configure EA Expert Class ...
eaExpert = new XCBackTesterEA();
//
// Symbol / Period ...
eaExpert.symbol = _Symbol;
eaExpert.period = _Period;
//
// Common ...
eaExpert.eaMagicNumber = eaMagicNumber;
eaExpert.eaSlippage = eaSlippage;
eaExpert.eaLogSuffix = eaTag;
//
// Volume ...
eaExpert.eaVolumeSelect = eaVolumeSelect;
eaExpert.eaStaticVoluem = eaStaticVoluem;
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
eaExpert.eaConstantPercent = eaConstantPercent;
eaExpert.eaConstantBalance = eaConstantBalance;
//
// Alert ...
eaExpert.eaEnableAlerts = eaEnableAlerts;
eaExpert.eaLogAlerts = eaLogAlerts;
eaExpert.eaMailAlerts = eaMailAlerts;
eaExpert.eaPushAlerts = eaPushAlerts;
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
//
// Attach Event Handlers ...
eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
eaExpert.AddOnSignalExecutedEventHandler(OnSignalExecuted);
eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
//
// Configure Other Requirements ...
eaExpert.allowedTPSLStep = 10;
eaExpert.minAllowedRiskInPoint = 20;
eaExpert.volume = eaSignallerVolume;
eaExpert.riskToRewardRatio = eaSignallerR2R;
eaExpert.riskInPoint = eaSignallerRiskInPoint;
//
// Try to Initialize eaExpert ...
bool isInited = eaExpert.HandleOnInit();
if (!isInited)
{
//
Print(ShortName, ": Initialization Failed ...");
return INIT_FAILED;
}
//
// Here Instantiate Signaller Class ...
//
// Preparing Indicator Inputs ...
XFIMAInputs fimaInputs;
//
// This is Default Configuration ...
fimaInputs.Default();
fimaInputs.Hide();
//
// 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.maBondLength = maBondLength;
fimaInputs.zigzagDepth = zigzagDepth;
fimaInputs.zigzagDeviation = zigzagDeviation;
fimaInputs.zigzagBackStep = zigzagBackStep;
fimaInputs.zigzagUppersMode = zigzagUppersMode;
fimaInputs.zigzagLowersMode = zigzagLowersMode;
fimaInputs.hkIgnoreShadows = hkIgnoreShadows;
fimaInputs.hkSmoothingLength = hkSmoothingLength;
fimaInputs.hkSmoothingMode = hkSmoothingMode;
fimaInputs.showPV = showPV;
fimaInputs.showHK = showHK;
fimaInputs.showSAR = showSAR;
fimaInputs.showMAFast = showMAFast;
fimaInputs.showMASlow = showMASlow;
fimaInputs.showMABond = showMABond;
fimaInputs.showHKBond = showHKBond;
fimaInputs.showZigZag = showZigZag;
fimaInputs.showFiboZone = showFiboZone;
fimaInputs.startCalculationForLastBars = startCalculationForLastBars;
fimaInputs.sarArrowCode = sarArrowCode;
fimaInputs.peakArrowCode = peakArrowCode;
fimaInputs.valeArrowCode = valeArrowCode;
//
// Instantiate Signaller ...
//
// XFIMA1 Signaller ...
fima1Signaller = new XCXFIMAStrategy1Signaller(
_Symbol,
_Period,
fimaInputs,
eaProcessAllTicks, // Process All Ticks ...
eaSignallerR2R, // Signaller Risk to Reward Ratio ...
eaSignallerRiskInPoint, // Default Risk In Points ...
eaSignallerVolume // Defaul Volume ...
);
fima1Signaller.AddOnSignalEventHandler(OnSignalTriggered);
//
isInited =
fima1Signaller.IsValid();
if (!isInited)
{
//
Print(ShortName, ": Initialization Failed ...");
return INIT_FAILED;
}
//
// Initialize Candle Timer Handler ...
eaCTHandler = iCustom(
_Symbol,
_Period,
"x-saherelm.x121.xct",
//
// Inputs ...
barTimeFontSize, // Font Size ...
barTimeFont, // Font ...
barTimeColor, // Text Color ...
barTimeCorner, // Text Position ...
//
// Presentation ...
"",
showBarTime // Show Candle Time
//
);
isInited = eaCTHandler != INVALID_HANDLE;
if (!isInited)
{
//
Print(ShortName, ": Initialization Failed ...");
return INIT_FAILED;
}
//
// Initialize Candle Cleaner Handler ...
eaCCHandler = iCustom(
_Symbol,
_Period,
"x-saherelm.x121.xcc",
//
// Inputs ...
//
// Chart Style ...
"",
eaBarMode, // Mode
eaBarUpColor, // Up Color
eaBarDownColor, // Down Color
eaBarLineColor, // Line mode and Doji candlestick Color
eaBarBullishColor, // Bearish Color
eaBarBearishColor, // Bullish Color
eaBarVolumesColor, // Volumes Color
//
// Presentation ...
"",
showBars // Show Candles
//
);
isInited = eaCCHandler != INVALID_HANDLE;
if (!isInited)
{
//
Print(ShortName, ": Initialization Failed ...");
return INIT_FAILED;
}
//
// Initialize Bar Tracker ...
isInited = eaBarTracker.Init(
_Symbol,
_Period //
);
if (!isInited)
{
//
Print(ShortName, ": Initialization Failed ...");
return INIT_FAILED;
}
//
// Configure XFIMA POI Detector / Drawer ...
// detectorConfig.Default();
// detectorConfig.FullDetect();
// marketStructureDrawerConfig.FullDraw();
//
Print(ShortName, ": Initialized Successfully ...");
return INIT_SUCCEEDED;
}
//
// DeInitialization ...
void OnDeinit(const int reason)
{
//
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart
// REASON_RECOMPILE 2 Program recompiled
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
// REASON_CHARTCLOSE 4 Chart closed
// REASON_PARAMETERS 5 Inputs changed by a user
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
// REASON_TEMPLATE 7 Another chart template applied
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
// REASON_CLOSE 9 Terminal closed
//
// Destroy Timer ...
eaExpert.HandleOnDeInit();
//
// De Init Indicator ...
IndicatorRelease(eaCTHandler);
//
eaBarTracker.Clean();
//
delete fima1Signaller;
ZeroMemory(fima1Signaller);
//
delete eaExpert;
ZeroMemory(eaExpert);
}
//
// On Tick Handler ...
void OnTick()
{
//
eaIsNewBar = eaBarTracker.IsNewBar();
bool canProcess = eaProcessAllTicks
? true
: eaIsNewBar;
//
eaExpert.HandleOnTick();
//
if (!canProcess)
{
return;
}
//
// Bar Index ...
int barIndex = 0;
//
// Signallers Calling OnTick ...
fima1Signaller.OnTick(barIndex);
}
//
// Handle On Trade Event ...
void OnTrade()
{
eaExpert.HandleOnTrade();
}
//
// On Timer ...
void OnTimer()
{
eaExpert.HandleOnTimer();
}
//
// Chart Event Handler ...
void OnChartEvent(
const int id,
const long &lparam,
const double &dparam,
const string &sparam //
)
{
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
}
//
// Custom Functions ...
/**
* Validate all Inputs of Expert Adviser ...
*
* @return ( bool )
*/
bool ValidateInputs()
{
//
bool result = false;
//
string errMessage = "";
//
bool isCommonValid = (
//
eaSlippage > 0 &&
eaMagicNumber > 0 &&
//
// Indicator Inputs ...
//
// MA ...
maFastLength >= 2 &&
maSlowLength >= 2 &&
maSlowLength > maFastLength &&
//
// SAR ...
sarMax > 0 &&
sarStep > 0 &&
sarMax > sarStep &&
//
// CYCLES ...
(IsValid(scMethod, scPeriod) &&
IsValid(mcMethod, mcPeriod) &&
IsValid(lcMethod, lcPeriod) &&
IsValid(hcMethod, hcPeriod)) &&
//
// ZIGZAG ...
zigzagDepth > 0 &&
zigzagDeviation > 0 &&
zigzagBackStep > 0 &&
//
// Validate Upper Mode Detection ...
IsXValid(zigzagUppersMode) &&
//
// Validate Lower Mode Detection ...
IsXValid(zigzagLowersMode)
//
);
if (!isCommonValid)
{
//
errMessage += "common configurations error;" + "\n";
}
//
result =
//
// Common ...
isCommonValid &&
//
// Otere ...
true
//
;
//
if (!result)
{
//
// Since here Logger not Initiallized, we Use Raw Print Command ...
Print(ShortName + " Errors: \n", errMessage);
}
//
return result;
}
/**
* Initialize Timer ...
*
* @return ( bool )
*/
bool InitTimer()
{
//
bool result = false;
//
// TODO: Initialize Timer if necessary ...
// result = EventSetTimer(1);
// result = EventSetMillisecondTimer(100);
result = true;
//
return result;
}
/**
* Destroy Timer ...
*/
void DestroyTimer()
{
//
// TODO: Use This ...
// EventKillTimer();
}
/**
* Trigger OnSignal Event ...
*
* @param signal: XSignal
*/
void OnSignalTriggered(XSignal &signal)
{
// //
// // Draw Signal on Chart ...
// XCSignalObject *iSignalObj;
// bool has = fima1Signaller.poiDrawer.DrawSignal(
// signal,
// iSignalObj,
// 7 //
// );
//
eaExpert.HandleOnSignalTriggered(signal);
}
/**
* Trigger OnSignal Executed Event ...
*
* @param signal: XSignal
*/
void OnSignalExecuted(XSignal &signal)
{
eaExpert.HandleOnSignalExecuted(signal);
}
/**
* Check For Guard ...
*
* @param guards: XGuard, reference Collection to holds result ...
* @param positions: XPosition, refrence collection to Provides Positions ...
* @param barIndex: int, Specified Bar index ...
*
* @return ( int )
*/
int CheckForGuard(
XGuard &guards[],
XPosition &positions[],
int barIndex = 0 //
)
{
//
int result = fima1Signaller.CheckForGuard(
guards,
positions,
barIndex //
);
//
return result;
}
//
// Trade Event Handlers ...
/**
* Handle StopLoss Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnStopLossTriggered(const XDeal &deal)
{
eaExpert.HandleOnStopLossTriggered(deal);
}
/**
* Handle Take Profit Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnTakeProfitTriggered(const XDeal &deal)
{
eaExpert.HandleOnTakeProfitTriggered(deal);
}
/**
* Handle Force Close a Position ...
*
* @param ticket: ULONG ...
* @param position: XPosition instance ...
* @param comment: String ...
*/
void OnPositionForceClosed(
const ulong ticket,
const XPosition &position,
const string comment //
)
{
//
eaExpert.HandleOnPositionForceClosed(
ticket,
position,
comment //
);
}
/**
* Handle Deals Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnDealsChanged(int count)
{
eaExpert.HandleOnDealsChanged(count);
}
/**
* Handle Orders Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnOrdersChanged(int count)
{
eaExpert.HandleOnOrdersChanged(count);
}
/**
* Handle Positions Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnPositionsChanged(int count)
{
eaExpert.HandleOnPositionsChanged(count);
}
/**
* Handle Position Modified ...
*
* @param ticket: ulong, Position Ticket ...
* @param profit: double, Position Profit ...
* @param comment: string, Comment ...
*/
void OnPositionModified(
const ulong ticket,
const double profit,
const string comment //
)
{
//
eaExpert.HandleOnPositionModified(
ticket,
profit,
comment //
);
}
/**
* Handle Position Partial Closed ...
*
* @param ticket: ulong, Position Ticket ...
* @param profit: double, Position Profit ...
* @param comment: string, Comment ...
*/
void OnPositionPartialClosed(
const ulong ticket,
const double profit,
const string comment //
)
{
//
eaExpert.HandleOnPositionPartialClosed(
ticket,
profit,
comment //
);
}
/**
* Handle Trade State Changed ...
*
* @param state: XOnTradeHandlerState instance ...
*/
void OnTradeStateChanged(const XOnTradeHandlerState &state)
{
eaExpert.HandleOnTradeStateChanged(state);
}
//