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refactor: mean

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This commit is contained in:
Toh4iem9
2025-10-12 23:17:16 +02:00
parent eae0579702
commit 004479c6b8
1 changed files with 41 additions and 18 deletions
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Indicators/MyIndicators/Session_Analysis.mq5
+41 -18
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@@ -4,8 +4,8 @@
//| | //| |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2025, xxxxxxxx"
#property version "1.30" // Added VWAP calculation #property version "1.40" // Added Mean line calculation
#property description "Draws boxes and calculates VWAP for user-defined trading sessions." #property description "Draws boxes, VWAP, and Mean lines for user-defined trading sessions."
#property description "Times are based on broker's server time." #property description "Times are based on broker's server time."
#property indicator_chart_window #property indicator_chart_window
#property indicator_plots 0 #property indicator_plots 0
@@ -24,12 +24,13 @@ private:
bool m_enabled; bool m_enabled;
bool m_fill_box; bool m_fill_box;
bool m_show_vwap; bool m_show_vwap;
bool m_show_mean; // New member for mean line
ENUM_APPLIED_VOLUME m_volume_type; ENUM_APPLIED_VOLUME m_volume_type;
bool IsTimeInSession(const MqlDateTime &dt); bool IsTimeInSession(const MqlDateTime &dt);
public: public:
void Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_vwap, ENUM_APPLIED_VOLUME vol_type, string prefix); void Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_vwap, bool show_mean, ENUM_APPLIED_VOLUME vol_type, string prefix);
void Update(const int rates_total, const datetime &time[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[]); void Update(const int rates_total, const datetime &time[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[]);
void Cleanup(void); void Cleanup(void);
}; };
@@ -37,13 +38,14 @@ public:
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| CSessionAnalyzer: Initialization | //| CSessionAnalyzer: Initialization |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_vwap, ENUM_APPLIED_VOLUME vol_type, string prefix) void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_vwap, bool show_mean, ENUM_APPLIED_VOLUME vol_type, string prefix)
{ {
m_enabled = enabled; m_enabled = enabled;
m_prefix = prefix; m_prefix = prefix;
m_color = box_color; m_color = box_color;
m_fill_box = fill_box; m_fill_box = fill_box;
m_show_vwap = show_vwap; m_show_vwap = show_vwap;
m_show_mean = show_mean;
m_volume_type = vol_type; m_volume_type = vol_type;
string parts[]; string parts[];
@@ -104,9 +106,9 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
double session_low = 0; double session_low = 0;
long session_id = 0; long session_id = 0;
double cumulative_tpv = 0; double cumulative_tpv = 0, cumulative_vol = 0, prev_vwap = 0;
double cumulative_vol = 0; double cumulative_price = 0;
double prev_vwap = 0; int bar_count = 0;
for(int i = 1; i < rates_total; i++) for(int i = 1; i < rates_total; i++)
{ {
@@ -125,6 +127,8 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
cumulative_tpv = 0; cumulative_tpv = 0;
cumulative_vol = 0; cumulative_vol = 0;
prev_vwap = 0; prev_vwap = 0;
cumulative_price = 0;
bar_count = 0;
} }
else else
if(!is_in_current_session && in_session) if(!is_in_current_session && in_session)
@@ -132,12 +136,21 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
in_session = false; in_session = false;
if(session_start_bar != -1 && i > session_start_bar) if(session_start_bar != -1 && i > session_start_bar)
{ {
string obj_name = m_prefix + "Box_" + (string)session_id; string box_name = m_prefix + "Box_" + (string)session_id;
ObjectCreate(0, obj_name, OBJ_RECTANGLE, 0, time[session_start_bar], session_high, time[i-1], session_low); ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[session_start_bar], session_high, time[i-1], session_low);
ObjectSetInteger(0, obj_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, box_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, obj_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, box_name, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, obj_name, OBJPROP_BACK, true); ObjectSetInteger(0, box_name, OBJPROP_BACK, true);
ObjectSetInteger(0, obj_name, OBJPROP_FILL, m_fill_box); ObjectSetInteger(0, box_name, OBJPROP_FILL, m_fill_box);
if(m_show_mean && bar_count > 0)
{
double mean_price = cumulative_price / bar_count;
string mean_line_name = m_prefix + "Mean_" + (string)session_id;
ObjectCreate(0, mean_line_name, OBJ_TREND, 0, time[session_start_bar], mean_price, time[i-1], mean_price);
ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_DOT);
}
} }
} }
@@ -161,7 +174,7 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
double current_vwap = (cumulative_vol > 0) ? cumulative_tpv / cumulative_vol : 0; double current_vwap = (cumulative_vol > 0) ? cumulative_tpv / cumulative_vol : 0;
if(prev_vwap > 0) // Don't draw the first point, only from the second if(prev_vwap > 0)
{ {
string vwap_line_name = m_prefix + "VWAP_" + (string)time[i]; string vwap_line_name = m_prefix + "VWAP_" + (string)time[i];
ObjectCreate(0, vwap_line_name, OBJ_TREND, 0, time[i-1], prev_vwap, time[i], current_vwap); ObjectCreate(0, vwap_line_name, OBJ_TREND, 0, time[i-1], prev_vwap, time[i], current_vwap);
@@ -171,6 +184,13 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
prev_vwap = current_vwap; prev_vwap = current_vwap;
} }
// --- Mean Calculation ---
if(m_show_mean)
{
cumulative_price += close[i];
bar_count++;
}
// Update the box for the current, active session // Update the box for the current, active session
if(i == rates_total - 1) if(i == rates_total - 1)
{ {
@@ -208,6 +228,7 @@ input string InpPreMarket_Start = "08:00";
input string InpPreMarket_End = "09:30"; input string InpPreMarket_End = "09:30";
input color InpPreMarket_Color = C'33,150,243'; input color InpPreMarket_Color = C'33,150,243';
input bool InpPreMarket_VWAP = true; input bool InpPreMarket_VWAP = true;
input bool InpPreMarket_Mean = true;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| |
@@ -218,6 +239,7 @@ input string InpCore_Start = "09:30";
input string InpCore_End = "16:00"; input string InpCore_End = "16:00";
input color InpCore_Color = C'255,87,34'; input color InpCore_Color = C'255,87,34';
input bool InpCore_VWAP = true; input bool InpCore_VWAP = true;
input bool InpCore_Mean = true;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| | //| |
@@ -228,6 +250,7 @@ input string InpPostMarket_Start = "16:00";
input string InpPostMarket_End = "20:00"; input string InpPostMarket_End = "20:00";
input color InpPostMarket_Color = C'103,58,183'; input color InpPostMarket_Color = C'103,58,183';
input bool InpPostMarket_VWAP = true; input bool InpPostMarket_VWAP = true;
input bool InpPostMarket_Mean = true;
//--- Global Variables --- //--- Global Variables ---
CSessionAnalyzer *g_pre_market_analyzer; CSessionAnalyzer *g_pre_market_analyzer;
@@ -245,17 +268,17 @@ int OnInit()
g_pre_market_analyzer = new CSessionAnalyzer(); g_pre_market_analyzer = new CSessionAnalyzer();
if(CheckPointer(g_pre_market_analyzer) == POINTER_INVALID) if(CheckPointer(g_pre_market_analyzer) == POINTER_INVALID)
return INIT_FAILED; return INIT_FAILED;
g_pre_market_analyzer.Init(InpPreMarket_Enable, InpPreMarket_Start, InpPreMarket_End, InpPreMarket_Color, InpFillBoxes, InpPreMarket_VWAP, InpVolumeType, "PreMarket_"); g_pre_market_analyzer.Init(InpPreMarket_Enable, InpPreMarket_Start, InpPreMarket_End, InpPreMarket_Color, InpFillBoxes, InpPreMarket_VWAP, InpPreMarket_Mean, InpVolumeType, "PreMarket_");
g_core_market_analyzer = new CSessionAnalyzer(); g_core_market_analyzer = new CSessionAnalyzer();
if(CheckPointer(g_core_market_analyzer) == POINTER_INVALID) if(CheckPointer(g_core_market_analyzer) == POINTER_INVALID)
return INIT_FAILED; return INIT_FAILED;
g_core_market_analyzer.Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_VWAP, InpVolumeType, "CoreMarket_"); g_core_market_analyzer.Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_VWAP, InpCore_Mean, InpVolumeType, "CoreMarket_");
g_post_market_analyzer = new CSessionAnalyzer(); g_post_market_analyzer = new CSessionAnalyzer();
if(CheckPointer(g_post_market_analyzer) == POINTER_INVALID) if(CheckPointer(g_post_market_analyzer) == POINTER_INVALID)
return INIT_FAILED; return INIT_FAILED;
g_post_market_analyzer.Init(InpPostMarket_Enable, InpPostMarket_Start, InpPostMarket_End, InpPostMarket_Color, InpFillBoxes, InpPostMarket_VWAP, InpVolumeType, "PostMarket_"); g_post_market_analyzer.Init(InpPostMarket_Enable, InpPostMarket_Start, InpPostMarket_End, InpPostMarket_Color, InpFillBoxes, InpPostMarket_VWAP, InpPostMarket_Mean, InpVolumeType, "PostMarket_");
IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis"); IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis");
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
@@ -304,5 +327,5 @@ int OnCalculate(const int rates_total, const int, const datetime& time[], const
ChartRedraw(); ChartRedraw();
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+``` //+------------------------------------------------------------------+
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+