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refactor:

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Toh4iem9
2025-10-16 09:05:47 +02:00
parent 2527bf2962
commit 047a87e072
1 changed files with 87 additions and 98 deletions
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Include/MyIncludes/Session_Analysis_Calculator.mqh
+87 -98
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@@ -30,6 +30,7 @@ protected:
bool IsTimeInSession(const MqlDateTime &dt);
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
void DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[], const long &tick_volume[], const long &volume[]);
public:
void Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_vwap, bool show_mean, bool show_linreg, ENUM_APPLIED_VOLUME vol_type, string prefix);
@@ -69,11 +70,11 @@ bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt)
int start_time_in_minutes = m_start_hour * 60 + m_start_min;
int end_time_in_minutes = m_end_hour * 60 + m_end_min;
if(end_time_in_minutes < start_time_in_minutes)
if(end_time_in_minutes < start_time_in_minutes) // Overnight session
{
return (current_time_in_minutes >= start_time_in_minutes || current_time_in_minutes < end_time_in_minutes);
}
else
else // Same-day session
{
return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes);
}
@@ -82,8 +83,6 @@ bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt)
//+------------------------------------------------------------------+
void CSessionAnalyzer::Cleanup(void)
{
if(!m_enabled)
return;
ObjectsDeleteAll(0, m_prefix);
}
@@ -95,53 +94,73 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
if(!PrepareSourceData(rates_total, open, high, low, close, price_type))
return;
Cleanup();
bool in_session = false;
int session_start_bar = -1;
double session_high = 0, session_low = 0;
long session_id = 0;
double cumulative_tpv = 0, cumulative_vol = 0, prev_vwap = 0;
double cumulative_price = 0;
int bar_count = 0;
double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0;
for(int i = 1; i < rates_total; i++)
{
MqlDateTime dt;
TimeToStruct(time[i], dt);
bool is_in_current_session = IsTimeInSession(dt);
if(is_in_current_session && !in_session)
{
in_session = true;
session_start_bar = i;
session_high = m_src_high[i];
session_low = m_src_low[i];
session_id = (long)time[i] - (dt.hour*3600 + dt.min*60 + dt.sec);
cumulative_tpv = 0;
cumulative_vol = 0;
prev_vwap = 0;
cumulative_price = 0;
bar_count = 0;
sum_x = 0;
sum_y = 0;
sum_xy = 0;
sum_x2 = 0;
}
else
if(!is_in_current_session && in_session)
{
in_session = false;
MqlDateTime start_dt;
TimeToStruct(time[session_start_bar], start_dt);
long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
DrawSession(session_start_bar, i - 1, session_id, time, tick_volume, volume);
session_start_bar = -1;
}
}
if(in_session)
if(in_session && session_start_bar != -1)
{
MqlDateTime start_dt;
TimeToStruct(time[session_start_bar], start_dt);
long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
DrawSession(session_start_bar, rates_total - 1, session_id, time, tick_volume, volume);
}
}
//+------------------------------------------------------------------+
void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[], const long &tick_volume[], const long &volume[])
{
if(start_bar < 0 || end_bar < start_bar)
return;
double session_high = m_src_high[ArrayMaximum(m_src_high, start_bar, end_bar - start_bar + 1)];
double session_low = m_src_low[ArrayMinimum(m_src_low, start_bar, end_bar - start_bar + 1)];
string box_name = m_prefix + "Box_" + (string)session_id;
if(ObjectFind(0, box_name) < 0)
{
ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[start_bar], session_high, time[end_bar], session_low);
ObjectSetInteger(0, box_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, box_name, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, box_name, OBJPROP_BACK, true);
ObjectSetInteger(0, box_name, OBJPROP_FILL, m_fill_box);
}
else
{
ObjectMove(0, box_name, 0, time[start_bar], session_high);
ObjectMove(0, box_name, 1, time[end_bar], session_low);
}
if(m_show_vwap || m_show_mean || m_show_linreg)
{
double cumulative_tpv = 0, cumulative_vol = 0, prev_vwap = 0;
double cumulative_price = 0;
double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0;
for(int i = start_bar; i <= end_bar; i++)
{
session_high = MathMax(session_high, m_src_high[i]);
session_low = MathMin(session_low, m_src_low[i]);
if(m_show_vwap)
{
double typical_price = (m_src_high[i] + m_src_low[i] + m_src_close[i]) / 3.0;
@@ -153,87 +172,69 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
double current_vwap = (cumulative_vol > 0) ? cumulative_tpv / cumulative_vol : 0;
if(prev_vwap > 0)
{
//--- *** KEY CHANGE: Name the VWAP segment by its STARTING time for consistency ***
string vwap_line_name = m_prefix + "VWAP_" + (string)time[i-1];
ObjectCreate(0, vwap_line_name, OBJ_TREND, 0, time[i-1], prev_vwap, time[i], current_vwap);
ObjectSetInteger(0, vwap_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, vwap_line_name, OBJPROP_WIDTH, 1);
string vwap_line_name = m_prefix + "VWAP_" + (string)time[i - 1];
if(ObjectFind(0, vwap_line_name) < 0)
{
ObjectCreate(0, vwap_line_name, OBJ_TREND, 0, time[i - 1], prev_vwap, time[i], current_vwap);
ObjectSetInteger(0, vwap_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, vwap_line_name, OBJPROP_WIDTH, 1);
}
}
prev_vwap = current_vwap;
}
if(m_show_mean || m_show_linreg)
{
cumulative_price += m_src_price[i];
double x = bar_count;
double x = i - start_bar;
double y = m_src_price[i];
sum_x += x;
sum_y += y;
sum_xy += x * y;
sum_x2 += x * x;
bar_count++;
}
}
string box_name = m_prefix + "Box_" + (string)session_id;
if(ObjectFind(0, box_name) < 0)
{
ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[session_start_bar], session_high, time[i], session_low);
ObjectSetInteger(0, box_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, box_name, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, box_name, OBJPROP_BACK, true);
ObjectSetInteger(0, box_name, OBJPROP_FILL, m_fill_box);
}
int bar_count = end_bar - start_bar + 1;
if(m_show_mean && bar_count > 0)
{
double mean_price = cumulative_price / bar_count;
string mean_line_name = m_prefix + "Mean_" + (string)session_id;
if(ObjectFind(0, mean_line_name) < 0)
ObjectCreate(0, mean_line_name, OBJ_TREND, 0, time[start_bar], mean_price, time[end_bar], mean_price);
else
{
ObjectSetDouble(0, box_name, OBJPROP_PRICE, 0, session_high);
ObjectSetDouble(0, box_name, OBJPROP_PRICE, 1, session_low);
ObjectSetInteger(0, box_name, OBJPROP_TIME, 1, time[i]);
ObjectMove(0, mean_line_name, 0, time[start_bar], mean_price);
ObjectMove(0, mean_line_name, 1, time[end_bar], mean_price);
}
if(m_show_mean && bar_count > 0)
ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_SOLID);
}
if(m_show_linreg && bar_count > 1)
{
double denominator = (bar_count * sum_x2 - sum_x * sum_x);
if(denominator != 0)
{
double mean_price = cumulative_price / bar_count;
string mean_line_name = m_prefix + "Mean_" + (string)session_id;
if(ObjectFind(0, mean_line_name) < 0)
ObjectCreate(0, mean_line_name, OBJ_TREND, 0, time[session_start_bar], mean_price, time[i], mean_price);
double b = (bar_count * sum_xy - sum_x * sum_y) / denominator;
double a = (sum_y - b * sum_x) / bar_count;
double start_price = a;
double end_price = a + b * (bar_count - 1);
string lr_line_name = m_prefix + "LinReg_" + (string)session_id;
if(ObjectFind(0, lr_line_name) < 0)
ObjectCreate(0, lr_line_name, OBJ_TREND, 0, time[start_bar], start_price, time[end_bar], end_price);
else
{
ObjectSetDouble(0, mean_line_name, OBJPROP_PRICE, 0, mean_price);
ObjectSetDouble(0, mean_line_name, OBJPROP_PRICE, 1, mean_price);
ObjectSetInteger(0, mean_line_name, OBJPROP_TIME, 1, time[i]);
}
ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_SOLID);
}
if(m_show_linreg && bar_count > 1)
{
double denominator = (bar_count * sum_x2 - sum_x * sum_x);
if(denominator != 0)
{
double b = (bar_count * sum_xy - sum_x * sum_y) / denominator;
double a = (sum_y - b * sum_x) / bar_count;
double start_price = a;
double end_price = a + b * (bar_count - 1);
string lr_line_name = m_prefix + "LinReg_" + (string)session_id;
if(ObjectFind(0, lr_line_name) < 0)
ObjectCreate(0, lr_line_name, OBJ_TREND, 0, time[session_start_bar], start_price, time[i], end_price);
else
{
ObjectMove(0, lr_line_name, 0, time[session_start_bar], start_price);
ObjectMove(0, lr_line_name, 1, time[i], end_price);
}
ObjectSetInteger(0, lr_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 1);
ObjectMove(0, lr_line_name, 0, time[start_bar], start_price);
ObjectMove(0, lr_line_name, 1, time[end_bar], end_price);
}
ObjectSetInteger(0, lr_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 1);
}
}
}
}
//+------------------------------------------------------------------+
//| CSessionAnalyzer: Prepares the standard source data. |
//--- PrepareSourceData and the HA class remain unchanged ---
//+------------------------------------------------------------------+
bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
@@ -243,7 +244,6 @@ bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[],
ArrayCopy(m_src_low, low, 0, 0, rates_total);
ArrayResize(m_src_close, rates_total);
ArrayCopy(m_src_close, close, 0, 0, rates_total);
ArrayResize(m_src_price, rates_total);
switch(price_type)
{
@@ -274,11 +274,6 @@ bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[],
}
return true;
}
//+==================================================================+
//| |
//| CLASS 2: CSessionAnalyzer_HA (Heikin Ashi) |
//| |
//+==================================================================+
class CSessionAnalyzer_HA : public CSessionAnalyzer
{
@@ -287,9 +282,6 @@ private:
protected:
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
};
//+------------------------------------------------------------------+
//| CSessionAnalyzer_HA: Prepares the HA source data. |
//+------------------------------------------------------------------+
bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{
@@ -298,13 +290,10 @@ bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, const double &open[
ArrayResize(ha_high, rates_total);
ArrayResize(ha_low, rates_total);
ArrayResize(ha_close, rates_total);
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayCopy(m_src_high, ha_high, 0, 0, rates_total);
ArrayCopy(m_src_low, ha_low, 0, 0, rates_total);
ArrayCopy(m_src_close, ha_close, 0, 0, rates_total);
ArrayResize(m_src_price, rates_total);
switch(price_type)
{