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Toh4iem9
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//+------------------------------------------------------------------+
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//| VWAP_History_Levels.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.00" // Objects Only (No Buffers)
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#property description "Draws Historical VWAP Close Levels as Support/Resistance."
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#property indicator_chart_window
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#property indicator_plots 0 // No buffers shown
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#include <MyIncludes\VWAP_Calculator.mqh>
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//--- Input Parameters
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input group "Daily Levels"
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input bool InpShowDaily = true;
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input int InpDailyCount = 3; // Keep last N Levels
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input color InpDailyColor = clrDeepPink;
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input group "Weekly Levels"
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input bool InpShowWeekly = true;
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input int InpWeeklyCount = 3;
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input color InpWeeklyColor = clrDodgerBlue;
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input group "Monthly Levels"
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input bool InpShowMonthly = true;
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input int InpMonthlyCount = 2;
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input color InpMonthlyColor = clrMediumTurquoise;
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//--- Internal Calculators & Buffers (Hidden)
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CVWAPCalculator *g_vwap_d;
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CVWAPCalculator *g_vwap_w;
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CVWAPCalculator *g_vwap_m;
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double calc_daily[], calc_weekly[], calc_monthly[];
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// Init Calculators
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g_vwap_d = new CVWAPCalculator();
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g_vwap_d.Init(PERIOD_SESSION, VOLUME_TICK, 0, InpShowDaily);
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g_vwap_w = new CVWAPCalculator();
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g_vwap_w.Init(PERIOD_WEEK, VOLUME_TICK, 0, InpShowWeekly);
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g_vwap_m = new CVWAPCalculator();
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g_vwap_m.Init(PERIOD_MONTH, VOLUME_TICK, 0, InpShowMonthly);
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IndicatorSetString(INDICATOR_SHORTNAME, "VWAP Hist Levels");
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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ObjectsDeleteAll(0, "VLevel_");
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delete g_vwap_d;
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delete g_vwap_w;
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delete g_vwap_m;
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}
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//+------------------------------------------------------------------+
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//| Calculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < 2)
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return 0;
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// Resize internal buffers
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if(ArraySize(calc_daily) != rates_total)
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{
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ArrayResize(calc_daily, rates_total);
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ArrayResize(calc_weekly, rates_total);
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ArrayResize(calc_monthly, rates_total);
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}
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// 1. Calculate VWAP History in background
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double odd[], even[];
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if(InpShowDaily)
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{
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g_vwap_d.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, odd, even);
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MergeBuffers(rates_total, odd, even, calc_daily);
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}
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if(InpShowWeekly)
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{
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g_vwap_w.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, odd, even);
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MergeBuffers(rates_total, odd, even, calc_weekly);
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}
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if(InpShowMonthly)
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{
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g_vwap_m.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, odd, even);
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MergeBuffers(rates_total, odd, even, calc_monthly);
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}
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// 2. Manage Objects (Detect Period End)
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 1;
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for(int i = start; i < rates_total; i++)
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{
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MqlDateTime dt, dt_prev;
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TimeToStruct(time[i], dt);
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TimeToStruct(time[i-1], dt_prev);
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// Look for transition at i
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// Valid Level is at i-1 (the close of previous session)
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// Daily
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if(InpShowDaily && dt.day_of_year != dt_prev.day_of_year)
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{
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CreateLevelObject(time[i-1], calc_daily[i-1], "D", InpDailyColor, InpDailyCount);
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}
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// Weekly (Monday check or week change)
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// Robust way: int week = (int)(time[i] / 604800);
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datetime t_week_start = iTime(_Symbol, PERIOD_W1, iBarShift(_Symbol, PERIOD_W1, time[i]));
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datetime t_prev_week_start = iTime(_Symbol, PERIOD_W1, iBarShift(_Symbol, PERIOD_W1, time[i-1]));
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if(InpShowWeekly && t_week_start != t_prev_week_start)
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{
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CreateLevelObject(time[i-1], calc_weekly[i-1], "W", InpWeeklyColor, InpWeeklyCount);
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}
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// Monthly
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if(InpShowMonthly && dt.mon != dt_prev.mon)
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{
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CreateLevelObject(time[i-1], calc_monthly[i-1], "M", InpMonthlyColor, InpMonthlyCount);
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Helpers |
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//+------------------------------------------------------------------+
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void MergeBuffers(int total, const double &src1[], const double &src2[], double &dst[])
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{
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for(int i=0; i<total; i++)
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{
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if(src1[i] != EMPTY_VALUE && src1[i] != 0)
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dst[i] = src1[i];
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else
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dst[i] = src2[i];
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CreateLevelObject(datetime time_start, double price, string suffix, color clr, int limit_count)
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{
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if(price == 0 || price == EMPTY_VALUE)
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return;
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// Name includes specific Date to be unique
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string name_prefix = "VLevel_" + suffix + "_";
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string name = name_prefix + TimeToString(time_start, TIME_DATE); // Unique per day/week
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if(ObjectFind(0, name) >= 0)
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return; // Already exists
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// Cleanup before creating new
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CleanOldObjects(name_prefix, limit_count);
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ObjectCreate(0, name, OBJ_TREND, 0, time_start, price, TimeCurrent()+PeriodSeconds()*100, price);
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ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, name, OBJPROP_RAY_RIGHT, true);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
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ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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// Label
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string text_name = name + "_txt";
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ObjectCreate(0, text_name, OBJ_TEXT, 0, time_start, price);
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ObjectSetString(0, text_name, OBJPROP_TEXT, " " + suffix + " " + DoubleToString(price, _Digits));
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ObjectSetInteger(0, text_name, OBJPROP_ANCHOR, ANCHOR_LEFT_LOWER);
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ObjectSetInteger(0, text_name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, text_name, OBJPROP_FONTSIZE, 8);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void CleanOldObjects(string prefix, int max_count)
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{
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string objects[];
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int count = 0;
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int total = ObjectsTotal(0);
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// Collect
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for(int i=0; i<total; i++)
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{
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string n = ObjectName(0, i);
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if(StringFind(n, prefix) == 0 && StringFind(n, "_txt") == -1)
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{
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ArrayResize(objects, count+1);
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objects[count] = n;
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count++;
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}
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}
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// Delete Oldest
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if(count >= max_count)
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{
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ArraySort(objects); // String sort works for YYYY.MM.DD
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int to_delete = count - max_count + 1;
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for(int i=0; i<to_delete; i++)
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{
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ObjectDelete(0, objects[i]);
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ObjectDelete(0, objects[i] + "_txt");
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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