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refactor: session times

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Indicators/MyIndicators/Session_Analysis_Pro.md
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# Session Analysis Pro
# Session Analysis Professional
## 1. Summary (Introduction)
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1. **Session Range Box:** A rectangle encompassing the high and low of the session.
2. **Volume Weighted Average Price (VWAP):** The true average price for the session, weighted by volume.
3. **Mean Price:** The simple arithmetic average of the closing prices within the session.
3. **Mean Price:** The simple arithmetic average of the selected source prices within the session.
4. **Linear Regression Line:** A statistical trendline showing the "best fit" line for the session's price action.
The indicator is highly customizable, allowing the user to define three separate sessions (e.g., Pre-Market, Core, Post-Market) and toggle the visibility of each analytical component. It fully supports both **standard** and **Heikin Ashi** data sources for all its calculations.
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The indicator identifies bars belonging to a specific time window and performs four distinct calculations on the data within that session.
1. **Session Range:**
- Identifies the highest `High` and lowest `Low` within the session's time boundaries.
- Draws a rectangle (`OBJ_RECTANGLE`) connecting these points from the start time to the end time of the session.
2. **Volume Weighted Average Price (VWAP):**
- At the start of each session, cumulative volume and cumulative `Typical Price * Volume` are reset to zero.
- For each bar within the session, these values are updated, and the VWAP is recalculated as `Cumulative (TP*V) / Cumulative V`.
- The result is plotted as a continuous, dynamic line using a series of `OBJ_TREND` objects.
3. **Mean Price:**
- At the start of each session, the cumulative price sum and bar count are reset to zero.
- For each bar, the `Close` price is added to the sum, and the count is incremented.
- The final mean price (`Sum / Count`) is drawn as a single horizontal `OBJ_TREND` line across the completed session.
4. **Linear Regression Line:**
- For all bars within the session, the indicator calculates the sums required for the least squares fit method (`sum_x`, `sum_y`, `sum_xy`, `sum_x2`).
- At the end of the session, it calculates the slope (`b`) and intercept (`a`) of the regression line.
- The final line is drawn as a single `OBJ_TREND` object from the calculated start price to the calculated end price of the session.
1. **Session Range:** Identifies the highest `High` and lowest `Low` within the session's time boundaries and draws a rectangle around them.
2. **Volume Weighted Average Price (VWAP):** Calculates the cumulative, volume-weighted average of the `Typical Price` `(H+L+C)/3`, resetting at the start of each new session.
3. **Mean Price:** Calculates the simple arithmetic average of the user-selected `Source Price` for all bars within the session.
4. **Linear Regression Line:** Calculates the "least squares fit" trendline on the user-selected `Source Price` for all bars within the session.
## 3. MQL5 Implementation Details
- **Modular, Object-Oriented Design:** The entire logic is encapsulated within a `CSessionAnalyzer` class. The main indicator file instantiates three separate objects of this class, one for each user-defined session (Pre-Market, Core, Post-Market), making the code clean and scalable.
- **Heikin Ashi Integration:** The implementation uses an elegant inheritance model. A `CSessionAnalyzer_HA` child class overrides the data preparation step, allowing all calculations (VWAP, Mean, and LinReg) to be performed seamlessly on smoothed Heikin Ashi data if selected by the user.
- **Efficient "On New Bar" Updates:** The indicator is designed to be extremely light on terminal resources. The entire complex calculation and object redrawing process is only performed **once per bar**, preventing unnecessary CPU load on every tick.
- **Robust Time Handling:** The indicator correctly identifies session boundaries regardless of the chart's timeframe and properly handles overnight sessions (e.g., a session that starts at 22:00 and ends at 04:00 the next day).
* **Modular, Object-Oriented Design:** The entire logic is encapsulated within a `CSessionAnalyzer` class. The main indicator file instantiates three separate objects of this class, one for each user-defined session (Pre-Market, Core, Post-Market).
* **Heikin Ashi Integration:** An inherited `CSessionAnalyzer_HA` class allows all calculations (VWAP, Mean, and LinReg) to be performed seamlessly on smoothed Heikin Ashi data.
* **Efficient "On New Bar" Updates:** The entire complex calculation and object redrawing process is only performed **once per bar**, preventing unnecessary CPU load.
* **Robust Time Handling:** The indicator correctly identifies session boundaries regardless of the chart's timeframe and properly handles overnight sessions.
* **Graphical Objects:** All visualizations are drawn using `OBJ_RECTANGLE` and `OBJ_TREND` objects for maximum flexibility.
## 4. Parameters
- **Display Settings:**
- `InpFillBoxes`: Toggles whether the session range boxes are filled or drawn as outlines.
- `InpVolumeType`: Selects between `Tick Volume` and `Real Volume` for the VWAP calculation.
- `InpSourcePrice`: The source price for the Mean and Linear Regression calculations. This unified dropdown allows selection from all standard and Heikin Ashi price types.
- **Session Settings (Pre-Market, Core, Post-Market):**
- `Enable`: Turns the analysis for that specific session on or off.
- `Start / End`: The start and end times for the session in "HH:MM" format, based on the **broker's server time**.
- `Color`: The color for all graphical objects drawn for that session.
- `VWAP / Mean / LinReg`: Toggles the visibility of each analytical line for that session.
* **Display Settings:**
* `InpFillBoxes`: Toggles whether the session range boxes are filled or drawn as outlines.
* `InpVolumeType`: Selects between `Tick Volume` and `Real Volume` for the VWAP calculation.
* `InpSourcePrice`: The source price for the Mean and Linear Regression calculations. This unified dropdown allows selection from all standard and Heikin Ashi price types.
* **Session Settings (Pre-Market, Core, Post-Market):**
* `Enable`: Turns the analysis for that specific session on or off.
* `Start / End`: The start and end times for the session in "HH:MM" format, based on the **broker's server time**.
* `Color`: The color for all graphical objects drawn for that session.
* `VWAP / Mean / LinReg`: Toggles the visibility of each analytical line for that session.
## 5. Usage and Interpretation
## 5. Recommended Session Times
- **Contextual Analysis:** The primary use is to understand the behavior of price during specific, high-volume trading sessions.
- **VWAP as a Benchmark:** The VWAP line is a key level for intraday traders. Price action above the session VWAP is generally considered bullish; price action below is bearish. The VWAP often acts as dynamic support or resistance.
- **Mean and Linear Regression:** These lines provide a statistical "fair value" for the session. The slope of the regression line indicates the overall direction and strength of the session's trend.
- **Range Box:** The high and low of the session box become critical support and resistance levels for subsequent trading sessions. A breakout from the previous session's range is often a significant technical event.
The following table provides recommended `Pre-Market`, `Core Trading`, and `Post-Market` times for the major global sessions, focusing on periods of highest liquidity and activity relevant to retail traders.
**IMPORTANT:** All times are listed in **UTC/GMT**. You must convert these times to your broker's server time when configuring the indicator's input parameters. Be aware that you may need to adjust these times twice a year due to Daylight Saving Time (DST) changes.
| Market Session | Pre-Market (UTC) | Core Trading (UTC) | Post-Market (UTC) | Key Characteristics |
| :--- | :--- | :--- | :--- | :--- |
| **Asia (Tokyo/Sydney)** | 22:00 - 23:00 | **23:00 - 07:00** | 07:00 - 08:00 | Lower volatility. Best for JPY, AUD, NZD pairs. |
| **Europe (Frankfurt)** | 06:00 - 07:00 | **07:00 - 16:00** | 16:00 - 17:30 | High liquidity begins. Catches the Frankfurt open. |
| **Europe (London)** | 07:00 - 08:00 | **08:00 - 16:30** | 16:30 - 17:30 | Highest liquidity session. Overlaps with Frankfurt. |
| **America (New York)** | 12:00 - 13:30 | **13:30 - 20:00** | 20:00 - 21:00 | High liquidity, especially during the London overlap. |
### **Alternative London Pre-Market Timing**
For traders who wish to capture the very beginning of European market activity, including the Frankfurt open, an earlier start for the London Pre-Market session is recommended:
* **Early London Pre-Market:** `06:00 - 08:00 UTC`
## 6. Usage and Interpretation
* **Contextual Analysis:** The primary use is to understand the behavior of price during specific, high-volume trading sessions.
* **VWAP as a Benchmark:** The VWAP line is a key level for intraday traders. Price action above the session VWAP is generally considered bullish; price action below is bearish.
* **Mean and Linear Regression:** These lines provide a statistical "fair value" for the session. The slope of the regression line indicates the overall direction and strength of the session's trend.
* **Range Box:** The high and low of the session box become critical support and resistance levels for subsequent trading sessions.