From 1a4ca215ddd193c6163b43b12036d3a4a9512fac Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 13 Oct 2025 09:11:39 +0200 Subject: [PATCH] refactor: Corrected Mean line drawing logic --- Indicators/MyIndicators/Session_Analysis.mq5 | 127 +++++++++++-------- 1 file changed, 77 insertions(+), 50 deletions(-) diff --git a/Indicators/MyIndicators/Session_Analysis.mq5 b/Indicators/MyIndicators/Session_Analysis.mq5 index 9ac88d8..7778847 100644 --- a/Indicators/MyIndicators/Session_Analysis.mq5 +++ b/Indicators/MyIndicators/Session_Analysis.mq5 @@ -4,8 +4,8 @@ //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" -#property version "1.40" // Added Mean line calculation -#property description "Draws boxes, VWAP, and Mean lines for user-defined trading sessions." +#property version "1.61" // Corrected Mean line drawing logic +#property description "Draws boxes, VWAP, Mean, and LinReg lines for user-defined trading sessions." #property description "Times are based on broker's server time." #property indicator_chart_window #property indicator_plots 0 @@ -24,13 +24,14 @@ private: bool m_enabled; bool m_fill_box; bool m_show_vwap; - bool m_show_mean; // New member for mean line + bool m_show_mean; + bool m_show_linreg; ENUM_APPLIED_VOLUME m_volume_type; bool IsTimeInSession(const MqlDateTime &dt); public: - 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 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); 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); }; @@ -38,7 +39,7 @@ public: //+------------------------------------------------------------------+ //| CSessionAnalyzer: Initialization | //+------------------------------------------------------------------+ -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) +void CSessionAnalyzer::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) { m_enabled = enabled; m_prefix = prefix; @@ -46,6 +47,7 @@ void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, co m_fill_box = fill_box; m_show_vwap = show_vwap; m_show_mean = show_mean; + m_show_linreg = show_linreg; m_volume_type = vol_type; string parts[]; @@ -102,13 +104,13 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con bool in_session = false; int session_start_bar = -1; - double session_high = 0; - double session_low = 0; + 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++) { @@ -129,29 +131,16 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con 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; - if(session_start_bar != -1 && i > session_start_bar) - { - string box_name = m_prefix + "Box_" + (string)session_id; - ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[session_start_bar], session_high, time[i-1], 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); - - 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); - } - } + // Final drawing is now handled by the real-time update logic below } if(in_session) @@ -161,19 +150,15 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con if(low[i] < session_low) session_low = low[i]; - // --- VWAP Calculation --- if(m_show_vwap) { double typical_price = (high[i] + low[i] + close[i]) / 3.0; long current_volume = (m_volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i]; if(current_volume < 1) current_volume = 1; - cumulative_tpv += typical_price * (double)current_volume; cumulative_vol += (double)current_volume; - double current_vwap = (cumulative_vol > 0) ? cumulative_tpv / cumulative_vol : 0; - if(prev_vwap > 0) { string vwap_line_name = m_prefix + "VWAP_" + (string)time[i]; @@ -184,31 +169,69 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con prev_vwap = current_vwap; } - // --- Mean Calculation --- - if(m_show_mean) + if(m_show_mean || m_show_linreg) { cumulative_price += close[i]; + double x = bar_count; + double y = close[i]; + sum_x += x; + sum_y += y; + sum_xy += x * y; + sum_x2 += x * x; bar_count++; } - // Update the box for the current, active session - if(i == rates_total - 1) + // --- Real-time drawing of all components for the current session --- + string box_name = m_prefix + "Box_" + (string)session_id; + if(ObjectFind(0, box_name) < 0) { - string obj_name = m_prefix + "Box_" + (string)session_id; - if(ObjectFind(0, obj_name) < 0) - { - ObjectCreate(0, obj_name, OBJ_RECTANGLE, 0, time[session_start_bar], session_high, time[i], session_low); - ObjectSetInteger(0, obj_name, OBJPROP_COLOR, m_color); - ObjectSetInteger(0, obj_name, OBJPROP_STYLE, STYLE_SOLID); - ObjectSetInteger(0, obj_name, OBJPROP_BACK, true); - ObjectSetInteger(0, obj_name, OBJPROP_FILL, m_fill_box); - } + 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); + } + 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]); + } + + 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[session_start_bar], mean_price, time[i], mean_price); else { - ObjectSetDouble(0, obj_name, OBJPROP_PRICE, 0, session_high); - ObjectSetDouble(0, obj_name, OBJPROP_PRICE, 1, session_low); - ObjectSetInteger(0, obj_name, OBJPROP_TIME, 1, time[i]); + // CORRECTED: Update both price points to keep the line horizontal + 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_DOT); + } + + if(m_show_linreg && bar_count > 1) + { + double b = (bar_count * sum_xy - sum_x * sum_y) / (bar_count * sum_x2 - sum_x * sum_x); + 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_DASHDOT); + ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 2); } } } @@ -229,6 +252,7 @@ input string InpPreMarket_End = "09:30"; input color InpPreMarket_Color = C'33,150,243'; input bool InpPreMarket_VWAP = true; input bool InpPreMarket_Mean = true; +input bool InpPreMarket_LinReg = true; //+------------------------------------------------------------------+ //| | @@ -240,6 +264,7 @@ input string InpCore_End = "16:00"; input color InpCore_Color = C'255,87,34'; input bool InpCore_VWAP = true; input bool InpCore_Mean = true; +input bool InpCore_LinReg = true; //+------------------------------------------------------------------+ //| | @@ -251,6 +276,7 @@ input string InpPostMarket_End = "20:00"; input color InpPostMarket_Color = C'103,58,183'; input bool InpPostMarket_VWAP = true; input bool InpPostMarket_Mean = true; +input bool InpPostMarket_LinReg = true; //--- Global Variables --- CSessionAnalyzer *g_pre_market_analyzer; @@ -268,17 +294,17 @@ int OnInit() g_pre_market_analyzer = new CSessionAnalyzer(); if(CheckPointer(g_pre_market_analyzer) == POINTER_INVALID) return INIT_FAILED; - g_pre_market_analyzer.Init(InpPreMarket_Enable, InpPreMarket_Start, InpPreMarket_End, InpPreMarket_Color, InpFillBoxes, InpPreMarket_VWAP, InpPreMarket_Mean, InpVolumeType, "PreMarket_"); + g_pre_market_analyzer.Init(InpPreMarket_Enable, InpPreMarket_Start, InpPreMarket_End, InpPreMarket_Color, InpFillBoxes, InpPreMarket_VWAP, InpPreMarket_Mean, InpPreMarket_LinReg, InpVolumeType, "PreMarket_"); g_core_market_analyzer = new CSessionAnalyzer(); if(CheckPointer(g_core_market_analyzer) == POINTER_INVALID) return INIT_FAILED; - g_core_market_analyzer.Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_VWAP, InpCore_Mean, InpVolumeType, "CoreMarket_"); + g_core_market_analyzer.Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_VWAP, InpCore_Mean, InpCore_LinReg, InpVolumeType, "CoreMarket_"); g_post_market_analyzer = new CSessionAnalyzer(); if(CheckPointer(g_post_market_analyzer) == POINTER_INVALID) return INIT_FAILED; - g_post_market_analyzer.Init(InpPostMarket_Enable, InpPostMarket_Start, InpPostMarket_End, InpPostMarket_Color, InpFillBoxes, InpPostMarket_VWAP, InpPostMarket_Mean, InpVolumeType, "PostMarket_"); + g_post_market_analyzer.Init(InpPostMarket_Enable, InpPostMarket_Start, InpPostMarket_End, InpPostMarket_Color, InpFillBoxes, InpPostMarket_VWAP, InpPostMarket_Mean, InpPostMarket_LinReg, InpVolumeType, "PostMarket_"); IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis"); return(INIT_SUCCEEDED); @@ -311,9 +337,10 @@ void OnDeinit(const int reason) //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int, const datetime& time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[]) { - if(time[rates_total - 1] == g_last_bar_time && rates_total > 1) + if(rates_total > 0 && time[rates_total - 1] == g_last_bar_time) return(rates_total); - g_last_bar_time = time[rates_total - 1]; + if(rates_total > 0) + g_last_bar_time = time[rates_total - 1]; if(CheckPointer(g_pre_market_analyzer) != POINTER_INVALID) g_pre_market_analyzer.Update(rates_total, time, high, low, close, tick_volume, volume);