From 25a0680a960cd092c56105ecc87b5129c386415e Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Sun, 12 Oct 2025 11:17:02 +0200
Subject: [PATCH] new files added

---
 Include/MyIncludes/VWAP_Calculator.mqh | 169 +++++++++++++++++++++++++
 1 file changed, 169 insertions(+)
 create mode 100644 Include/MyIncludes/VWAP_Calculator.mqh

diff --git a/Include/MyIncludes/VWAP_Calculator.mqh b/Include/MyIncludes/VWAP_Calculator.mqh
new file mode 100644
index 0000000..16525ed
--- /dev/null
+++ b/Include/MyIncludes/VWAP_Calculator.mqh
@@ -0,0 +1,169 @@
+//+------------------------------------------------------------------+
+//|                                               VWAP_Calculator.mqh|
+//|         Calculation engine for Standard and Heikin Ashi VWAP.    |
+//|                                        Copyright 2025, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2025, xxxxxxxx"
+
+#include <MyIncludes\HeikinAshi_Tools.mqh>
+
+//--- Enum for VWAP Reset Period ---
+enum ENUM_VWAP_PERIOD
+  {
+   PERIOD_SESSION, // Reset every day
+   PERIOD_WEEK,    // Reset every week
+   PERIOD_MONTH    // Reset every month
+  };
+
+//+==================================================================+
+//|                                                                  |
+//|             CLASS 1: CVWAPCalculator (Base Class)                |
+//|                                                                  |
+//+==================================================================+
+class CVWAPCalculator
+  {
+protected:
+   ENUM_VWAP_PERIOD    m_period;
+   ENUM_APPLIED_VOLUME m_volume_type;
+   double              m_typical_price[];
+
+   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CVWAPCalculator(void) {};
+   virtual          ~CVWAPCalculator(void) {};
+
+   bool              Init(ENUM_VWAP_PERIOD period, ENUM_APPLIED_VOLUME vol_type);
+   void              Calculate(int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[],
+                               const long &tick_volume[], const long &volume[], double &vwap_odd[], double &vwap_even[]);
+  };
+
+//+------------------------------------------------------------------+
+//| CVWAPCalculator: Initialization                                  |
+//+------------------------------------------------------------------+
+bool CVWAPCalculator::Init(ENUM_VWAP_PERIOD period, ENUM_APPLIED_VOLUME vol_type)
+  {
+   m_period      = period;
+   m_volume_type = vol_type;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| CVWAPCalculator: Main Calculation Method (Shared Logic)          |
+//+------------------------------------------------------------------+
+void CVWAPCalculator::Calculate(int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[],
+                                const long &tick_volume[], const long &volume[], double &vwap_odd[], double &vwap_even[])
+  {
+   if(rates_total < 1)
+      return;
+   if(!PrepareSourceData(rates_total, open, high, low, close))
+      return;
+
+   double cumulative_tpv = 0;
+   double cumulative_vol = 0;
+   int period_index = 0;
+
+   MqlDateTime time_struct, prev_time_struct;
+
+   for(int i = 0; i < rates_total; i++)
+     {
+      TimeToStruct(time[i], time_struct);
+      bool new_period = false;
+
+      if(i == 0)
+        {
+         new_period = true;
+        }
+      else
+        {
+         TimeToStruct(time[i-1], prev_time_struct);
+         switch(m_period)
+           {
+            case PERIOD_SESSION:
+               if(time_struct.day_of_year != prev_time_struct.day_of_year || time_struct.year != prev_time_struct.year)
+                  new_period = true;
+               break;
+            case PERIOD_WEEK:
+               if(time_struct.day_of_week < prev_time_struct.day_of_week)
+                  new_period = true;
+               break;
+            case PERIOD_MONTH:
+               if(time_struct.mon != prev_time_struct.mon || time_struct.year != prev_time_struct.year)
+                  new_period = true;
+               break;
+           }
+        }
+
+      if(new_period)
+        {
+         cumulative_tpv = 0;
+         cumulative_vol = 0;
+         period_index++; // Increment period counter
+        }
+
+      long current_volume = (m_volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i];
+      if(current_volume < 1)
+         current_volume = 1;
+
+      cumulative_tpv += m_typical_price[i] * (double)current_volume;
+      cumulative_vol += (double)current_volume;
+
+      double vwap_value = (cumulative_vol > 0) ? cumulative_tpv / cumulative_vol : (i > 0 ? (period_index % 2 != 0 ? vwap_odd[i-1] : vwap_even[i-1]) : EMPTY_VALUE);
+
+      // Write to the correct buffer based on period index (odd/even)
+      if(period_index % 2 != 0) // Odd period
+        {
+         vwap_odd[i] = vwap_value;
+         vwap_even[i] = EMPTY_VALUE;
+        }
+      else // Even period
+        {
+         vwap_even[i] = vwap_value;
+         vwap_odd[i] = EMPTY_VALUE;
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| CVWAPCalculator: Prepares the standard source data.              |
+//+------------------------------------------------------------------+
+bool CVWAPCalculator::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   ArrayResize(m_typical_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+      m_typical_price[i] = (high[i] + low[i] + close[i]) / 3.0;
+   return true;
+  }
+
+//+==================================================================+
+//|                                                                  |
+//|           CLASS 2: CVWAPCalculator_HA (Heikin Ashi)              |
+//|                                                                  |
+//+==================================================================+
+class CVWAPCalculator_HA : public CVWAPCalculator
+  {
+private:
+   CHeikinAshi_Calculator m_ha_calculator;
+protected:
+   virtual bool      PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[]) override;
+  };
+
+//+------------------------------------------------------------------+
+//| CVWAPCalculator_HA: Prepares the HA source data.                 |
+//+------------------------------------------------------------------+
+bool CVWAPCalculator_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[])
+  {
+   double ha_open[], ha_high[], ha_low[], ha_close[];
+   ArrayResize(ha_open, rates_total);
+   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);
+
+   ArrayResize(m_typical_price, rates_total);
+   for(int i=0; i<rates_total; i++)
+      m_typical_price[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
+   return true;
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+