From 449ab7536bfa012f6a7ea22932da7de1272db568 Mon Sep 17 00:00:00 2001
From: Toh4iem9 <Toh4iem9@forge.mql5.io>
Date: Mon, 20 Oct 2025 14:58:56 +0200
Subject: [PATCH] refactor: Heikin Ashi logic

---
 .../MyIndicators/Session_Analysis_Pro.mq5     | 61 ++++++++-----------
 1 file changed, 26 insertions(+), 35 deletions(-)

diff --git a/Indicators/MyIndicators/Session_Analysis_Pro.mq5 b/Indicators/MyIndicators/Session_Analysis_Pro.mq5
index 6e36e82..4d74cae 100644
--- a/Indicators/MyIndicators/Session_Analysis_Pro.mq5
+++ b/Indicators/MyIndicators/Session_Analysis_Pro.mq5
@@ -3,7 +3,7 @@
 //|                                          Copyright 2025, xxxxxxxx|
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "6.10" // REFACTORED: Improved object and buffer cleanup on re-init
+#property version   "6.30" // FIXED: Unified Heikin Ashi logic for all components
 #property description "Draws boxes, analytics, and session-based VWAP via high-performance buffers."
 #property indicator_chart_window
 // Buffers: M1(Pre A/B, Core A/B, Post A/B, Full A/B) = 8. Total for 3 markets = 24
@@ -77,7 +77,7 @@ enum ENUM_CANDLE_SOURCE
 input group "Global Settings"
 input bool                InpFillBoxes   = false;
 input ENUM_APPLIED_VOLUME InpVolumeType  = VOLUME_TICK;
-input ENUM_CANDLE_SOURCE  InpCandleSource = CANDLE_STANDARD; // For VWAP
+input ENUM_CANDLE_SOURCE  InpCandleSource = CANDLE_STANDARD; // For VWAP and other analytics
 input ENUM_APPLIED_PRICE  InpSourcePrice = PRICE_TYPICAL; // For Mean/LinReg
 
 //--- Market 1 Settings ---
@@ -267,7 +267,7 @@ int OnInit()
    PlotIndexSetInteger(22, PLOT_LINE_COLOR, InpM3_FullDay_Color);
    PlotIndexSetInteger(23, PLOT_LINE_COLOR, InpM3_FullDay_Color);
 
-// --- CORRECTED: Centralized Cleanup Logic ---
+// --- Centralized Cleanup Logic ---
    MathSrand((int)TimeCurrent() + (int)ChartID());
    string temp_short_name = StringFormat("SessPro_TempID_%d_%d", TimeCurrent(), MathRand());
    IndicatorSetString(INDICATOR_SHORTNAME, temp_short_name);
@@ -278,60 +278,51 @@ int OnInit()
    string unique_prefix = StringFormat("SessPro_%d_%d_", ChartID(), window_index);
    ObjectsDeleteAll(0, unique_prefix);
 
+// --- Unified Initialization for both calculator types ---
+   bool is_ha_mode = (InpCandleSource == CANDLE_HEIKIN_ASHI);
+   for(int i=0; i<TOTAL_SESSIONS; i++)
+     {
+      if(is_ha_mode)
+        {
+         g_box_analyzers[i] = new CSessionAnalyzer_HA();
+         g_vwap_calculators[i] = new CVWAPCalculator_HA();
+        }
+      else
+        {
+         g_box_analyzers[i] = new CSessionAnalyzer();
+         g_vwap_calculators[i] = new CVWAPCalculator();
+        }
+     }
+
 // --- Init Logic for Box/Mean/LinReg Analyzers (Object-based) ---
-   g_box_analyzers[0] = new CSessionAnalyzer();
    g_box_analyzers[0].Init(InpM1_Enable && InpM1_PreMarket_Enable, InpM1_PreMarket_Start, InpM1_PreMarket_End, InpM1_PreMarket_Color, InpFillBoxes, InpM1_PreMarket_Mean, InpM1_PreMarket_LinReg, unique_prefix + "M1_Pre_");
-   g_box_analyzers[1] = new CSessionAnalyzer();
    g_box_analyzers[1].Init(InpM1_Enable && InpM1_Core_Enable, InpM1_Core_Start, InpM1_Core_End, InpM1_Core_Color, InpFillBoxes, InpM1_Core_Mean, InpM1_Core_LinReg, unique_prefix + "M1_Core_");
-   g_box_analyzers[2] = new CSessionAnalyzer();
    g_box_analyzers[2].Init(InpM1_Enable && InpM1_PostMarket_Enable, InpM1_PostMarket_Start, InpM1_PostMarket_End, InpM1_PostMarket_Color, InpFillBoxes, InpM1_PostMarket_Mean, InpM1_PostMarket_LinReg, unique_prefix + "M1_Post_");
-   g_box_analyzers[3] = new CSessionAnalyzer();
    g_box_analyzers[3].Init(InpM1_Enable && InpM1_FullDay_Enable, InpM1_PreMarket_Start, InpM1_PostMarket_End, InpM1_FullDay_Color, InpFillBoxes, InpM1_FullDay_Mean, InpM1_FullDay_LinReg, unique_prefix + "M1_Full_");
-   g_box_analyzers[4] = new CSessionAnalyzer();
    g_box_analyzers[4].Init(InpM2_Enable && InpM2_PreMarket_Enable, InpM2_PreMarket_Start, InpM2_PreMarket_End, InpM2_PreMarket_Color, InpFillBoxes, InpM2_PreMarket_Mean, InpM2_PreMarket_LinReg, unique_prefix + "M2_Pre_");
-   g_box_analyzers[5] = new CSessionAnalyzer();
    g_box_analyzers[5].Init(InpM2_Enable && InpM2_Core_Enable, InpM2_Core_Start, InpM2_Core_End, InpM2_Core_Color, InpFillBoxes, InpM2_Core_Mean, InpM2_Core_LinReg, unique_prefix + "M2_Core_");
-   g_box_analyzers[6] = new CSessionAnalyzer();
    g_box_analyzers[6].Init(InpM2_Enable && InpM2_PostMarket_Enable, InpM2_PostMarket_Start, InpM2_PostMarket_End, InpM2_PostMarket_Color, InpFillBoxes, InpM2_PostMarket_Mean, InpM2_PostMarket_LinReg, unique_prefix + "M2_Post_");
-   g_box_analyzers[7] = new CSessionAnalyzer();
    g_box_analyzers[7].Init(InpM2_Enable && InpM2_FullDay_Enable, InpM2_PreMarket_Start, InpM2_PostMarket_End, InpM2_FullDay_Color, InpFillBoxes, InpM2_FullDay_Mean, InpM2_FullDay_LinReg, unique_prefix + "M2_Full_");
-   g_box_analyzers[8] = new CSessionAnalyzer();
    g_box_analyzers[8].Init(InpM3_Enable && InpM3_PreMarket_Enable, InpM3_PreMarket_Start, InpM3_PreMarket_End, InpM3_PreMarket_Color, InpFillBoxes, InpM3_PreMarket_Mean, InpM3_PreMarket_LinReg, unique_prefix + "M3_Pre_");
-   g_box_analyzers[9] = new CSessionAnalyzer();
    g_box_analyzers[9].Init(InpM3_Enable && InpM3_Core_Enable, InpM3_Core_Start, InpM3_Core_End, InpM3_Core_Color, InpFillBoxes, InpM3_Core_Mean, InpM3_Core_LinReg, unique_prefix + "M3_Core_");
-   g_box_analyzers[10] = new CSessionAnalyzer();
    g_box_analyzers[10].Init(InpM3_Enable && InpM3_PostMarket_Enable, InpM3_PostMarket_Start, InpM3_PostMarket_End, InpM3_PostMarket_Color, InpFillBoxes, InpM3_PostMarket_Mean, InpM3_PostMarket_LinReg, unique_prefix + "M3_Post_");
-   g_box_analyzers[11] = new CSessionAnalyzer();
    g_box_analyzers[11].Init(InpM3_Enable && InpM3_FullDay_Enable, InpM3_PreMarket_Start, InpM3_PostMarket_End, InpM3_FullDay_Color, InpFillBoxes, InpM3_FullDay_Mean, InpM3_FullDay_LinReg, unique_prefix + "M3_Full_");
 
 // --- Init Logic for VWAP Calculators (Buffer-based) ---
-   bool is_ha_candle = (InpCandleSource == CANDLE_HEIKIN_ASHI);
-   g_vwap_calculators[0] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[0].Init(InpM1_PreMarket_Start, InpM1_PreMarket_End, InpVolumeType, InpM1_Enable && InpM1_PreMarket_Enable && InpM1_PreMarket_VWAP);
-   g_vwap_calculators[1] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[1].Init(InpM1_Core_Start, InpM1_Core_End, InpVolumeType, InpM1_Enable && InpM1_Core_Enable && InpM1_Core_VWAP);
-   g_vwap_calculators[2] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[2].Init(InpM1_PostMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_PostMarket_Enable && InpM1_PostMarket_VWAP);
-   g_vwap_calculators[3] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[3].Init(InpM1_PreMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_FullDay_Enable && InpM1_FullDay_VWAP);
-   g_vwap_calculators[4] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[4].Init(InpM2_PreMarket_Start, InpM2_PreMarket_End, InpVolumeType, InpM2_Enable && InpM2_PreMarket_Enable && InpM2_PreMarket_VWAP);
-   g_vwap_calculators[5] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[5].Init(InpM2_Core_Start, InpM2_Core_End, InpVolumeType, InpM2_Enable && InpM2_Core_Enable && InpM2_Core_VWAP);
-   g_vwap_calculators[6] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[6].Init(InpM2_PostMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_PostMarket_Enable && InpM2_PostMarket_VWAP);
-   g_vwap_calculators[7] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[7].Init(InpM2_PreMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_FullDay_Enable && InpM2_FullDay_VWAP);
-   g_vwap_calculators[8] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[8].Init(InpM3_PreMarket_Start, InpM3_PreMarket_End, InpVolumeType, InpM3_Enable && InpM3_PreMarket_Enable && InpM3_PreMarket_VWAP);
-   g_vwap_calculators[9] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[9].Init(InpM3_Core_Start, InpM3_Core_End, InpVolumeType, InpM3_Enable && InpM3_Core_Enable && InpM3_Core_VWAP);
-   g_vwap_calculators[10] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[10].Init(InpM3_PostMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_PostMarket_Enable && InpM3_PostMarket_VWAP);
-   g_vwap_calculators[11] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
    g_vwap_calculators[11].Init(InpM3_PreMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_FullDay_Enable && InpM3_FullDay_VWAP);
 
-   IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis");
+   IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis" + (is_ha_mode ? " HA" : ""));
    return(INIT_SUCCEEDED);
   }
 
@@ -355,7 +346,12 @@ 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[])
   {
-// --- CORRECTED: Explicitly clear all VWAP buffers at the start of each calculation ---
+   if(rates_total > 0 && time[rates_total - 1] == g_last_bar_time && Bars(_Symbol, _Period) == rates_total)
+      return(rates_total);
+   if(rates_total > 0)
+      g_last_bar_time = time[rates_total - 1];
+
+// --- Explicitly clear all VWAP buffers at the start of each new bar calculation ---
    ArrayInitialize(BufferM1_Pre_A, EMPTY_VALUE);
    ArrayInitialize(BufferM1_Pre_B, EMPTY_VALUE);
    ArrayInitialize(BufferM1_Core_A, EMPTY_VALUE);
@@ -381,11 +377,6 @@ int OnCalculate(const int rates_total, const int, const datetime& time[], const
    ArrayInitialize(BufferM3_Full_A, EMPTY_VALUE);
    ArrayInitialize(BufferM3_Full_B, EMPTY_VALUE);
 
-   if(rates_total > 0 && time[rates_total - 1] == g_last_bar_time && Bars(_Symbol, _Period) == rates_total)
-      return(rates_total);
-   if(rates_total > 0)
-      g_last_bar_time = time[rates_total - 1];
-
 // --- Object Drawing Logic (Boxes, etc.) ---
    for(int i=0; i<TOTAL_SESSIONS; i++)
      {