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https://github.com/softwaredevelop/mql5.git
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refactor: remove Session_Analysis.mq5
This commit is contained in:
Toh4iem9
@@ -1,358 +0,0 @@
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//+------------------------------------------------------------------+
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//| Session_Analysis.mq5|
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//| Copyright 2025, xxxxxxxx|
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.61" // Corrected Mean line drawing logic
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#property description "Draws boxes, VWAP, Mean, and LinReg lines for user-defined trading sessions."
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#property description "Times are based on broker's server time."
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#property indicator_chart_window
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#property indicator_plots 0
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//+------------------------------------------------------------------+
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//| CLASS: CSessionAnalyzer |
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//| Manages the drawing and analysis of a single session. |
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//+------------------------------------------------------------------+
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class CSessionAnalyzer
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{
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private:
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int m_start_hour, m_start_min;
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int m_end_hour, m_end_min;
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color m_color;
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string m_prefix;
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bool m_enabled;
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bool m_fill_box;
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bool m_show_vwap;
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bool m_show_mean;
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bool m_show_linreg;
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ENUM_APPLIED_VOLUME m_volume_type;
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bool IsTimeInSession(const MqlDateTime &dt);
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public:
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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);
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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[]);
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void Cleanup(void);
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};
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//+------------------------------------------------------------------+
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//| CSessionAnalyzer: Initialization |
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//+------------------------------------------------------------------+
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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)
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{
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m_enabled = enabled;
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m_prefix = prefix;
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m_color = box_color;
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m_fill_box = fill_box;
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m_show_vwap = show_vwap;
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m_show_mean = show_mean;
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m_show_linreg = show_linreg;
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m_volume_type = vol_type;
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string parts[];
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if(StringSplit(start_time, ':', parts) == 2)
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{
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m_start_hour = (int)StringToInteger(parts[0]);
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m_start_min = (int)StringToInteger(parts[1]);
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}
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if(StringSplit(end_time, ':', parts) == 2)
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{
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m_end_hour = (int)StringToInteger(parts[0]);
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m_end_min = (int)StringToInteger(parts[1]);
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}
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}
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//+------------------------------------------------------------------+
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//| CSessionAnalyzer: Checks if a given time is within the session. |
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//+------------------------------------------------------------------+
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bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt)
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{
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int current_time_in_minutes = dt.hour * 60 + dt.min;
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int start_time_in_minutes = m_start_hour * 60 + m_start_min;
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int end_time_in_minutes = m_end_hour * 60 + m_end_min;
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if(end_time_in_minutes < start_time_in_minutes)
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{
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return (current_time_in_minutes >= start_time_in_minutes || current_time_in_minutes < end_time_in_minutes);
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}
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else
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{
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return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes);
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}
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}
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//+------------------------------------------------------------------+
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//| CSessionAnalyzer: Deletes all objects created by this instance |
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//+------------------------------------------------------------------+
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void CSessionAnalyzer::Cleanup(void)
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{
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if(!m_enabled)
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return;
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ObjectsDeleteAll(0, m_prefix);
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}
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//+------------------------------------------------------------------+
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//| CSessionAnalyzer: Main update logic |
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//+------------------------------------------------------------------+
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void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[])
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{
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if(!m_enabled)
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return;
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Cleanup();
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bool in_session = false;
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int session_start_bar = -1;
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double session_high = 0, session_low = 0;
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long session_id = 0;
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double cumulative_tpv = 0, cumulative_vol = 0, prev_vwap = 0;
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double cumulative_price = 0;
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int bar_count = 0;
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double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0;
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for(int i = 1; i < rates_total; i++)
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{
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MqlDateTime dt;
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TimeToStruct(time[i], dt);
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bool is_in_current_session = IsTimeInSession(dt);
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if(is_in_current_session && !in_session)
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{
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in_session = true;
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session_start_bar = i;
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session_high = high[i];
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session_low = low[i];
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session_id = (long)time[i] - (dt.hour*3600 + dt.min*60 + dt.sec);
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cumulative_tpv = 0;
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cumulative_vol = 0;
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prev_vwap = 0;
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cumulative_price = 0;
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bar_count = 0;
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sum_x = 0;
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sum_y = 0;
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sum_xy = 0;
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sum_x2 = 0;
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}
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else
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if(!is_in_current_session && in_session)
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{
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in_session = false;
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// Final drawing is now handled by the real-time update logic below
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}
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if(in_session)
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{
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if(high[i] > session_high)
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session_high = high[i];
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if(low[i] < session_low)
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session_low = low[i];
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if(m_show_vwap)
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{
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double typical_price = (high[i] + low[i] + close[i]) / 3.0;
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long current_volume = (m_volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i];
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if(current_volume < 1)
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current_volume = 1;
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cumulative_tpv += typical_price * (double)current_volume;
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cumulative_vol += (double)current_volume;
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double current_vwap = (cumulative_vol > 0) ? cumulative_tpv / cumulative_vol : 0;
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if(prev_vwap > 0)
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{
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string vwap_line_name = m_prefix + "VWAP_" + (string)time[i];
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ObjectCreate(0, vwap_line_name, OBJ_TREND, 0, time[i-1], prev_vwap, time[i], current_vwap);
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ObjectSetInteger(0, vwap_line_name, OBJPROP_COLOR, m_color);
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ObjectSetInteger(0, vwap_line_name, OBJPROP_WIDTH, 2);
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}
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prev_vwap = current_vwap;
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}
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if(m_show_mean || m_show_linreg)
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{
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cumulative_price += close[i];
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double x = bar_count;
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double y = close[i];
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sum_x += x;
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sum_y += y;
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sum_xy += x * y;
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sum_x2 += x * x;
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bar_count++;
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}
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// --- Real-time drawing of all components for the current session ---
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string box_name = m_prefix + "Box_" + (string)session_id;
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if(ObjectFind(0, box_name) < 0)
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{
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ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[session_start_bar], session_high, time[i], session_low);
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ObjectSetInteger(0, box_name, OBJPROP_COLOR, m_color);
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ObjectSetInteger(0, box_name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, box_name, OBJPROP_BACK, true);
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ObjectSetInteger(0, box_name, OBJPROP_FILL, m_fill_box);
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}
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else
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{
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ObjectSetDouble(0, box_name, OBJPROP_PRICE, 0, session_high);
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ObjectSetDouble(0, box_name, OBJPROP_PRICE, 1, session_low);
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ObjectSetInteger(0, box_name, OBJPROP_TIME, 1, time[i]);
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}
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if(m_show_mean && bar_count > 0)
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{
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double mean_price = cumulative_price / bar_count;
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string mean_line_name = m_prefix + "Mean_" + (string)session_id;
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if(ObjectFind(0, mean_line_name) < 0)
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ObjectCreate(0, mean_line_name, OBJ_TREND, 0, time[session_start_bar], mean_price, time[i], mean_price);
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else
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{
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// CORRECTED: Update both price points to keep the line horizontal
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ObjectSetDouble(0, mean_line_name, OBJPROP_PRICE, 0, mean_price);
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ObjectSetDouble(0, mean_line_name, OBJPROP_PRICE, 1, mean_price);
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ObjectSetInteger(0, mean_line_name, OBJPROP_TIME, 1, time[i]);
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}
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ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color);
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ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_DOT);
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}
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if(m_show_linreg && bar_count > 1)
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{
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double b = (bar_count * sum_xy - sum_x * sum_y) / (bar_count * sum_x2 - sum_x * sum_x);
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double a = (sum_y - b * sum_x) / bar_count;
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double start_price = a;
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double end_price = a + b * (bar_count - 1);
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string lr_line_name = m_prefix + "LinReg_" + (string)session_id;
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if(ObjectFind(0, lr_line_name) < 0)
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ObjectCreate(0, lr_line_name, OBJ_TREND, 0, time[session_start_bar], start_price, time[i], end_price);
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else
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{
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ObjectMove(0, lr_line_name, 0, time[session_start_bar], start_price);
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ObjectMove(0, lr_line_name, 1, time[i], end_price);
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}
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ObjectSetInteger(0, lr_line_name, OBJPROP_COLOR, m_color);
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ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_DASHDOT);
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ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 2);
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}
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}
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}
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}
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//--- Input Parameters ---
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input group "Display Settings"
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input bool InpFillBoxes = false;
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "Pre-Market Session (Broker Time)"
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input bool InpPreMarket_Enable = true;
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input string InpPreMarket_Start = "08:00";
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input string InpPreMarket_End = "09:30";
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input color InpPreMarket_Color = C'33,150,243';
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input bool InpPreMarket_VWAP = true;
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input bool InpPreMarket_Mean = true;
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input bool InpPreMarket_LinReg = true;
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "Core Trading Session (Broker Time)"
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input bool InpCore_Enable = true;
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input string InpCore_Start = "09:30";
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input string InpCore_End = "16:00";
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input color InpCore_Color = C'255,87,34';
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input bool InpCore_VWAP = true;
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input bool InpCore_Mean = true;
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input bool InpCore_LinReg = true;
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "Post-Market Session (Broker Time)"
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input bool InpPostMarket_Enable = true;
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input string InpPostMarket_Start = "16:00";
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input string InpPostMarket_End = "20:00";
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input color InpPostMarket_Color = C'103,58,183';
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input bool InpPostMarket_VWAP = true;
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input bool InpPostMarket_Mean = true;
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input bool InpPostMarket_LinReg = true;
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//--- Global Variables ---
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CSessionAnalyzer *g_pre_market_analyzer;
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CSessionAnalyzer *g_core_market_analyzer;
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CSessionAnalyzer *g_post_market_analyzer;
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datetime g_last_bar_time;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_last_bar_time = 0;
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g_pre_market_analyzer = new CSessionAnalyzer();
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if(CheckPointer(g_pre_market_analyzer) == POINTER_INVALID)
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return INIT_FAILED;
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g_pre_market_analyzer.Init(InpPreMarket_Enable, InpPreMarket_Start, InpPreMarket_End, InpPreMarket_Color, InpFillBoxes, InpPreMarket_VWAP, InpPreMarket_Mean, InpPreMarket_LinReg, InpVolumeType, "PreMarket_");
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g_core_market_analyzer = new CSessionAnalyzer();
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if(CheckPointer(g_core_market_analyzer) == POINTER_INVALID)
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return INIT_FAILED;
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g_core_market_analyzer.Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_VWAP, InpCore_Mean, InpCore_LinReg, InpVolumeType, "CoreMarket_");
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g_post_market_analyzer = new CSessionAnalyzer();
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if(CheckPointer(g_post_market_analyzer) == POINTER_INVALID)
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return INIT_FAILED;
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g_post_market_analyzer.Init(InpPostMarket_Enable, InpPostMarket_Start, InpPostMarket_End, InpPostMarket_Color, InpFillBoxes, InpPostMarket_VWAP, InpPostMarket_Mean, InpPostMarket_LinReg, InpVolumeType, "PostMarket_");
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IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis");
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_pre_market_analyzer) != POINTER_INVALID)
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{
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g_pre_market_analyzer.Cleanup();
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delete g_pre_market_analyzer;
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}
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if(CheckPointer(g_core_market_analyzer) != POINTER_INVALID)
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{
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g_core_market_analyzer.Cleanup();
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delete g_core_market_analyzer;
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}
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if(CheckPointer(g_post_market_analyzer) != POINTER_INVALID)
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{
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g_post_market_analyzer.Cleanup();
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delete g_post_market_analyzer;
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}
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function. |
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//+------------------------------------------------------------------+
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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[])
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{
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if(rates_total > 0 && time[rates_total - 1] == g_last_bar_time)
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return(rates_total);
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if(rates_total > 0)
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g_last_bar_time = time[rates_total - 1];
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if(CheckPointer(g_pre_market_analyzer) != POINTER_INVALID)
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g_pre_market_analyzer.Update(rates_total, time, high, low, close, tick_volume, volume);
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if(CheckPointer(g_core_market_analyzer) != POINTER_INVALID)
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g_core_market_analyzer.Update(rates_total, time, high, low, close, tick_volume, volume);
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if(CheckPointer(g_post_market_analyzer) != POINTER_INVALID)
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g_post_market_analyzer.Update(rates_total, time, high, low, close, tick_volume, volume);
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ChartRedraw();
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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Reference in New Issue
Block a user