refactor: Fixed incremental VWAP buffer-wipe ghost remnants

This commit is contained in:
Toh4iem9
2026-08-04 14:15:06 +02:00
parent e2f7a0583b
commit 573ac8c213
@@ -1,14 +1,13 @@
//+------------------------------------------------------------------+
//| Session_Analysis_Single_Pro.mq5 |
//| Copyright 2025, xxxxxxxx|
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "1.10" // Fixed compilation errors
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.21" // Fixed incremental VWAP buffer-wipe ghost remnants
#property description "Session Analysis for a SINGLE market."
#property description "Supports Pre, Core, Post, and Full sessions with VWAP buffers."
#property description "Fully optimized for flicker-free real-time drawing and state-safe VWAP."
#property indicator_chart_window
// We use exactly 8 buffers for 4 sessions x 2 VWAP lines (Odd/Even)
#property indicator_buffers 8
#property indicator_plots 8
@@ -65,7 +64,7 @@
#include <MyIncludes\Session_Analysis_Calculator.mqh>
#include <MyIncludes\VWAP_Calculator.mqh>
//--- Enum for selecting the candle source for calculation ---
//--- Enum for Candle Source ---
enum ENUM_CANDLE_SOURCE
{
CANDLE_STANDARD, // Use standard OHLC data
@@ -130,26 +129,23 @@ double BufferFull_Odd[], BufferFull_Even[];
CSessionAnalyzer *g_box_analyzers[SESSIONS_COUNT];
CVWAPCalculator *g_vwap_calculators[SESSIONS_COUNT];
string g_unique_prefix;
datetime g_last_bar_time;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
g_last_bar_time = 0;
// --- Map Buffers ---
SetIndexBuffer(0, BufferPre_Odd, INDICATOR_DATA);
SetIndexBuffer(1, BufferPre_Even, INDICATOR_DATA);
SetIndexBuffer(2, BufferCore_Odd, INDICATOR_DATA);
//--- Bind Buffers to index mapping
SetIndexBuffer(0, BufferPre_Odd, INDICATOR_DATA);
SetIndexBuffer(1, BufferPre_Even, INDICATOR_DATA);
SetIndexBuffer(2, BufferCore_Odd, INDICATOR_DATA);
SetIndexBuffer(3, BufferCore_Even, INDICATOR_DATA);
SetIndexBuffer(4, BufferPost_Odd, INDICATOR_DATA);
SetIndexBuffer(4, BufferPost_Odd, INDICATOR_DATA);
SetIndexBuffer(5, BufferPost_Even, INDICATOR_DATA);
SetIndexBuffer(6, BufferFull_Odd, INDICATOR_DATA);
SetIndexBuffer(6, BufferFull_Odd, INDICATOR_DATA);
SetIndexBuffer(7, BufferFull_Even, INDICATOR_DATA);
// --- Set Series and Empty Values (Unrolled loop) ---
//--- Force strict chronological alignment and empty value fallbacks (Unrolled loop)
ArraySetAsSeries(BufferPre_Odd, false);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
ArraySetAsSeries(BufferPre_Even, false);
@@ -167,7 +163,7 @@ int OnInit()
ArraySetAsSeries(BufferFull_Even, false);
PlotIndexSetDouble(7, PLOT_EMPTY_VALUE, EMPTY_VALUE);
// --- Set Colors Dynamically ---
//--- Apply Custom Session Colors
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpPre_Color);
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpPre_Color);
PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpCore_Color);
@@ -177,7 +173,7 @@ int OnInit()
PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpFull_Color);
PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpFull_Color);
// --- Unique Prefix Generation ---
//--- Generate Unique Object Prefix to prevent collisions on multiple instances
MathSrand((int)TimeCurrent() + (int)ChartID());
string temp_short_name = StringFormat("SessSingle_TempID_%d_%d", TimeCurrent(), MathRand());
IndicatorSetString(INDICATOR_SHORTNAME, temp_short_name);
@@ -185,13 +181,14 @@ int OnInit()
int window_index = ChartWindowFind(0, temp_short_name);
if(window_index < 0)
window_index = 0;
g_unique_prefix = StringFormat("SessSingle_%s_%d_%d_", InpMarketName, ChartID(), window_index);
ObjectsDeleteAll(0, g_unique_prefix);
// --- Determine Mode ---
bool is_ha_mode = (InpCandleSource == CANDLE_HEIKIN_ASHI);
for(int i=0; i<SESSIONS_COUNT; i++)
//--- Instantiate Polymorphic Engines
for(int i = 0; i < SESSIONS_COUNT; i++)
{
if(is_ha_mode)
{
@@ -205,19 +202,20 @@ int OnInit()
}
}
// --- Init Analyzers (Boxes, Mean, LinReg) ---
//--- Initialize Object-drawing Analyzers
g_box_analyzers[0].Init(InpPre_Enable, InpPre_Start, InpPre_End, InpPre_Color, InpFillBoxes, InpPre_ShowMean, InpPre_ShowLinReg, g_unique_prefix + "Pre_", InpMaxHistoryDays);
g_box_analyzers[1].Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_ShowMean, InpCore_ShowLinReg, g_unique_prefix + "Core_", InpMaxHistoryDays);
g_box_analyzers[2].Init(InpPost_Enable, InpPost_Start, InpPost_End, InpPost_Color, InpFillBoxes, InpPost_ShowMean, InpPost_ShowLinReg, g_unique_prefix + "Post_", InpMaxHistoryDays);
g_box_analyzers[3].Init(InpFull_Enable, InpPre_Start, InpPost_End, InpFull_Color, InpFillBoxes, InpFull_ShowMean, InpFull_ShowLinReg, g_unique_prefix + "Full_", InpMaxHistoryDays);
// --- Init VWAP Calculators ---
//--- Initialize Stateful VWAP Engines
g_vwap_calculators[0].Init(InpPre_Start, InpPre_End, InpVolumeType, InpPre_Enable && InpPre_ShowVWAP, InpMaxHistoryDays);
g_vwap_calculators[1].Init(InpCore_Start, InpCore_End, InpVolumeType, InpCore_Enable && InpCore_ShowVWAP, InpMaxHistoryDays);
g_vwap_calculators[2].Init(InpPost_Start, InpPost_End, InpVolumeType, InpPost_Enable && InpPost_ShowVWAP, InpMaxHistoryDays);
g_vwap_calculators[3].Init(InpPre_Start, InpPost_End, InpVolumeType, InpFull_Enable && InpFull_ShowVWAP, InpMaxHistoryDays);
IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis Single (" + InpMarketName + ")" + (is_ha_mode ? " HA" : ""));
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
return(INIT_SUCCEEDED);
}
@@ -227,7 +225,7 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
for(int i=0; i<SESSIONS_COUNT; i++)
for(int i = 0; i < SESSIONS_COUNT; i++)
{
if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID)
{
@@ -241,43 +239,61 @@ void OnDeinit(const int reason)
}
//+------------------------------------------------------------------+
//| Custom indicator calculation function |
//| Custom indicator calculation loop (Real-time and O(1) optimized) |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int prev_calculated, 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[])
int OnCalculate(const int rates_total,
const int prev_calculated,
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(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];
if(rates_total < 10)
return 0;
// --- Clear VWAP buffers (Unrolled) ---
ArrayInitialize(BufferPre_Odd, EMPTY_VALUE);
ArrayInitialize(BufferPre_Even, EMPTY_VALUE);
ArrayInitialize(BufferCore_Odd, EMPTY_VALUE);
ArrayInitialize(BufferCore_Even, EMPTY_VALUE);
ArrayInitialize(BufferPost_Odd, EMPTY_VALUE);
ArrayInitialize(BufferPost_Even, EMPTY_VALUE);
ArrayInitialize(BufferFull_Odd, EMPTY_VALUE);
ArrayInitialize(BufferFull_Even, EMPTY_VALUE);
//--- Chronological safety safeguards
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
// --- Object Drawing Logic ---
for(int i=0; i<SESSIONS_COUNT; i++)
//--- FIXED: Only wipe buffers on the very first run (prev_calculated == 0)
//--- This preserves historical segments during incremental tick calculations, completely curing ghost lines!
if(prev_calculated == 0)
{
if(CheckPointer(g_box_analyzers[i]))
g_box_analyzers[i].Update(rates_total, 0, time, open, high, low, close, InpSourcePrice);
ArrayInitialize(BufferPre_Odd, EMPTY_VALUE);
ArrayInitialize(BufferPre_Even, EMPTY_VALUE);
ArrayInitialize(BufferCore_Odd, EMPTY_VALUE);
ArrayInitialize(BufferCore_Even, EMPTY_VALUE);
ArrayInitialize(BufferPost_Odd, EMPTY_VALUE);
ArrayInitialize(BufferPost_Even, EMPTY_VALUE);
ArrayInitialize(BufferFull_Odd, EMPTY_VALUE);
ArrayInitialize(BufferFull_Even, EMPTY_VALUE);
}
// --- VWAP Buffer Calculation Logic ---
int vwap_prev_calc = 0; // Force full recalc
//--- 1. Update Object Drawing Logic (True O(1) state-preservation)
for(int i = 0; i < SESSIONS_COUNT; i++)
{
if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID)
g_box_analyzers[i].Update(rates_total, prev_calculated, time, open, high, low, close, InpSourcePrice);
}
if(CheckPointer(g_vwap_calculators[0]))
g_vwap_calculators[0].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferPre_Odd, BufferPre_Even);
if(CheckPointer(g_vwap_calculators[1]))
g_vwap_calculators[1].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferCore_Odd, BufferCore_Even);
if(CheckPointer(g_vwap_calculators[2]))
g_vwap_calculators[2].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferPost_Odd, BufferPost_Even);
if(CheckPointer(g_vwap_calculators[3]))
g_vwap_calculators[3].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferFull_Odd, BufferFull_Even);
//--- 2. Calculate Stateful VWAP Buffers (Teamed with prev_calculated for extreme efficiency!)
if(CheckPointer(g_vwap_calculators[0]) != POINTER_INVALID)
g_vwap_calculators[0].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferPre_Odd, BufferPre_Even);
if(CheckPointer(g_vwap_calculators[1]) != POINTER_INVALID)
g_vwap_calculators[1].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferCore_Odd, BufferCore_Even);
if(CheckPointer(g_vwap_calculators[2]) != POINTER_INVALID)
g_vwap_calculators[2].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferPost_Odd, BufferPost_Even);
if(CheckPointer(g_vwap_calculators[3]) != POINTER_INVALID)
g_vwap_calculators[3].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferFull_Odd, BufferFull_Even);
ChartRedraw();
return(rates_total);