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refactor: DrawSession

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This commit is contained in:
Toh4iem9
2025-10-16 14:08:19 +02:00
parent 27f9174d71
commit 6ccecf1099
1 changed files with 23 additions and 54 deletions
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Include/MyIncludes/Session_Analysis_Calculator.mqh
+23 -54
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@@ -21,34 +21,30 @@ protected:
string m_prefix; string m_prefix;
bool m_enabled; bool m_enabled;
bool m_fill_box; bool m_fill_box;
bool m_show_vwap;
bool m_show_mean; bool m_show_mean;
bool m_show_linreg; bool m_show_linreg;
ENUM_APPLIED_VOLUME m_volume_type;
double m_src_high[], m_src_low[], m_src_close[], m_src_price[]; double m_src_high[], m_src_low[], m_src_price[];
bool IsTimeInSession(const MqlDateTime &dt); bool IsTimeInSession(const MqlDateTime &dt);
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
void DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[], const long &tick_volume[], const long &volume[]); void DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[]);
public: public:
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 Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_mean, bool show_linreg, string prefix);
void Update(const 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[], ENUM_APPLIED_PRICE price_type); void Update(const int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
void Cleanup(void); void Cleanup(void);
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
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) void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_mean, bool show_linreg, string prefix)
{ {
m_enabled = enabled; m_enabled = enabled;
m_prefix = prefix; m_prefix = prefix;
m_color = box_color; m_color = box_color;
m_fill_box = fill_box; m_fill_box = fill_box;
m_show_vwap = show_vwap;
m_show_mean = show_mean; m_show_mean = show_mean;
m_show_linreg = show_linreg; m_show_linreg = show_linreg;
m_volume_type = vol_type;
string parts[]; string parts[];
if(StringSplit(start_time, ':', parts) == 2) if(StringSplit(start_time, ':', parts) == 2)
@@ -71,13 +67,9 @@ bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt)
int end_time_in_minutes = m_end_hour * 60 + m_end_min; int end_time_in_minutes = m_end_hour * 60 + m_end_min;
if(end_time_in_minutes < start_time_in_minutes) // Overnight session if(end_time_in_minutes < start_time_in_minutes) // Overnight session
{
return (current_time_in_minutes >= start_time_in_minutes || current_time_in_minutes < end_time_in_minutes); return (current_time_in_minutes >= start_time_in_minutes || current_time_in_minutes < end_time_in_minutes);
}
else // Same-day session else // Same-day session
{
return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes); return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes);
}
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -87,7 +79,7 @@ void CSessionAnalyzer::Cleanup(void)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSessionAnalyzer::Update(const 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[], ENUM_APPLIED_PRICE price_type) void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{ {
if(!m_enabled || rates_total < 2) if(!m_enabled || rates_total < 2)
return; return;
@@ -115,7 +107,7 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
MqlDateTime start_dt; MqlDateTime start_dt;
TimeToStruct(time[session_start_bar], start_dt); TimeToStruct(time[session_start_bar], start_dt);
long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec); long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
DrawSession(session_start_bar, i - 1, session_id, time, tick_volume, volume); DrawSession(session_start_bar, i - 1, session_id, time);
session_start_bar = -1; session_start_bar = -1;
} }
} }
@@ -125,12 +117,12 @@ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], con
MqlDateTime start_dt; MqlDateTime start_dt;
TimeToStruct(time[session_start_bar], start_dt); TimeToStruct(time[session_start_bar], start_dt);
long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec); long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
DrawSession(session_start_bar, rates_total - 1, session_id, time, tick_volume, volume); DrawSession(session_start_bar, rates_total - 1, session_id, time);
} }
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[], const long &tick_volume[], const long &volume[]) void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[])
{ {
if(start_bar < 0 || end_bar < start_bar) if(start_bar < 0 || end_bar < start_bar)
return; return;
@@ -153,45 +145,25 @@ void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id,
ObjectMove(0, box_name, 1, time[end_bar], session_low); ObjectMove(0, box_name, 1, time[end_bar], session_low);
} }
if(m_show_vwap || m_show_mean || m_show_linreg) // --- Calculation for Mean and Linear Regression Lines ---
// NOTE: The calculation is based on the m_src_price array, which is determined by the user's InpSourcePrice input.
// The standard MT5 Regression Channel object calculates its centerline based on PRICE_MEDIAN ((High+Low)/2).
// To match the built-in object perfectly, the user must select PRICE_MEDIAN as the source price.
// Using other sources like PRICE_TYPICAL or PRICE_CLOSE will result in a valid, but different, regression line.
if(m_show_mean || m_show_linreg)
{ {
double cumulative_tpv = 0, cumulative_vol = 0, prev_vwap = 0;
double cumulative_price = 0; double cumulative_price = 0;
double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0; double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0;
for(int i = start_bar; i <= end_bar; i++) for(int i = start_bar; i <= end_bar; i++)
{ {
if(m_show_vwap) cumulative_price += m_src_price[i];
{ double x = i - start_bar;
double typical_price = (m_src_high[i] + m_src_low[i] + m_src_close[i]) / 3.0; double y = m_src_price[i];
long current_volume = (m_volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i]; sum_x += x;
if(current_volume < 1) sum_y += y;
current_volume = 1; sum_xy += x * y;
cumulative_tpv += typical_price * (double)current_volume; sum_x2 += x * x;
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 - 1];
if(ObjectFind(0, vwap_line_name) < 0)
{
ObjectCreate(0, vwap_line_name, OBJ_TREND, 0, time[i - 1], prev_vwap, time[i], current_vwap);
ObjectSetInteger(0, vwap_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, vwap_line_name, OBJPROP_WIDTH, 1);
}
}
prev_vwap = current_vwap;
}
if(m_show_mean || m_show_linreg)
{
cumulative_price += m_src_price[i];
double x = i - start_bar;
double y = m_src_price[i];
sum_x += x;
sum_y += y;
sum_xy += x * y;
sum_x2 += x * x;
}
} }
int bar_count = end_bar - start_bar + 1; int bar_count = end_bar - start_bar + 1;
@@ -234,7 +206,6 @@ void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id,
} }
} }
//--- PrepareSourceData and the HA class remain unchanged ---
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{ {
@@ -242,8 +213,6 @@ bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[],
ArrayCopy(m_src_high, high, 0, 0, rates_total); ArrayCopy(m_src_high, high, 0, 0, rates_total);
ArrayResize(m_src_low, rates_total); ArrayResize(m_src_low, rates_total);
ArrayCopy(m_src_low, low, 0, 0, rates_total); ArrayCopy(m_src_low, low, 0, 0, rates_total);
ArrayResize(m_src_close, rates_total);
ArrayCopy(m_src_close, close, 0, 0, rates_total);
ArrayResize(m_src_price, rates_total); ArrayResize(m_src_price, rates_total);
switch(price_type) switch(price_type)
{ {
@@ -274,6 +243,7 @@ bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[],
} }
return true; return true;
} }
//+==================================================================+ //+==================================================================+
class CSessionAnalyzer_HA : public CSessionAnalyzer class CSessionAnalyzer_HA : public CSessionAnalyzer
{ {
@@ -293,7 +263,6 @@ bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, const double &open[
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close); m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
ArrayCopy(m_src_high, ha_high, 0, 0, rates_total); ArrayCopy(m_src_high, ha_high, 0, 0, rates_total);
ArrayCopy(m_src_low, ha_low, 0, 0, rates_total); ArrayCopy(m_src_low, ha_low, 0, 0, rates_total);
ArrayCopy(m_src_close, ha_close, 0, 0, rates_total);
ArrayResize(m_src_price, rates_total); ArrayResize(m_src_price, rates_total);
switch(price_type) switch(price_type)
{ {