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https://github.com/softwaredevelop/mql5.git
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refactor: True O(1) VWAP and Zero-Lag Tick Pipeline
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Toh4iem9
@@ -2,17 +2,16 @@
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//| Session_Analysis_Single_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.21" // Fixed incremental VWAP buffer-wipe ghost remnants
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.00" // Enterprise Refactor: True O(1) VWAP and Zero-Lag Tick Pipeline
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#property description "Session Analysis for a SINGLE market."
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#property description "Fully optimized for flicker-free real-time drawing and state-safe VWAP."
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#property description "Optimized for massive multi-window execution with zero UI thread stuttering."
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#property indicator_chart_window
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#property indicator_buffers 8
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#property indicator_plots 8
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//--- Plot Properties ---
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// Session 1: Pre-Market
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#property indicator_label1 "Pre VWAP"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrSlateBlue
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@@ -24,7 +23,6 @@
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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// Session 2: Core Trading
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#property indicator_label3 "Core VWAP"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrSlateBlue
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@@ -36,7 +34,6 @@
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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// Session 3: Post-Market
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#property indicator_label5 "Post VWAP"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrSlateBlue
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@@ -48,7 +45,6 @@
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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// Session 4: Full Day
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#property indicator_label7 "Full VWAP"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrGray
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@@ -119,7 +115,7 @@ input bool InpFull_ShowMean = false;
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input bool InpFull_ShowLinReg = false;
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//--- Indicator Buffers ---
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double BufferPre_Odd[], BufferPre_Even[];
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double BufferPre_Odd[], BufferPre_Even[];
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double BufferCore_Odd[], BufferCore_Even[];
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double BufferPost_Odd[], BufferPost_Even[];
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double BufferFull_Odd[], BufferFull_Even[];
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@@ -128,14 +124,14 @@ double BufferFull_Odd[], BufferFull_Even[];
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#define SESSIONS_COUNT 4
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CSessionAnalyzer *g_box_analyzers[SESSIONS_COUNT];
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CVWAPCalculator *g_vwap_calculators[SESSIONS_COUNT];
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string g_unique_prefix;
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string g_unique_prefix;
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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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//--- Bind Buffers to index mapping
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// Bind Buffers
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SetIndexBuffer(0, BufferPre_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufferPre_Even, INDICATOR_DATA);
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SetIndexBuffer(2, BufferCore_Odd, INDICATOR_DATA);
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@@ -145,25 +141,18 @@ int OnInit()
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SetIndexBuffer(6, BufferFull_Odd, INDICATOR_DATA);
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SetIndexBuffer(7, BufferFull_Even, INDICATOR_DATA);
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//--- Force strict chronological alignment and empty value fallbacks (Unrolled loop)
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ArraySetAsSeries(BufferPre_Odd, false);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferPre_Even, false);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferCore_Odd, false);
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PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferPre_Odd, false);
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ArraySetAsSeries(BufferPre_Even, false);
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ArraySetAsSeries(BufferCore_Odd, false);
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ArraySetAsSeries(BufferCore_Even, false);
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PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferPost_Odd, false);
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PlotIndexSetDouble(4, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferPost_Odd, false);
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ArraySetAsSeries(BufferPost_Even, false);
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PlotIndexSetDouble(5, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferFull_Odd, false);
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PlotIndexSetDouble(6, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferFull_Odd, false);
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ArraySetAsSeries(BufferFull_Even, false);
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PlotIndexSetDouble(7, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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//--- Apply Custom Session Colors
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for(int i = 0; i < 8; i++)
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PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpPre_Color);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpPre_Color);
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PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpCore_Color);
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@@ -173,46 +162,35 @@ int OnInit()
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PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpFull_Color);
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PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpFull_Color);
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//--- Generate Unique Object Prefix to prevent collisions on multiple instances
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MathSrand((int)TimeCurrent() + (int)ChartID());
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string temp_short_name = StringFormat("SessSingle_TempID_%d_%d", TimeCurrent(), MathRand());
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IndicatorSetString(INDICATOR_SHORTNAME, temp_short_name);
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ChartRedraw();
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int window_index = ChartWindowFind(0, temp_short_name);
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if(window_index < 0)
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window_index = 0;
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g_unique_prefix = StringFormat("SessSingle_%s_%d_%d_", InpMarketName, ChartID(), window_index);
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// Unique Prefix Setup
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g_unique_prefix = StringFormat("SessSingle_%s_%I64d_", InpMarketName, ChartID());
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ObjectsDeleteAll(0, g_unique_prefix);
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bool is_ha_mode = (InpCandleSource == CANDLE_HEIKIN_ASHI);
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//--- Instantiate Polymorphic Engines
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for(int i = 0; i < SESSIONS_COUNT; i++)
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{
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if(is_ha_mode)
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{
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g_box_analyzers[i] = new CSessionAnalyzer_HA();
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g_box_analyzers[i] = new CSessionAnalyzer_HA();
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g_vwap_calculators[i] = new CVWAPCalculator_HA();
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}
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else
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{
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g_box_analyzers[i] = new CSessionAnalyzer();
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g_box_analyzers[i] = new CSessionAnalyzer();
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g_vwap_calculators[i] = new CVWAPCalculator();
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}
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}
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//--- Initialize Object-drawing Analyzers
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g_box_analyzers[0].Init(InpPre_Enable, InpPre_Start, InpPre_End, InpPre_Color, InpFillBoxes, InpPre_ShowMean, InpPre_ShowLinReg, g_unique_prefix + "Pre_", InpMaxHistoryDays);
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g_box_analyzers[0].Init(InpPre_Enable, InpPre_Start, InpPre_End, InpPre_Color, InpFillBoxes, InpPre_ShowMean, InpPre_ShowLinReg, g_unique_prefix + "Pre_", InpMaxHistoryDays);
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g_box_analyzers[1].Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_ShowMean, InpCore_ShowLinReg, g_unique_prefix + "Core_", InpMaxHistoryDays);
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g_box_analyzers[2].Init(InpPost_Enable, InpPost_Start, InpPost_End, InpPost_Color, InpFillBoxes, InpPost_ShowMean, InpPost_ShowLinReg, g_unique_prefix + "Post_", InpMaxHistoryDays);
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g_box_analyzers[3].Init(InpFull_Enable, InpPre_Start, InpPost_End, InpFull_Color, InpFillBoxes, InpFull_ShowMean, InpFull_ShowLinReg, g_unique_prefix + "Full_", InpMaxHistoryDays);
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g_box_analyzers[3].Init(InpFull_Enable, InpPre_Start, InpPost_End, InpFull_Color, InpFillBoxes, InpFull_ShowMean, InpFull_ShowLinReg, g_unique_prefix + "Full_", InpMaxHistoryDays);
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//--- Initialize Stateful VWAP Engines
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g_vwap_calculators[0].Init(InpPre_Start, InpPre_End, InpVolumeType, InpPre_Enable && InpPre_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[0].Init(InpPre_Start, InpPre_End, InpVolumeType, InpPre_Enable && InpPre_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[1].Init(InpCore_Start, InpCore_End, InpVolumeType, InpCore_Enable && InpCore_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[2].Init(InpPost_Start, InpPost_End, InpVolumeType, InpPost_Enable && InpPost_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[3].Init(InpPre_Start, InpPost_End, InpVolumeType, InpFull_Enable && InpFull_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[3].Init(InpPre_Start, InpPost_End, InpVolumeType, InpFull_Enable && InpFull_ShowVWAP, InpMaxHistoryDays);
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IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis Single (" + InpMarketName + ")" + (is_ha_mode ? " HA" : ""));
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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@@ -231,15 +209,19 @@ void OnDeinit(const int reason)
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{
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g_box_analyzers[i].Cleanup();
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delete g_box_analyzers[i];
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g_box_analyzers[i] = NULL;
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}
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if(CheckPointer(g_vwap_calculators[i]) != POINTER_INVALID)
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{
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delete g_vwap_calculators[i];
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g_vwap_calculators[i] = NULL;
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}
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}
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ObjectsDeleteAll(0, g_unique_prefix);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator calculation loop (Real-time and O(1) optimized) |
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//| Custom indicator calculation loop (Zero-Lag O(1) Architecture) |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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@@ -255,7 +237,6 @@ int OnCalculate(const int rates_total,
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if(rates_total < 10)
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return 0;
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//--- Chronological safety safeguards
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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@@ -264,8 +245,6 @@ int OnCalculate(const int rates_total,
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ArraySetAsSeries(tick_volume, false);
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ArraySetAsSeries(volume, false);
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//--- FIXED: Only wipe buffers on the very first run (prev_calculated == 0)
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//--- This preserves historical segments during incremental tick calculations, completely curing ghost lines!
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if(prev_calculated == 0)
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{
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ArrayInitialize(BufferPre_Odd, EMPTY_VALUE);
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@@ -278,14 +257,14 @@ int OnCalculate(const int rates_total,
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ArrayInitialize(BufferFull_Even, EMPTY_VALUE);
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}
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//--- 1. Update Object Drawing Logic (True O(1) state-preservation)
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// 1. Update Box Objects with Change Guard
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for(int i = 0; i < SESSIONS_COUNT; i++)
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{
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if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID)
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g_box_analyzers[i].Update(rates_total, prev_calculated, time, open, high, low, close, InpSourcePrice);
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}
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//--- 2. Calculate Stateful VWAP Buffers (Teamed with prev_calculated for extreme efficiency!)
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// 2. Incremental O(1) VWAP Calculations (Now lightning fast!)
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if(CheckPointer(g_vwap_calculators[0]) != POINTER_INVALID)
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g_vwap_calculators[0].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferPre_Odd, BufferPre_Even);
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if(CheckPointer(g_vwap_calculators[1]) != POINTER_INVALID)
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@@ -295,7 +274,7 @@ int OnCalculate(const int rates_total,
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if(CheckPointer(g_vwap_calculators[3]) != POINTER_INVALID)
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g_vwap_calculators[3].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferFull_Odd, BufferFull_Even);
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ChartRedraw();
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// CRITICAL FIX: ChartRedraw() REMOVED! Buffer repainting is natively handled by MT5.
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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