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refactor: Added History Limit to reduce template size

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This commit is contained in:
Toh4iem9
2025-12-04 19:48:08 +01:00
parent 4e5fc90973
commit 8313491d57
1 changed files with 33 additions and 27 deletions
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Indicators/MyIndicators/Session_Analysis_Pro.mq5
+33 -27
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@@ -3,7 +3,7 @@
//| Copyright 2025, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx"
#property version "6.30" // Restored original logic with HA fix
#property version "6.50" // Added History Limit to reduce template size
#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
@@ -76,6 +76,7 @@ enum ENUM_CANDLE_SOURCE
//--- Input Parameters ---
input group "Global Settings"
input bool InpFillBoxes = false;
input int InpMaxHistoryDays = 5; // Limit object history (0 = All)
input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // For VWAP and other analytics
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_TYPICAL; // For Mean/LinReg
@@ -202,6 +203,8 @@ CSessionAnalyzer *g_box_analyzers[TOTAL_SESSIONS];
CVWAPCalculator *g_vwap_calculators[TOTAL_SESSIONS];
datetime g_last_bar_time;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
@@ -295,32 +298,33 @@ int OnInit()
}
// --- Init Logic for Box/Mean/LinReg Analyzers (Object-based) ---
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].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].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].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].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].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].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].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].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].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].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].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_");
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
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_", InpMaxHistoryDays);
// --- Init Logic for VWAP Calculators (Buffer-based) ---
g_vwap_calculators[0].Init(InpM1_PreMarket_Start, InpM1_PreMarket_End, InpVolumeType, InpM1_Enable && InpM1_PreMarket_Enable && InpM1_PreMarket_VWAP);
g_vwap_calculators[1].Init(InpM1_Core_Start, InpM1_Core_End, InpVolumeType, InpM1_Enable && InpM1_Core_Enable && InpM1_Core_VWAP);
g_vwap_calculators[2].Init(InpM1_PostMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_PostMarket_Enable && InpM1_PostMarket_VWAP);
g_vwap_calculators[3].Init(InpM1_PreMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_FullDay_Enable && InpM1_FullDay_VWAP);
g_vwap_calculators[4].Init(InpM2_PreMarket_Start, InpM2_PreMarket_End, InpVolumeType, InpM2_Enable && InpM2_PreMarket_Enable && InpM2_PreMarket_VWAP);
g_vwap_calculators[5].Init(InpM2_Core_Start, InpM2_Core_End, InpVolumeType, InpM2_Enable && InpM2_Core_Enable && InpM2_Core_VWAP);
g_vwap_calculators[6].Init(InpM2_PostMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_PostMarket_Enable && InpM2_PostMarket_VWAP);
g_vwap_calculators[7].Init(InpM2_PreMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_FullDay_Enable && InpM2_FullDay_VWAP);
g_vwap_calculators[8].Init(InpM3_PreMarket_Start, InpM3_PreMarket_End, InpVolumeType, InpM3_Enable && InpM3_PreMarket_Enable && InpM3_PreMarket_VWAP);
g_vwap_calculators[9].Init(InpM3_Core_Start, InpM3_Core_End, InpVolumeType, InpM3_Enable && InpM3_Core_Enable && InpM3_Core_VWAP);
g_vwap_calculators[10].Init(InpM3_PostMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_PostMarket_Enable && InpM3_PostMarket_VWAP);
g_vwap_calculators[11].Init(InpM3_PreMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_FullDay_Enable && InpM3_FullDay_VWAP);
// Updated to pass InpMaxHistoryDays
g_vwap_calculators[0].Init(InpM1_PreMarket_Start, InpM1_PreMarket_End, InpVolumeType, InpM1_Enable && InpM1_PreMarket_Enable && InpM1_PreMarket_VWAP, InpMaxHistoryDays);
g_vwap_calculators[1].Init(InpM1_Core_Start, InpM1_Core_End, InpVolumeType, InpM1_Enable && InpM1_Core_Enable && InpM1_Core_VWAP, InpMaxHistoryDays);
g_vwap_calculators[2].Init(InpM1_PostMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_PostMarket_Enable && InpM1_PostMarket_VWAP, InpMaxHistoryDays);
g_vwap_calculators[3].Init(InpM1_PreMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_FullDay_Enable && InpM1_FullDay_VWAP, InpMaxHistoryDays);
g_vwap_calculators[4].Init(InpM2_PreMarket_Start, InpM2_PreMarket_End, InpVolumeType, InpM2_Enable && InpM2_PreMarket_Enable && InpM2_PreMarket_VWAP, InpMaxHistoryDays);
g_vwap_calculators[5].Init(InpM2_Core_Start, InpM2_Core_End, InpVolumeType, InpM2_Enable && InpM2_Core_Enable && InpM2_Core_VWAP, InpMaxHistoryDays);
g_vwap_calculators[6].Init(InpM2_PostMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_PostMarket_Enable && InpM2_PostMarket_VWAP, InpMaxHistoryDays);
g_vwap_calculators[7].Init(InpM2_PreMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_FullDay_Enable && InpM2_FullDay_VWAP, InpMaxHistoryDays);
g_vwap_calculators[8].Init(InpM3_PreMarket_Start, InpM3_PreMarket_End, InpVolumeType, InpM3_Enable && InpM3_PreMarket_Enable && InpM3_PreMarket_VWAP, InpMaxHistoryDays);
g_vwap_calculators[9].Init(InpM3_Core_Start, InpM3_Core_End, InpVolumeType, InpM3_Enable && InpM3_Core_Enable && InpM3_Core_VWAP, InpMaxHistoryDays);
g_vwap_calculators[10].Init(InpM3_PostMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_PostMarket_Enable && InpM3_PostMarket_VWAP, InpMaxHistoryDays);
g_vwap_calculators[11].Init(InpM3_PreMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_FullDay_Enable && InpM3_FullDay_VWAP, InpMaxHistoryDays);
IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis" + (is_ha_mode ? " HA" : ""));
return(INIT_SUCCEEDED);
@@ -354,6 +358,7 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
g_last_bar_time = time[rates_total - 1];
// --- Clear VWAP buffers ---
// Note: We clear them every new bar because we force full recalc for VWAP too
ArrayInitialize(BufferM1_Pre_A, EMPTY_VALUE);
ArrayInitialize(BufferM1_Pre_B, EMPTY_VALUE);
ArrayInitialize(BufferM1_Core_A, EMPTY_VALUE);
@@ -380,14 +385,15 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
ArrayInitialize(BufferM3_Full_B, EMPTY_VALUE);
// --- Object Drawing Logic (Boxes, etc.) ---
// Pass 0 as prev_calculated to force full update (but optimized inside to skip drawing old boxes)
for(int i=0; i<TOTAL_SESSIONS; i++)
{
if(CheckPointer(g_box_analyzers[i]))
g_box_analyzers[i].Update(rates_total, time, open, high, low, close, (ENUM_APPLIED_PRICE)InpSourcePrice);
g_box_analyzers[i].Update(rates_total, 0, time, open, high, low, close, (ENUM_APPLIED_PRICE)InpSourcePrice);
}
// --- VWAP Buffer Calculation Logic ---
int vwap_prev_calc = 0; // Force full recalc for VWAP to match original behavior
int vwap_prev_calc = 0; // Force full recalc
if(CheckPointer(g_vwap_calculators[0]))
g_vwap_calculators[0].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM1_Pre_A, BufferM1_Pre_B);