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refactor: Integrated custom VWAP engine for session-based VWAP
This commit is contained in:
Toh4iem9
@@ -3,131 +3,271 @@
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//| Copyright 2025, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "4.00" // Scaled to support 3 independent markets
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#property description "Draws boxes and analytics for up to 3 independent markets, each with Pre, Core, and Post sessions."
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#property description "Supports Standard and Heikin Ashi price sources. Times are based on broker's server time."
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#property version "6.00" // REFACTOR: Integrated custom VWAP engine for session-based VWAP
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#property description "Draws boxes, analytics, and session-based VWAP via high-performance buffers."
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#property indicator_chart_window
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#property indicator_plots 0
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// Buffers: M1(Pre A/B, Core A/B, Post A/B, Full A/B) = 8. Total for 3 markets = 24
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#property indicator_buffers 24
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#property indicator_plots 24
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#include <MyIncludes\Session_Analysis_Calculator.mqh>
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//--- Include Engines ---
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#include <MyIncludes\Session_Analysis_Calculator.mqh> // For Boxes, Mean, LinReg
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#include <MyIncludes\VWAP_Calculator.mqh> // For VWAP calculations
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//--- Custom Enum for Price Source, including Heikin Ashi ---
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enum ENUM_APPLIED_PRICE_HA_ALL
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//--- Plot Properties for VWAP lines (Market 1) ---
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#property indicator_type1 DRAW_LINE
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#property indicator_label1 "M1 Pre VWAP"
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#property indicator_type2 DRAW_LINE
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#property indicator_label2 ""
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#property indicator_type3 DRAW_LINE
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#property indicator_label3 "M1 Core VWAP"
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#property indicator_type4 DRAW_LINE
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#property indicator_label4 ""
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#property indicator_type5 DRAW_LINE
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#property indicator_label5 "M1 Post VWAP"
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#property indicator_type6 DRAW_LINE
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#property indicator_label6 ""
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#property indicator_type7 DRAW_LINE
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#property indicator_label7 "M1 Full VWAP"
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#property indicator_type8 DRAW_LINE
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#property indicator_label8 ""
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//--- Plot Properties for VWAP lines (Market 2) ---
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#property indicator_type9 DRAW_LINE
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#property indicator_label9 "M2 Pre VWAP"
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#property indicator_type10 DRAW_LINE
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#property indicator_label10 ""
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#property indicator_type11 DRAW_LINE
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#property indicator_label11 "M2 Core VWAP"
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#property indicator_type12 DRAW_LINE
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#property indicator_label12 ""
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#property indicator_type13 DRAW_LINE
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#property indicator_label13 "M2 Post VWAP"
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#property indicator_type14 DRAW_LINE
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#property indicator_label14 ""
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#property indicator_type15 DRAW_LINE
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#property indicator_label15 "M2 Full VWAP"
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#property indicator_type16 DRAW_LINE
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#property indicator_label16 ""
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//--- Plot Properties for VWAP lines (Market 3) ---
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#property indicator_type17 DRAW_LINE
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#property indicator_label17 "M3 Pre VWAP"
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#property indicator_type18 DRAW_LINE
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#property indicator_label18 ""
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#property indicator_type19 DRAW_LINE
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#property indicator_label19 "M3 Core VWAP"
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#property indicator_type20 DRAW_LINE
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#property indicator_label20 ""
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#property indicator_type21 DRAW_LINE
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#property indicator_label21 "M3 Post VWAP"
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#property indicator_type22 DRAW_LINE
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#property indicator_label22 ""
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#property indicator_type23 DRAW_LINE
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#property indicator_label23 "M3 Full VWAP"
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#property indicator_type24 DRAW_LINE
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#property indicator_label24 ""
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//--- Enum for selecting the candle source for calculation ---
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enum ENUM_CANDLE_SOURCE
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{
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//--- Heikin Ashi Prices (negative values for easy identification)
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PRICE_HA_CLOSE = -1, PRICE_HA_OPEN = -2, PRICE_HA_HIGH = -3, PRICE_HA_LOW = -4,
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PRICE_HA_MEDIAN = -5, PRICE_HA_TYPICAL = -6, PRICE_HA_WEIGHTED = -7,
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//--- Standard Prices (using built-in ENUM_APPLIED_PRICE values)
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PRICE_CLOSE_STD = PRICE_CLOSE, PRICE_OPEN_STD = PRICE_OPEN, PRICE_HIGH_STD = PRICE_HIGH,
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PRICE_LOW_STD = PRICE_LOW, PRICE_MEDIAN_STD = PRICE_MEDIAN, PRICE_TYPICAL_STD = PRICE_TYPICAL,
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PRICE_WEIGHTED_STD= PRICE_WEIGHTED
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CANDLE_STANDARD, // Use standard OHLC data
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CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
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};
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//--- Input Parameters ---
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input group "Global Settings"
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input bool InpFillBoxes = false;
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
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input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price for Mean and LinReg
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input bool InpFillBoxes = false;
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
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input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // For VWAP
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input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_TYPICAL; // For Mean/LinReg
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//--- Market 1 Settings ---
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input group "Market 1 Settings (e.g., NYSE)"
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input bool InpM1_Enable = true;
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input group "M1 Pre-Market Session"
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input bool InpM1_PreMarket_Enable = true;
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input string InpM1_PreMarket_Start = "06:30";
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input string InpM1_PreMarket_Start = "08:00";
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input string InpM1_PreMarket_End = "09:30";
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input color InpM1_PreMarket_Color = clrSlateBlue;
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input color InpM1_PreMarket_Color = C'25,25,112';
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input bool InpM1_PreMarket_VWAP = true;
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input bool InpM1_PreMarket_Mean = true;
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input bool InpM1_PreMarket_LinReg = true;
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input bool InpM1_PreMarket_Mean = false;
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input bool InpM1_PreMarket_LinReg = false;
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input group "M1 Core Trading Session"
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input bool InpM1_Core_Enable = true;
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input string InpM1_Core_Start = "09:30";
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input string InpM1_Core_End = "16:00";
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input color InpM1_Core_Color = clrSlateBlue;
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input color InpM1_Core_Color = C'70,130,180';
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input bool InpM1_Core_VWAP = true;
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input bool InpM1_Core_Mean = true;
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input bool InpM1_Core_LinReg = true;
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input group "M1 Post-Market Session"
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input bool InpM1_PostMarket_Enable = true;
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input string InpM1_PostMarket_Start = "16:00";
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input string InpM1_PostMarket_End = "20:00";
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input color InpM1_PostMarket_Color = clrSlateBlue;
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input string InpM1_PostMarket_End = "17:30";
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input color InpM1_PostMarket_Color = C'106,90,205';
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input bool InpM1_PostMarket_VWAP = true;
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input bool InpM1_PostMarket_Mean = true;
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input bool InpM1_PostMarket_LinReg = true;
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input bool InpM1_PostMarket_Mean = false;
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input bool InpM1_PostMarket_LinReg = false;
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input group "M1 Full Day Analysis"
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input bool InpM1_FullDay_Enable = false;
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input color InpM1_FullDay_Color = clrGray;
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input bool InpM1_FullDay_VWAP = true;
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input bool InpM1_FullDay_Mean = false;
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input bool InpM1_FullDay_LinReg = false;
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//--- Market 2 Settings ---
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input group "Market 2 Settings (e.g., LSE)"
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input bool InpM2_Enable = true;
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input bool InpM2_Enable = false;
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input group "M2 Pre-Market Session"
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input bool InpM2_PreMarket_Enable = true;
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input string InpM2_PreMarket_Start = "04:00";
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input string InpM2_PreMarket_End = "07:00";
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input color InpM2_PreMarket_Color = clrIndianRed;
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input string InpM2_PreMarket_Start = "07:00";
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input string InpM2_PreMarket_End = "08:00";
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input color InpM2_PreMarket_Color = clrLightCoral;
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input bool InpM2_PreMarket_VWAP = true;
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input bool InpM2_PreMarket_Mean = true;
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input bool InpM2_PreMarket_LinReg = true;
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input bool InpM2_PreMarket_Mean = false;
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input bool InpM2_PreMarket_LinReg = false;
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input group "M2 Core Trading Session"
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input bool InpM2_Core_Enable = true;
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input string InpM2_Core_Start = "07:00";
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input string InpM2_Core_End = "15:30";
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input string InpM2_Core_Start = "08:00";
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input string InpM2_Core_End = "16:30";
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input color InpM2_Core_Color = clrIndianRed;
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input bool InpM2_Core_VWAP = true;
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input bool InpM2_Core_Mean = true;
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input bool InpM2_Core_LinReg = true;
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input group "M2 Post-Market Session"
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input bool InpM2_PostMarket_Enable = true;
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input string InpM2_PostMarket_Start = "15:30";
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input string InpM2_PostMarket_End = "16:15";
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input color InpM2_PostMarket_Color = clrIndianRed;
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input string InpM2_PostMarket_Start = "16:30";
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input string InpM2_PostMarket_End = "17:30";
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input color InpM2_PostMarket_Color = clrFireBrick;
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input bool InpM2_PostMarket_VWAP = true;
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input bool InpM2_PostMarket_Mean = true;
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input bool InpM2_PostMarket_LinReg = true;
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input bool InpM2_PostMarket_Mean = false;
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input bool InpM2_PostMarket_LinReg = false;
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input group "M2 Full Day Analysis"
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input bool InpM2_FullDay_Enable = false;
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input color InpM2_FullDay_Color = clrGray;
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input bool InpM2_FullDay_VWAP = true;
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input bool InpM2_FullDay_Mean = false;
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input bool InpM2_FullDay_LinReg = false;
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//--- Market 3 Settings ---
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input group "Market 3 Settings (e.g., TSE)"
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input bool InpM3_Enable = true;
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input bool InpM3_Enable = false;
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input group "M3 Pre-Market Session"
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input bool InpM3_PreMarket_Enable = true;
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input string InpM3_PreMarket_Start = "08:00";
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input string InpM3_PreMarket_End = "09:00";
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input color InpM3_PreMarket_Color = clrSeaGreen;
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input color InpM3_PreMarket_Color = clrMediumSeaGreen;
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input bool InpM3_PreMarket_VWAP = true;
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input bool InpM3_PreMarket_Mean = true;
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input bool InpM3_PreMarket_LinReg = true;
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input bool InpM3_PreMarket_Mean = false;
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input bool InpM3_PreMarket_LinReg = false;
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input group "M3 Core Trading Session"
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input bool InpM3_Core_Enable = true;
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input string InpM3_Core_Start = "09:00";
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input string InpM3_Core_End = "11:30";
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input string InpM3_Core_End = "15:00";
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input color InpM3_Core_Color = clrSeaGreen;
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input bool InpM3_Core_VWAP = true;
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input bool InpM3_Core_Mean = true;
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input bool InpM3_Core_LinReg = true;
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input group "M3 Post-Market Session"
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input bool InpM3_PostMarket_Enable = true;
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input string InpM3_PostMarket_Start = "12:30";
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input string InpM3_PostMarket_End = "15:30";
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input color InpM3_PostMarket_Color = clrSeaGreen;
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input string InpM3_PostMarket_Start = "15:00";
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input string InpM3_PostMarket_End = "16:00";
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input color InpM3_PostMarket_Color = clrDarkGreen;
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input bool InpM3_PostMarket_VWAP = true;
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input bool InpM3_PostMarket_Mean = true;
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input bool InpM3_PostMarket_LinReg = true;
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input bool InpM3_PostMarket_Mean = false;
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input bool InpM3_PostMarket_LinReg = false;
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input group "M3 Full Day Analysis"
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input bool InpM3_FullDay_Enable = false;
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input color InpM3_FullDay_Color = clrGray;
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input bool InpM3_FullDay_VWAP = true;
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input bool InpM3_FullDay_Mean = false;
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input bool InpM3_FullDay_LinReg = false;
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//--- Indicator Buffers for VWAP ---
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double BufferM1_Pre_A[], BufferM1_Pre_B[];
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double BufferM1_Core_A[], BufferM1_Core_B[];
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double BufferM1_Post_A[], BufferM1_Post_B[];
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double BufferM1_Full_A[], BufferM1_Full_B[];
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double BufferM2_Pre_A[], BufferM2_Pre_B[];
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double BufferM2_Core_A[], BufferM2_Core_B[];
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double BufferM2_Post_A[], BufferM2_Post_B[];
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double BufferM2_Full_A[], BufferM2_Full_B[];
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double BufferM3_Pre_A[], BufferM3_Pre_B[];
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double BufferM3_Core_A[], BufferM3_Core_B[];
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double BufferM3_Post_A[], BufferM3_Post_B[];
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double BufferM3_Full_A[], BufferM3_Full_B[];
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//--- Global Variables ---
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#define TOTAL_ANALYZERS 9
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CSessionAnalyzer *g_analyzers[TOTAL_ANALYZERS];
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#define TOTAL_SESSIONS 12
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CSessionAnalyzer *g_box_analyzers[TOTAL_SESSIONS];
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CVWAPCalculator *g_vwap_calculators[TOTAL_SESSIONS];
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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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for(int i = 0; i < TOTAL_ANALYZERS; i++)
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g_analyzers[i] = NULL;
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for(int i=0; i<TOTAL_SESSIONS; i++)
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{
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g_box_analyzers[i] = NULL;
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g_vwap_calculators[i] = NULL;
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}
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//--- Create a stable, unique prefix for this indicator instance
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// --- Set up VWAP Buffers ---
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SetIndexBuffer(0, BufferM1_Pre_A, INDICATOR_DATA);
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SetIndexBuffer(1, BufferM1_Pre_B, INDICATOR_DATA);
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SetIndexBuffer(2, BufferM1_Core_A, INDICATOR_DATA);
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SetIndexBuffer(3, BufferM1_Core_B, INDICATOR_DATA);
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SetIndexBuffer(4, BufferM1_Post_A, INDICATOR_DATA);
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SetIndexBuffer(5, BufferM1_Post_B, INDICATOR_DATA);
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SetIndexBuffer(6, BufferM1_Full_A, INDICATOR_DATA);
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SetIndexBuffer(7, BufferM1_Full_B, INDICATOR_DATA);
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SetIndexBuffer(8, BufferM2_Pre_A, INDICATOR_DATA);
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SetIndexBuffer(9, BufferM2_Pre_B, INDICATOR_DATA);
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SetIndexBuffer(10, BufferM2_Core_A, INDICATOR_DATA);
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SetIndexBuffer(11, BufferM2_Core_B, INDICATOR_DATA);
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SetIndexBuffer(12, BufferM2_Post_A, INDICATOR_DATA);
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SetIndexBuffer(13, BufferM2_Post_B, INDICATOR_DATA);
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SetIndexBuffer(14, BufferM2_Full_A, INDICATOR_DATA);
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SetIndexBuffer(15, BufferM2_Full_B, INDICATOR_DATA);
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SetIndexBuffer(16, BufferM3_Pre_A, INDICATOR_DATA);
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SetIndexBuffer(17, BufferM3_Pre_B, INDICATOR_DATA);
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SetIndexBuffer(18, BufferM3_Core_A, INDICATOR_DATA);
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SetIndexBuffer(19, BufferM3_Core_B, INDICATOR_DATA);
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SetIndexBuffer(20, BufferM3_Post_A, INDICATOR_DATA);
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SetIndexBuffer(21, BufferM3_Post_B, INDICATOR_DATA);
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SetIndexBuffer(22, BufferM3_Full_A, INDICATOR_DATA);
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SetIndexBuffer(23, BufferM3_Full_B, INDICATOR_DATA);
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for(int i=0; i<24; i++)
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PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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// --- Set VWAP Colors ---
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpM1_PreMarket_Color);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpM1_PreMarket_Color);
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PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpM1_Core_Color);
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PlotIndexSetInteger(3, PLOT_LINE_COLOR, InpM1_Core_Color);
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PlotIndexSetInteger(4, PLOT_LINE_COLOR, InpM1_PostMarket_Color);
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PlotIndexSetInteger(5, PLOT_LINE_COLOR, InpM1_PostMarket_Color);
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PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpM1_FullDay_Color);
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PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpM1_FullDay_Color);
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PlotIndexSetInteger(8, PLOT_LINE_COLOR, InpM2_PreMarket_Color);
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PlotIndexSetInteger(9, PLOT_LINE_COLOR, InpM2_PreMarket_Color);
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PlotIndexSetInteger(10, PLOT_LINE_COLOR, InpM2_Core_Color);
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PlotIndexSetInteger(11, PLOT_LINE_COLOR, InpM2_Core_Color);
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PlotIndexSetInteger(12, PLOT_LINE_COLOR, InpM2_PostMarket_Color);
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PlotIndexSetInteger(13, PLOT_LINE_COLOR, InpM2_PostMarket_Color);
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PlotIndexSetInteger(14, PLOT_LINE_COLOR, InpM2_FullDay_Color);
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PlotIndexSetInteger(15, PLOT_LINE_COLOR, InpM2_FullDay_Color);
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PlotIndexSetInteger(16, PLOT_LINE_COLOR, InpM3_PreMarket_Color);
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PlotIndexSetInteger(17, PLOT_LINE_COLOR, InpM3_PreMarket_Color);
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PlotIndexSetInteger(18, PLOT_LINE_COLOR, InpM3_Core_Color);
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PlotIndexSetInteger(19, PLOT_LINE_COLOR, InpM3_Core_Color);
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PlotIndexSetInteger(20, PLOT_LINE_COLOR, InpM3_PostMarket_Color);
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PlotIndexSetInteger(21, PLOT_LINE_COLOR, InpM3_PostMarket_Color);
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PlotIndexSetInteger(22, PLOT_LINE_COLOR, InpM3_FullDay_Color);
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PlotIndexSetInteger(23, PLOT_LINE_COLOR, InpM3_FullDay_Color);
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// --- Init Logic for Box/Mean/LinReg Analyzers (Object-based) ---
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MathSrand((int)TimeCurrent() + (int)ChartID());
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string temp_short_name = StringFormat("SessPro_TempID_%d_%d", TimeCurrent(), MathRand());
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IndicatorSetString(INDICATOR_SHORTNAME, temp_short_name);
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@@ -137,59 +277,89 @@ int OnInit()
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window_index = 0;
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string unique_prefix = StringFormat("SessPro_%d_%d_", ChartID(), window_index);
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bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
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// Market 1 Boxes
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g_box_analyzers[0] = new CSessionAnalyzer();
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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_");
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g_box_analyzers[1] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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_");
|
||||
// Market 2 Boxes
|
||||
g_box_analyzers[4] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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_");
|
||||
// Market 3 Boxes
|
||||
g_box_analyzers[8] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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] = new CSessionAnalyzer();
|
||||
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_");
|
||||
|
||||
//--- Instantiate all 9 analyzers ---
|
||||
for(int i=0; i<TOTAL_SESSIONS; i++)
|
||||
if(CheckPointer(g_box_analyzers[i]))
|
||||
g_box_analyzers[i].Cleanup();
|
||||
|
||||
// --- Init Logic for VWAP Calculators (Buffer-based) ---
|
||||
bool is_ha_candle = (InpCandleSource == CANDLE_HEIKIN_ASHI);
|
||||
// Market 1
|
||||
g_analyzers[0] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[0].Init(InpM1_Enable && InpM1_PreMarket_Enable, InpM1_PreMarket_Start, InpM1_PreMarket_End, InpM1_PreMarket_Color, InpFillBoxes, InpM1_PreMarket_VWAP, InpM1_PreMarket_Mean, InpM1_PreMarket_LinReg, InpVolumeType, unique_prefix + "M1_Pre_");
|
||||
g_analyzers[1] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[1].Init(InpM1_Enable && InpM1_Core_Enable, InpM1_Core_Start, InpM1_Core_End, InpM1_Core_Color, InpFillBoxes, InpM1_Core_VWAP, InpM1_Core_Mean, InpM1_Core_LinReg, InpVolumeType, unique_prefix + "M1_Core_");
|
||||
g_analyzers[2] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[2].Init(InpM1_Enable && InpM1_PostMarket_Enable, InpM1_PostMarket_Start, InpM1_PostMarket_End, InpM1_PostMarket_Color, InpFillBoxes, InpM1_PostMarket_VWAP, InpM1_PostMarket_Mean, InpM1_PostMarket_LinReg, InpVolumeType, unique_prefix + "M1_Post_");
|
||||
g_vwap_calculators[0] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[0].Init(InpM1_PreMarket_Start, InpM1_PreMarket_End, InpVolumeType, InpM1_Enable && InpM1_PreMarket_Enable && InpM1_PreMarket_VWAP);
|
||||
g_vwap_calculators[1] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[1].Init(InpM1_Core_Start, InpM1_Core_End, InpVolumeType, InpM1_Enable && InpM1_Core_Enable && InpM1_Core_VWAP);
|
||||
g_vwap_calculators[2] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[2].Init(InpM1_PostMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_PostMarket_Enable && InpM1_PostMarket_VWAP);
|
||||
g_vwap_calculators[3] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[3].Init(InpM1_PreMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_FullDay_Enable && InpM1_FullDay_VWAP);
|
||||
// Market 2
|
||||
g_analyzers[3] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[3].Init(InpM2_Enable && InpM2_PreMarket_Enable, InpM2_PreMarket_Start, InpM2_PreMarket_End, InpM2_PreMarket_Color, InpFillBoxes, InpM2_PreMarket_VWAP, InpM2_PreMarket_Mean, InpM2_PreMarket_LinReg, InpVolumeType, unique_prefix + "M2_Pre_");
|
||||
g_analyzers[4] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[4].Init(InpM2_Enable && InpM2_Core_Enable, InpM2_Core_Start, InpM2_Core_End, InpM2_Core_Color, InpFillBoxes, InpM2_Core_VWAP, InpM2_Core_Mean, InpM2_Core_LinReg, InpVolumeType, unique_prefix + "M2_Core_");
|
||||
g_analyzers[5] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[5].Init(InpM2_Enable && InpM2_PostMarket_Enable, InpM2_PostMarket_Start, InpM2_PostMarket_End, InpM2_PostMarket_Color, InpFillBoxes, InpM2_PostMarket_VWAP, InpM2_PostMarket_Mean, InpM2_PostMarket_LinReg, InpVolumeType, unique_prefix + "M2_Post_");
|
||||
g_vwap_calculators[4] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[4].Init(InpM2_PreMarket_Start, InpM2_PreMarket_End, InpVolumeType, InpM2_Enable && InpM2_PreMarket_Enable && InpM2_PreMarket_VWAP);
|
||||
g_vwap_calculators[5] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[5].Init(InpM2_Core_Start, InpM2_Core_End, InpVolumeType, InpM2_Enable && InpM2_Core_Enable && InpM2_Core_VWAP);
|
||||
g_vwap_calculators[6] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[6].Init(InpM2_PostMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_PostMarket_Enable && InpM2_PostMarket_VWAP);
|
||||
g_vwap_calculators[7] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[7].Init(InpM2_PreMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_FullDay_Enable && InpM2_FullDay_VWAP);
|
||||
// Market 3
|
||||
g_analyzers[6] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[6].Init(InpM3_Enable && InpM3_PreMarket_Enable, InpM3_PreMarket_Start, InpM3_PreMarket_End, InpM3_PreMarket_Color, InpFillBoxes, InpM3_PreMarket_VWAP, InpM3_PreMarket_Mean, InpM3_PreMarket_LinReg, InpVolumeType, unique_prefix + "M3_Pre_");
|
||||
g_analyzers[7] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[7].Init(InpM3_Enable && InpM3_Core_Enable, InpM3_Core_Start, InpM3_Core_End, InpM3_Core_Color, InpFillBoxes, InpM3_Core_VWAP, InpM3_Core_Mean, InpM3_Core_LinReg, InpVolumeType, unique_prefix + "M3_Core_");
|
||||
g_analyzers[8] = is_ha ? new CSessionAnalyzer_HA() : new CSessionAnalyzer();
|
||||
g_analyzers[8].Init(InpM3_Enable && InpM3_PostMarket_Enable, InpM3_PostMarket_Start, InpM3_PostMarket_End, InpM3_PostMarket_Color, InpFillBoxes, InpM3_PostMarket_VWAP, InpM3_PostMarket_Mean, InpM3_PostMarket_LinReg, InpVolumeType, unique_prefix + "M3_Post_");
|
||||
g_vwap_calculators[8] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[8].Init(InpM3_PreMarket_Start, InpM3_PreMarket_End, InpVolumeType, InpM3_Enable && InpM3_PreMarket_Enable && InpM3_PreMarket_VWAP);
|
||||
g_vwap_calculators[9] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[9].Init(InpM3_Core_Start, InpM3_Core_End, InpVolumeType, InpM3_Enable && InpM3_Core_Enable && InpM3_Core_VWAP);
|
||||
g_vwap_calculators[10] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[10].Init(InpM3_PostMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_PostMarket_Enable && InpM3_PostMarket_VWAP);
|
||||
g_vwap_calculators[11] = is_ha_candle ? new CVWAPCalculator_HA() : new CVWAPCalculator();
|
||||
g_vwap_calculators[11].Init(InpM3_PreMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_FullDay_Enable && InpM3_FullDay_VWAP);
|
||||
|
||||
//--- Clean up any old objects before drawing ---
|
||||
for(int i = 0; i < TOTAL_ANALYZERS; i++)
|
||||
{
|
||||
if(CheckPointer(g_analyzers[i]) != POINTER_INVALID)
|
||||
g_analyzers[i].Cleanup();
|
||||
}
|
||||
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis" + (is_ha ? " HA" : ""));
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis");
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator deinitialization function. |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
for(int i = 0; i < TOTAL_ANALYZERS; i++)
|
||||
for(int i=0; i<TOTAL_SESSIONS; i++)
|
||||
{
|
||||
if(CheckPointer(g_analyzers[i]) != POINTER_INVALID)
|
||||
if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID)
|
||||
{
|
||||
g_analyzers[i].Cleanup();
|
||||
delete g_analyzers[i];
|
||||
g_box_analyzers[i].Cleanup();
|
||||
delete g_box_analyzers[i];
|
||||
}
|
||||
if(CheckPointer(g_vwap_calculators[i]) != POINTER_INVALID)
|
||||
{
|
||||
delete g_vwap_calculators[i];
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom indicator iteration function. |
|
||||
//+------------------------------------------------------------------+
|
||||
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[])
|
||||
{
|
||||
@@ -198,18 +368,42 @@ int OnCalculate(const int rates_total, const int, const datetime& time[], const
|
||||
if(rates_total > 0)
|
||||
g_last_bar_time = time[rates_total - 1];
|
||||
|
||||
ENUM_APPLIED_PRICE price_type;
|
||||
if(InpSourcePrice <= PRICE_HA_CLOSE)
|
||||
price_type = (ENUM_APPLIED_PRICE)(-(int)InpSourcePrice);
|
||||
else
|
||||
price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
|
||||
|
||||
for(int i = 0; i < TOTAL_ANALYZERS; i++)
|
||||
// --- Object Drawing Logic (Boxes, etc.) ---
|
||||
for(int i=0; i<TOTAL_SESSIONS; i++)
|
||||
{
|
||||
if(CheckPointer(g_analyzers[i]) != POINTER_INVALID)
|
||||
g_analyzers[i].Update(rates_total, time, open, high, low, close, tick_volume, volume, price_type);
|
||||
if(CheckPointer(g_box_analyzers[i]))
|
||||
g_box_analyzers[i].Update(rates_total, time, open, high, low, close, (ENUM_APPLIED_PRICE)InpSourcePrice);
|
||||
}
|
||||
|
||||
// --- VWAP Buffer Calculation Logic ---
|
||||
// Market 1
|
||||
if(CheckPointer(g_vwap_calculators[0]))
|
||||
g_vwap_calculators[0].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM1_Pre_A, BufferM1_Pre_B);
|
||||
if(CheckPointer(g_vwap_calculators[1]))
|
||||
g_vwap_calculators[1].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM1_Core_A, BufferM1_Core_B);
|
||||
if(CheckPointer(g_vwap_calculators[2]))
|
||||
g_vwap_calculators[2].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM1_Post_A, BufferM1_Post_B);
|
||||
if(CheckPointer(g_vwap_calculators[3]))
|
||||
g_vwap_calculators[3].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM1_Full_A, BufferM1_Full_B);
|
||||
// Market 2
|
||||
if(CheckPointer(g_vwap_calculators[4]))
|
||||
g_vwap_calculators[4].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM2_Pre_A, BufferM2_Pre_B);
|
||||
if(CheckPointer(g_vwap_calculators[5]))
|
||||
g_vwap_calculators[5].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM2_Core_A, BufferM2_Core_B);
|
||||
if(CheckPointer(g_vwap_calculators[6]))
|
||||
g_vwap_calculators[6].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM2_Post_A, BufferM2_Post_B);
|
||||
if(CheckPointer(g_vwap_calculators[7]))
|
||||
g_vwap_calculators[7].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM2_Full_A, BufferM2_Full_B);
|
||||
// Market 3
|
||||
if(CheckPointer(g_vwap_calculators[8]))
|
||||
g_vwap_calculators[8].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM3_Pre_A, BufferM3_Pre_B);
|
||||
if(CheckPointer(g_vwap_calculators[9]))
|
||||
g_vwap_calculators[9].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM3_Core_A, BufferM3_Core_B);
|
||||
if(CheckPointer(g_vwap_calculators[10]))
|
||||
g_vwap_calculators[10].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM3_Post_A, BufferM3_Post_B);
|
||||
if(CheckPointer(g_vwap_calculators[11]))
|
||||
g_vwap_calculators[11].Calculate(rates_total, time, open, high, low, close, tick_volume, volume, BufferM3_Full_A, BufferM3_Full_B);
|
||||
|
||||
ChartRedraw();
|
||||
return(rates_total);
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user