diff --git a/Indicators/MyIndicators/Session_Analysis_Pro.mq5 b/Indicators/MyIndicators/Session_Analysis_Pro.mq5
index 0dacc02..1c664dd 100644
--- a/Indicators/MyIndicators/Session_Analysis_Pro.mq5
+++ b/Indicators/MyIndicators/Session_Analysis_Pro.mq5
@@ -3,131 +3,271 @@
 //|                                          Copyright 2025, xxxxxxxx|
 //+------------------------------------------------------------------+
 #property copyright "Copyright 2025, xxxxxxxx"
-#property version   "4.00" // Scaled to support 3 independent markets
-#property description "Draws boxes and analytics for up to 3 independent markets, each with Pre, Core, and Post sessions."
-#property description "Supports Standard and Heikin Ashi price sources. Times are based on broker's server time."
+#property version   "6.00" // REFACTOR: Integrated custom VWAP engine for session-based VWAP
+#property description "Draws boxes, analytics, and session-based VWAP via high-performance buffers."
 #property indicator_chart_window
-#property indicator_plots 0
+// Buffers: M1(Pre A/B, Core A/B, Post A/B, Full A/B) = 8. Total for 3 markets = 24
+#property indicator_buffers 24
+#property indicator_plots   24
 
-#include <MyIncludes\Session_Analysis_Calculator.mqh>
+//--- Include Engines ---
+#include <MyIncludes\Session_Analysis_Calculator.mqh> // For Boxes, Mean, LinReg
+#include <MyIncludes\VWAP_Calculator.mqh>             // For VWAP calculations
 
-//--- Custom Enum for Price Source, including Heikin Ashi ---
-enum ENUM_APPLIED_PRICE_HA_ALL
+//--- Plot Properties for VWAP lines (Market 1) ---
+#property indicator_type1   DRAW_LINE
+#property indicator_label1  "M1 Pre VWAP"
+#property indicator_type2   DRAW_LINE
+#property indicator_label2  ""
+#property indicator_type3   DRAW_LINE
+#property indicator_label3  "M1 Core VWAP"
+#property indicator_type4   DRAW_LINE
+#property indicator_label4  ""
+#property indicator_type5   DRAW_LINE
+#property indicator_label5  "M1 Post VWAP"
+#property indicator_type6   DRAW_LINE
+#property indicator_label6  ""
+#property indicator_type7   DRAW_LINE
+#property indicator_label7  "M1 Full VWAP"
+#property indicator_type8   DRAW_LINE
+#property indicator_label8  ""
+//--- Plot Properties for VWAP lines (Market 2) ---
+#property indicator_type9   DRAW_LINE
+#property indicator_label9  "M2 Pre VWAP"
+#property indicator_type10  DRAW_LINE
+#property indicator_label10 ""
+#property indicator_type11  DRAW_LINE
+#property indicator_label11 "M2 Core VWAP"
+#property indicator_type12  DRAW_LINE
+#property indicator_label12 ""
+#property indicator_type13  DRAW_LINE
+#property indicator_label13 "M2 Post VWAP"
+#property indicator_type14  DRAW_LINE
+#property indicator_label14 ""
+#property indicator_type15  DRAW_LINE
+#property indicator_label15 "M2 Full VWAP"
+#property indicator_type16  DRAW_LINE
+#property indicator_label16 ""
+//--- Plot Properties for VWAP lines (Market 3) ---
+#property indicator_type17  DRAW_LINE
+#property indicator_label17 "M3 Pre VWAP"
+#property indicator_type18  DRAW_LINE
+#property indicator_label18 ""
+#property indicator_type19  DRAW_LINE
+#property indicator_label19 "M3 Core VWAP"
+#property indicator_type20  DRAW_LINE
+#property indicator_label20 ""
+#property indicator_type21  DRAW_LINE
+#property indicator_label21 "M3 Post VWAP"
+#property indicator_type22  DRAW_LINE
+#property indicator_label22 ""
+#property indicator_type23  DRAW_LINE
+#property indicator_label23 "M3 Full VWAP"
+#property indicator_type24  DRAW_LINE
+#property indicator_label24 ""
+
+//--- Enum for selecting the candle source for calculation ---
+enum ENUM_CANDLE_SOURCE
   {
-//--- Heikin Ashi Prices (negative values for easy identification)
-   PRICE_HA_CLOSE    = -1, PRICE_HA_OPEN     = -2, PRICE_HA_HIGH     = -3, PRICE_HA_LOW      = -4,
-   PRICE_HA_MEDIAN   = -5, PRICE_HA_TYPICAL  = -6, PRICE_HA_WEIGHTED = -7,
-//--- Standard Prices (using built-in ENUM_APPLIED_PRICE values)
-   PRICE_CLOSE_STD   = PRICE_CLOSE, PRICE_OPEN_STD    = PRICE_OPEN, PRICE_HIGH_STD    = PRICE_HIGH,
-   PRICE_LOW_STD     = PRICE_LOW, PRICE_MEDIAN_STD  = PRICE_MEDIAN, PRICE_TYPICAL_STD = PRICE_TYPICAL,
-   PRICE_WEIGHTED_STD= PRICE_WEIGHTED
+   CANDLE_STANDARD,      // Use standard OHLC data
+   CANDLE_HEIKIN_ASHI    // Use Heikin Ashi smoothed data
   };
 
 //--- Input Parameters ---
 input group "Global Settings"
-input bool                      InpFillBoxes   = false;
-input ENUM_APPLIED_VOLUME       InpVolumeType  = VOLUME_TICK;
-input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD; // Price for Mean and LinReg
+input bool                InpFillBoxes   = false;
+input ENUM_APPLIED_VOLUME InpVolumeType  = VOLUME_TICK;
+input ENUM_CANDLE_SOURCE  InpCandleSource = CANDLE_STANDARD; // For VWAP
+input ENUM_APPLIED_PRICE  InpSourcePrice = PRICE_TYPICAL; // For Mean/LinReg
 
 //--- Market 1 Settings ---
 input group "Market 1 Settings (e.g., NYSE)"
 input bool   InpM1_Enable        = true;
 input group "M1 Pre-Market Session"
 input bool   InpM1_PreMarket_Enable = true;
-input string InpM1_PreMarket_Start  = "06:30";
+input string InpM1_PreMarket_Start  = "08:00";
 input string InpM1_PreMarket_End    = "09:30";
-input color  InpM1_PreMarket_Color  = clrSlateBlue;
+input color  InpM1_PreMarket_Color  = C'25,25,112';
 input bool   InpM1_PreMarket_VWAP   = true;
-input bool   InpM1_PreMarket_Mean   = true;
-input bool   InpM1_PreMarket_LinReg = true;
+input bool   InpM1_PreMarket_Mean   = false;
+input bool   InpM1_PreMarket_LinReg = false;
 input group "M1 Core Trading Session"
 input bool   InpM1_Core_Enable = true;
 input string InpM1_Core_Start  = "09:30";
 input string InpM1_Core_End    = "16:00";
-input color  InpM1_Core_Color  = clrSlateBlue;
+input color  InpM1_Core_Color  = C'70,130,180';
 input bool   InpM1_Core_VWAP   = true;
 input bool   InpM1_Core_Mean   = true;
 input bool   InpM1_Core_LinReg = true;
 input group "M1 Post-Market Session"
 input bool   InpM1_PostMarket_Enable = true;
 input string InpM1_PostMarket_Start  = "16:00";
-input string InpM1_PostMarket_End    = "20:00";
-input color  InpM1_PostMarket_Color  = clrSlateBlue;
+input string InpM1_PostMarket_End    = "17:30";
+input color  InpM1_PostMarket_Color  = C'106,90,205';
 input bool   InpM1_PostMarket_VWAP   = true;
-input bool   InpM1_PostMarket_Mean   = true;
-input bool   InpM1_PostMarket_LinReg = true;
+input bool   InpM1_PostMarket_Mean   = false;
+input bool   InpM1_PostMarket_LinReg = false;
+input group "M1 Full Day Analysis"
+input bool   InpM1_FullDay_Enable = false;
+input color  InpM1_FullDay_Color  = clrGray;
+input bool   InpM1_FullDay_VWAP   = true;
+input bool   InpM1_FullDay_Mean   = false;
+input bool   InpM1_FullDay_LinReg = false;
 
 //--- Market 2 Settings ---
 input group "Market 2 Settings (e.g., LSE)"
-input bool   InpM2_Enable        = true;
+input bool   InpM2_Enable        = false;
 input group "M2 Pre-Market Session"
 input bool   InpM2_PreMarket_Enable = true;
-input string InpM2_PreMarket_Start  = "04:00";
-input string InpM2_PreMarket_End    = "07:00";
-input color  InpM2_PreMarket_Color  = clrIndianRed;
+input string InpM2_PreMarket_Start  = "07:00";
+input string InpM2_PreMarket_End    = "08:00";
+input color  InpM2_PreMarket_Color  = clrLightCoral;
 input bool   InpM2_PreMarket_VWAP   = true;
-input bool   InpM2_PreMarket_Mean   = true;
-input bool   InpM2_PreMarket_LinReg = true;
+input bool   InpM2_PreMarket_Mean   = false;
+input bool   InpM2_PreMarket_LinReg = false;
 input group "M2 Core Trading Session"
 input bool   InpM2_Core_Enable = true;
-input string InpM2_Core_Start  = "07:00";
-input string InpM2_Core_End    = "15:30";
+input string InpM2_Core_Start  = "08:00";
+input string InpM2_Core_End    = "16:30";
 input color  InpM2_Core_Color  = clrIndianRed;
 input bool   InpM2_Core_VWAP   = true;
 input bool   InpM2_Core_Mean   = true;
 input bool   InpM2_Core_LinReg = true;
 input group "M2 Post-Market Session"
 input bool   InpM2_PostMarket_Enable = true;
-input string InpM2_PostMarket_Start  = "15:30";
-input string InpM2_PostMarket_End    = "16:15";
-input color  InpM2_PostMarket_Color  = clrIndianRed;
+input string InpM2_PostMarket_Start  = "16:30";
+input string InpM2_PostMarket_End    = "17:30";
+input color  InpM2_PostMarket_Color  = clrFireBrick;
 input bool   InpM2_PostMarket_VWAP   = true;
-input bool   InpM2_PostMarket_Mean   = true;
-input bool   InpM2_PostMarket_LinReg = true;
+input bool   InpM2_PostMarket_Mean   = false;
+input bool   InpM2_PostMarket_LinReg = false;
+input group "M2 Full Day Analysis"
+input bool   InpM2_FullDay_Enable = false;
+input color  InpM2_FullDay_Color  = clrGray;
+input bool   InpM2_FullDay_VWAP   = true;
+input bool   InpM2_FullDay_Mean   = false;
+input bool   InpM2_FullDay_LinReg = false;
 
 //--- Market 3 Settings ---
 input group "Market 3 Settings (e.g., TSE)"
-input bool   InpM3_Enable        = true;
+input bool   InpM3_Enable        = false;
 input group "M3 Pre-Market Session"
 input bool   InpM3_PreMarket_Enable = true;
 input string InpM3_PreMarket_Start  = "08:00";
 input string InpM3_PreMarket_End    = "09:00";
-input color  InpM3_PreMarket_Color  = clrSeaGreen;
+input color  InpM3_PreMarket_Color  = clrMediumSeaGreen;
 input bool   InpM3_PreMarket_VWAP   = true;
-input bool   InpM3_PreMarket_Mean   = true;
-input bool   InpM3_PreMarket_LinReg = true;
+input bool   InpM3_PreMarket_Mean   = false;
+input bool   InpM3_PreMarket_LinReg = false;
 input group "M3 Core Trading Session"
 input bool   InpM3_Core_Enable = true;
 input string InpM3_Core_Start  = "09:00";
-input string InpM3_Core_End    = "11:30";
+input string InpM3_Core_End    = "15:00";
 input color  InpM3_Core_Color  = clrSeaGreen;
 input bool   InpM3_Core_VWAP   = true;
 input bool   InpM3_Core_Mean   = true;
 input bool   InpM3_Core_LinReg = true;
 input group "M3 Post-Market Session"
 input bool   InpM3_PostMarket_Enable = true;
-input string InpM3_PostMarket_Start  = "12:30";
-input string InpM3_PostMarket_End    = "15:30";
-input color  InpM3_PostMarket_Color  = clrSeaGreen;
+input string InpM3_PostMarket_Start  = "15:00";
+input string InpM3_PostMarket_End    = "16:00";
+input color  InpM3_PostMarket_Color  = clrDarkGreen;
 input bool   InpM3_PostMarket_VWAP   = true;
-input bool   InpM3_PostMarket_Mean   = true;
-input bool   InpM3_PostMarket_LinReg = true;
+input bool   InpM3_PostMarket_Mean   = false;
+input bool   InpM3_PostMarket_LinReg = false;
+input group "M3 Full Day Analysis"
+input bool   InpM3_FullDay_Enable = false;
+input color  InpM3_FullDay_Color  = clrGray;
+input bool   InpM3_FullDay_VWAP   = true;
+input bool   InpM3_FullDay_Mean   = false;
+input bool   InpM3_FullDay_LinReg = false;
+
+//--- Indicator Buffers for VWAP ---
+double BufferM1_Pre_A[],  BufferM1_Pre_B[];
+double BufferM1_Core_A[], BufferM1_Core_B[];
+double BufferM1_Post_A[], BufferM1_Post_B[];
+double BufferM1_Full_A[], BufferM1_Full_B[];
+double BufferM2_Pre_A[],  BufferM2_Pre_B[];
+double BufferM2_Core_A[], BufferM2_Core_B[];
+double BufferM2_Post_A[], BufferM2_Post_B[];
+double BufferM2_Full_A[], BufferM2_Full_B[];
+double BufferM3_Pre_A[],  BufferM3_Pre_B[];
+double BufferM3_Core_A[], BufferM3_Core_B[];
+double BufferM3_Post_A[], BufferM3_Post_B[];
+double BufferM3_Full_A[], BufferM3_Full_B[];
 
 //--- Global Variables ---
-#define TOTAL_ANALYZERS 9
-CSessionAnalyzer *g_analyzers[TOTAL_ANALYZERS];
+#define TOTAL_SESSIONS 12
+CSessionAnalyzer *g_box_analyzers[TOTAL_SESSIONS];
+CVWAPCalculator  *g_vwap_calculators[TOTAL_SESSIONS];
 datetime g_last_bar_time;
 
-//+------------------------------------------------------------------+
-//| Custom indicator initialization function.                        |
 //+------------------------------------------------------------------+
 int OnInit()
   {
    g_last_bar_time = 0;
-   for(int i = 0; i < TOTAL_ANALYZERS; i++)
-      g_analyzers[i] = NULL;
+   for(int i=0; i<TOTAL_SESSIONS; i++)
+     {
+      g_box_analyzers[i] = NULL;
+      g_vwap_calculators[i] = NULL;
+     }
 
-//--- Create a stable, unique prefix for this indicator instance
+// --- Set up VWAP Buffers ---
+   SetIndexBuffer(0,  BufferM1_Pre_A,  INDICATOR_DATA);
+   SetIndexBuffer(1,  BufferM1_Pre_B,  INDICATOR_DATA);
+   SetIndexBuffer(2,  BufferM1_Core_A, INDICATOR_DATA);
+   SetIndexBuffer(3,  BufferM1_Core_B, INDICATOR_DATA);
+   SetIndexBuffer(4,  BufferM1_Post_A, INDICATOR_DATA);
+   SetIndexBuffer(5,  BufferM1_Post_B, INDICATOR_DATA);
+   SetIndexBuffer(6,  BufferM1_Full_A, INDICATOR_DATA);
+   SetIndexBuffer(7,  BufferM1_Full_B, INDICATOR_DATA);
+   SetIndexBuffer(8,  BufferM2_Pre_A,  INDICATOR_DATA);
+   SetIndexBuffer(9,  BufferM2_Pre_B,  INDICATOR_DATA);
+   SetIndexBuffer(10, BufferM2_Core_A, INDICATOR_DATA);
+   SetIndexBuffer(11, BufferM2_Core_B, INDICATOR_DATA);
+   SetIndexBuffer(12, BufferM2_Post_A, INDICATOR_DATA);
+   SetIndexBuffer(13, BufferM2_Post_B, INDICATOR_DATA);
+   SetIndexBuffer(14, BufferM2_Full_A, INDICATOR_DATA);
+   SetIndexBuffer(15, BufferM2_Full_B, INDICATOR_DATA);
+   SetIndexBuffer(16, BufferM3_Pre_A,  INDICATOR_DATA);
+   SetIndexBuffer(17, BufferM3_Pre_B,  INDICATOR_DATA);
+   SetIndexBuffer(18, BufferM3_Core_A, INDICATOR_DATA);
+   SetIndexBuffer(19, BufferM3_Core_B, INDICATOR_DATA);
+   SetIndexBuffer(20, BufferM3_Post_A, INDICATOR_DATA);
+   SetIndexBuffer(21, BufferM3_Post_B, INDICATOR_DATA);
+   SetIndexBuffer(22, BufferM3_Full_A, INDICATOR_DATA);
+   SetIndexBuffer(23, BufferM3_Full_B, INDICATOR_DATA);
+
+   for(int i=0; i<24; i++)
+      PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+
+// --- Set VWAP Colors ---
+   PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpM1_PreMarket_Color);
+   PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpM1_PreMarket_Color);
+   PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpM1_Core_Color);
+   PlotIndexSetInteger(3, PLOT_LINE_COLOR, InpM1_Core_Color);
+   PlotIndexSetInteger(4, PLOT_LINE_COLOR, InpM1_PostMarket_Color);
+   PlotIndexSetInteger(5, PLOT_LINE_COLOR, InpM1_PostMarket_Color);
+   PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpM1_FullDay_Color);
+   PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpM1_FullDay_Color);
+   PlotIndexSetInteger(8, PLOT_LINE_COLOR, InpM2_PreMarket_Color);
+   PlotIndexSetInteger(9, PLOT_LINE_COLOR, InpM2_PreMarket_Color);
+   PlotIndexSetInteger(10, PLOT_LINE_COLOR, InpM2_Core_Color);
+   PlotIndexSetInteger(11, PLOT_LINE_COLOR, InpM2_Core_Color);
+   PlotIndexSetInteger(12, PLOT_LINE_COLOR, InpM2_PostMarket_Color);
+   PlotIndexSetInteger(13, PLOT_LINE_COLOR, InpM2_PostMarket_Color);
+   PlotIndexSetInteger(14, PLOT_LINE_COLOR, InpM2_FullDay_Color);
+   PlotIndexSetInteger(15, PLOT_LINE_COLOR, InpM2_FullDay_Color);
+   PlotIndexSetInteger(16, PLOT_LINE_COLOR, InpM3_PreMarket_Color);
+   PlotIndexSetInteger(17, PLOT_LINE_COLOR, InpM3_PreMarket_Color);
+   PlotIndexSetInteger(18, PLOT_LINE_COLOR, InpM3_Core_Color);
+   PlotIndexSetInteger(19, PLOT_LINE_COLOR, InpM3_Core_Color);
+   PlotIndexSetInteger(20, PLOT_LINE_COLOR, InpM3_PostMarket_Color);
+   PlotIndexSetInteger(21, PLOT_LINE_COLOR, InpM3_PostMarket_Color);
+   PlotIndexSetInteger(22, PLOT_LINE_COLOR, InpM3_FullDay_Color);
+   PlotIndexSetInteger(23, PLOT_LINE_COLOR, InpM3_FullDay_Color);
+
+// --- Init Logic for Box/Mean/LinReg Analyzers (Object-based) ---
    MathSrand((int)TimeCurrent() + (int)ChartID());
    string temp_short_name = StringFormat("SessPro_TempID_%d_%d", TimeCurrent(), MathRand());
    IndicatorSetString(INDICATOR_SHORTNAME, temp_short_name);
@@ -137,59 +277,89 @@ int OnInit()
       window_index = 0;
    string unique_prefix = StringFormat("SessPro_%d_%d_", ChartID(), window_index);
 
-   bool is_ha = (InpSourcePrice <= PRICE_HA_CLOSE);
+// Market 1 Boxes
+   g_box_analyzers[0] = new CSessionAnalyzer();
+   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] = 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);
   }