refactor: Integrated custom VWAP engine for session-based VWAP

This commit is contained in:
Toh4iem9
2025-10-16 14:21:30 +02:00
parent 9113ef3ef2
commit bfb1d5c272
@@ -85,9 +85,9 @@ 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 = "08:00";
input string InpM1_PreMarket_Start = "06:30";
input string InpM1_PreMarket_End = "09:30";
input color InpM1_PreMarket_Color = C'25,25,112';
input color InpM1_PreMarket_Color = clrSlateBlue;
input bool InpM1_PreMarket_VWAP = true;
input bool InpM1_PreMarket_Mean = false;
input bool InpM1_PreMarket_LinReg = false;
@@ -95,15 +95,15 @@ 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 = C'70,130,180';
input color InpM1_Core_Color = clrSlateBlue;
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 = "17:30";
input color InpM1_PostMarket_Color = C'106,90,205';
input string InpM1_PostMarket_End = "20:00";
input color InpM1_PostMarket_Color = clrSlateBlue;
input bool InpM1_PostMarket_VWAP = true;
input bool InpM1_PostMarket_Mean = false;
input bool InpM1_PostMarket_LinReg = false;
@@ -119,9 +119,9 @@ input group "Market 2 Settings (e.g., LSE)"
input bool InpM2_Enable = false;
input group "M2 Pre-Market Session"
input bool InpM2_PreMarket_Enable = true;
input string InpM2_PreMarket_Start = "07:00";
input string InpM2_PreMarket_Start = "05:00";
input string InpM2_PreMarket_End = "08:00";
input color InpM2_PreMarket_Color = clrLightCoral;
input color InpM2_PreMarket_Color = clrIndianRed;
input bool InpM2_PreMarket_VWAP = true;
input bool InpM2_PreMarket_Mean = false;
input bool InpM2_PreMarket_LinReg = false;
@@ -136,8 +136,8 @@ input bool InpM2_Core_LinReg = true;
input group "M2 Post-Market Session"
input bool InpM2_PostMarket_Enable = true;
input string InpM2_PostMarket_Start = "16:30";
input string InpM2_PostMarket_End = "17:30";
input color InpM2_PostMarket_Color = clrFireBrick;
input string InpM2_PostMarket_End = "17:15";
input color InpM2_PostMarket_Color = clrIndianRed;
input bool InpM2_PostMarket_VWAP = true;
input bool InpM2_PostMarket_Mean = false;
input bool InpM2_PostMarket_LinReg = false;
@@ -155,23 +155,23 @@ 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 = clrMediumSeaGreen;
input color InpM3_PreMarket_Color = clrSeaGreen;
input bool InpM3_PreMarket_VWAP = 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 = "15:00";
input string InpM3_Core_End = "11:30";
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 = "15:00";
input string InpM3_PostMarket_End = "16:00";
input color InpM3_PostMarket_Color = clrDarkGreen;
input string InpM3_PostMarket_Start = "12:30";
input string InpM3_PostMarket_End = "15:30";
input color InpM3_PostMarket_Color = clrSeaGreen;
input bool InpM3_PostMarket_VWAP = true;
input bool InpM3_PostMarket_Mean = false;
input bool InpM3_PostMarket_LinReg = false;