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refactor: daily, custom session

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Indicators/MyIndicators/VWAP_Pro.md
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The Volume Weighted Average Price (VWAP) is a benchmark indicator used by traders, particularly in intraday analysis, to determine the average price a security has traded at throughout a period, based on both price and volume. It provides a much more accurate picture of the "true" average price by giving more weight to price levels with higher trading volume.
A key feature of the VWAP is that it is **periodically reset**, typically at the start of a new day, week, or month.
A key feature of the VWAP is that it is **periodically reset**.
Our `VWAP_Pro` implementation is a unified, professional version that allows the calculation to be based on either **standard** or **Heikin Ashi** price data, and offers selectable reset periods.
Our `VWAP_Pro` implementation is a highly flexible, professional version that offers multiple reset options:
* Standard **Daily, Weekly, or Monthly** periods.
* A **Timezone-Shifted Daily** period, allowing the "day" to be anchored to a specific exchange's midnight (e.g., NYSE) regardless of broker server time.
* A fully **Custom Session** period defined by a specific start and end time.
The indicator also allows the calculation to be based on either **standard** or **Heikin Ashi** price data.
## 2. Mathematical Foundations and Calculation Logic
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Our MQL5 implementation follows a modern, object-oriented design to ensure stability, reusability, and a clean visual representation.
* **Modular Calculation Engine (`VWAP_Calculator.mqh`):**
The entire calculation logic is encapsulated within a reusable include file. This engine uses an elegant, object-oriented inheritance model (`CVWAPCalculator` and `CVWAPCalculator_HA`) to support both standard and Heikin Ashi data sources without code duplication.
The entire calculation logic is encapsulated within a reusable `CVWAPCalculator` class. This engine uses an elegant, object-oriented inheritance model (`CVWAPCalculator` and `CVWAPCalculator_HA`) to support both standard and Heikin Ashi data sources without code duplication.
* **Robust Period Reset Logic:** The calculator uses `MqlDateTime` structures to accurately detect the start of a new session, week, or month, ensuring the VWAP resets correctly under all conditions.
* **Flexible and Robust Period Reset Logic:** The calculator uses `MqlDateTime` structures to accurately detect the start of a new period.
* For **Daily, Weekly, and Monthly** periods, it tracks the change in day, week, or month.
* For **Timezone-Shifted Daily** periods, it applies a user-defined hour offset to each bar's timestamp before checking for the day change.
* For **Custom Sessions**, it detects when the price enters the user-defined time window.
* **Clean Gapped-Line Drawing:** To provide a clear and definition-true visual separation between periods, the indicator uses a **"double buffer" technique**. It plots odd-numbered periods (1st day, 3rd day, etc.) and even-numbered periods (2nd day, 4th day, etc.) on two separate, overlapping plot buffers. This creates a distinct visual gap at each reset point and ensures the current, ongoing period is always fully drawn to the last available bar.
* **Clean Gapped-Line Drawing:** To provide a clear visual separation between periods, the indicator uses a **"double buffer" technique**. It plots odd-numbered periods and even-numbered periods on two separate, overlapping plot buffers. This creates a distinct visual gap at each reset point.
* **Intelligent Volume Handling:** The indicator automatically detects if the selected instrument provides **Real Volume**. If a user requests Real Volume on a symbol where it's unavailable (like Forex/CFDs), the indicator will fail to load and print an informative error message, preventing the display of a misleading, incorrectly calculated line.
* **Intelligent Volume Handling:** The indicator automatically detects if the selected instrument provides **Real Volume**. If a user requests Real Volume on a symbol where it's unavailable (like Forex/CFDs), the indicator will fail to load and print an informative error message.
* **Stability via Full Recalculation:** We employ a "brute-force" full recalculation within `OnCalculate` for maximum stability.
* **Stability via Full Recalculation:** We employ a full recalculation within `OnCalculate` for maximum stability and accuracy.
## 4. Parameters
* **Reset Period (`InpResetPeriod`):** The period at which the VWAP calculation resets. Options are `Session` (daily), `Week`, and `Month`.
* **Volume Type (`InpVolumeType`):** Allows the user to select between Tick Volume and Real Volume.
* **Candle Source (`InpCandleSource`):** Allows the user to select the candle type for the Typical Price calculation (`Standard` or `Heikin Ashi`).
* **Period Settings:**
* `Reset Period (`InpResetPeriod`): The period at which the VWAP calculation resets.
* `PERIOD_SESSION`: Resets daily. The start of the "day" can be adjusted with the timezone shift parameter.
* `PERIOD_WEEK`: Resets at the start of each week (typically Monday 00:00 broker time).
* `PERIOD_MONTH`: Resets at the start of each month.
* `PERIOD_CUSTOM_SESSION`: Resets based on the custom start/end times defined below.
* `Session Timezone Shift (`InpSessionTimezoneShift`): **Only applies if`Reset Period` is `PERIOD_SESSION`**. This allows you to align the daily reset with a specific market's midnight. Enter the time difference in hours between your broker's server and the desired timezone (e.g., if your broker is UTC+3 and you want to align with NYSE which is UTC-4 in summer, the shift is -7).
* **Custom Session (if selected above):**
* `Custom Session Start (`InpCustomSessionStart`): **Only applies if`Reset Period` is `PERIOD_CUSTOM_SESSION`**. The start time (HH:MM) for the custom VWAP calculation period.
* `Custom Session End (`InpCustomSessionEnd`): **Only applies if`Reset Period` is `PERIOD_CUSTOM_SESSION`**. The end time (HH:MM) for the custom VWAP calculation period.
* **Calculation Settings:**
* `Volume Type (`InpVolumeType`): Allows the user to select between`Tick Volume` and `Real Volume`.
* `Candle Source (`InpCandleSource`): Allows the user to select the candle type for the Typical Price calculation (`Standard` or `Heikin Ashi`).
## 5. Usage and Interpretation