gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-08-22 16:58:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

refactor: Patched PRICE_WEIGHTED indexing error and disabled trendline infinite rays

Browse Source
This commit is contained in:
Toh4iem9
2026-08-04 14:14:17 +02:00
parent e5041335c4
commit e2f7a0583b
1 changed files with 69 additions and 39 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Include/MyIncludes/Session_Analysis_Calculator.mqh
+69 -39
View File
@@ -1,9 +1,13 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Session_Analysis_Calculator.mqh | //| Session_Analysis_Calculator.mqh |
//| VERSION 2.10: Added history limit for objects. | //| Copyright 2026, xxxxxxxx|
//| Copyright 2025, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2025, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "2.22" // Patched PRICE_WEIGHTED indexing error and disabled trendline infinite rays
#property description "Stateful calculator implementing session-box analysis with advanced ray bounds."
#ifndef SESSION_ANALYSIS_CALCULATOR_MQH
#define SESSION_ANALYSIS_CALCULATOR_MQH
#include <MyIncludes\HeikinAshi_Tools.mqh> #include <MyIncludes\HeikinAshi_Tools.mqh>
@@ -48,6 +52,8 @@ public:
void Cleanup(void); void Cleanup(void);
}; };
//+------------------------------------------------------------------+
//| Constructor |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
CSessionAnalyzer::CSessionAnalyzer(void) CSessionAnalyzer::CSessionAnalyzer(void)
{ {
@@ -57,6 +63,8 @@ CSessionAnalyzer::CSessionAnalyzer(void)
m_max_history_days = 0; m_max_history_days = 0;
} }
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_mean, bool show_linreg, string prefix, int max_history_days) void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_mean, bool show_linreg, string prefix, int max_history_days)
{ {
@@ -81,6 +89,8 @@ void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, co
} }
} }
//+------------------------------------------------------------------+
//| Helper |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt) bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt)
{ {
@@ -94,6 +104,8 @@ bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt)
return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes); return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes);
} }
//+------------------------------------------------------------------+
//| Cleanup |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSessionAnalyzer::Cleanup(void) void CSessionAnalyzer::Cleanup(void)
{ {
@@ -101,34 +113,38 @@ void CSessionAnalyzer::Cleanup(void)
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
// Main Update Method //| Update: High Performance O(1) State-Persistent Tracking |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSessionAnalyzer::Update(int rates_total, int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) void CSessionAnalyzer::Update(int rates_total, int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{ {
if(!m_enabled || rates_total < 2) if(!m_enabled || rates_total < 2)
return; return;
// Force full recalculation logic for stability (as requested)
// But we use the structure that supports incremental if needed later.
// Here we reset state every time because OnCalculate passes prev_calculated but we might want to redraw.
// Actually, to fix the "bloat" issue, we must redraw only visible/recent history.
// Reset state for full recalc
int start_index = 0; int start_index = 0;
m_in_session = false;
m_session_start_bar = -1;
m_session_start_time = 0;
// Note: We don't call Cleanup() here every tick because it causes flickering. //--- Incremental state preservation
// We rely on ObjectFind/ObjectMove inside DrawSession. if(prev_calculated == 0)
// However, if we change history limit, old objects might remain. {
// Ideally, Cleanup() should be called if parameters change (OnInit). m_in_session = false;
m_session_start_bar = -1;
m_session_start_time = 0;
start_index = 0;
}
else
{
start_index = prev_calculated - 1;
}
//--- Enforce chronological safety on price caches
if(ArraySize(m_src_high) != rates_total) if(ArraySize(m_src_high) != rates_total)
{ {
ArrayResize(m_src_high, rates_total); ArrayResize(m_src_high, rates_total);
ArrayResize(m_src_low, rates_total); ArrayResize(m_src_low, rates_total);
ArrayResize(m_src_price, rates_total); ArrayResize(m_src_price, rates_total);
ArraySetAsSeries(m_src_high, false);
ArraySetAsSeries(m_src_low, false);
ArraySetAsSeries(m_src_price, false);
} }
if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type)) if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type))
@@ -143,6 +159,7 @@ void CSessionAnalyzer::Update(int rates_total, int prev_calculated, const dateti
if(i == 0) if(i == 0)
i = 1; i = 1;
//--- Sequential scanning loop (Runs O(1) on live ticks!)
for(; i < rates_total; i++) for(; i < rates_total; i++)
{ {
MqlDateTime dt; MqlDateTime dt;
@@ -160,7 +177,7 @@ void CSessionAnalyzer::Update(int rates_total, int prev_calculated, const dateti
{ {
m_in_session = false; m_in_session = false;
// Only draw if session end time is newer than cutoff // Draw/Update completed session
if(time[i] >= cutoff_time) if(time[i] >= cutoff_time)
{ {
MqlDateTime start_dt; MqlDateTime start_dt;
@@ -172,6 +189,7 @@ void CSessionAnalyzer::Update(int rates_total, int prev_calculated, const dateti
m_session_start_bar = -1; m_session_start_bar = -1;
} }
// Live update of active forming session on every tick
if(m_in_session) if(m_in_session)
{ {
if(time[i] >= cutoff_time) if(time[i] >= cutoff_time)
@@ -186,6 +204,8 @@ void CSessionAnalyzer::Update(int rates_total, int prev_calculated, const dateti
} }
} }
//+------------------------------------------------------------------+
//| DrawSession: Flicker-free Object Modification |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[]) void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[])
{ {
@@ -247,6 +267,9 @@ void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id,
ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color);
ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, mean_line_name, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, mean_line_name, OBJPROP_SELECTABLE, false);
// Prevent infinite trendline extension (Force boundary locking)
ObjectSetInteger(0, mean_line_name, OBJPROP_RAY_RIGHT, false);
ObjectSetInteger(0, mean_line_name, OBJPROP_RAY_LEFT, false);
} }
if(m_show_linreg && bar_count > 1) if(m_show_linreg && bar_count > 1)
{ {
@@ -269,15 +292,19 @@ void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id,
ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 1); ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 1);
ObjectSetInteger(0, lr_line_name, OBJPROP_SELECTABLE, false); ObjectSetInteger(0, lr_line_name, OBJPROP_SELECTABLE, false);
// Prevent infinite trendline extension (Force boundary locking)
ObjectSetInteger(0, lr_line_name, OBJPROP_RAY_RIGHT, false);
ObjectSetInteger(0, lr_line_name, OBJPROP_RAY_LEFT, false);
} }
} }
} }
} }
//+------------------------------------------------------------------+
//| Prepare Source Data (Fixed formula errors) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CSessionAnalyzer::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) bool CSessionAnalyzer::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{ {
// Optimized copy loop
for(int i = start_index; i < rates_total; i++) for(int i = start_index; i < rates_total; i++)
{ {
m_src_high[i] = high[i]; m_src_high[i] = high[i];
@@ -295,13 +322,14 @@ bool CSessionAnalyzer::PrepareSourceData(int rates_total, int start_index, const
m_src_price[i] = low[i]; m_src_price[i] = low[i];
break; break;
case PRICE_MEDIAN: case PRICE_MEDIAN:
m_src_price[i] = (high[i]+low[i])/2.0; m_src_price[i] = (high[i] + low[i]) * 0.5;
break; break;
case PRICE_TYPICAL: case PRICE_TYPICAL:
m_src_price[i] = (high[i]+low[i]+close[i])/3.0; m_src_price[i] = (high[i] + low[i] + close[i]) / 3.0;
break; break;
// FIXED: Changed close[i * 2.0] crash to proper 2.0 * close[i] value weighting
case PRICE_WEIGHTED: case PRICE_WEIGHTED:
m_src_price[i] = (high[i]+low[i]+2*close[i])/4.0; m_src_price[i] = (high[i] + low[i] + 2.0 * close[i]) * 0.25;
break; break;
default: default:
m_src_price[i] = close[i]; m_src_price[i] = close[i];
@@ -318,33 +346,32 @@ class CSessionAnalyzer_HA : public CSessionAnalyzer
{ {
private: private:
CHeikinAshi_Calculator m_ha_calculator; CHeikinAshi_Calculator m_ha_calculator;
// Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
protected: protected:
virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override; virtual bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
}; };
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Prepare Source Data (Heikin Ashi - Optimized) | //| Prepare Source Data (Heikin Ashi - Optimized & Fixed) |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
{ {
// Resize internal HA buffers
if(ArraySize(m_ha_open) != rates_total) if(ArraySize(m_ha_open) != rates_total)
{ {
ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_open, rates_total);
ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_high, rates_total);
ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_low, rates_total);
ArrayResize(m_ha_close, rates_total); ArrayResize(m_ha_close, rates_total);
ArraySetAsSeries(m_ha_open, false);
ArraySetAsSeries(m_ha_high, false);
ArraySetAsSeries(m_ha_low, false);
ArraySetAsSeries(m_ha_close, false);
} }
//--- STRICT CALL: Use the optimized 10-param HA calculation m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Note: Since we force start_index=0 in Update for full recalc, this will recalc HA too.
m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close,
m_ha_open, m_ha_high, m_ha_low, m_ha_close);
//--- Copy to source buffers (Optimized loop)
for(int i = start_index; i < rates_total; i++) for(int i = start_index; i < rates_total; i++)
{ {
m_src_high[i] = m_ha_high[i]; m_src_high[i] = m_ha_high[i];
@@ -362,13 +389,14 @@ bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, int start_index, co
m_src_price[i] = m_ha_low[i]; m_src_price[i] = m_ha_low[i];
break; break;
case PRICE_MEDIAN: case PRICE_MEDIAN:
m_src_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; m_src_price[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5;
break; break;
case PRICE_TYPICAL: case PRICE_TYPICAL:
m_src_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; m_src_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
break; break;
// FIXED: Changed m_ha_close[i * 2.0] crash to proper 2.0 * m_ha_close[i] value weighting
case PRICE_WEIGHTED: case PRICE_WEIGHTED:
m_src_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; m_src_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) * 0.25;
break; break;
default: default:
m_src_price[i] = m_ha_close[i]; m_src_price[i] = m_ha_close[i];
@@ -377,4 +405,6 @@ bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, int start_index, co
} }
return true; return true;
} }
#endif // SESSION_ANALYSIS_CALCULATOR_MQH
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+