//+------------------------------------------------------------------+ //| Session_Analysis_Calculator.mqh | //| VERSION 2.10: Added history limit for objects. | //| Copyright 2025, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #include //+==================================================================+ //| CLASS 1: CSessionAnalyzer (Base Class) | //+==================================================================+ class CSessionAnalyzer { protected: int m_start_hour, m_start_min; int m_end_hour, m_end_min; color m_color; string m_prefix; bool m_enabled; bool m_fill_box; bool m_show_mean; bool m_show_linreg; int m_max_history_days; // Limit object history //--- Persistent Data Buffers double m_src_high[], m_src_low[], m_src_price[]; //--- Persistent State for Incremental Logic bool m_in_session; int m_session_start_bar; datetime m_session_start_time; bool IsTimeInSession(const MqlDateTime &dt); 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); void DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[]); public: CSessionAnalyzer(void); virtual ~CSessionAnalyzer(void) {}; void 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 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 Cleanup(void); }; //+------------------------------------------------------------------+ CSessionAnalyzer::CSessionAnalyzer(void) { m_in_session = false; m_session_start_bar = -1; m_session_start_time = 0; m_max_history_days = 0; } //+------------------------------------------------------------------+ 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) { m_enabled = enabled; m_prefix = prefix; m_color = box_color; m_fill_box = fill_box; m_show_mean = show_mean; m_show_linreg = show_linreg; m_max_history_days = max_history_days; string parts[]; if(StringSplit(start_time, ':', parts) == 2) { m_start_hour = (int)StringToInteger(parts[0]); m_start_min = (int)StringToInteger(parts[1]); } if(StringSplit(end_time, ':', parts) == 2) { m_end_hour = (int)StringToInteger(parts[0]); m_end_min = (int)StringToInteger(parts[1]); } } //+------------------------------------------------------------------+ bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt) { int current_time_in_minutes = dt.hour * 60 + dt.min; int start_time_in_minutes = m_start_hour * 60 + m_start_min; int end_time_in_minutes = m_end_hour * 60 + m_end_min; if(end_time_in_minutes < start_time_in_minutes) // Overnight session return (current_time_in_minutes >= start_time_in_minutes || current_time_in_minutes < end_time_in_minutes); else // Same-day session return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes); } //+------------------------------------------------------------------+ void CSessionAnalyzer::Cleanup(void) { ObjectsDeleteAll(0, m_prefix); } //+------------------------------------------------------------------+ // Main Update Method //+------------------------------------------------------------------+ 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) 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; 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. // We rely on ObjectFind/ObjectMove inside DrawSession. // However, if we change history limit, old objects might remain. // Ideally, Cleanup() should be called if parameters change (OnInit). if(ArraySize(m_src_high) != rates_total) { ArrayResize(m_src_high, rates_total); ArrayResize(m_src_low, rates_total); ArrayResize(m_src_price, rates_total); } if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type)) return; // Calculate cutoff time for history limit datetime cutoff_time = 0; if(m_max_history_days > 0) cutoff_time = TimeCurrent() - m_max_history_days * 86400; int i = start_index; if(i == 0) i = 1; for(; i < rates_total; i++) { MqlDateTime dt; TimeToStruct(time[i], dt); bool is_in_current_session = IsTimeInSession(dt); if(is_in_current_session && !m_in_session) { m_in_session = true; m_session_start_bar = i; m_session_start_time = time[i]; } else if(!is_in_current_session && m_in_session) { m_in_session = false; // Only draw if session end time is newer than cutoff if(time[i] >= cutoff_time) { MqlDateTime start_dt; TimeToStruct(m_session_start_time, start_dt); long session_id = (long)m_session_start_time - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec); DrawSession(m_session_start_bar, i - 1, session_id, time); } m_session_start_bar = -1; } if(m_in_session) { if(time[i] >= cutoff_time) { MqlDateTime start_dt; TimeToStruct(m_session_start_time, start_dt); long session_id = (long)m_session_start_time - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec); DrawSession(m_session_start_bar, i, session_id, time); } } } } //+------------------------------------------------------------------+ void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[]) { if(start_bar < 0 || end_bar < start_bar) return; int count = end_bar - start_bar + 1; int high_idx = ArrayMaximum(m_src_high, start_bar, count); int low_idx = ArrayMinimum(m_src_low, start_bar, count); double session_high = m_src_high[high_idx]; double session_low = m_src_low[low_idx]; string box_name = m_prefix + "Box_" + (string)session_id; if(ObjectFind(0, box_name) < 0) { ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[start_bar], session_high, time[end_bar], session_low); ObjectSetInteger(0, box_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, box_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, box_name, OBJPROP_BACK, true); ObjectSetInteger(0, box_name, OBJPROP_FILL, m_fill_box); ObjectSetInteger(0, box_name, OBJPROP_SELECTABLE, false); } else { ObjectMove(0, box_name, 0, time[start_bar], session_high); ObjectMove(0, box_name, 1, time[end_bar], session_low); } // --- Mean and LinReg --- if(m_show_mean || m_show_linreg) { double cumulative_price = 0; double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0; for(int i = start_bar; i <= end_bar; i++) { cumulative_price += m_src_price[i]; double x = i - start_bar; double y = m_src_price[i]; sum_x += x; sum_y += y; sum_xy += x * y; sum_x2 += x * x; } int bar_count = end_bar - start_bar + 1; if(m_show_mean && bar_count > 0) { double mean_price = cumulative_price / bar_count; string mean_line_name = m_prefix + "Mean_" + (string)session_id; if(ObjectFind(0, mean_line_name) < 0) ObjectCreate(0, mean_line_name, OBJ_TREND, 0, time[start_bar], mean_price, time[end_bar], mean_price); else { ObjectMove(0, mean_line_name, 0, time[start_bar], mean_price); ObjectMove(0, mean_line_name, 1, time[end_bar], mean_price); } ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, mean_line_name, OBJPROP_SELECTABLE, false); } if(m_show_linreg && bar_count > 1) { double denominator = (bar_count * sum_x2 - sum_x * sum_x); if(denominator != 0) { double b = (bar_count * sum_xy - sum_x * sum_y) / denominator; double a = (sum_y - b * sum_x) / bar_count; double start_price = a; double end_price = a + b * (bar_count - 1); string lr_line_name = m_prefix + "LinReg_" + (string)session_id; if(ObjectFind(0, lr_line_name) < 0) ObjectCreate(0, lr_line_name, OBJ_TREND, 0, time[start_bar], start_price, time[end_bar], end_price); else { ObjectMove(0, lr_line_name, 0, time[start_bar], start_price); ObjectMove(0, lr_line_name, 1, time[end_bar], end_price); } ObjectSetInteger(0, lr_line_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_SOLID); ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 1); ObjectSetInteger(0, lr_line_name, OBJPROP_SELECTABLE, false); } } } } //+------------------------------------------------------------------+ 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++) { m_src_high[i] = high[i]; m_src_low[i] = low[i]; switch(price_type) { case PRICE_OPEN: m_src_price[i] = open[i]; break; case PRICE_HIGH: m_src_price[i] = high[i]; break; case PRICE_LOW: m_src_price[i] = low[i]; break; case PRICE_MEDIAN: m_src_price[i] = (high[i]+low[i])/2.0; break; case PRICE_TYPICAL: m_src_price[i] = (high[i]+low[i]+close[i])/3.0; break; case PRICE_WEIGHTED: m_src_price[i] = (high[i]+low[i]+2*close[i])/4.0; break; default: m_src_price[i] = close[i]; break; } } return true; } //+==================================================================+ //| CLASS 2: CSessionAnalyzer_HA (Heikin Ashi) | //+==================================================================+ class CSessionAnalyzer_HA : public CSessionAnalyzer { private: CHeikinAshi_Calculator m_ha_calculator; // Internal HA buffers double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[]; 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; }; //+------------------------------------------------------------------+ //| Prepare Source Data (Heikin Ashi - Optimized) | //+------------------------------------------------------------------+ 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) { ArrayResize(m_ha_open, rates_total); ArrayResize(m_ha_high, rates_total); ArrayResize(m_ha_low, rates_total); ArrayResize(m_ha_close, rates_total); } //--- STRICT CALL: Use the optimized 10-param HA calculation //--- 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++) { m_src_high[i] = m_ha_high[i]; m_src_low[i] = m_ha_low[i]; switch(price_type) { case PRICE_OPEN: m_src_price[i] = m_ha_open[i]; break; case PRICE_HIGH: m_src_price[i] = m_ha_high[i]; break; case PRICE_LOW: m_src_price[i] = m_ha_low[i]; break; case PRICE_MEDIAN: m_src_price[i] = (m_ha_high[i]+m_ha_low[i])/2.0; break; case PRICE_TYPICAL: m_src_price[i] = (m_ha_high[i]+m_ha_low[i]+m_ha_close[i])/3.0; break; case PRICE_WEIGHTED: m_src_price[i] = (m_ha_high[i]+m_ha_low[i]+2*m_ha_close[i])/4.0; break; default: m_src_price[i] = m_ha_close[i]; break; } } return true; } //+------------------------------------------------------------------+