//+------------------------------------------------------------------+ //| Session_Analysis_Single_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.21" // Fixed incremental VWAP buffer-wipe ghost remnants #property description "Session Analysis for a SINGLE market." #property description "Fully optimized for flicker-free real-time drawing and state-safe VWAP." #property indicator_chart_window #property indicator_buffers 8 #property indicator_plots 8 //--- Plot Properties --- // Session 1: Pre-Market #property indicator_label1 "Pre VWAP" #property indicator_type1 DRAW_LINE #property indicator_color1 clrSlateBlue #property indicator_style1 STYLE_SOLID #property indicator_width1 1 #property indicator_label2 "Pre VWAP (Seg)" #property indicator_type2 DRAW_LINE #property indicator_color2 clrSlateBlue #property indicator_style2 STYLE_SOLID #property indicator_width2 1 // Session 2: Core Trading #property indicator_label3 "Core VWAP" #property indicator_type3 DRAW_LINE #property indicator_color3 clrSlateBlue #property indicator_style3 STYLE_SOLID #property indicator_width3 1 #property indicator_label4 "Core VWAP (Seg)" #property indicator_type4 DRAW_LINE #property indicator_color4 clrSlateBlue #property indicator_style4 STYLE_SOLID #property indicator_width4 1 // Session 3: Post-Market #property indicator_label5 "Post VWAP" #property indicator_type5 DRAW_LINE #property indicator_color5 clrSlateBlue #property indicator_style5 STYLE_SOLID #property indicator_width5 1 #property indicator_label6 "Post VWAP (Seg)" #property indicator_type6 DRAW_LINE #property indicator_color6 clrSlateBlue #property indicator_style6 STYLE_SOLID #property indicator_width6 1 // Session 4: Full Day #property indicator_label7 "Full VWAP" #property indicator_type7 DRAW_LINE #property indicator_color7 clrGray #property indicator_style7 STYLE_SOLID #property indicator_width7 1 #property indicator_label8 "Full VWAP (Seg)" #property indicator_type8 DRAW_LINE #property indicator_color8 clrGray #property indicator_style8 STYLE_SOLID #property indicator_width8 1 //--- Include Engines --- #include #include //--- Enum for Candle Source --- enum ENUM_CANDLE_SOURCE { CANDLE_STANDARD, // Use standard OHLC data CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data }; //--- Input Parameters --- input group "Global Settings" input string InpMarketName = "NYSE"; // Market Name (Unique ID) input bool InpFillBoxes = false; input int InpMaxHistoryDays = 5; 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 //--- Pre-Market Session --- input group "Pre-Market Session" input bool InpPre_Enable = true; input string InpPre_Start = "06:30"; input string InpPre_End = "09:30"; input color InpPre_Color = clrSlateBlue; input bool InpPre_ShowVWAP = true; input bool InpPre_ShowMean = false; input bool InpPre_ShowLinReg = false; //--- Core Trading Session --- input group "Core Trading Session" input bool InpCore_Enable = true; input string InpCore_Start = "09:30"; input string InpCore_End = "16:00"; input color InpCore_Color = clrSlateBlue; input bool InpCore_ShowVWAP = true; input bool InpCore_ShowMean = true; input bool InpCore_ShowLinReg = true; //--- Post-Market Session --- input group "Post-Market Session" input bool InpPost_Enable = true; input string InpPost_Start = "16:00"; input string InpPost_End = "20:00"; input color InpPost_Color = clrSlateBlue; input bool InpPost_ShowVWAP = true; input bool InpPost_ShowMean = false; input bool InpPost_ShowLinReg = false; //--- Full Day Analysis --- input group "Full Day Analysis" input bool InpFull_Enable = false; input color InpFull_Color = clrGray; input bool InpFull_ShowVWAP = true; input bool InpFull_ShowMean = false; input bool InpFull_ShowLinReg = false; //--- Indicator Buffers --- double BufferPre_Odd[], BufferPre_Even[]; double BufferCore_Odd[], BufferCore_Even[]; double BufferPost_Odd[], BufferPost_Even[]; double BufferFull_Odd[], BufferFull_Even[]; //--- Global Variables --- #define SESSIONS_COUNT 4 CSessionAnalyzer *g_box_analyzers[SESSIONS_COUNT]; CVWAPCalculator *g_vwap_calculators[SESSIONS_COUNT]; string g_unique_prefix; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- Bind Buffers to index mapping SetIndexBuffer(0, BufferPre_Odd, INDICATOR_DATA); SetIndexBuffer(1, BufferPre_Even, INDICATOR_DATA); SetIndexBuffer(2, BufferCore_Odd, INDICATOR_DATA); SetIndexBuffer(3, BufferCore_Even, INDICATOR_DATA); SetIndexBuffer(4, BufferPost_Odd, INDICATOR_DATA); SetIndexBuffer(5, BufferPost_Even, INDICATOR_DATA); SetIndexBuffer(6, BufferFull_Odd, INDICATOR_DATA); SetIndexBuffer(7, BufferFull_Even, INDICATOR_DATA); //--- Force strict chronological alignment and empty value fallbacks (Unrolled loop) ArraySetAsSeries(BufferPre_Odd, false); PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE); ArraySetAsSeries(BufferPre_Even, false); PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE); ArraySetAsSeries(BufferCore_Odd, false); PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE); ArraySetAsSeries(BufferCore_Even, false); PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, EMPTY_VALUE); ArraySetAsSeries(BufferPost_Odd, false); PlotIndexSetDouble(4, PLOT_EMPTY_VALUE, EMPTY_VALUE); ArraySetAsSeries(BufferPost_Even, false); PlotIndexSetDouble(5, PLOT_EMPTY_VALUE, EMPTY_VALUE); ArraySetAsSeries(BufferFull_Odd, false); PlotIndexSetDouble(6, PLOT_EMPTY_VALUE, EMPTY_VALUE); ArraySetAsSeries(BufferFull_Even, false); PlotIndexSetDouble(7, PLOT_EMPTY_VALUE, EMPTY_VALUE); //--- Apply Custom Session Colors PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpPre_Color); PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpPre_Color); PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpCore_Color); PlotIndexSetInteger(3, PLOT_LINE_COLOR, InpCore_Color); PlotIndexSetInteger(4, PLOT_LINE_COLOR, InpPost_Color); PlotIndexSetInteger(5, PLOT_LINE_COLOR, InpPost_Color); PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpFull_Color); PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpFull_Color); //--- Generate Unique Object Prefix to prevent collisions on multiple instances MathSrand((int)TimeCurrent() + (int)ChartID()); string temp_short_name = StringFormat("SessSingle_TempID_%d_%d", TimeCurrent(), MathRand()); IndicatorSetString(INDICATOR_SHORTNAME, temp_short_name); ChartRedraw(); int window_index = ChartWindowFind(0, temp_short_name); if(window_index < 0) window_index = 0; g_unique_prefix = StringFormat("SessSingle_%s_%d_%d_", InpMarketName, ChartID(), window_index); ObjectsDeleteAll(0, g_unique_prefix); bool is_ha_mode = (InpCandleSource == CANDLE_HEIKIN_ASHI); //--- Instantiate Polymorphic Engines for(int i = 0; i < SESSIONS_COUNT; i++) { if(is_ha_mode) { g_box_analyzers[i] = new CSessionAnalyzer_HA(); g_vwap_calculators[i] = new CVWAPCalculator_HA(); } else { g_box_analyzers[i] = new CSessionAnalyzer(); g_vwap_calculators[i] = new CVWAPCalculator(); } } //--- Initialize Object-drawing Analyzers g_box_analyzers[0].Init(InpPre_Enable, InpPre_Start, InpPre_End, InpPre_Color, InpFillBoxes, InpPre_ShowMean, InpPre_ShowLinReg, g_unique_prefix + "Pre_", InpMaxHistoryDays); g_box_analyzers[1].Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_ShowMean, InpCore_ShowLinReg, g_unique_prefix + "Core_", InpMaxHistoryDays); g_box_analyzers[2].Init(InpPost_Enable, InpPost_Start, InpPost_End, InpPost_Color, InpFillBoxes, InpPost_ShowMean, InpPost_ShowLinReg, g_unique_prefix + "Post_", InpMaxHistoryDays); g_box_analyzers[3].Init(InpFull_Enable, InpPre_Start, InpPost_End, InpFull_Color, InpFillBoxes, InpFull_ShowMean, InpFull_ShowLinReg, g_unique_prefix + "Full_", InpMaxHistoryDays); //--- Initialize Stateful VWAP Engines g_vwap_calculators[0].Init(InpPre_Start, InpPre_End, InpVolumeType, InpPre_Enable && InpPre_ShowVWAP, InpMaxHistoryDays); g_vwap_calculators[1].Init(InpCore_Start, InpCore_End, InpVolumeType, InpCore_Enable && InpCore_ShowVWAP, InpMaxHistoryDays); g_vwap_calculators[2].Init(InpPost_Start, InpPost_End, InpVolumeType, InpPost_Enable && InpPost_ShowVWAP, InpMaxHistoryDays); g_vwap_calculators[3].Init(InpPre_Start, InpPost_End, InpVolumeType, InpFull_Enable && InpFull_ShowVWAP, InpMaxHistoryDays); IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis Single (" + InpMarketName + ")" + (is_ha_mode ? " HA" : "")); IndicatorSetInteger(INDICATOR_DIGITS, _Digits); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { for(int i = 0; i < SESSIONS_COUNT; i++) { if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID) { g_box_analyzers[i].Cleanup(); delete g_box_analyzers[i]; } if(CheckPointer(g_vwap_calculators[i]) != POINTER_INVALID) delete g_vwap_calculators[i]; } ObjectsDeleteAll(0, g_unique_prefix); } //+------------------------------------------------------------------+ //| Custom indicator calculation loop (Real-time and O(1) optimized) | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, 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[]) { if(rates_total < 10) return 0; //--- Chronological safety safeguards ArraySetAsSeries(time, false); ArraySetAsSeries(open, false); ArraySetAsSeries(high, false); ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); ArraySetAsSeries(tick_volume, false); ArraySetAsSeries(volume, false); //--- FIXED: Only wipe buffers on the very first run (prev_calculated == 0) //--- This preserves historical segments during incremental tick calculations, completely curing ghost lines! if(prev_calculated == 0) { ArrayInitialize(BufferPre_Odd, EMPTY_VALUE); ArrayInitialize(BufferPre_Even, EMPTY_VALUE); ArrayInitialize(BufferCore_Odd, EMPTY_VALUE); ArrayInitialize(BufferCore_Even, EMPTY_VALUE); ArrayInitialize(BufferPost_Odd, EMPTY_VALUE); ArrayInitialize(BufferPost_Even, EMPTY_VALUE); ArrayInitialize(BufferFull_Odd, EMPTY_VALUE); ArrayInitialize(BufferFull_Even, EMPTY_VALUE); } //--- 1. Update Object Drawing Logic (True O(1) state-preservation) for(int i = 0; i < SESSIONS_COUNT; i++) { if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID) g_box_analyzers[i].Update(rates_total, prev_calculated, time, open, high, low, close, InpSourcePrice); } //--- 2. Calculate Stateful VWAP Buffers (Teamed with prev_calculated for extreme efficiency!) if(CheckPointer(g_vwap_calculators[0]) != POINTER_INVALID) g_vwap_calculators[0].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferPre_Odd, BufferPre_Even); if(CheckPointer(g_vwap_calculators[1]) != POINTER_INVALID) g_vwap_calculators[1].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferCore_Odd, BufferCore_Even); if(CheckPointer(g_vwap_calculators[2]) != POINTER_INVALID) g_vwap_calculators[2].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferPost_Odd, BufferPost_Even); if(CheckPointer(g_vwap_calculators[3]) != POINTER_INVALID) g_vwap_calculators[3].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferFull_Odd, BufferFull_Even); ChartRedraw(); return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+