//+------------------------------------------------------------------+ //| Session_Analysis_Calculator.mqh | //| Calculation engine for drawing session boxes and analytics. | //| 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; double m_src_high[], m_src_low[], m_src_price[]; bool IsTimeInSession(const MqlDateTime &dt); // RE-INTRODUCED: Made virtual to allow overriding for Heikin Ashi virtual bool PrepareSourceData(int rates_total, 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); void Update(const int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type); void Cleanup(void); }; //+------------------------------------------------------------------+ 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) { 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; 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); } //+------------------------------------------------------------------+ // CORRECTED: Update method signature is simplified void CSessionAnalyzer::Update(const int rates_total, 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; // The price_type is now passed directly to PrepareSourceData if(!PrepareSourceData(rates_total, open, high, low, close, price_type)) return; bool in_session = false; int session_start_bar = -1; for(int i = 1; i < rates_total; i++) { MqlDateTime dt; TimeToStruct(time[i], dt); bool is_in_current_session = IsTimeInSession(dt); if(is_in_current_session && !in_session) { in_session = true; session_start_bar = i; } else if(!is_in_current_session && in_session) { in_session = false; MqlDateTime start_dt; TimeToStruct(time[session_start_bar], start_dt); long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec); DrawSession(session_start_bar, i - 1, session_id, time); session_start_bar = -1; } } if(in_session && session_start_bar != -1) { MqlDateTime start_dt; TimeToStruct(time[session_start_bar], start_dt); long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec); DrawSession(session_start_bar, rates_total - 1, 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; double session_high = m_src_high[ArrayMaximum(m_src_high, start_bar, end_bar - start_bar + 1)]; double session_low = m_src_low[ArrayMinimum(m_src_low, start_bar, end_bar - start_bar + 1)]; 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); } else { ObjectMove(0, box_name, 0, time[start_bar], session_high); ObjectMove(0, box_name, 1, time[end_bar], session_low); } // --- Calculation for Mean and Linear Regression Lines --- // NOTE: The calculation is based on the m_src_price array, which is determined by the user's InpSourcePrice input. // The standard MT5 Regression Channel object calculates its centerline based on PRICE_MEDIAN ((High+Low)/2). // To match the built-in object perfectly, the user must select PRICE_MEDIAN as the source price. // Using other sources like PRICE_TYPICAL or PRICE_CLOSE will result in a valid, but different, regression line. 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); } 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); } } } } // Base implementation for standard prices bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) { ArrayResize(m_src_high, rates_total); ArrayCopy(m_src_high, high, 0, 0, rates_total); ArrayResize(m_src_low, rates_total); ArrayCopy(m_src_low, low, 0, 0, rates_total); ArrayResize(m_src_price, rates_total); switch(price_type) { case PRICE_OPEN: ArrayCopy(m_src_price, open, 0, 0, rates_total); break; case PRICE_HIGH: ArrayCopy(m_src_price, high, 0, 0, rates_total); break; case PRICE_LOW: ArrayCopy(m_src_price, low, 0, 0, rates_total); break; case PRICE_MEDIAN: for(int i=0; i