//+------------------------------------------------------------------+ //| Session_Analysis.mq5| //| Copyright 2025, xxxxxxxx| //| | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "1.61" // Corrected Mean line drawing logic #property description "Draws boxes, VWAP, Mean, and LinReg lines for user-defined trading sessions." #property description "Times are based on broker's server time." #property indicator_chart_window #property indicator_plots 0 //+------------------------------------------------------------------+ //| CLASS: CSessionAnalyzer | //| Manages the drawing and analysis of a single session. | //+------------------------------------------------------------------+ class CSessionAnalyzer { private: 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_vwap; bool m_show_mean; bool m_show_linreg; ENUM_APPLIED_VOLUME m_volume_type; bool IsTimeInSession(const MqlDateTime &dt); public: void Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_vwap, bool show_mean, bool show_linreg, ENUM_APPLIED_VOLUME vol_type, string prefix); void Update(const int rates_total, const datetime &time[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[]); void Cleanup(void); }; //+------------------------------------------------------------------+ //| CSessionAnalyzer: Initialization | //+------------------------------------------------------------------+ void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_vwap, bool show_mean, bool show_linreg, ENUM_APPLIED_VOLUME vol_type, string prefix) { m_enabled = enabled; m_prefix = prefix; m_color = box_color; m_fill_box = fill_box; m_show_vwap = show_vwap; m_show_mean = show_mean; m_show_linreg = show_linreg; m_volume_type = vol_type; 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]); } } //+------------------------------------------------------------------+ //| CSessionAnalyzer: Checks if a given time is within the session. | //+------------------------------------------------------------------+ 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) { return (current_time_in_minutes >= start_time_in_minutes || current_time_in_minutes < end_time_in_minutes); } else { return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes); } } //+------------------------------------------------------------------+ //| CSessionAnalyzer: Deletes all objects created by this instance | //+------------------------------------------------------------------+ void CSessionAnalyzer::Cleanup(void) { if(!m_enabled) return; ObjectsDeleteAll(0, m_prefix); } //+------------------------------------------------------------------+ //| CSessionAnalyzer: Main update logic | //+------------------------------------------------------------------+ void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[]) { if(!m_enabled) return; Cleanup(); bool in_session = false; int session_start_bar = -1; double session_high = 0, session_low = 0; long session_id = 0; double cumulative_tpv = 0, cumulative_vol = 0, prev_vwap = 0; double cumulative_price = 0; int bar_count = 0; double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0; 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; session_high = high[i]; session_low = low[i]; session_id = (long)time[i] - (dt.hour*3600 + dt.min*60 + dt.sec); cumulative_tpv = 0; cumulative_vol = 0; prev_vwap = 0; cumulative_price = 0; bar_count = 0; sum_x = 0; sum_y = 0; sum_xy = 0; sum_x2 = 0; } else if(!is_in_current_session && in_session) { in_session = false; // Final drawing is now handled by the real-time update logic below } if(in_session) { if(high[i] > session_high) session_high = high[i]; if(low[i] < session_low) session_low = low[i]; if(m_show_vwap) { double typical_price = (high[i] + low[i] + close[i]) / 3.0; long current_volume = (m_volume_type == VOLUME_TICK) ? tick_volume[i] : volume[i]; if(current_volume < 1) current_volume = 1; cumulative_tpv += typical_price * (double)current_volume; cumulative_vol += (double)current_volume; double current_vwap = (cumulative_vol > 0) ? cumulative_tpv / cumulative_vol : 0; if(prev_vwap > 0) { string vwap_line_name = m_prefix + "VWAP_" + (string)time[i]; ObjectCreate(0, vwap_line_name, OBJ_TREND, 0, time[i-1], prev_vwap, time[i], current_vwap); ObjectSetInteger(0, vwap_line_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, vwap_line_name, OBJPROP_WIDTH, 2); } prev_vwap = current_vwap; } if(m_show_mean || m_show_linreg) { cumulative_price += close[i]; double x = bar_count; double y = close[i]; sum_x += x; sum_y += y; sum_xy += x * y; sum_x2 += x * x; bar_count++; } // --- Real-time drawing of all components for the current session --- string box_name = m_prefix + "Box_" + (string)session_id; if(ObjectFind(0, box_name) < 0) { ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[session_start_bar], session_high, time[i], 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 { ObjectSetDouble(0, box_name, OBJPROP_PRICE, 0, session_high); ObjectSetDouble(0, box_name, OBJPROP_PRICE, 1, session_low); ObjectSetInteger(0, box_name, OBJPROP_TIME, 1, time[i]); } 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[session_start_bar], mean_price, time[i], mean_price); else { // CORRECTED: Update both price points to keep the line horizontal ObjectSetDouble(0, mean_line_name, OBJPROP_PRICE, 0, mean_price); ObjectSetDouble(0, mean_line_name, OBJPROP_PRICE, 1, mean_price); ObjectSetInteger(0, mean_line_name, OBJPROP_TIME, 1, time[i]); } ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_DOT); } if(m_show_linreg && bar_count > 1) { double b = (bar_count * sum_xy - sum_x * sum_y) / (bar_count * sum_x2 - sum_x * sum_x); 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[session_start_bar], start_price, time[i], end_price); else { ObjectMove(0, lr_line_name, 0, time[session_start_bar], start_price); ObjectMove(0, lr_line_name, 1, time[i], end_price); } ObjectSetInteger(0, lr_line_name, OBJPROP_COLOR, m_color); ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_DASHDOT); ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 2); } } } } //--- Input Parameters --- input group "Display Settings" input bool InpFillBoxes = false; input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ input group "Pre-Market Session (Broker Time)" input bool InpPreMarket_Enable = true; input string InpPreMarket_Start = "08:00"; input string InpPreMarket_End = "09:30"; input color InpPreMarket_Color = C'33,150,243'; input bool InpPreMarket_VWAP = true; input bool InpPreMarket_Mean = true; input bool InpPreMarket_LinReg = true; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ input group "Core Trading Session (Broker Time)" input bool InpCore_Enable = true; input string InpCore_Start = "09:30"; input string InpCore_End = "16:00"; input color InpCore_Color = C'255,87,34'; input bool InpCore_VWAP = true; input bool InpCore_Mean = true; input bool InpCore_LinReg = true; //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ input group "Post-Market Session (Broker Time)" input bool InpPostMarket_Enable = true; input string InpPostMarket_Start = "16:00"; input string InpPostMarket_End = "20:00"; input color InpPostMarket_Color = C'103,58,183'; input bool InpPostMarket_VWAP = true; input bool InpPostMarket_Mean = true; input bool InpPostMarket_LinReg = true; //--- Global Variables --- CSessionAnalyzer *g_pre_market_analyzer; CSessionAnalyzer *g_core_market_analyzer; CSessionAnalyzer *g_post_market_analyzer; datetime g_last_bar_time; //+------------------------------------------------------------------+ //| Custom indicator initialization function. | //+------------------------------------------------------------------+ int OnInit() { g_last_bar_time = 0; g_pre_market_analyzer = new CSessionAnalyzer(); if(CheckPointer(g_pre_market_analyzer) == POINTER_INVALID) return INIT_FAILED; g_pre_market_analyzer.Init(InpPreMarket_Enable, InpPreMarket_Start, InpPreMarket_End, InpPreMarket_Color, InpFillBoxes, InpPreMarket_VWAP, InpPreMarket_Mean, InpPreMarket_LinReg, InpVolumeType, "PreMarket_"); g_core_market_analyzer = new CSessionAnalyzer(); if(CheckPointer(g_core_market_analyzer) == POINTER_INVALID) return INIT_FAILED; g_core_market_analyzer.Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_VWAP, InpCore_Mean, InpCore_LinReg, InpVolumeType, "CoreMarket_"); g_post_market_analyzer = new CSessionAnalyzer(); if(CheckPointer(g_post_market_analyzer) == POINTER_INVALID) return INIT_FAILED; g_post_market_analyzer.Init(InpPostMarket_Enable, InpPostMarket_Start, InpPostMarket_End, InpPostMarket_Color, InpFillBoxes, InpPostMarket_VWAP, InpPostMarket_Mean, InpPostMarket_LinReg, InpVolumeType, "PostMarket_"); IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis"); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom indicator deinitialization function. | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(CheckPointer(g_pre_market_analyzer) != POINTER_INVALID) { g_pre_market_analyzer.Cleanup(); delete g_pre_market_analyzer; } if(CheckPointer(g_core_market_analyzer) != POINTER_INVALID) { g_core_market_analyzer.Cleanup(); delete g_core_market_analyzer; } if(CheckPointer(g_post_market_analyzer) != POINTER_INVALID) { g_post_market_analyzer.Cleanup(); delete g_post_market_analyzer; } } //+------------------------------------------------------------------+ //| Custom indicator iteration function. | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int, 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 > 0 && time[rates_total - 1] == g_last_bar_time) return(rates_total); if(rates_total > 0) g_last_bar_time = time[rates_total - 1]; if(CheckPointer(g_pre_market_analyzer) != POINTER_INVALID) g_pre_market_analyzer.Update(rates_total, time, high, low, close, tick_volume, volume); if(CheckPointer(g_core_market_analyzer) != POINTER_INVALID) g_core_market_analyzer.Update(rates_total, time, high, low, close, tick_volume, volume); if(CheckPointer(g_post_market_analyzer) != POINTER_INVALID) g_post_market_analyzer.Update(rates_total, time, high, low, close, tick_volume, volume); ChartRedraw(); return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+