//+------------------------------------------------------------------+ //| Session_Analysis_Single_Pro.mq5 | //| Copyright 2025, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2025, xxxxxxxx" #property version "1.10" // Fixed compilation errors #property description "Session Analysis for a SINGLE market." #property description "Supports Pre, Core, Post, and Full sessions with VWAP buffers." #property indicator_chart_window // We use exactly 8 buffers for 4 sessions x 2 VWAP lines (Odd/Even) #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 selecting the candle source for calculation --- 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; datetime g_last_bar_time; //+------------------------------------------------------------------+ //| Custom indicator initialization function | //+------------------------------------------------------------------+ int OnInit() { g_last_bar_time = 0; // --- Map Buffers --- 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); // --- Set Series and Empty Values (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); // --- Set Colors Dynamically --- 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); // --- Unique Prefix Generation --- 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); // --- Determine Mode --- bool is_ha_mode = (InpCandleSource == CANDLE_HEIKIN_ASHI); for(int i=0; i 0 && time[rates_total - 1] == g_last_bar_time && Bars(_Symbol, _Period) == rates_total) return(rates_total); if(rates_total > 0) g_last_bar_time = time[rates_total - 1]; // --- Clear VWAP buffers (Unrolled) --- 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); // --- Object Drawing Logic --- for(int i=0; i