mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
427 lines
23 KiB
Plaintext
427 lines
23 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Session_Analysis_Pro.mq5|
|
|
//| Copyright 2025, xxxxxxxx|
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
#property version "6.50" // Added History Limit to reduce template size
|
|
#property description "Draws boxes, analytics, and session-based VWAP via high-performance buffers."
|
|
#property indicator_chart_window
|
|
// Buffers: M1(Pre A/B, Core A/B, Post A/B, Full A/B) = 8. Total for 3 markets = 24
|
|
#property indicator_buffers 24
|
|
#property indicator_plots 24
|
|
|
|
//--- Include Engines ---
|
|
#include <MyIncludes\Session_Analysis_Calculator.mqh> // For Boxes, Mean, LinReg
|
|
#include <MyIncludes\VWAP_Calculator.mqh> // For VWAP calculations
|
|
|
|
//--- Plot Properties for VWAP lines (Market 1) ---
|
|
#property indicator_type1 DRAW_LINE
|
|
#property indicator_label1 "M1 Pre VWAP"
|
|
#property indicator_type2 DRAW_LINE
|
|
#property indicator_label2 ""
|
|
#property indicator_type3 DRAW_LINE
|
|
#property indicator_label3 "M1 Core VWAP"
|
|
#property indicator_type4 DRAW_LINE
|
|
#property indicator_label4 ""
|
|
#property indicator_type5 DRAW_LINE
|
|
#property indicator_label5 "M1 Post VWAP"
|
|
#property indicator_type6 DRAW_LINE
|
|
#property indicator_label6 ""
|
|
#property indicator_type7 DRAW_LINE
|
|
#property indicator_label7 "M1 Full VWAP"
|
|
#property indicator_type8 DRAW_LINE
|
|
#property indicator_label8 ""
|
|
//--- Plot Properties for VWAP lines (Market 2) ---
|
|
#property indicator_type9 DRAW_LINE
|
|
#property indicator_label9 "M2 Pre VWAP"
|
|
#property indicator_type10 DRAW_LINE
|
|
#property indicator_label10 ""
|
|
#property indicator_type11 DRAW_LINE
|
|
#property indicator_label11 "M2 Core VWAP"
|
|
#property indicator_type12 DRAW_LINE
|
|
#property indicator_label12 ""
|
|
#property indicator_type13 DRAW_LINE
|
|
#property indicator_label13 "M2 Post VWAP"
|
|
#property indicator_type14 DRAW_LINE
|
|
#property indicator_label14 ""
|
|
#property indicator_type15 DRAW_LINE
|
|
#property indicator_label15 "M2 Full VWAP"
|
|
#property indicator_type16 DRAW_LINE
|
|
#property indicator_label16 ""
|
|
//--- Plot Properties for VWAP lines (Market 3) ---
|
|
#property indicator_type17 DRAW_LINE
|
|
#property indicator_label17 "M3 Pre VWAP"
|
|
#property indicator_type18 DRAW_LINE
|
|
#property indicator_label18 ""
|
|
#property indicator_type19 DRAW_LINE
|
|
#property indicator_label19 "M3 Core VWAP"
|
|
#property indicator_type20 DRAW_LINE
|
|
#property indicator_label20 ""
|
|
#property indicator_type21 DRAW_LINE
|
|
#property indicator_label21 "M3 Post VWAP"
|
|
#property indicator_type22 DRAW_LINE
|
|
#property indicator_label22 ""
|
|
#property indicator_type23 DRAW_LINE
|
|
#property indicator_label23 "M3 Full VWAP"
|
|
#property indicator_type24 DRAW_LINE
|
|
#property indicator_label24 ""
|
|
|
|
//--- 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 bool InpFillBoxes = false;
|
|
input int InpMaxHistoryDays = 5; // Limit object history (0 = All)
|
|
input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
|
|
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // For VWAP and other analytics
|
|
input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_TYPICAL; // For Mean/LinReg
|
|
|
|
//--- Market 1 Settings ---
|
|
input group "Market 1 Settings (e.g., NYSE)"
|
|
input bool InpM1_Enable = true;
|
|
input group "M1 Pre-Market Session"
|
|
input bool InpM1_PreMarket_Enable = true;
|
|
input string InpM1_PreMarket_Start = "06:30";
|
|
input string InpM1_PreMarket_End = "09:30";
|
|
input color InpM1_PreMarket_Color = clrSlateBlue;
|
|
input bool InpM1_PreMarket_VWAP = true;
|
|
input bool InpM1_PreMarket_Mean = false;
|
|
input bool InpM1_PreMarket_LinReg = false;
|
|
input group "M1 Core Trading Session"
|
|
input bool InpM1_Core_Enable = true;
|
|
input string InpM1_Core_Start = "09:30";
|
|
input string InpM1_Core_End = "16:00";
|
|
input color InpM1_Core_Color = clrSlateBlue;
|
|
input bool InpM1_Core_VWAP = true;
|
|
input bool InpM1_Core_Mean = true;
|
|
input bool InpM1_Core_LinReg = true;
|
|
input group "M1 Post-Market Session"
|
|
input bool InpM1_PostMarket_Enable = true;
|
|
input string InpM1_PostMarket_Start = "16:00";
|
|
input string InpM1_PostMarket_End = "20:00";
|
|
input color InpM1_PostMarket_Color = clrSlateBlue;
|
|
input bool InpM1_PostMarket_VWAP = true;
|
|
input bool InpM1_PostMarket_Mean = false;
|
|
input bool InpM1_PostMarket_LinReg = false;
|
|
input group "M1 Full Day Analysis"
|
|
input bool InpM1_FullDay_Enable = false;
|
|
input color InpM1_FullDay_Color = clrGray;
|
|
input bool InpM1_FullDay_VWAP = true;
|
|
input bool InpM1_FullDay_Mean = false;
|
|
input bool InpM1_FullDay_LinReg = false;
|
|
|
|
//--- Market 2 Settings ---
|
|
input group "Market 2 Settings (e.g., LSE)"
|
|
input bool InpM2_Enable = false;
|
|
input group "M2 Pre-Market Session"
|
|
input bool InpM2_PreMarket_Enable = true;
|
|
input string InpM2_PreMarket_Start = "05:00";
|
|
input string InpM2_PreMarket_End = "08:00";
|
|
input color InpM2_PreMarket_Color = clrIndianRed;
|
|
input bool InpM2_PreMarket_VWAP = true;
|
|
input bool InpM2_PreMarket_Mean = false;
|
|
input bool InpM2_PreMarket_LinReg = false;
|
|
input group "M2 Core Trading Session"
|
|
input bool InpM2_Core_Enable = true;
|
|
input string InpM2_Core_Start = "08:00";
|
|
input string InpM2_Core_End = "16:30";
|
|
input color InpM2_Core_Color = clrIndianRed;
|
|
input bool InpM2_Core_VWAP = true;
|
|
input bool InpM2_Core_Mean = true;
|
|
input bool InpM2_Core_LinReg = true;
|
|
input group "M2 Post-Market Session"
|
|
input bool InpM2_PostMarket_Enable = true;
|
|
input string InpM2_PostMarket_Start = "16:30";
|
|
input string InpM2_PostMarket_End = "17:15";
|
|
input color InpM2_PostMarket_Color = clrIndianRed;
|
|
input bool InpM2_PostMarket_VWAP = true;
|
|
input bool InpM2_PostMarket_Mean = false;
|
|
input bool InpM2_PostMarket_LinReg = false;
|
|
input group "M2 Full Day Analysis"
|
|
input bool InpM2_FullDay_Enable = false;
|
|
input color InpM2_FullDay_Color = clrGray;
|
|
input bool InpM2_FullDay_VWAP = true;
|
|
input bool InpM2_FullDay_Mean = false;
|
|
input bool InpM2_FullDay_LinReg = false;
|
|
|
|
//--- Market 3 Settings ---
|
|
input group "Market 3 Settings (e.g., TSE)"
|
|
input bool InpM3_Enable = false;
|
|
input group "M3 Pre-Market Session"
|
|
input bool InpM3_PreMarket_Enable = true;
|
|
input string InpM3_PreMarket_Start = "08:00";
|
|
input string InpM3_PreMarket_End = "09:00";
|
|
input color InpM3_PreMarket_Color = clrSeaGreen;
|
|
input bool InpM3_PreMarket_VWAP = true;
|
|
input bool InpM3_PreMarket_Mean = false;
|
|
input bool InpM3_PreMarket_LinReg = false;
|
|
input group "M3 Core Trading Session"
|
|
input bool InpM3_Core_Enable = true;
|
|
input string InpM3_Core_Start = "09:00";
|
|
input string InpM3_Core_End = "11:30";
|
|
input color InpM3_Core_Color = clrSeaGreen;
|
|
input bool InpM3_Core_VWAP = true;
|
|
input bool InpM3_Core_Mean = true;
|
|
input bool InpM3_Core_LinReg = true;
|
|
input group "M3 Post-Market Session"
|
|
input bool InpM3_PostMarket_Enable = true;
|
|
input string InpM3_PostMarket_Start = "12:30";
|
|
input string InpM3_PostMarket_End = "15:30";
|
|
input color InpM3_PostMarket_Color = clrSeaGreen;
|
|
input bool InpM3_PostMarket_VWAP = true;
|
|
input bool InpM3_PostMarket_Mean = false;
|
|
input bool InpM3_PostMarket_LinReg = false;
|
|
input group "M3 Full Day Analysis"
|
|
input bool InpM3_FullDay_Enable = false;
|
|
input color InpM3_FullDay_Color = clrGray;
|
|
input bool InpM3_FullDay_VWAP = true;
|
|
input bool InpM3_FullDay_Mean = false;
|
|
input bool InpM3_FullDay_LinReg = false;
|
|
|
|
//--- Indicator Buffers for VWAP ---
|
|
double BufferM1_Pre_A[], BufferM1_Pre_B[];
|
|
double BufferM1_Core_A[], BufferM1_Core_B[];
|
|
double BufferM1_Post_A[], BufferM1_Post_B[];
|
|
double BufferM1_Full_A[], BufferM1_Full_B[];
|
|
double BufferM2_Pre_A[], BufferM2_Pre_B[];
|
|
double BufferM2_Core_A[], BufferM2_Core_B[];
|
|
double BufferM2_Post_A[], BufferM2_Post_B[];
|
|
double BufferM2_Full_A[], BufferM2_Full_B[];
|
|
double BufferM3_Pre_A[], BufferM3_Pre_B[];
|
|
double BufferM3_Core_A[], BufferM3_Core_B[];
|
|
double BufferM3_Post_A[], BufferM3_Post_B[];
|
|
double BufferM3_Full_A[], BufferM3_Full_B[];
|
|
|
|
//--- Global Variables ---
|
|
#define TOTAL_SESSIONS 12
|
|
CSessionAnalyzer *g_box_analyzers[TOTAL_SESSIONS];
|
|
CVWAPCalculator *g_vwap_calculators[TOTAL_SESSIONS];
|
|
datetime g_last_bar_time;
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator initialization function |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
g_last_bar_time = 0;
|
|
for(int i=0; i<TOTAL_SESSIONS; i++)
|
|
{
|
|
g_box_analyzers[i] = NULL;
|
|
g_vwap_calculators[i] = NULL;
|
|
}
|
|
|
|
// --- Set up VWAP Buffers ---
|
|
SetIndexBuffer(0, BufferM1_Pre_A, INDICATOR_DATA);
|
|
SetIndexBuffer(1, BufferM1_Pre_B, INDICATOR_DATA);
|
|
SetIndexBuffer(2, BufferM1_Core_A, INDICATOR_DATA);
|
|
SetIndexBuffer(3, BufferM1_Core_B, INDICATOR_DATA);
|
|
SetIndexBuffer(4, BufferM1_Post_A, INDICATOR_DATA);
|
|
SetIndexBuffer(5, BufferM1_Post_B, INDICATOR_DATA);
|
|
SetIndexBuffer(6, BufferM1_Full_A, INDICATOR_DATA);
|
|
SetIndexBuffer(7, BufferM1_Full_B, INDICATOR_DATA);
|
|
SetIndexBuffer(8, BufferM2_Pre_A, INDICATOR_DATA);
|
|
SetIndexBuffer(9, BufferM2_Pre_B, INDICATOR_DATA);
|
|
SetIndexBuffer(10, BufferM2_Core_A, INDICATOR_DATA);
|
|
SetIndexBuffer(11, BufferM2_Core_B, INDICATOR_DATA);
|
|
SetIndexBuffer(12, BufferM2_Post_A, INDICATOR_DATA);
|
|
SetIndexBuffer(13, BufferM2_Post_B, INDICATOR_DATA);
|
|
SetIndexBuffer(14, BufferM2_Full_A, INDICATOR_DATA);
|
|
SetIndexBuffer(15, BufferM2_Full_B, INDICATOR_DATA);
|
|
SetIndexBuffer(16, BufferM3_Pre_A, INDICATOR_DATA);
|
|
SetIndexBuffer(17, BufferM3_Pre_B, INDICATOR_DATA);
|
|
SetIndexBuffer(18, BufferM3_Core_A, INDICATOR_DATA);
|
|
SetIndexBuffer(19, BufferM3_Core_B, INDICATOR_DATA);
|
|
SetIndexBuffer(20, BufferM3_Post_A, INDICATOR_DATA);
|
|
SetIndexBuffer(21, BufferM3_Post_B, INDICATOR_DATA);
|
|
SetIndexBuffer(22, BufferM3_Full_A, INDICATOR_DATA);
|
|
SetIndexBuffer(23, BufferM3_Full_B, INDICATOR_DATA);
|
|
|
|
for(int i=0; i<24; i++)
|
|
PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
|
|
|
// --- Set VWAP Colors ---
|
|
PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpM1_PreMarket_Color);
|
|
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpM1_PreMarket_Color);
|
|
PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpM1_Core_Color);
|
|
PlotIndexSetInteger(3, PLOT_LINE_COLOR, InpM1_Core_Color);
|
|
PlotIndexSetInteger(4, PLOT_LINE_COLOR, InpM1_PostMarket_Color);
|
|
PlotIndexSetInteger(5, PLOT_LINE_COLOR, InpM1_PostMarket_Color);
|
|
PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpM1_FullDay_Color);
|
|
PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpM1_FullDay_Color);
|
|
PlotIndexSetInteger(8, PLOT_LINE_COLOR, InpM2_PreMarket_Color);
|
|
PlotIndexSetInteger(9, PLOT_LINE_COLOR, InpM2_PreMarket_Color);
|
|
PlotIndexSetInteger(10, PLOT_LINE_COLOR, InpM2_Core_Color);
|
|
PlotIndexSetInteger(11, PLOT_LINE_COLOR, InpM2_Core_Color);
|
|
PlotIndexSetInteger(12, PLOT_LINE_COLOR, InpM2_PostMarket_Color);
|
|
PlotIndexSetInteger(13, PLOT_LINE_COLOR, InpM2_PostMarket_Color);
|
|
PlotIndexSetInteger(14, PLOT_LINE_COLOR, InpM2_FullDay_Color);
|
|
PlotIndexSetInteger(15, PLOT_LINE_COLOR, InpM2_FullDay_Color);
|
|
PlotIndexSetInteger(16, PLOT_LINE_COLOR, InpM3_PreMarket_Color);
|
|
PlotIndexSetInteger(17, PLOT_LINE_COLOR, InpM3_PreMarket_Color);
|
|
PlotIndexSetInteger(18, PLOT_LINE_COLOR, InpM3_Core_Color);
|
|
PlotIndexSetInteger(19, PLOT_LINE_COLOR, InpM3_Core_Color);
|
|
PlotIndexSetInteger(20, PLOT_LINE_COLOR, InpM3_PostMarket_Color);
|
|
PlotIndexSetInteger(21, PLOT_LINE_COLOR, InpM3_PostMarket_Color);
|
|
PlotIndexSetInteger(22, PLOT_LINE_COLOR, InpM3_FullDay_Color);
|
|
PlotIndexSetInteger(23, PLOT_LINE_COLOR, InpM3_FullDay_Color);
|
|
|
|
// --- Centralized Cleanup Logic ---
|
|
MathSrand((int)TimeCurrent() + (int)ChartID());
|
|
string temp_short_name = StringFormat("SessPro_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;
|
|
string unique_prefix = StringFormat("SessPro_%d_%d_", ChartID(), window_index);
|
|
ObjectsDeleteAll(0, unique_prefix);
|
|
|
|
// --- Unified Initialization for both calculator types ---
|
|
bool is_ha_mode = (InpCandleSource == CANDLE_HEIKIN_ASHI);
|
|
for(int i=0; i<TOTAL_SESSIONS; 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();
|
|
}
|
|
}
|
|
|
|
// --- Init Logic for Box/Mean/LinReg Analyzers (Object-based) ---
|
|
g_box_analyzers[0].Init(InpM1_Enable && InpM1_PreMarket_Enable, InpM1_PreMarket_Start, InpM1_PreMarket_End, InpM1_PreMarket_Color, InpFillBoxes, InpM1_PreMarket_Mean, InpM1_PreMarket_LinReg, unique_prefix + "M1_Pre_", InpMaxHistoryDays);
|
|
g_box_analyzers[1].Init(InpM1_Enable && InpM1_Core_Enable, InpM1_Core_Start, InpM1_Core_End, InpM1_Core_Color, InpFillBoxes, InpM1_Core_Mean, InpM1_Core_LinReg, unique_prefix + "M1_Core_", InpMaxHistoryDays);
|
|
g_box_analyzers[2].Init(InpM1_Enable && InpM1_PostMarket_Enable, InpM1_PostMarket_Start, InpM1_PostMarket_End, InpM1_PostMarket_Color, InpFillBoxes, InpM1_PostMarket_Mean, InpM1_PostMarket_LinReg, unique_prefix + "M1_Post_", InpMaxHistoryDays);
|
|
g_box_analyzers[3].Init(InpM1_Enable && InpM1_FullDay_Enable, InpM1_PreMarket_Start, InpM1_PostMarket_End, InpM1_FullDay_Color, InpFillBoxes, InpM1_FullDay_Mean, InpM1_FullDay_LinReg, unique_prefix + "M1_Full_", InpMaxHistoryDays);
|
|
g_box_analyzers[4].Init(InpM2_Enable && InpM2_PreMarket_Enable, InpM2_PreMarket_Start, InpM2_PreMarket_End, InpM2_PreMarket_Color, InpFillBoxes, InpM2_PreMarket_Mean, InpM2_PreMarket_LinReg, unique_prefix + "M2_Pre_", InpMaxHistoryDays);
|
|
g_box_analyzers[5].Init(InpM2_Enable && InpM2_Core_Enable, InpM2_Core_Start, InpM2_Core_End, InpM2_Core_Color, InpFillBoxes, InpM2_Core_Mean, InpM2_Core_LinReg, unique_prefix + "M2_Core_", InpMaxHistoryDays);
|
|
g_box_analyzers[6].Init(InpM2_Enable && InpM2_PostMarket_Enable, InpM2_PostMarket_Start, InpM2_PostMarket_End, InpM2_PostMarket_Color, InpFillBoxes, InpM2_PostMarket_Mean, InpM2_PostMarket_LinReg, unique_prefix + "M2_Post_", InpMaxHistoryDays);
|
|
g_box_analyzers[7].Init(InpM2_Enable && InpM2_FullDay_Enable, InpM2_PreMarket_Start, InpM2_PostMarket_End, InpM2_FullDay_Color, InpFillBoxes, InpM2_FullDay_Mean, InpM2_FullDay_LinReg, unique_prefix + "M2_Full_", InpMaxHistoryDays);
|
|
g_box_analyzers[8].Init(InpM3_Enable && InpM3_PreMarket_Enable, InpM3_PreMarket_Start, InpM3_PreMarket_End, InpM3_PreMarket_Color, InpFillBoxes, InpM3_PreMarket_Mean, InpM3_PreMarket_LinReg, unique_prefix + "M3_Pre_", InpMaxHistoryDays);
|
|
g_box_analyzers[9].Init(InpM3_Enable && InpM3_Core_Enable, InpM3_Core_Start, InpM3_Core_End, InpM3_Core_Color, InpFillBoxes, InpM3_Core_Mean, InpM3_Core_LinReg, unique_prefix + "M3_Core_", InpMaxHistoryDays);
|
|
g_box_analyzers[10].Init(InpM3_Enable && InpM3_PostMarket_Enable, InpM3_PostMarket_Start, InpM3_PostMarket_End, InpM3_PostMarket_Color, InpFillBoxes, InpM3_PostMarket_Mean, InpM3_PostMarket_LinReg, unique_prefix + "M3_Post_", InpMaxHistoryDays);
|
|
g_box_analyzers[11].Init(InpM3_Enable && InpM3_FullDay_Enable, InpM3_PreMarket_Start, InpM3_PostMarket_End, InpM3_FullDay_Color, InpFillBoxes, InpM3_FullDay_Mean, InpM3_FullDay_LinReg, unique_prefix + "M3_Full_", InpMaxHistoryDays);
|
|
|
|
// --- Init Logic for VWAP Calculators (Buffer-based) ---
|
|
// Updated to pass InpMaxHistoryDays
|
|
g_vwap_calculators[0].Init(InpM1_PreMarket_Start, InpM1_PreMarket_End, InpVolumeType, InpM1_Enable && InpM1_PreMarket_Enable && InpM1_PreMarket_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[1].Init(InpM1_Core_Start, InpM1_Core_End, InpVolumeType, InpM1_Enable && InpM1_Core_Enable && InpM1_Core_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[2].Init(InpM1_PostMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_PostMarket_Enable && InpM1_PostMarket_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[3].Init(InpM1_PreMarket_Start, InpM1_PostMarket_End, InpVolumeType, InpM1_Enable && InpM1_FullDay_Enable && InpM1_FullDay_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[4].Init(InpM2_PreMarket_Start, InpM2_PreMarket_End, InpVolumeType, InpM2_Enable && InpM2_PreMarket_Enable && InpM2_PreMarket_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[5].Init(InpM2_Core_Start, InpM2_Core_End, InpVolumeType, InpM2_Enable && InpM2_Core_Enable && InpM2_Core_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[6].Init(InpM2_PostMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_PostMarket_Enable && InpM2_PostMarket_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[7].Init(InpM2_PreMarket_Start, InpM2_PostMarket_End, InpVolumeType, InpM2_Enable && InpM2_FullDay_Enable && InpM2_FullDay_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[8].Init(InpM3_PreMarket_Start, InpM3_PreMarket_End, InpVolumeType, InpM3_Enable && InpM3_PreMarket_Enable && InpM3_PreMarket_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[9].Init(InpM3_Core_Start, InpM3_Core_End, InpVolumeType, InpM3_Enable && InpM3_Core_Enable && InpM3_Core_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[10].Init(InpM3_PostMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_PostMarket_Enable && InpM3_PostMarket_VWAP, InpMaxHistoryDays);
|
|
g_vwap_calculators[11].Init(InpM3_PreMarket_Start, InpM3_PostMarket_End, InpVolumeType, InpM3_Enable && InpM3_FullDay_Enable && InpM3_FullDay_VWAP, InpMaxHistoryDays);
|
|
|
|
IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis" + (is_ha_mode ? " HA" : ""));
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
for(int i=0; i<TOTAL_SESSIONS; 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];
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Custom indicator calculation function |
|
|
//+------------------------------------------------------------------+
|
|
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 > 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 ---
|
|
// Note: We clear them every new bar because we force full recalc for VWAP too
|
|
ArrayInitialize(BufferM1_Pre_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM1_Pre_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM1_Core_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM1_Core_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM1_Post_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM1_Post_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM1_Full_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM1_Full_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Pre_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Pre_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Core_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Core_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Post_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Post_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Full_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM2_Full_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Pre_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Pre_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Core_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Core_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Post_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Post_B, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Full_A, EMPTY_VALUE);
|
|
ArrayInitialize(BufferM3_Full_B, EMPTY_VALUE);
|
|
|
|
// --- Object Drawing Logic (Boxes, etc.) ---
|
|
// Pass 0 as prev_calculated to force full update (but optimized inside to skip drawing old boxes)
|
|
for(int i=0; i<TOTAL_SESSIONS; i++)
|
|
{
|
|
if(CheckPointer(g_box_analyzers[i]))
|
|
g_box_analyzers[i].Update(rates_total, 0, time, open, high, low, close, (ENUM_APPLIED_PRICE)InpSourcePrice);
|
|
}
|
|
|
|
// --- VWAP Buffer Calculation Logic ---
|
|
int vwap_prev_calc = 0; // Force full recalc
|
|
|
|
if(CheckPointer(g_vwap_calculators[0]))
|
|
g_vwap_calculators[0].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM1_Pre_A, BufferM1_Pre_B);
|
|
if(CheckPointer(g_vwap_calculators[1]))
|
|
g_vwap_calculators[1].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM1_Core_A, BufferM1_Core_B);
|
|
if(CheckPointer(g_vwap_calculators[2]))
|
|
g_vwap_calculators[2].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM1_Post_A, BufferM1_Post_B);
|
|
if(CheckPointer(g_vwap_calculators[3]))
|
|
g_vwap_calculators[3].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM1_Full_A, BufferM1_Full_B);
|
|
if(CheckPointer(g_vwap_calculators[4]))
|
|
g_vwap_calculators[4].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM2_Pre_A, BufferM2_Pre_B);
|
|
if(CheckPointer(g_vwap_calculators[5]))
|
|
g_vwap_calculators[5].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM2_Core_A, BufferM2_Core_B);
|
|
if(CheckPointer(g_vwap_calculators[6]))
|
|
g_vwap_calculators[6].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM2_Post_A, BufferM2_Post_B);
|
|
if(CheckPointer(g_vwap_calculators[7]))
|
|
g_vwap_calculators[7].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM2_Full_A, BufferM2_Full_B);
|
|
if(CheckPointer(g_vwap_calculators[8]))
|
|
g_vwap_calculators[8].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM3_Pre_A, BufferM3_Pre_B);
|
|
if(CheckPointer(g_vwap_calculators[9]))
|
|
g_vwap_calculators[9].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM3_Core_A, BufferM3_Core_B);
|
|
if(CheckPointer(g_vwap_calculators[10]))
|
|
g_vwap_calculators[10].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM3_Post_A, BufferM3_Post_B);
|
|
if(CheckPointer(g_vwap_calculators[11]))
|
|
g_vwap_calculators[11].Calculate(rates_total, vwap_prev_calc, time, open, high, low, close, tick_volume, volume, BufferM3_Full_A, BufferM3_Full_B);
|
|
|
|
ChartRedraw();
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|