mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-03 23:57:44 +00:00
Toh4iem9
359 lines
15 KiB
Plaintext
359 lines
15 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| 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);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|