mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
354 lines
14 KiB
Plaintext
354 lines
14 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Session_Analysis_Calculator.mqh |
|
|
//| Calculation engine for drawing session boxes and analytics. |
|
|
//| Copyright 2025, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2025, xxxxxxxx"
|
|
|
|
#include <MyIncludes\HeikinAshi_Tools.mqh>
|
|
|
|
//+==================================================================+
|
|
//| |
|
|
//| 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_vwap;
|
|
bool m_show_mean;
|
|
bool m_show_linreg;
|
|
ENUM_APPLIED_VOLUME m_volume_type;
|
|
|
|
//--- Internal source buffers
|
|
double m_src_high[], m_src_low[], m_src_close[], m_src_price[];
|
|
|
|
bool IsTimeInSession(const MqlDateTime &dt);
|
|
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
|
|
|
|
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 &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], ENUM_APPLIED_PRICE price_type);
|
|
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) // Overnight session (e.g., 22:00 to 04:00)
|
|
{
|
|
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);
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| 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 &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], ENUM_APPLIED_PRICE price_type)
|
|
{
|
|
if(!m_enabled || rates_total < 2)
|
|
return;
|
|
if(!PrepareSourceData(rates_total, open, high, low, close, price_type))
|
|
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 = m_src_high[i];
|
|
session_low = m_src_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;
|
|
// Session ended, no action needed as drawing is real-time
|
|
}
|
|
|
|
if(in_session)
|
|
{
|
|
session_high = MathMax(session_high, m_src_high[i]);
|
|
session_low = MathMin(session_low, m_src_low[i]);
|
|
|
|
if(m_show_vwap)
|
|
{
|
|
double typical_price = (m_src_high[i] + m_src_low[i] + m_src_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, 1);
|
|
}
|
|
prev_vwap = current_vwap;
|
|
}
|
|
|
|
if(m_show_mean || m_show_linreg)
|
|
{
|
|
cumulative_price += m_src_price[i];
|
|
double x = bar_count;
|
|
double y = m_src_price[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
|
|
{
|
|
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_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[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_SOLID);
|
|
ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 1);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CSessionAnalyzer: Prepares the standard source data. |
|
|
//+------------------------------------------------------------------+
|
|
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_close, rates_total);
|
|
ArrayCopy(m_src_close, close, 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<rates_total; i++)
|
|
m_src_price[i] = (high[i]+low[i])/2.0;
|
|
break;
|
|
case PRICE_TYPICAL:
|
|
for(int i=0; i<rates_total; i++)
|
|
m_src_price[i] = (high[i]+low[i]+close[i])/3.0;
|
|
break;
|
|
case PRICE_WEIGHTED:
|
|
for(int i=0; i<rates_total; i++)
|
|
m_src_price[i] = (high[i]+low[i]+2*close[i])/4.0;
|
|
break;
|
|
default:
|
|
ArrayCopy(m_src_price, close, 0, 0, rates_total);
|
|
break;
|
|
}
|
|
return true;
|
|
}
|
|
|
|
//+==================================================================+
|
|
//| |
|
|
//| CLASS 2: CSessionAnalyzer_HA (Heikin Ashi) |
|
|
//| |
|
|
//+==================================================================+
|
|
class CSessionAnalyzer_HA : public CSessionAnalyzer
|
|
{
|
|
private:
|
|
CHeikinAshi_Calculator m_ha_calculator;
|
|
protected:
|
|
virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
|
|
};
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CSessionAnalyzer_HA: Prepares the HA source data. |
|
|
//+------------------------------------------------------------------+
|
|
bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
|
|
{
|
|
//--- CORRECTED SECTION: Declare all local HA arrays ---
|
|
double ha_open[], ha_high[], ha_low[], ha_close[];
|
|
ArrayResize(ha_open, rates_total);
|
|
ArrayResize(ha_high, rates_total);
|
|
ArrayResize(ha_low, rates_total);
|
|
ArrayResize(ha_close, rates_total);
|
|
|
|
//--- Calculate all HA values into the local arrays
|
|
m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
|
|
|
|
//--- Now, copy the calculated HA values to the class member arrays for analysis
|
|
ArrayCopy(m_src_high, ha_high, 0, 0, rates_total);
|
|
ArrayCopy(m_src_low, ha_low, 0, 0, rates_total);
|
|
ArrayCopy(m_src_close, ha_close, 0, 0, rates_total);
|
|
|
|
//--- Finally, prepare the specific m_src_price array based on user's choice
|
|
ArrayResize(m_src_price, rates_total);
|
|
switch(price_type)
|
|
{
|
|
case PRICE_OPEN:
|
|
ArrayCopy(m_src_price, ha_open, 0, 0, rates_total);
|
|
break;
|
|
case PRICE_HIGH:
|
|
ArrayCopy(m_src_price, ha_high, 0, 0, rates_total);
|
|
break;
|
|
case PRICE_LOW:
|
|
ArrayCopy(m_src_price, ha_low, 0, 0, rates_total);
|
|
break;
|
|
case PRICE_MEDIAN:
|
|
for(int i=0; i<rates_total; i++)
|
|
m_src_price[i] = (ha_high[i]+ha_low[i])/2.0;
|
|
break;
|
|
case PRICE_TYPICAL:
|
|
for(int i=0; i<rates_total; i++)
|
|
m_src_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
|
|
break;
|
|
case PRICE_WEIGHTED:
|
|
for(int i=0; i<rates_total; i++)
|
|
m_src_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
|
|
break;
|
|
default: // PRICE_CLOSE
|
|
ArrayCopy(m_src_price, ha_close, 0, 0, rates_total);
|
|
break;
|
|
}
|
|
return true;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|