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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
306 lines
12 KiB
Plaintext
306 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Session_Analysis_Calculator.mqh |
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//| Calculation engine for drawing session boxes and analytics. |
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//| Restored original logic with updated HA call. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS 1: CSessionAnalyzer (Base Class) |
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//+==================================================================+
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class CSessionAnalyzer
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{
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protected:
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int m_start_hour, m_start_min;
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int m_end_hour, m_end_min;
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color m_color;
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string m_prefix;
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bool m_enabled;
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bool m_fill_box;
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bool m_show_mean;
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bool m_show_linreg;
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double m_src_high[], m_src_low[], m_src_price[];
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bool IsTimeInSession(const MqlDateTime &dt);
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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void DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[]);
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public:
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CSessionAnalyzer(void) {};
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virtual ~CSessionAnalyzer(void) {};
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void Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_mean, bool show_linreg, string prefix);
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void Update(const int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type);
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void Cleanup(void);
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};
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//+------------------------------------------------------------------+
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void CSessionAnalyzer::Init(bool enabled, string start_time, string end_time, color box_color, bool fill_box, bool show_mean, bool show_linreg, string prefix)
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{
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m_enabled = enabled;
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m_prefix = prefix;
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m_color = box_color;
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m_fill_box = fill_box;
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m_show_mean = show_mean;
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m_show_linreg = show_linreg;
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string parts[];
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if(StringSplit(start_time, ':', parts) == 2)
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{
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m_start_hour = (int)StringToInteger(parts[0]);
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m_start_min = (int)StringToInteger(parts[1]);
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}
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if(StringSplit(end_time, ':', parts) == 2)
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{
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m_end_hour = (int)StringToInteger(parts[0]);
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m_end_min = (int)StringToInteger(parts[1]);
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}
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}
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//+------------------------------------------------------------------+
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bool CSessionAnalyzer::IsTimeInSession(const MqlDateTime &dt)
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{
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int current_time_in_minutes = dt.hour * 60 + dt.min;
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int start_time_in_minutes = m_start_hour * 60 + m_start_min;
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int end_time_in_minutes = m_end_hour * 60 + m_end_min;
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if(end_time_in_minutes < start_time_in_minutes) // Overnight session
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return (current_time_in_minutes >= start_time_in_minutes || current_time_in_minutes < end_time_in_minutes);
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else // Same-day session
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return (current_time_in_minutes >= start_time_in_minutes && current_time_in_minutes < end_time_in_minutes);
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}
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//+------------------------------------------------------------------+
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void CSessionAnalyzer::Cleanup(void)
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{
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ObjectsDeleteAll(0, m_prefix);
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}
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//+------------------------------------------------------------------+
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void CSessionAnalyzer::Update(const int rates_total, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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if(!m_enabled || rates_total < 2)
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return;
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if(!PrepareSourceData(rates_total, open, high, low, close, price_type))
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return;
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bool in_session = false;
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int session_start_bar = -1;
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// Optimization: Only check visible bars + buffer?
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// For now, full loop as requested to match original behavior.
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for(int i = 1; i < rates_total; i++)
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{
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MqlDateTime dt;
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TimeToStruct(time[i], dt);
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bool is_in_current_session = IsTimeInSession(dt);
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if(is_in_current_session && !in_session)
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{
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in_session = true;
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session_start_bar = i;
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}
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else
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if(!is_in_current_session && in_session)
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{
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in_session = false;
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MqlDateTime start_dt;
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TimeToStruct(time[session_start_bar], start_dt);
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long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
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DrawSession(session_start_bar, i - 1, session_id, time);
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session_start_bar = -1;
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}
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}
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if(in_session && session_start_bar != -1)
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{
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MqlDateTime start_dt;
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TimeToStruct(time[session_start_bar], start_dt);
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long session_id = (long)time[session_start_bar] - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
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DrawSession(session_start_bar, rates_total - 1, session_id, time);
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}
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}
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//+------------------------------------------------------------------+
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void CSessionAnalyzer::DrawSession(int start_bar, int end_bar, long session_id, const datetime &time[])
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{
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if(start_bar < 0 || end_bar < start_bar)
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return;
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double session_high = m_src_high[ArrayMaximum(m_src_high, start_bar, end_bar - start_bar + 1)];
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double session_low = m_src_low[ArrayMinimum(m_src_low, start_bar, end_bar - start_bar + 1)];
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string box_name = m_prefix + "Box_" + (string)session_id;
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if(ObjectFind(0, box_name) < 0)
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{
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ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, time[start_bar], session_high, time[end_bar], session_low);
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ObjectSetInteger(0, box_name, OBJPROP_COLOR, m_color);
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ObjectSetInteger(0, box_name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, box_name, OBJPROP_BACK, true);
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ObjectSetInteger(0, box_name, OBJPROP_FILL, m_fill_box);
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ObjectSetInteger(0, box_name, OBJPROP_SELECTABLE, false);
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}
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else
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{
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ObjectMove(0, box_name, 0, time[start_bar], session_high);
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ObjectMove(0, box_name, 1, time[end_bar], session_low);
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}
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if(m_show_mean || m_show_linreg)
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{
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double cumulative_price = 0;
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double sum_x = 0, sum_y = 0, sum_xy = 0, sum_x2 = 0;
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for(int i = start_bar; i <= end_bar; i++)
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{
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cumulative_price += m_src_price[i];
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double x = i - start_bar;
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double y = m_src_price[i];
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sum_x += x;
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sum_y += y;
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sum_xy += x * y;
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sum_x2 += x * x;
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}
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int bar_count = end_bar - start_bar + 1;
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if(m_show_mean && bar_count > 0)
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{
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double mean_price = cumulative_price / bar_count;
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string mean_line_name = m_prefix + "Mean_" + (string)session_id;
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if(ObjectFind(0, mean_line_name) < 0)
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ObjectCreate(0, mean_line_name, OBJ_TREND, 0, time[start_bar], mean_price, time[end_bar], mean_price);
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else
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{
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ObjectMove(0, mean_line_name, 0, time[start_bar], mean_price);
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ObjectMove(0, mean_line_name, 1, time[end_bar], mean_price);
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}
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ObjectSetInteger(0, mean_line_name, OBJPROP_COLOR, m_color);
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ObjectSetInteger(0, mean_line_name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, mean_line_name, OBJPROP_SELECTABLE, false);
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}
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if(m_show_linreg && bar_count > 1)
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{
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double denominator = (bar_count * sum_x2 - sum_x * sum_x);
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if(denominator != 0)
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{
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double b = (bar_count * sum_xy - sum_x * sum_y) / denominator;
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double a = (sum_y - b * sum_x) / bar_count;
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double start_price = a;
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double end_price = a + b * (bar_count - 1);
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string lr_line_name = m_prefix + "LinReg_" + (string)session_id;
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if(ObjectFind(0, lr_line_name) < 0)
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ObjectCreate(0, lr_line_name, OBJ_TREND, 0, time[start_bar], start_price, time[end_bar], end_price);
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else
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{
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ObjectMove(0, lr_line_name, 0, time[start_bar], start_price);
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ObjectMove(0, lr_line_name, 1, time[end_bar], end_price);
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}
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ObjectSetInteger(0, lr_line_name, OBJPROP_COLOR, m_color);
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ObjectSetInteger(0, lr_line_name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, lr_line_name, OBJPROP_WIDTH, 1);
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ObjectSetInteger(0, lr_line_name, OBJPROP_SELECTABLE, false);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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bool CSessionAnalyzer::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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ArrayResize(m_src_high, rates_total);
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ArrayCopy(m_src_high, high, 0, 0, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayCopy(m_src_low, low, 0, 0, rates_total);
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ArrayResize(m_src_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_src_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_src_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_src_price, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_src_price[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_src_price[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_src_price[i] = (high[i]+low[i]+2*close[i])/4.0;
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break;
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default:
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ArrayCopy(m_src_price, close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+==================================================================+
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class CSessionAnalyzer_HA : public CSessionAnalyzer
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type) override;
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};
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//+------------------------------------------------------------------+
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//| CSessionAnalyzer_HA: Prepares the HA source data. |
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//+------------------------------------------------------------------+
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bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, const double &open[], const double &high[], const double &low[], const double &close[], ENUM_APPLIED_PRICE price_type)
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{
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double ha_open[], ha_high[], ha_low[], ha_close[];
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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//--- UPDATED: Pass '0' as start_index for full recalculation
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m_ha_calculator.Calculate(rates_total, 0, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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ArrayCopy(m_src_high, ha_high, 0, 0, rates_total);
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ArrayCopy(m_src_low, ha_low, 0, 0, rates_total);
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ArrayResize(m_src_price, rates_total);
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switch(price_type)
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{
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case PRICE_OPEN:
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ArrayCopy(m_src_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_src_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_src_price, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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m_src_price[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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m_src_price[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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m_src_price[i] = (ha_high[i]+ha_low[i]+2*ha_close[i])/4.0;
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break;
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default:
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ArrayCopy(m_src_price, ha_close, 0, 0, rates_total);
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break;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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