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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
411 lines
16 KiB
Plaintext
411 lines
16 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Session_Analysis_Calculator.mqh |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.22" // Patched PRICE_WEIGHTED indexing error and disabled trendline infinite rays
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#property description "Stateful calculator implementing session-box analysis with advanced ray bounds."
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#ifndef SESSION_ANALYSIS_CALCULATOR_MQH
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#define SESSION_ANALYSIS_CALCULATOR_MQH
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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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int m_max_history_days; // Limit object history
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//--- Persistent Data Buffers
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double m_src_high[], m_src_low[], m_src_price[];
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//--- Persistent State for Incremental Logic
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bool m_in_session;
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int m_session_start_bar;
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datetime m_session_start_time;
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bool IsTimeInSession(const MqlDateTime &dt);
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virtual bool PrepareSourceData(int rates_total, int start_index, 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, int max_history_days);
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void Update(int rates_total, int prev_calculated, 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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//| Constructor |
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//+------------------------------------------------------------------+
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CSessionAnalyzer::CSessionAnalyzer(void)
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{
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m_in_session = false;
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m_session_start_bar = -1;
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m_session_start_time = 0;
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m_max_history_days = 0;
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}
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//+------------------------------------------------------------------+
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//| Init |
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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, int max_history_days)
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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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m_max_history_days = max_history_days;
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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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//| Helper |
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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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//| Cleanup |
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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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//| Update: High Performance O(1) State-Persistent Tracking |
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//+------------------------------------------------------------------+
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void CSessionAnalyzer::Update(int rates_total, int prev_calculated, 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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int start_index = 0;
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//--- Incremental state preservation
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if(prev_calculated == 0)
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{
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m_in_session = false;
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m_session_start_bar = -1;
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m_session_start_time = 0;
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start_index = 0;
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}
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else
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{
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start_index = prev_calculated - 1;
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}
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//--- Enforce chronological safety on price caches
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if(ArraySize(m_src_high) != rates_total)
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{
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ArrayResize(m_src_high, rates_total);
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ArrayResize(m_src_low, rates_total);
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ArrayResize(m_src_price, rates_total);
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ArraySetAsSeries(m_src_high, false);
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ArraySetAsSeries(m_src_low, false);
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ArraySetAsSeries(m_src_price, false);
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}
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close, price_type))
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return;
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// Calculate cutoff time for history limit
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datetime cutoff_time = 0;
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if(m_max_history_days > 0)
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cutoff_time = TimeCurrent() - m_max_history_days * 86400;
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int i = start_index;
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if(i == 0)
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i = 1;
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//--- Sequential scanning loop (Runs O(1) on live ticks!)
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for(; 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 && !m_in_session)
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{
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m_in_session = true;
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m_session_start_bar = i;
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m_session_start_time = time[i];
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}
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else
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if(!is_in_current_session && m_in_session)
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{
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m_in_session = false;
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// Draw/Update completed session
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if(time[i] >= cutoff_time)
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{
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MqlDateTime start_dt;
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TimeToStruct(m_session_start_time, start_dt);
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long session_id = (long)m_session_start_time - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
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DrawSession(m_session_start_bar, i - 1, session_id, time);
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}
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m_session_start_bar = -1;
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}
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// Live update of active forming session on every tick
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if(m_in_session)
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{
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if(time[i] >= cutoff_time)
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{
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MqlDateTime start_dt;
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TimeToStruct(m_session_start_time, start_dt);
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long session_id = (long)m_session_start_time - (start_dt.hour * 3600 + start_dt.min * 60 + start_dt.sec);
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DrawSession(m_session_start_bar, i, session_id, time);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| DrawSession: Flicker-free Object Modification |
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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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int count = end_bar - start_bar + 1;
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int high_idx = ArrayMaximum(m_src_high, start_bar, count);
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int low_idx = ArrayMinimum(m_src_low, start_bar, count);
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double session_high = m_src_high[high_idx];
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double session_low = m_src_low[low_idx];
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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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// --- Mean and LinReg ---
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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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// Prevent infinite trendline extension (Force boundary locking)
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ObjectSetInteger(0, mean_line_name, OBJPROP_RAY_RIGHT, false);
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ObjectSetInteger(0, mean_line_name, OBJPROP_RAY_LEFT, 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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// Prevent infinite trendline extension (Force boundary locking)
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ObjectSetInteger(0, lr_line_name, OBJPROP_RAY_RIGHT, false);
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ObjectSetInteger(0, lr_line_name, OBJPROP_RAY_LEFT, 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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//| Prepare Source Data (Fixed formula errors) |
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//+------------------------------------------------------------------+
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bool CSessionAnalyzer::PrepareSourceData(int rates_total, int start_index, 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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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = high[i];
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m_src_low[i] = low[i];
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switch(price_type)
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{
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case PRICE_OPEN:
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m_src_price[i] = open[i];
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break;
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case PRICE_HIGH:
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m_src_price[i] = high[i];
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break;
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case PRICE_LOW:
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m_src_price[i] = low[i];
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break;
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case PRICE_MEDIAN:
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m_src_price[i] = (high[i] + low[i]) * 0.5;
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break;
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case PRICE_TYPICAL:
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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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// FIXED: Changed close[i * 2.0] crash to proper 2.0 * close[i] value weighting
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case PRICE_WEIGHTED:
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m_src_price[i] = (high[i] + low[i] + 2.0 * close[i]) * 0.25;
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break;
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default:
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m_src_price[i] = close[i];
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break;
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}
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}
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return true;
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}
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//+==================================================================+
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//| CLASS 2: CSessionAnalyzer_HA (Heikin Ashi) |
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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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double m_ha_open[], m_ha_high[], m_ha_low[], m_ha_close[];
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protected:
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virtual bool PrepareSourceData(int rates_total, int start_index, 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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//| Prepare Source Data (Heikin Ashi - Optimized & Fixed) |
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//+------------------------------------------------------------------+
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bool CSessionAnalyzer_HA::PrepareSourceData(int rates_total, int start_index, 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(ArraySize(m_ha_open) != rates_total)
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{
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ArrayResize(m_ha_open, rates_total);
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ArrayResize(m_ha_high, rates_total);
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ArrayResize(m_ha_low, rates_total);
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ArrayResize(m_ha_close, rates_total);
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ArraySetAsSeries(m_ha_open, false);
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ArraySetAsSeries(m_ha_high, false);
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ArraySetAsSeries(m_ha_low, false);
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ArraySetAsSeries(m_ha_close, false);
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}
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m_ha_calculator.Calculate(rates_total, start_index, open, high, low, close, m_ha_open, m_ha_high, m_ha_low, m_ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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m_src_high[i] = m_ha_high[i];
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m_src_low[i] = m_ha_low[i];
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switch(price_type)
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{
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case PRICE_OPEN:
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m_src_price[i] = m_ha_open[i];
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break;
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case PRICE_HIGH:
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m_src_price[i] = m_ha_high[i];
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break;
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case PRICE_LOW:
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m_src_price[i] = m_ha_low[i];
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break;
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case PRICE_MEDIAN:
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m_src_price[i] = (m_ha_high[i] + m_ha_low[i]) * 0.5;
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break;
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case PRICE_TYPICAL:
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m_src_price[i] = (m_ha_high[i] + m_ha_low[i] + m_ha_close[i]) / 3.0;
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break;
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// FIXED: Changed m_ha_close[i * 2.0] crash to proper 2.0 * m_ha_close[i] value weighting
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case PRICE_WEIGHTED:
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m_src_price[i] = (m_ha_high[i] + m_ha_low[i] + 2.0 * m_ha_close[i]) * 0.25;
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break;
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default:
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m_src_price[i] = m_ha_close[i];
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break;
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}
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}
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return true;
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}
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#endif // SESSION_ANALYSIS_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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