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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
303 lines
13 KiB
Plaintext
303 lines
13 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Session_Analysis_Single_Pro.mq5 |
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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 "1.21" // Fixed incremental VWAP buffer-wipe ghost remnants
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#property description "Session Analysis for a SINGLE market."
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#property description "Fully optimized for flicker-free real-time drawing and state-safe VWAP."
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#property indicator_chart_window
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#property indicator_buffers 8
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#property indicator_plots 8
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//--- Plot Properties ---
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// Session 1: Pre-Market
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#property indicator_label1 "Pre VWAP"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrSlateBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_label2 "Pre VWAP (Seg)"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrSlateBlue
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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// Session 2: Core Trading
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#property indicator_label3 "Core VWAP"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrSlateBlue
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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#property indicator_label4 "Core VWAP (Seg)"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrSlateBlue
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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// Session 3: Post-Market
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#property indicator_label5 "Post VWAP"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrSlateBlue
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#property indicator_style5 STYLE_SOLID
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#property indicator_width5 1
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#property indicator_label6 "Post VWAP (Seg)"
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#property indicator_type6 DRAW_LINE
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#property indicator_color6 clrSlateBlue
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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// Session 4: Full Day
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#property indicator_label7 "Full VWAP"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrGray
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 1
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#property indicator_label8 "Full VWAP (Seg)"
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#property indicator_type8 DRAW_LINE
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#property indicator_color8 clrGray
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//--- Include Engines ---
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#include <MyIncludes\Session_Analysis_Calculator.mqh>
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#include <MyIncludes\VWAP_Calculator.mqh>
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//--- Enum for Candle Source ---
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enum ENUM_CANDLE_SOURCE
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{
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CANDLE_STANDARD, // Use standard OHLC data
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CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
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};
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//--- Input Parameters ---
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input group "Global Settings"
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input string InpMarketName = "NYSE"; // Market Name (Unique ID)
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input bool InpFillBoxes = false;
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input int InpMaxHistoryDays = 5;
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK;
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input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // For VWAP
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input ENUM_APPLIED_PRICE InpSourcePrice = PRICE_TYPICAL; // For Mean/LinReg
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//--- Pre-Market Session ---
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input group "Pre-Market Session"
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input bool InpPre_Enable = true;
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input string InpPre_Start = "06:30";
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input string InpPre_End = "09:30";
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input color InpPre_Color = clrSlateBlue;
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input bool InpPre_ShowVWAP = true;
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input bool InpPre_ShowMean = false;
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input bool InpPre_ShowLinReg = false;
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//--- Core Trading Session ---
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input group "Core Trading Session"
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input bool InpCore_Enable = true;
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input string InpCore_Start = "09:30";
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input string InpCore_End = "16:00";
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input color InpCore_Color = clrSlateBlue;
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input bool InpCore_ShowVWAP = true;
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input bool InpCore_ShowMean = true;
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input bool InpCore_ShowLinReg = true;
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//--- Post-Market Session ---
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input group "Post-Market Session"
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input bool InpPost_Enable = true;
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input string InpPost_Start = "16:00";
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input string InpPost_End = "20:00";
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input color InpPost_Color = clrSlateBlue;
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input bool InpPost_ShowVWAP = true;
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input bool InpPost_ShowMean = false;
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input bool InpPost_ShowLinReg = false;
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//--- Full Day Analysis ---
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input group "Full Day Analysis"
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input bool InpFull_Enable = false;
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input color InpFull_Color = clrGray;
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input bool InpFull_ShowVWAP = true;
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input bool InpFull_ShowMean = false;
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input bool InpFull_ShowLinReg = false;
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//--- Indicator Buffers ---
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double BufferPre_Odd[], BufferPre_Even[];
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double BufferCore_Odd[], BufferCore_Even[];
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double BufferPost_Odd[], BufferPost_Even[];
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double BufferFull_Odd[], BufferFull_Even[];
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//--- Global Variables ---
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#define SESSIONS_COUNT 4
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CSessionAnalyzer *g_box_analyzers[SESSIONS_COUNT];
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CVWAPCalculator *g_vwap_calculators[SESSIONS_COUNT];
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string g_unique_prefix;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Bind Buffers to index mapping
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SetIndexBuffer(0, BufferPre_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufferPre_Even, INDICATOR_DATA);
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SetIndexBuffer(2, BufferCore_Odd, INDICATOR_DATA);
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SetIndexBuffer(3, BufferCore_Even, INDICATOR_DATA);
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SetIndexBuffer(4, BufferPost_Odd, INDICATOR_DATA);
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SetIndexBuffer(5, BufferPost_Even, INDICATOR_DATA);
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SetIndexBuffer(6, BufferFull_Odd, INDICATOR_DATA);
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SetIndexBuffer(7, BufferFull_Even, INDICATOR_DATA);
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//--- Force strict chronological alignment and empty value fallbacks (Unrolled loop)
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ArraySetAsSeries(BufferPre_Odd, false);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferPre_Even, false);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferCore_Odd, false);
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PlotIndexSetDouble(2, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferCore_Even, false);
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PlotIndexSetDouble(3, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferPost_Odd, false);
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PlotIndexSetDouble(4, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferPost_Even, false);
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PlotIndexSetDouble(5, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferFull_Odd, false);
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PlotIndexSetDouble(6, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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ArraySetAsSeries(BufferFull_Even, false);
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PlotIndexSetDouble(7, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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//--- Apply Custom Session Colors
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpPre_Color);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpPre_Color);
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PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpCore_Color);
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PlotIndexSetInteger(3, PLOT_LINE_COLOR, InpCore_Color);
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PlotIndexSetInteger(4, PLOT_LINE_COLOR, InpPost_Color);
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PlotIndexSetInteger(5, PLOT_LINE_COLOR, InpPost_Color);
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PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpFull_Color);
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PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpFull_Color);
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//--- Generate Unique Object Prefix to prevent collisions on multiple instances
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MathSrand((int)TimeCurrent() + (int)ChartID());
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string temp_short_name = StringFormat("SessSingle_TempID_%d_%d", TimeCurrent(), MathRand());
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IndicatorSetString(INDICATOR_SHORTNAME, temp_short_name);
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ChartRedraw();
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int window_index = ChartWindowFind(0, temp_short_name);
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if(window_index < 0)
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window_index = 0;
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g_unique_prefix = StringFormat("SessSingle_%s_%d_%d_", InpMarketName, ChartID(), window_index);
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ObjectsDeleteAll(0, g_unique_prefix);
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bool is_ha_mode = (InpCandleSource == CANDLE_HEIKIN_ASHI);
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//--- Instantiate Polymorphic Engines
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for(int i = 0; i < SESSIONS_COUNT; i++)
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{
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if(is_ha_mode)
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{
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g_box_analyzers[i] = new CSessionAnalyzer_HA();
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g_vwap_calculators[i] = new CVWAPCalculator_HA();
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}
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else
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{
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g_box_analyzers[i] = new CSessionAnalyzer();
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g_vwap_calculators[i] = new CVWAPCalculator();
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}
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}
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//--- Initialize Object-drawing Analyzers
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g_box_analyzers[0].Init(InpPre_Enable, InpPre_Start, InpPre_End, InpPre_Color, InpFillBoxes, InpPre_ShowMean, InpPre_ShowLinReg, g_unique_prefix + "Pre_", InpMaxHistoryDays);
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g_box_analyzers[1].Init(InpCore_Enable, InpCore_Start, InpCore_End, InpCore_Color, InpFillBoxes, InpCore_ShowMean, InpCore_ShowLinReg, g_unique_prefix + "Core_", InpMaxHistoryDays);
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g_box_analyzers[2].Init(InpPost_Enable, InpPost_Start, InpPost_End, InpPost_Color, InpFillBoxes, InpPost_ShowMean, InpPost_ShowLinReg, g_unique_prefix + "Post_", InpMaxHistoryDays);
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g_box_analyzers[3].Init(InpFull_Enable, InpPre_Start, InpPost_End, InpFull_Color, InpFillBoxes, InpFull_ShowMean, InpFull_ShowLinReg, g_unique_prefix + "Full_", InpMaxHistoryDays);
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//--- Initialize Stateful VWAP Engines
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g_vwap_calculators[0].Init(InpPre_Start, InpPre_End, InpVolumeType, InpPre_Enable && InpPre_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[1].Init(InpCore_Start, InpCore_End, InpVolumeType, InpCore_Enable && InpCore_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[2].Init(InpPost_Start, InpPost_End, InpVolumeType, InpPost_Enable && InpPost_ShowVWAP, InpMaxHistoryDays);
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g_vwap_calculators[3].Init(InpPre_Start, InpPost_End, InpVolumeType, InpFull_Enable && InpFull_ShowVWAP, InpMaxHistoryDays);
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IndicatorSetString(INDICATOR_SHORTNAME, "Session Analysis Single (" + InpMarketName + ")" + (is_ha_mode ? " HA" : ""));
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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for(int i = 0; i < SESSIONS_COUNT; i++)
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{
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if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID)
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{
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g_box_analyzers[i].Cleanup();
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delete g_box_analyzers[i];
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}
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if(CheckPointer(g_vwap_calculators[i]) != POINTER_INVALID)
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delete g_vwap_calculators[i];
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}
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ObjectsDeleteAll(0, g_unique_prefix);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator calculation loop (Real-time and O(1) optimized) |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < 10)
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return 0;
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//--- Chronological safety safeguards
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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ArraySetAsSeries(tick_volume, false);
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ArraySetAsSeries(volume, false);
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//--- FIXED: Only wipe buffers on the very first run (prev_calculated == 0)
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//--- This preserves historical segments during incremental tick calculations, completely curing ghost lines!
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if(prev_calculated == 0)
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{
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ArrayInitialize(BufferPre_Odd, EMPTY_VALUE);
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ArrayInitialize(BufferPre_Even, EMPTY_VALUE);
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ArrayInitialize(BufferCore_Odd, EMPTY_VALUE);
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ArrayInitialize(BufferCore_Even, EMPTY_VALUE);
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ArrayInitialize(BufferPost_Odd, EMPTY_VALUE);
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ArrayInitialize(BufferPost_Even, EMPTY_VALUE);
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ArrayInitialize(BufferFull_Odd, EMPTY_VALUE);
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ArrayInitialize(BufferFull_Even, EMPTY_VALUE);
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}
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//--- 1. Update Object Drawing Logic (True O(1) state-preservation)
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for(int i = 0; i < SESSIONS_COUNT; i++)
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{
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if(CheckPointer(g_box_analyzers[i]) != POINTER_INVALID)
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g_box_analyzers[i].Update(rates_total, prev_calculated, time, open, high, low, close, InpSourcePrice);
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}
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//--- 2. Calculate Stateful VWAP Buffers (Teamed with prev_calculated for extreme efficiency!)
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if(CheckPointer(g_vwap_calculators[0]) != POINTER_INVALID)
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g_vwap_calculators[0].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferPre_Odd, BufferPre_Even);
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if(CheckPointer(g_vwap_calculators[1]) != POINTER_INVALID)
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g_vwap_calculators[1].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferCore_Odd, BufferCore_Even);
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if(CheckPointer(g_vwap_calculators[2]) != POINTER_INVALID)
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g_vwap_calculators[2].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferPost_Odd, BufferPost_Even);
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if(CheckPointer(g_vwap_calculators[3]) != POINTER_INVALID)
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g_vwap_calculators[3].Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufferFull_Odd, BufferFull_Even);
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ChartRedraw();
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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