last works on Trading Session Requirement ...

This commit is contained in:
2024-10-21 01:40:15 +03:30
parent 63fbb72cd1
commit 4dbd744ba1
2 changed files with 29 additions and 364 deletions
+29 -22
View File
@@ -1742,7 +1742,7 @@ class XCPOI : public XSCBaseAlert
mSyndeySession.Init(
X_SYDNEY,
"21:00", // Start ...
"06:00" // End ...
"05:00" // End Next Day ...
);
mSyndeySession.startColor = clrFireBrick;
mSyndeySession.endColor = clrFireBrick;
@@ -1757,8 +1757,8 @@ class XCPOI : public XSCBaseAlert
XSession mTokyoSession;
mTokyoSession.Init(
X_TOKYO,
"12:00", // Start ...
"09:00" // End ...
"23:00", // Start ...
"07:00" // End Next Day ...
);
mTokyoSession.startColor = clrBlueViolet;
mTokyoSession.endColor = clrBlueViolet;
@@ -1774,7 +1774,7 @@ class XCPOI : public XSCBaseAlert
mLondonSession.Init(
X_LONDON,
"07:00", // Start ...
"16:00" // End ...
"15:00" // End ...
);
mLondonSession.startColor = clrLime;
mLondonSession.endColor = clrLime;
@@ -1789,8 +1789,8 @@ class XCPOI : public XSCBaseAlert
XSession mNewYorkSession;
mNewYorkSession.Init(
X_LONDON,
"13:00", // Start ...
"22:00" // End ...
"12:00", // Start ...
"20:00" // End ...
);
mNewYorkSession.startColor = clrAqua;
mNewYorkSession.endColor = clrAqua;
@@ -2154,25 +2154,28 @@ class XCPOI : public XSCBaseAlert
XSession iSession = mSessions[i];
//
datetime iStart = iSession.Start();
string iStartString = GetTimeString(iStart);
//
datetime iEnd = iSession.End();
string iEndString = GetTimeString(iEnd);
//
int offset = TimeGMTOffset();
string zTimeString = GetTimeString(zBar.time);
//
if (zTimeString == iEndString)
{
Print("Session: " + ToString(iSession.session) + " Last Bar ...");
}
else if (zTimeString == iStartString)
{
Print("Session: " + ToString(iSession.session) + " First Bar ...");
datetime iStartTime = (datetime)((int)StringToTime(iSession.start) + offset);
string iStartTimeString = GetTimeString(iStartTime);
bool isStarted = iStartTimeString == zTimeString;
//
datetime iEndTime = (datetime)((int)StringToTime(iSession.end) + offset);
string iEndTimeString = GetTimeString(iEndTime);
bool isEnded = iEndTimeString == zTimeString;
//
// Detect Sessions Based on Time ...
// Since All Session Close Times Related to Current Date and
// in Required POIs we Moving Back from Current Date ...
if (isEnded) {
Print("Session: " + ToString(iSession.session) + ", Last Bar ...");
}
//
}
}
@@ -3104,7 +3107,6 @@ class XCPOI : public XSCBaseAlert
{
//
XMarketSession iMarketSession = mMarketSessions[i];
datetime iStart = iMarketSession.Start();
}
//
@@ -3120,6 +3122,11 @@ class XCPOI : public XSCBaseAlert
*/
int HasMarketSessionByEndTime(datetime end)
{
//
int result = -1;
//
return result;
}
//
-342
View File
@@ -1,342 +0,0 @@
//+------------------------------------------------------------------+
//| LitMarketSessions.mq5 |
//| Copyright 2024, rpanchyk |
//| https://github.com/rpanchyk |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, rpanchyk"
#property link "https://github.com/rpanchyk"
#property version "1.00"
#property description "Indicator shows LIT market sessions"
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 1
// includes
#include <Object.mqh>
#include <arrays/arrayobj.mqh>
enum ENUM_TIME_ZONE
{
TZauto = 99, // auto
TZp6 = 6, // +6
TZp5 = 5, // +5
TZp4 = 4, // +4
TZp3 = 3, // +3
TZp2 = 2, // +2
TZp1 = 1, // +1
TZp0 = 0, // 0
TZm1 = -1, // -1
TZm2 = -2, // -2
TZm3 = -3, // -3
TZm4 = -4, // -4
TZm5 = -5, // -5
TZm6 = -6 // -6
};
enum ENUM_BORDER_STYLE
{
BORDER_STYLE_SOLID = STYLE_SOLID, // Solid
BORDER_STYLE_DASH = STYLE_DASH // Dash
};
enum ENUM_LIT_SESSION_TYPE
{
LIT_SESSION_LONDON, // 08 AM to 09 AM [UTC] - Open Inducement Window (1 hour)
LIT_SESSION_NEWYORK, // 01 PM to 02 PM [UTC] - Open Inducement Window (1 hour)
LIT_SESSION_TOKYO // 23 PM to 06 AM [UTC]
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
class Box : public CObject
{
public:
Box(ENUM_LIT_SESSION_TYPE inType, datetime inStart, datetime inEnd, double inLow, double inHigh)
{
this.type = inType;
this.start = inStart;
this.end = inEnd;
this.low = inLow;
this.high = inHigh;
}
void draw()
{
string objName = "sbox " + TimeToString(start);
if(ObjectFind(0, objName) < 0)
{
ObjectCreate(0, objName, OBJ_RECTANGLE, 0, start, low, end, high);
ObjectSetInteger(0, objName, OBJPROP_COLOR, getTypeAsColor());
ObjectSetInteger(0, objName, OBJPROP_FILL, InpFill);
ObjectSetInteger(0, objName, OBJPROP_STYLE, InpBoderStyle);
ObjectSetInteger(0, objName, OBJPROP_WIDTH, InpBorderWidth);
ObjectSetInteger(0, objName, OBJPROP_BACK, true);
ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, objName, OBJPROP_SELECTED, false);
ObjectSetInteger(0, objName, OBJPROP_HIDDEN, false);
ObjectSetInteger(0, objName, OBJPROP_ZORDER, 0);
}
}
long getTypeAsColor()
{
switch(type)
{
case LIT_SESSION_LONDON:
return InpLondonColor;
case LIT_SESSION_NEWYORK:
return InpNewyorkColor;
case LIT_SESSION_TOKYO:
return InpTokyoColor;
default:
Print("Unknown type");
return -1;
}
}
int getTypeAsNumber()
{
switch(type)
{
case LIT_SESSION_LONDON:
return 1;
case LIT_SESSION_NEWYORK:
return 2;
case LIT_SESSION_TOKYO:
return 3;
default:
Print("Unknown type");
return -1;
}
}
ENUM_LIT_SESSION_TYPE type;
datetime start;
datetime end;
double low;
double high;
};
// buffers
double TypeBuffer[];
double LowBuffer[];
double HighBuffer[];
// config
input group "Section :: Main";
input ENUM_TIME_ZONE InpTimeZoneOffsetHours = TZauto; // Time zone (offset in hours)
input bool InpLondonShow = true; // Show London
input bool InpNewyorkShow = true; // Show NewYork
input bool InpTokyoShow = true; // Show Tokyo
input group "Section :: Style";
input color InpLondonColor = clrLightGreen; // London color
input color InpNewyorkColor = clrYellow; // NewYork color
input color InpTokyoColor = clrLightGray; // Tokyo color
input bool InpFill = true; // Fill solid (true) or transparent (false)
input ENUM_BORDER_STYLE InpBoderStyle = BORDER_STYLE_SOLID; // Border line style
input int InpBorderWidth = 2; // Border line width
// runtime
CArrayObj boxes;
int timeShiftSec;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
Print("Initialization started");
ArrayInitialize(TypeBuffer, 0);
ArrayInitialize(LowBuffer, 0);
ArrayInitialize(HighBuffer, 0);
ArraySetAsSeries(TypeBuffer, true);
ArraySetAsSeries(LowBuffer, true);
ArraySetAsSeries(HighBuffer, true);
SetIndexBuffer(0, TypeBuffer, INDICATOR_DATA);
SetIndexBuffer(1, LowBuffer, INDICATOR_CALCULATIONS);
SetIndexBuffer(2, HighBuffer, INDICATOR_CALCULATIONS);
timeShiftSec = (InpTimeZoneOffsetHours == TZauto ? getTimeZoneOffsetHours() : InpTimeZoneOffsetHours) * 60 * 60;
Print("Initialization finished");
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
Print("Deinitialization started");
ObjectsDeleteAll(0, "sbox");
Print("Deinitialization finished");
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(rates_total == prev_calculated)
{
return rates_total;
}
ArraySetAsSeries(time, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
int limit = (int) MathMin(rates_total, rates_total - prev_calculated + 1);
//PrintFormat("RatesTotal: %i, PrevCalculated: %i, Limit: %i", rates_total, prev_calculated, limit);
MqlDateTime currMdt;
MqlDateTime startMdt;
MqlDateTime endMdt;
datetime currDt;
datetime startDt;
datetime endDt;
for(int i = limit - 1; i > 0; i--)
{
datetime dt = time[i];
//Print(i, " at ", TimeToString(dt), " GMT");
TimeToStruct(dt, currMdt);
currDt = StructToTime(currMdt);
TimeToStruct(dt, startMdt);
startMdt.min = 0;
startMdt.sec = 0;
TimeToStruct(dt, endMdt);
endMdt.min = 0;
endMdt.sec = 0;
// London
if(InpLondonShow)
{
startMdt.hour = 8;
endMdt.hour = 9;
startDt = StructToTime(startMdt) + timeShiftSec;
endDt = StructToTime(endMdt) + timeShiftSec;
if(currDt >= startDt && currDt < endDt)
{
addBox(&boxes, LIT_SESSION_LONDON, startDt, endDt, low[i], high[i], i);
}
}
// NewYork
if(InpNewyorkShow)
{
startMdt.hour = 13;
endMdt.hour = 14;
startDt = StructToTime(startMdt) + timeShiftSec;
endDt = StructToTime(endMdt) + timeShiftSec;
if(currDt >= startDt && currDt < endDt)
{
addBox(&boxes, LIT_SESSION_NEWYORK, startDt, endDt, low[i], high[i], i);
}
}
// Tokyo
if(InpTokyoShow)
{
startMdt.hour = 23;
endMdt.hour = 6;
startDt = StructToTime(startMdt) - 86400 + timeShiftSec; // prev day
endDt = StructToTime(endMdt) + timeShiftSec;
if(currDt >= startDt && currDt < endDt)
{
addBox(&boxes, LIT_SESSION_TOKYO, startDt, endDt, low[i], high[i], i);
}
}
}
//Print("Drawn boxes: ", boxes.Total());
return rates_total;
}
//+------------------------------------------------------------------+
//| Get time zone offset in hours |
//+------------------------------------------------------------------+
int getTimeZoneOffsetHours()
{
datetime serverTime = TimeTradeServer();
datetime gmtTime = TimeGMT();
int offsetSeconds = ((int)serverTime) - ((int)gmtTime);
int offsetHours = offsetSeconds / 3600;
Print("Detected server offset: ", IntegerToString(offsetHours), " hrs");
return offsetHours;
}
//+------------------------------------------------------------------+
//| Add or update existing box and draw it |
//+------------------------------------------------------------------+
void addBox(CArrayObj *allBoxes, ENUM_LIT_SESSION_TYPE type, datetime start, datetime end, double low, double high, int i)
{
Box *box = allBoxes.Total() > 0
? allBoxes.At(allBoxes.Total() - 1)
: NULL;
double lowNormalized = NormalizeDouble(low, _Digits);
double highNormalized = NormalizeDouble(high, _Digits);
if(box != NULL && box.start == start)
{
if(box.low > lowNormalized || box.high < highNormalized)
{
box.end = end;
box.low = MathMin(box.low, lowNormalized);
box.high = MathMax(box.high, highNormalized);
ObjectsDeleteAll(0, "sbox " + TimeToString(start));
box.draw();
Print("box redrawn");
}
}
else
{
box = new Box(type, start, end, lowNormalized, highNormalized);
boxes.Add(box);
box.draw();
Print("new box drawn");
}
setBuffers(box, i);
}
//+------------------------------------------------------------------+
//| Fill indicator buffers |
//+------------------------------------------------------------------+
void setBuffers(Box *box, int i)
{
TypeBuffer[i] = box.getTypeAsNumber();
LowBuffer[i] = box.low;
HighBuffer[i] = box.high;
}
//+------------------------------------------------------------------+