406 lines
15 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| DinexSpace | Session Boxes |
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//| Draws the Asia (Tokyo), Europe (London) and US (New York) |
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//| sessions as boxes spanning each session's high and low. |
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//| Session hours are entered in each market's local time; London |
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//| and New York daylight saving is applied automatically. |
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//+------------------------------------------------------------------+
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#property copyright "(c) 2026 DinexSpace"
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#property version "1.00"
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#property description "Asia, Europe and US trading sessions as boxes with their high-low range."
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#property description "Hours are in each market's local time; daylight saving is handled automatically."
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#property strict
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#property indicator_chart_window
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#property indicator_buffers 0
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#property indicator_plots 0
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//--- server time handling
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enum ENUM_SERVER_TZ
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{
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SERVER_AUTO_US_DST = 0, // Auto, broker shifts with US DST (most brokers)
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SERVER_AUTO_FIXED = 1, // Auto, fixed offset all year
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SERVER_MANUAL = 2 // Manual offset (below)
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};
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enum ENUM_RANGE_UNIT
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{
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UNIT_PRICE = 0, // Price
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UNIT_POINTS = 1, // Points
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UNIT_PIPS = 2 // Pips (forex)
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};
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input group "Sessions (hours in each market's local time)"
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input bool InpShowAsia = true; // Show Asia (Tokyo, UTC+9)
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input int InpAsiaStart = 900; // Asia start (HHMM)
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input int InpAsiaEnd = 1800; // Asia end (HHMM)
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input color InpAsiaColor = C'60,50,120'; // Asia colour
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input bool InpShowLondon = true; // Show Europe (London, UK daylight saving)
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input int InpLonStart = 800; // Europe start (HHMM)
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input int InpLonEnd = 1700; // Europe end (HHMM)
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input color InpLonColor = C'110,80,0'; // Europe colour
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input bool InpShowNY = true; // Show US (New York, US daylight saving)
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input int InpNYStart = 800; // US start (HHMM)
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input int InpNYEnd = 1700; // US end (HHMM)
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input color InpNYColor = C'110,40,70'; // US colour
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input group "Server time"
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input ENUM_SERVER_TZ InpServerTz = SERVER_AUTO_US_DST; // Server time zone
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input double InpServerOffset = 2.0; // Manual server offset from UTC (hours)
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input group "Display"
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input bool InpFill = true; // Fill boxes (drawn behind candles)
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input bool InpLabels = true; // Label with name and range
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input ENUM_RANGE_UNIT InpUnit = UNIT_PRICE; // Range unit
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input bool InpMidLine = false; // Mid-line (50% of range)
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input int InpKeep = 20; // Sessions to keep on chart (each)
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input int InpMaxBars = 5000; // Bars to scan
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input bool InpPanel = true; // Status panel
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input ENUM_BASE_CORNER InpCorner = CORNER_RIGHT_UPPER; // Panel corner
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#define NS 3
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const string PFX = "DNXSB_";
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string g_name[NS] = {"Asia", "London", "New York"};
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bool g_show[NS];
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int g_start[NS], g_end[NS]; // minutes of day, local
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color g_col[NS];
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datetime g_key[NS]; // start time (UTC) of the session being tracked
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datetime g_t0[NS]; // server time of first bar of that session
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double g_hi[NS], g_lo[NS];
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bool g_open[NS]; // session contains the latest bar
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struct SHist { datetime k[]; }; // keys of drawn sessions (oldest first)
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SHist g_hist[NS];
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//+------------------------------------------------------------------+
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//| Calendar helpers |
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//+------------------------------------------------------------------+
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datetime MakeDate(int y, int m, int d)
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{
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MqlDateTime s;
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ZeroMemory(s);
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s.year = y; s.mon = m; s.day = d;
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return StructToTime(s);
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}
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// Day of month of the n-th Sunday (n >= 1) or the last Sunday (n = 0) of a month.
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int SundayOf(int y, int m, int n)
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{
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if(n > 0)
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{
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MqlDateTime s;
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TimeToStruct(MakeDate(y, m, 1), s);
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int first = 1 + (7 - s.day_of_week) % 7;
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return first + 7 * (n - 1);
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}
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int nm = (m == 12) ? 1 : m + 1, ny = (m == 12) ? y + 1 : y;
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MqlDateTime e;
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TimeToStruct(MakeDate(ny, nm, 1) - 86400, e);
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return e.day - e.day_of_week;
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}
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// US daylight saving: second Sunday of March 07:00 UTC to first Sunday of November 06:00 UTC.
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bool IsUsDst(datetime utc)
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{
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MqlDateTime s;
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TimeToStruct(utc, s);
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datetime a = MakeDate(s.year, 3, SundayOf(s.year, 3, 2)) + 7 * 3600;
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datetime b = MakeDate(s.year, 11, SundayOf(s.year, 11, 1)) + 6 * 3600;
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return utc >= a && utc < b;
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}
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// EU daylight saving: last Sunday of March 01:00 UTC to last Sunday of October 01:00 UTC.
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bool IsEuDst(datetime utc)
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{
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MqlDateTime s;
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TimeToStruct(utc, s);
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datetime a = MakeDate(s.year, 3, SundayOf(s.year, 3, 0)) + 3600;
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datetime b = MakeDate(s.year, 10, SundayOf(s.year, 10, 0)) + 3600;
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return utc >= a && utc < b;
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}
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//+------------------------------------------------------------------+
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//| Time zones |
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//+------------------------------------------------------------------+
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int g_baseOffset = 0; // server offset from UTC in seconds (standard time for SERVER_AUTO_US_DST)
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void DetectServerOffset()
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{
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if(InpServerTz == SERVER_MANUAL)
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{
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g_baseOffset = (int)MathRound(InpServerOffset * 3600.0);
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return;
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}
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datetime srv = TimeTradeServer(), gmt = TimeGMT();
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int off = (int)MathRound((double)(srv - gmt) / 1800.0) * 1800;
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if(InpServerTz == SERVER_AUTO_US_DST && IsUsDst(gmt))
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off -= 3600;
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g_baseOffset = off;
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}
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datetime ServerToUtc(datetime t)
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{
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datetime u = t - g_baseOffset;
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if(InpServerTz == SERVER_AUTO_US_DST && IsUsDst(u))
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u -= 3600;
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return u;
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}
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// Offset of session market s from UTC at time utc, in seconds.
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int MarketOffset(int s, datetime utc)
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{
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if(s == 0)
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return 9 * 3600; // Tokyo, no daylight saving
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if(s == 1)
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return IsEuDst(utc) ? 3600 : 0; // London
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return IsUsDst(utc) ? -4 * 3600 : -5 * 3600; // New York
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}
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int HhmmToMin(int v) { return (v / 100) * 60 + v % 100; }
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// If the bar at UTC time `utc` is inside session s, returns true and the session's start time (UTC).
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bool InSession(int s, datetime utc, datetime &key)
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{
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int off = MarketOffset(s, utc);
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datetime loc = utc + off;
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MqlDateTime d;
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TimeToStruct(loc, d);
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int mins = d.hour * 60 + d.min;
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int st = g_start[s], en = g_end[s];
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datetime dayStart = loc - (d.hour * 3600 + d.min * 60 + d.sec);
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bool inS;
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datetime startLoc;
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if(st < en)
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{
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inS = mins >= st && mins < en;
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startLoc = dayStart + st * 60;
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}
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else
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{
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inS = mins >= st || mins < en;
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startLoc = (mins >= st) ? dayStart + st * 60 : dayStart - 86400 + st * 60;
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}
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if(!inS)
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return false;
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MqlDateTime sd;
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TimeToStruct(startLoc, sd);
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if(sd.day_of_week == 0 || sd.day_of_week == 6)
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return false; // no sessions starting on weekends
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key = startLoc - off;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Drawing |
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//+------------------------------------------------------------------+
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string FmtRange(double r)
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{
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if(InpUnit == UNIT_POINTS)
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return IntegerToString((long)MathRound(r / _Point)) + " pts";
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if(InpUnit == UNIT_PIPS)
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{
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double pip = (_Digits == 3 || _Digits == 5) ? _Point * 10 : _Point;
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return DoubleToString(r / pip, 1) + " pips";
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}
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return DoubleToString(r, _Digits);
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}
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string ObjName(int s, datetime key, string part)
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{
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return PFX + IntegerToString(s) + "_" + IntegerToString((long)key) + "_" + part;
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}
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void DeleteSession(int s, datetime key)
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{
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ObjectDelete(0, ObjName(s, key, "box"));
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ObjectDelete(0, ObjName(s, key, "lbl"));
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ObjectDelete(0, ObjName(s, key, "mid"));
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}
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void DrawSession(int s, datetime key, datetime t0, datetime t1, double hi, double lo)
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{
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string bx = ObjName(s, key, "box");
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if(ObjectFind(0, bx) < 0)
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{
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ObjectCreate(0, bx, OBJ_RECTANGLE, 0, t0, hi, t1, lo);
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ObjectSetInteger(0, bx, OBJPROP_COLOR, g_col[s]);
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ObjectSetInteger(0, bx, OBJPROP_FILL, InpFill);
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ObjectSetInteger(0, bx, OBJPROP_BACK, true);
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ObjectSetInteger(0, bx, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, bx, OBJPROP_HIDDEN, true);
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}
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ObjectMove(0, bx, 0, t0, hi);
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ObjectMove(0, bx, 1, t1, lo);
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if(InpLabels)
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{
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string lb = ObjName(s, key, "lbl");
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if(ObjectFind(0, lb) < 0)
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{
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ObjectCreate(0, lb, OBJ_TEXT, 0, t0, hi);
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ObjectSetInteger(0, lb, OBJPROP_ANCHOR, ANCHOR_LEFT_LOWER);
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ObjectSetInteger(0, lb, OBJPROP_FONTSIZE, 8);
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ObjectSetInteger(0, lb, OBJPROP_COLOR, clrSilver);
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ObjectSetInteger(0, lb, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, lb, OBJPROP_HIDDEN, true);
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}
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ObjectMove(0, lb, 0, t0, hi);
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ObjectSetString(0, lb, OBJPROP_TEXT, g_name[s] + " " + FmtRange(hi - lo));
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}
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if(InpMidLine)
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{
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string md = ObjName(s, key, "mid");
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double mid = (hi + lo) / 2.0;
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if(ObjectFind(0, md) < 0)
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{
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ObjectCreate(0, md, OBJ_TREND, 0, t0, mid, t1, mid);
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ObjectSetInteger(0, md, OBJPROP_COLOR, g_col[s]);
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ObjectSetInteger(0, md, OBJPROP_STYLE, STYLE_DOT);
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ObjectSetInteger(0, md, OBJPROP_RAY_RIGHT, false);
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ObjectSetInteger(0, md, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, md, OBJPROP_HIDDEN, true);
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}
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ObjectMove(0, md, 0, t0, mid);
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ObjectMove(0, md, 1, t1, mid);
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}
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}
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void PanelLine(int row, string text, color col)
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{
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string nm = PFX + "panel_" + IntegerToString(row);
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if(ObjectFind(0, nm) < 0)
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{
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ObjectCreate(0, nm, OBJ_LABEL, 0, 0, 0);
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ObjectSetInteger(0, nm, OBJPROP_CORNER, InpCorner);
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bool right = (InpCorner == CORNER_RIGHT_UPPER || InpCorner == CORNER_RIGHT_LOWER);
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bool lower = (InpCorner == CORNER_LEFT_LOWER || InpCorner == CORNER_RIGHT_LOWER);
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ObjectSetInteger(0, nm, OBJPROP_ANCHOR, right ? (lower ? ANCHOR_RIGHT_LOWER : ANCHOR_RIGHT_UPPER)
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: (lower ? ANCHOR_LEFT_LOWER : ANCHOR_LEFT_UPPER));
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ObjectSetInteger(0, nm, OBJPROP_XDISTANCE, 10);
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ObjectSetInteger(0, nm, OBJPROP_YDISTANCE, 20 + (lower ? 4 - row : row) * 16);
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ObjectSetInteger(0, nm, OBJPROP_FONTSIZE, 9);
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ObjectSetString(0, nm, OBJPROP_FONT, "Consolas");
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ObjectSetInteger(0, nm, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, nm, OBJPROP_HIDDEN, true);
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}
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ObjectSetString(0, nm, OBJPROP_TEXT, text);
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ObjectSetInteger(0, nm, OBJPROP_COLOR, col);
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}
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void UpdatePanel()
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{
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if(!InpPanel)
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return;
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if(PeriodSeconds(_Period) >= 86400)
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{
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PanelLine(0, "Sessions need an intraday chart", clrOrange);
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PanelLine(4, "DinexSpace", clrSpringGreen);
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return;
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}
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PanelLine(0, "Session Status Range", clrGray);
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for(int s = 0; s < NS; s++)
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{
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string rng = (g_key[s] > 0) ? FmtRange(g_hi[s] - g_lo[s]) : "-";
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string st = !g_show[s] ? "off" : (g_open[s] ? "open" : "closed");
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PanelLine(1 + s, StringFormat("%-12s %-8s %s", g_name[s], st, rng), g_open[s] ? clrSpringGreen : clrSilver);
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}
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PanelLine(4, "DinexSpace", clrSpringGreen);
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}
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//+------------------------------------------------------------------+
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//| Indicator events |
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//+------------------------------------------------------------------+
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void ResetState()
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{
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for(int s = 0; s < NS; s++)
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{
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g_key[s] = 0; g_t0[s] = 0; g_hi[s] = 0; g_lo[s] = 0; g_open[s] = false;
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ArrayResize(g_hist[s].k, 0);
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}
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}
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int OnInit()
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{
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g_show[0] = InpShowAsia; g_start[0] = HhmmToMin(InpAsiaStart); g_end[0] = HhmmToMin(InpAsiaEnd); g_col[0] = InpAsiaColor;
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g_show[1] = InpShowLondon; g_start[1] = HhmmToMin(InpLonStart); g_end[1] = HhmmToMin(InpLonEnd); g_col[1] = InpLonColor;
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g_show[2] = InpShowNY; g_start[2] = HhmmToMin(InpNYStart); g_end[2] = HhmmToMin(InpNYEnd); g_col[2] = InpNYColor;
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for(int s = 0; s < NS; s++)
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if(g_start[s] < 0 || g_start[s] >= 1440 || g_end[s] < 0 || g_end[s] >= 1440 || g_start[s] == g_end[s])
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{
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Print("DinexSpace Session Boxes: invalid hours for ", g_name[s], " (use HHMM, start different from end)");
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return INIT_PARAMETERS_INCORRECT;
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}
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if(InpKeep < 1 || InpMaxBars < 10)
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return INIT_PARAMETERS_INCORRECT;
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DetectServerOffset();
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ResetState();
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return INIT_SUCCEEDED;
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}
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void OnDeinit(const int reason)
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{
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ObjectsDeleteAll(0, PFX);
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}
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int OnCalculate(const int rates_total, const int prev_calculated,
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const datetime &time[], const double &open[], const double &high[],
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const double &low[], const double &close[], const long &tick_volume[],
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const long &volume[], const int &spread[])
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{
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if(rates_total < 2)
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return 0;
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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if(PeriodSeconds(_Period) >= 86400)
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{
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UpdatePanel();
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return rates_total;
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}
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int from;
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if(prev_calculated == 0)
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{
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ObjectsDeleteAll(0, PFX);
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DetectServerOffset();
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ResetState();
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from = MathMax(0, rates_total - InpMaxBars);
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}
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else
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from = prev_calculated - 1;
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for(int i = from; i < rates_total; i++)
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{
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datetime utc = ServerToUtc(time[i]);
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for(int s = 0; s < NS; s++)
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{
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if(!g_show[s])
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continue;
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datetime key;
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bool inS = InSession(s, utc, key);
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if(i == rates_total - 1)
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g_open[s] = inS;
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if(!inS)
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continue;
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if(key != g_key[s])
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{
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// a new session starts on this bar
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g_key[s] = key; g_t0[s] = time[i]; g_hi[s] = high[i]; g_lo[s] = low[i];
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int n = ArraySize(g_hist[s].k);
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ArrayResize(g_hist[s].k, n + 1);
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g_hist[s].k[n] = key;
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if(n + 1 > InpKeep)
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{
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DeleteSession(s, g_hist[s].k[0]);
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ArrayRemove(g_hist[s].k, 0, 1);
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}
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}
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else
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{
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g_hi[s] = MathMax(g_hi[s], high[i]);
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g_lo[s] = MathMin(g_lo[s], low[i]);
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}
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DrawSession(s, g_key[s], g_t0[s], time[i], g_hi[s], g_lo[s]);
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}
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}
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UpdatePanel();
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return rates_total;
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}
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//+------------------------------------------------------------------+
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