session-levels/mql5/Indicators/SessionLevels/SessionLevels.mq5

//+------------------------------------------------------------------+
//|                                                SessionLevels.mq5 |
//|                                      Copyright 2026, Allan Niñal |
//|                                  https://www.allanninal.dev/mql5 |
//+------------------------------------------------------------------+
//| Trading sessions (Asia, London, New York) as translucent boxes   |
//| with their high and low, plus the previous day and previous week |
//| high/low and today's open as lines. Session times are entered in |
//| New York time and converted per bar from the broker's clock, so  |
//| daylight saving is right on any broker. A trading day ends at   |
//| the 17:00 New York close.                                        |
//| Alerts (closed bars only, each at most once per trading day):    |
//| close above the previous day high / below the previous day low,  |
//| and after the Asia session, close above its high / below its low.|
//+------------------------------------------------------------------+
// SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE)
#property copyright "Copyright 2026, Allan Niñal <https://www.allanninal.dev/mql5>"
#property link      "https://www.allanninal.dev/mql5"
#property version   "1.2"
#property description "Asia / London / New York session boxes, previous day and week high/low, today's open. Times in New York time, DST-safe."
#property description "Alerts on closed bars: break of the previous day high/low and of the Asia range. Non-repainting."
#property description "Optional fakeout marker: a break of the overnight range that closes back inside it (a marker and an alert, not a trade signal)."
#property indicator_chart_window
#property indicator_buffers 28
#property indicator_plots   8
#property indicator_label1  "Prev day high"
#property indicator_type1   DRAW_NONE
#property indicator_label2  "Prev day low"
#property indicator_type2   DRAW_NONE
#property indicator_label3  "Prev week high"
#property indicator_type3   DRAW_NONE
#property indicator_label4  "Prev week low"
#property indicator_type4   DRAW_NONE
#property indicator_label5  "Asia high (so far)"
#property indicator_type5   DRAW_NONE
#property indicator_label6  "Asia low (so far)"
#property indicator_type6   DRAW_NONE
#property indicator_label7  "Signal"
#property indicator_type7   DRAW_NONE
#property indicator_label8  "Fakeout"
#property indicator_type8   DRAW_NONE

enum ENUM_SL_CLOCK
  {
   SL_CLOCK_AUTO=0,    // Auto: detect from the live server time
   SL_CLOCK_NY=1,      // New York close: UTC+2/+3 with US daylight saving
   SL_CLOCK_EET=2,     // UTC+2/+3 with European daylight saving
   SL_CLOCK_FIXED=3    // Fixed offset from UTC (set below), no daylight saving
  };

input int           InpDays        = 5;                // Days to draw
input group "Asia session (New York time)"
input bool          InpShowAsia    = true;             // Draw Asia
input string        InpAsiaStart   = "19:00";          // Asia start HH:MM
input string        InpAsiaEnd     = "04:00";          // Asia end HH:MM
input color         InpAsiaColor   = 16748574;         // Asia colour
input group "London session (New York time)"
input bool          InpShowLondon  = true;             // Draw London
input string        InpLondonStart = "03:00";          // London start HH:MM
input string        InpLondonEnd   = "12:00";          // London end HH:MM
input color         InpLondonColor = 42495;            // London colour
input group "New York session (New York time)"
input bool          InpShowNY      = true;             // Draw New York
input string        InpNYStart     = "08:00";          // New York start HH:MM
input string        InpNYEnd       = "17:00";          // New York end HH:MM
input color         InpNYColor     = 7451452;          // New York colour
input group "Session boxes"
input bool          InpSessionLabels = true;           // Label each box
input bool          InpFillBoxes     = true;           // Fill the boxes (translucent)
input group "Levels"
input bool          InpShowPD      = true;             // Previous day high/low
input bool          InpShowPW      = true;             // Previous week high/low
input bool          InpShowOpen    = true;             // Today's open
input color         InpPDColor     = 55295;            // Previous day colour
input color         InpPWColor     = 14053594;         // Previous week colour
input color         InpOpenColor   = 12632256;         // Today's open colour
input bool          InpLevelLabels = true;             // Price labels on the levels
input int           InpLevelWidth  = 1;                // Line width
input group "Broker clock"
input ENUM_SL_CLOCK InpClock       = SL_CLOCK_AUTO;    // Broker server clock
input int           InpFixedUTC    = 0;                // Broker offset from UTC, hours (Fixed offset only)
input group "Alert kinds"
input bool          InpAlertPDH    = true;             // Close above previous day high
input bool          InpAlertPDL    = true;             // Close below previous day low
input bool          InpAlertAsiaH  = true;             // Close above Asia high (after Asia)
input bool          InpAlertAsiaL  = true;             // Close below Asia low (after Asia)

#include "SignalAlerts.mqh"
#include "ObjSync.mqh"
#include <ChartKit/CkDebug.mqh>

//--- new in 1.2, declared after the alert inputs so the order of every earlier input is unchanged for iCustom callers
input group "Fakeout marker (overnight range, New York time)"
input bool          InpFoOn        = true;             // Mark fakeouts of the overnight range
input string        InpFoRangeStart= "17:00";          // Range start HH:MM
input string        InpFoRangeEnd  = "02:00";          // Range end HH:MM
input string        InpFoWinStart  = "02:00";          // Fakeout window start HH:MM
input string        InpFoWinEnd    = "11:00";          // Fakeout window end HH:MM
input int           InpFoBars      = 2;                // Bars to close back inside (1 = break bar only, 2 = break bar or the next)
input bool          InpFoTrend     = false;            // Daily-structure filter (lower highs and lows: bearish only; higher: bullish only)
input bool          InpFoMarkers   = true;             // Draw the marker (arrow and label)
input color         InpFoBearColor = clrTomato;         // Bearish fakeout colour (above the high)
input color         InpFoBullColor = clrDodgerBlue;         // Bullish fakeout colour (below the low)
input bool          InpAlertFakeout= true;             // Alert on a fakeout
input group "Support"
input bool          InpDebug       = false;            // Debug log for bug reports (Experts tab)

//--- buffers shown to the outside
double g_pdh[],g_pdl[],g_pwh[],g_pwl[],g_ash[],g_asl[],g_sig[],g_fo[];
//--- internal state, one value per bar so a recalculation can restart from any bar
double g_nyw[];     // New York wall time of the bar (seconds)
double g_dk[];      // trading-day number (New York close clock)
double g_wk[];      // trading-week number
double g_dhi[],g_dlo[],g_dop[];   // the day so far
double g_whi[],g_wlo[];           // the week so far
double g_aown[];    // owner date of the running Asia instance
double g_adk[];     // trading day the running Asia instance belongs to
double g_ahi[],g_alo[];
double g_flag[];    // signals already given today: 1 PDH, 2 PDL, 4 Asia high, 8 Asia low
double g_frh[],g_frl[],g_frc[];   // fakeout range so far today: high, low, bar count
double g_fsh[],g_fsl[];           // fakeout state per side: 0 no break yet, n>0 broke n bars ago and waiting, -1 finished
double g_ftr[];     // daily structure of today: +1 higher highs and lows, -1 lower, 0 mixed
double g_dord[];    // trading-day ordinal (0 = first day on the chart)
double g_dayhi[],g_daylo[];       // per trading-day ordinal: final high and low (indexed by ordinal, not by bar)

const string PRODUCT="Session Levels";
const int    NY_CLOSE_SHIFT=7*3600;   // New York-close clock minus New York wall clock

ENUM_SL_CLOCK g_clock=SL_CLOCK_NY;
int      g_fixed_off=0;
bool     g_native=true;
long     g_sh_hour=-1;
int      g_sh_val=0;
int      g_s_start[3],g_s_end[3];
int      g_fo_rs=-1,g_fo_re=-1,g_fo_ws=-1,g_fo_we=-1,g_fo_need=1;
bool     g_fo_ok=false;
bool     g_s_on[3];
color    g_s_clr[3];
string   g_s_name[3]={"Asia","London","New York"};
string   g_pfx="";
int      g_obj_fail=0,g_dbg_fail=0;   // objects the chart refused in the last pass / last reported
datetime g_draw_bar=0;
uint     g_draw_tick=0;
double   g_draw_hi=0,g_draw_lo=0;
int      g_secs=60;
bool     g_no_draw=false;   // set in OnInit: tester without visual mode (no chart to draw on)

//+------------------------------------------------------------------+
//| Broker clock -> New York time (ported from Gold Trend Sentinel)  |
//+------------------------------------------------------------------+
//--- Sunday on or after `day` of `month` in year `y`, at `hour` UTC
datetime SundayFrom(const int y,const int month,const int day,const int hour)
  {
   MqlDateTime t;
   ZeroMemory(t);
   t.year=y;
   t.mon=month;
   t.day=day;
   datetime d=StructToTime(t);
   TimeToStruct(d,t);
   return(d+(datetime)(((7-t.day_of_week)%7)*86400+hour*3600));
  }

//--- US daylight saving (second Sunday of March 07:00 UTC to first Sunday of November 06:00 UTC)
bool UsDst(const datetime utc)
  {
   MqlDateTime t;
   TimeToStruct(utc,t);
   return(utc>=SundayFrom(t.year,3,8,7) && utc<SundayFrom(t.year,11,1,6));
  }

//--- EU summer time (last Sunday of March to last Sunday of October, 01:00 UTC)
bool EuDst(const datetime utc)
  {
   MqlDateTime t;
   TimeToStruct(utc,t);
   return(utc>=SundayFrom(t.year,3,25,1) && utc<SundayFrom(t.year,10,25,1));
  }

int NyOffset(const datetime utc) { return(UsDst(utc) ? 3*3600 : 2*3600); }

//--- the broker's offset from UTC at server time `srv`
int BrokerOffset(const datetime srv)
  {
   if(g_clock==SL_CLOCK_FIXED)
      return(g_fixed_off);
   if(g_clock==SL_CLOCK_EET)
      return(EuDst(srv-2*3600) ? 3*3600 : 2*3600);
   return(NyOffset(srv-2*3600));
  }

//--- seconds to add to server time to get New York-close time (cached per hour: offsets change on the hour)
int Shift(const datetime srv)
  {
   if(g_native)
      return(0);
   long h=(long)srv/3600;
   if(h!=g_sh_hour)
     {
      int b=BrokerOffset(srv);
      g_sh_val=NyOffset(srv-b)-b;
      g_sh_hour=h;
     }
   return(g_sh_val);
  }

//--- decide the clock once: the inputs, or the live server time against UTC (the tester can't tell)
void ResolveClock(void)
  {
   g_clock=InpClock;
   g_fixed_off=InpFixedUTC*3600;
   if(InpClock==SL_CLOCK_AUTO)
     {
      g_clock=SL_CLOCK_NY;
      if(!MQLInfoInteger(MQL_TESTER))
        {
         datetime gmt=TimeGMT();
         int off=(int)MathRound((double)(TimeTradeServer()-gmt)/1800.0)*1800;
         if(off==NyOffset(gmt))
            g_clock=SL_CLOCK_NY;
         else
            if(off==(EuDst(gmt) ? 3*3600 : 2*3600))
               g_clock=SL_CLOCK_EET;
            else
              {
               g_clock=SL_CLOCK_FIXED;
               g_fixed_off=off;
              }
        }
     }
   g_native=(g_clock==SL_CLOCK_NY);
   g_sh_hour=-1;
  }

//+------------------------------------------------------------------+
//| Helpers                                                          |
//+------------------------------------------------------------------+
//--- "HH:MM" -> minutes since midnight, -1 when invalid
int ParseHM(const string s)
  {
   string p[];
   if(StringSplit(s,':',p)!=2)
      return(-1);
   int h=(int)StringToInteger(p[0]),m=(int)StringToInteger(p[1]);
   if(h<0 || h>23 || m<0 || m>59)
      return(-1);
   return(h*60+m);
  }

//--- is minute-of-day `m` inside [s,e) ? A session with s>e crosses midnight
bool InSession(const int m,const int s,const int e)
  {
   if(s==e)
      return(false);
   if(s<e)
      return(m>=s && m<e);
   return(m>=s || m<e);
  }

//--- owner date of a session bar: a session that crosses midnight belongs to the day it ends on
long OwnerDate(const long nyw,const int m,const int s,const int e)
  {
   long d=nyw/86400;
   return((s>e && m>=s) ? d+1 : d);
  }

//--- daily structure for trading-day ordinal `ord` from the days before it: the last two confirmed swing highs and
//--- lows (3 days each side; a swing is confirmed 3 days later). +1 both rose, -1 both fell, 0 otherwise.
int DailyStructure(const int ord)
  {
   double hs[2],ls[2];
   int nh=0,nl=0;
   for(int j=ord-4; j>=3 && (nh<2 || nl<2); j--)
     {
      double mh=g_dayhi[j],ml=g_daylo[j];
      for(int q=j-3; q<=j+3; q++)
        {
         mh=MathMax(mh,g_dayhi[q]);
         ml=MathMin(ml,g_daylo[q]);
        }
      if(nh<2 && g_dayhi[j]==mh)
         hs[nh++]=g_dayhi[j];
      if(nl<2 && g_daylo[j]==ml)
         ls[nl++]=g_daylo[j];
     }
   if(nh<2 || nl<2)
      return(0);
   //--- hs[0] is the latest swing high, hs[1] the one before
   if(hs[0]>hs[1] && ls[0]>ls[1])
      return(1);
   if(hs[0]<hs[1] && ls[0]<ls[1])
      return(-1);
   return(0);
  }

int OnInit()
  {
   CkDebugStart(PRODUCT,"1.2",InpDebug,StringFormat("days %d, sessions Asia %d %s-%s, London %d %s-%s, NY %d %s-%s, PD %d, PW %d, open %d, clock %d (UTC %d), fakeout %d (range %s-%s, window %s-%s, %d bars, trend %d)",
                InpDays,InpShowAsia,InpAsiaStart,InpAsiaEnd,InpShowLondon,InpLondonStart,InpLondonEnd,InpShowNY,InpNYStart,InpNYEnd,
                InpShowPD,InpShowPW,InpShowOpen,(int)InpClock,InpFixedUTC,
                InpFoOn,InpFoRangeStart,InpFoRangeEnd,InpFoWinStart,InpFoWinEnd,InpFoBars,InpFoTrend));
   g_s_start[0]=ParseHM(InpAsiaStart);   g_s_end[0]=ParseHM(InpAsiaEnd);
   g_s_start[1]=ParseHM(InpLondonStart); g_s_end[1]=ParseHM(InpLondonEnd);
   g_s_start[2]=ParseHM(InpNYStart);     g_s_end[2]=ParseHM(InpNYEnd);
   for(int s=0; s<3; s++)
      if(g_s_start[s]<0 || g_s_end[s]<0)
        {
         Print("Session Levels: session times must be HH:MM (00:00 to 23:59)");
         CkDbg("init refused: session times");
         return(INIT_PARAMETERS_INCORRECT);
        }
   g_s_on[0]=InpShowAsia;   g_s_clr[0]=InpAsiaColor;
   g_s_on[1]=InpShowLondon; g_s_clr[1]=InpLondonColor;
   g_s_on[2]=InpShowNY;     g_s_clr[2]=InpNYColor;
   if(InpDays<1 || InpLevelWidth<1 || InpLevelWidth>5 || InpFixedUTC<-12 || InpFixedUTC>14)
     {
      Print("Session Levels: days to draw at least 1, line width 1-5, broker offset from UTC -12 to 14 hours");
      CkDbg("init refused: days, line width or UTC offset");
      return(INIT_PARAMETERS_INCORRECT);
     }
   SetIndexBuffer(0,g_pdh,INDICATOR_DATA);
   SetIndexBuffer(1,g_pdl,INDICATOR_DATA);
   SetIndexBuffer(2,g_pwh,INDICATOR_DATA);
   SetIndexBuffer(3,g_pwl,INDICATOR_DATA);
   SetIndexBuffer(4,g_ash,INDICATOR_DATA);
   SetIndexBuffer(5,g_asl,INDICATOR_DATA);
   SetIndexBuffer(6,g_sig,INDICATOR_DATA);
   SetIndexBuffer(7,g_fo,INDICATOR_DATA);
   SetIndexBuffer(8,g_nyw,INDICATOR_CALCULATIONS);
   SetIndexBuffer(9,g_dk,INDICATOR_CALCULATIONS);
   SetIndexBuffer(10,g_wk,INDICATOR_CALCULATIONS);
   SetIndexBuffer(11,g_dhi,INDICATOR_CALCULATIONS);
   SetIndexBuffer(12,g_dlo,INDICATOR_CALCULATIONS);
   SetIndexBuffer(13,g_dop,INDICATOR_CALCULATIONS);
   SetIndexBuffer(14,g_whi,INDICATOR_CALCULATIONS);
   SetIndexBuffer(15,g_wlo,INDICATOR_CALCULATIONS);
   SetIndexBuffer(16,g_aown,INDICATOR_CALCULATIONS);
   SetIndexBuffer(17,g_adk,INDICATOR_CALCULATIONS);
   SetIndexBuffer(18,g_ahi,INDICATOR_CALCULATIONS);
   SetIndexBuffer(19,g_alo,INDICATOR_CALCULATIONS);
   SetIndexBuffer(20,g_flag,INDICATOR_CALCULATIONS);
   SetIndexBuffer(21,g_frh,INDICATOR_CALCULATIONS);
   SetIndexBuffer(22,g_frl,INDICATOR_CALCULATIONS);
   SetIndexBuffer(23,g_frc,INDICATOR_CALCULATIONS);
   SetIndexBuffer(24,g_fsh,INDICATOR_CALCULATIONS);
   SetIndexBuffer(25,g_fsl,INDICATOR_CALCULATIONS);
   SetIndexBuffer(26,g_ftr,INDICATOR_CALCULATIONS);
   SetIndexBuffer(27,g_dord,INDICATOR_CALCULATIONS);
   for(int p=0; p<8; p++)
      PlotIndexSetDouble(p,PLOT_EMPTY_VALUE,EMPTY_VALUE);
   IndicatorSetString(INDICATOR_SHORTNAME,"Session Levels");
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
   g_fo_rs=ParseHM(InpFoRangeStart); g_fo_re=ParseHM(InpFoRangeEnd);
   g_fo_ws=ParseHM(InpFoWinStart);   g_fo_we=ParseHM(InpFoWinEnd);
   if(g_fo_rs<0 || g_fo_re<0 || g_fo_ws<0 || g_fo_we<0 || InpFoBars<1 || InpFoBars>5)
     {
      Print("Session Levels: fakeout times must be HH:MM and the bars to close back inside 1 to 5");
      CkDbg("init refused: fakeout times or bars");
      return(INIT_PARAMETERS_INCORRECT);
     }
   g_secs=PeriodSeconds();
   //--- fakeout: M1 to H1 only; the range must hold at least 5/6 of its bars (30 of 36 on M15 for a 9-hour range)
   int rmin=((g_fo_re-g_fo_rs)%1440+1440)%1440;
   g_fo_ok=(InpFoOn && g_secs<=3600 && rmin>0 && g_fo_ws!=g_fo_we);
   g_fo_need=MathMax(1,(int)MathCeil((double)rmin*60.0/(double)g_secs*30.0/36.0));
   ResolveClock();
   CkDbg(StringFormat("clock resolved: mode %d, offset from UTC %d s, %s",(int)g_clock,g_fixed_off,g_native ? "server time is New York close" : "converted per bar"));
   if(MQLInfoInteger(MQL_TESTER) && InpClock==SL_CLOCK_AUTO)
      Print("Session Levels: the Strategy Tester can't detect the broker's clock; New York close is assumed. ",
            "Set 'Broker server clock' for a broker on another clock.");
   g_secs=PeriodSeconds();
   g_pfx="SLV"+IntegerToString((int)(GetMicrosecondCount()%1000000))+"_";
   g_draw_bar=0;
   g_obj_fail=0;
   g_dbg_fail=0;
   g_no_draw=(MQLInfoInteger(MQL_TESTER) && !MQLInfoInteger(MQL_VISUAL_MODE));
   return(INIT_SUCCEEDED);
  }

void OnDeinit(const int reason)
  {
   if(g_pfx!="")
     {
      ObjectsDeleteAll(0,g_pfx);
      ChartRedraw();
     }
  }

//+------------------------------------------------------------------+
//| Drawing                                                          |
//+------------------------------------------------------------------+
void PutObj(const string name,const ENUM_OBJECT type,const datetime t1,const double p1,const datetime t2,const double p2)
  {
   if(!OsPlace(name,type,2,t1,p1,t2,p2))
     {
      g_obj_fail++;
      return;
     }
   OsInt(name,OBJPROP_BACK,true);
  }

void PutText(const string name,const datetime t,const double price,const string text,const color clr,const ENUM_ANCHOR_POINT anchor)
  {
   if(!OsPlace(name,OBJ_TEXT,1,t,price,0,0))
     {
      g_obj_fail++;
      return;
     }
   OsStr(name,OBJPROP_TEXT,text);
   OsInt(name,OBJPROP_COLOR,clr);
   OsInt(name,OBJPROP_ANCHOR,anchor);
   OsInt(name,OBJPROP_FONTSIZE,8);
  }

void DrawBox(const int s,const long owner,const datetime t1,const datetime t2,const double hi,const double lo)
  {
   string nm=g_pfx+"B"+IntegerToString(s)+"_"+IntegerToString(owner);
   PutObj(nm,OBJ_RECTANGLE,t1,hi,t2,lo);
   OsInt(nm,OBJPROP_COLOR,InpFillBoxes ? ColorToARGB(g_s_clr[s],60) : g_s_clr[s]);
   OsInt(nm,OBJPROP_FILL,InpFillBoxes);
   OsInt(nm,OBJPROP_WIDTH,1);
   if(InpSessionLabels)
      PutText(g_pfx+"T"+IntegerToString(s)+"_"+IntegerToString(owner),t1,hi,g_s_name[s],g_s_clr[s],ANCHOR_LEFT_LOWER);
  }

void DrawLevel(const string tag,const string label,const double price,const color clr,const int a,const int b,
               const bool current,const datetime &time[],const int last,const ENUM_LINE_STYLE style)
  {
   if(price==EMPTY_VALUE || price<=0)
      return;
   datetime t1=time[a],t2=(current ? time[last]+g_secs : time[b]+g_secs);
   string nm=g_pfx+"L"+tag+"_"+IntegerToString((long)time[a]);
   PutObj(nm,OBJ_TREND,t1,price,t2,price);
   OsInt(nm,OBJPROP_COLOR,clr);
   OsInt(nm,OBJPROP_WIDTH,InpLevelWidth);
   OsInt(nm,OBJPROP_STYLE,style);
   OsInt(nm,OBJPROP_RAY_RIGHT,current);
   if(current && InpLevelLabels)
      PutText(g_pfx+"P"+tag,time[last]+3*g_secs,price,label+" "+DoubleToString(price,_Digits),clr,ANCHOR_LEFT);
  }

//--- redraw everything for the last InpDays days (objects are deleted first, so old days disappear)
void Draw(const int rates_total,const datetime &time[],const double &high[],const double &low[])
  {
   int last=rates_total-1;
   bool intraday=(g_secs<=PeriodSeconds(PERIOD_H4));
   int days=(intraday ? MathMin(InpDays,60) : 1);
   OsBegin();
   g_obj_fail=0;
   //--- first bar of the oldest day to draw
   int first=last,cnt=1;
   for(int k=last; k>0; k--)
     {
      if(g_dk[k-1]!=g_dk[k])
        {
         if(cnt>=days)
            break;
         cnt++;
        }
      first=k-1;
     }
   //--- session boxes
   if(intraday)
      for(int s=0; s<3; s++)
        {
         if(!g_s_on[s])
            continue;
         bool open=false;
         long owner=0;
         int st=0,en=0;
         double hi=0,lo=0;
         for(int j=first; j<=last; j++)
           {
            int m=(int)(((long)g_nyw[j]%86400)/60);
            if(InSession(m,g_s_start[s],g_s_end[s]))
              {
               long ow=OwnerDate((long)g_nyw[j],m,g_s_start[s],g_s_end[s]);
               if(open && ow==owner)
                 {
                  en=j;
                  hi=MathMax(hi,high[j]);
                  lo=MathMin(lo,low[j]);
                 }
               else
                 {
                  if(open)
                     DrawBox(s,owner,time[st],time[en]+g_secs,hi,lo);
                  open=true;
                  owner=ow;
                  st=j;
                  en=j;
                  hi=high[j];
                  lo=low[j];
                 }
              }
            else
               if(open)
                 {
                  DrawBox(s,owner,time[st],time[en]+g_secs,hi,lo);
                  open=false;
                 }
           }
         if(open)
            DrawBox(s,owner,time[st],time[en]+g_secs,hi,lo);
        }
   //--- fakeout markers: an arrow and the label in one text object at the confirming bar
   if(InpFoMarkers && g_fo_ok)
      for(int j=first; j<last; j++)
        {
         if(g_fo[j]==EMPTY_VALUE)
            continue;
         string tag=g_pfx+"F"+IntegerToString((long)time[j]);
         int v=(int)g_fo[j];
         if(v==-1 || v==2)
            PutText(tag+"A",time[j],high[j],"▼ Fakeout",InpFoBearColor,ANCHOR_LOWER);
         if(v==1 || v==2)
            PutText(tag+"B",time[j],low[j],"▲ Fakeout",InpFoBullColor,ANCHOR_UPPER);
        }
   //--- level lines, one segment per day; the current day is a ray to the right
   int a=first;
   while(a<=last)
     {
      int b=a;
      while(b<last && g_dk[b+1]==g_dk[a])
         b++;
      bool cur=(b==last);
      if(InpShowPD)
        {
         DrawLevel("PDH","PDH",g_pdh[a],InpPDColor,a,b,cur,time,last,STYLE_SOLID);
         DrawLevel("PDL","PDL",g_pdl[a],InpPDColor,a,b,cur,time,last,STYLE_SOLID);
        }
      if(InpShowPW)
        {
         DrawLevel("PWH","PWH",g_pwh[a],InpPWColor,a,b,cur,time,last,STYLE_DASH);
         DrawLevel("PWL","PWL",g_pwl[a],InpPWColor,a,b,cur,time,last,STYLE_DASH);
        }
      if(InpShowOpen && intraday)
         DrawLevel("OP","Open",g_dop[a],InpOpenColor,a,b,cur,time,last,STYLE_DOT);
      a=b+1;
     }
   OsEnd(g_pfx);
   if(g_obj_fail!=g_dbg_fail)
     {
      g_dbg_fail=g_obj_fail;
      CkDbg(StringFormat("the chart refused %d object(s), error %d",g_obj_fail,GetLastError()));
     }
   g_draw_bar=time[last];
   g_draw_tick=GetTickCount();
   g_draw_hi=high[last];
   g_draw_lo=low[last];
   ChartRedraw();
  }

//+------------------------------------------------------------------+
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<2)
      return(0);
   int start=(prev_calculated>0 ? prev_calculated-1 : 0);
   for(int i=start; i<rates_total; i++)
     {
      long nyc=(long)time[i]+Shift(time[i]);
      long nyw=nyc-NY_CLOSE_SHIFT;
      long dk=nyc/86400,wk=(dk+3)/7;
      int  m=(int)((nyw%86400)/60);
      g_nyw[i]=(double)nyw;
      g_dk[i]=(double)dk;
      g_wk[i]=(double)wk;
      bool new_day=(i==0 || (long)g_dk[i-1]!=dk);
      bool new_week=(i==0 || (long)g_wk[i-1]!=wk);
      int  fl=0;
      //--- day: previous day levels and today's range
      if(new_day)
        {
         g_pdh[i]=(i>0 ? g_dhi[i-1] : EMPTY_VALUE);
         g_pdl[i]=(i>0 ? g_dlo[i-1] : EMPTY_VALUE);
         g_dhi[i]=high[i];
         g_dlo[i]=low[i];
         g_dop[i]=open[i];
        }
      else
        {
         g_pdh[i]=g_pdh[i-1];
         g_pdl[i]=g_pdl[i-1];
         g_dhi[i]=MathMax(g_dhi[i-1],high[i]);
         g_dlo[i]=MathMin(g_dlo[i-1],low[i]);
         g_dop[i]=g_dop[i-1];
         fl=(int)g_flag[i-1];
        }
      //--- trading-day ordinal and the daily structure (built from the chart's own bars)
      if(new_day)
        {
         int ord=(i>0 ? (int)g_dord[i-1]+1 : 0);
         if(ArraySize(g_dayhi)<ord+1)
           {
            ArrayResize(g_dayhi,ord+1+512);
            ArrayResize(g_daylo,ord+1+512);
           }
         if(i>0)
           {
            g_dayhi[ord-1]=g_dhi[i-1];
            g_daylo[ord-1]=g_dlo[i-1];
           }
         g_dord[i]=ord;
         g_ftr[i]=(g_fo_ok && InpFoTrend ? DailyStructure(ord) : 0);
        }
      else
        {
         g_dord[i]=g_dord[i-1];
         g_ftr[i]=g_ftr[i-1];
        }
      //--- week
      if(new_week)
        {
         g_pwh[i]=(i>0 ? g_whi[i-1] : EMPTY_VALUE);
         g_pwl[i]=(i>0 ? g_wlo[i-1] : EMPTY_VALUE);
         g_whi[i]=high[i];
         g_wlo[i]=low[i];
        }
      else
        {
         g_pwh[i]=g_pwh[i-1];
         g_pwl[i]=g_pwl[i-1];
         g_whi[i]=MathMax(g_whi[i-1],high[i]);
         g_wlo[i]=MathMin(g_wlo[i-1],low[i]);
        }
      //--- Asia range of the current trading day
      if(i>0)
        {
         g_aown[i]=g_aown[i-1];
         g_adk[i]=g_adk[i-1];
         g_ahi[i]=g_ahi[i-1];
         g_alo[i]=g_alo[i-1];
        }
      else
        {
         g_aown[i]=-1;
         g_adk[i]=-1;
         g_ahi[i]=0;
         g_alo[i]=0;
        }
      bool in_asia=InSession(m,g_s_start[0],g_s_end[0]);
      if(in_asia)
        {
         long ow=OwnerDate(nyw,m,g_s_start[0],g_s_end[0]);
         if((long)g_aown[i]!=ow)
           {
            g_aown[i]=(double)ow;
            g_adk[i]=(double)dk;
            g_ahi[i]=high[i];
            g_alo[i]=low[i];
           }
         else
           {
            g_ahi[i]=MathMax(g_ahi[i],high[i]);
            g_alo[i]=MathMin(g_alo[i],low[i]);
           }
        }
      bool asia_ok=((long)g_adk[i]==dk && g_aown[i]!=-1);
      g_ash[i]=(asia_ok ? g_ahi[i] : EMPTY_VALUE);
      g_asl[i]=(asia_ok ? g_alo[i] : EMPTY_VALUE);
      //--- fakeout of the overnight range: a bar trades beyond one side inside the window and that bar (or one of the
      //--- next InpFoBars-1) closes back inside the range. Decided on the bar's close; once per side per day.
      int fo=0;
      double fo_hi=0,fo_lo=0;
      if(g_fo_ok)
        {
         if(new_day)
           {
            g_frh[i]=0;
            g_frl[i]=0;
            g_frc[i]=0;
            g_fsh[i]=0;
            g_fsl[i]=0;
           }
         else
           {
            g_frh[i]=g_frh[i-1];
            g_frl[i]=g_frl[i-1];
            g_frc[i]=g_frc[i-1];
            g_fsh[i]=g_fsh[i-1];
            g_fsl[i]=g_fsl[i-1];
           }
         if(InSession(m,g_fo_rs,g_fo_re))
           {
            g_frh[i]=(g_frc[i]==0 ? high[i] : MathMax(g_frh[i],high[i]));
            g_frl[i]=(g_frc[i]==0 ? low[i] : MathMin(g_frl[i],low[i]));
            g_frc[i]+=1;
           }
         else
            if(InSession(m,g_fo_ws,g_fo_we) && (int)g_frc[i]>=g_fo_need)
              {
               double rh=g_frh[i],rl=g_frl[i];
               bool inside=(close[i]<rh && close[i]>rl);
               //--- high side: bearish fakeout
               int st=(int)g_fsh[i];
               if(st>=0 && (!InpFoTrend || (int)g_ftr[i]==-1))
                 {
                  if(st>0 || high[i]>rh)
                    {
                     st++;
                     if(inside)
                       {
                        fo|=1;
                        fo_hi=rh;
                        st=-1;
                       }
                     else
                        if(st>=InpFoBars)
                           st=-1;
                    }
                  g_fsh[i]=st;
                 }
               //--- low side: bullish fakeout
               st=(int)g_fsl[i];
               if(st>=0 && (!InpFoTrend || (int)g_ftr[i]==1))
                 {
                  if(st>0 || low[i]<rl)
                    {
                     st++;
                     if(inside)
                       {
                        fo|=2;
                        fo_lo=rl;
                        st=-1;
                       }
                     else
                        if(st>=InpFoBars)
                           st=-1;
                    }
                  g_fsl[i]=st;
                 }
              }
            else
              {
               //--- outside the window a pending break can no longer be confirmed
               if(g_fsh[i]>0)
                  g_fsh[i]=-1;
               if(g_fsl[i]>0)
                  g_fsl[i]=-1;
              }
        }
      g_fo[i]=EMPTY_VALUE;
      //--- signals: closed bars only, each kind once per trading day
      g_sig[i]=EMPTY_VALUE;
      if(i<=rates_total-2)
        {
         int kinds=0;
         if(g_pdh[i]!=EMPTY_VALUE)
           {
            if((fl&1)==0 && close[i]>g_pdh[i])
               kinds|=1;
            if((fl&2)==0 && close[i]<g_pdl[i])
               kinds|=2;
           }
         if(asia_ok && !in_asia)
           {
            if((fl&4)==0 && close[i]>g_ahi[i])
               kinds|=4;
            if((fl&8)==0 && close[i]<g_alo[i])
               kinds|=8;
           }
         fl|=kinds;
         if(fo!=0)
            g_fo[i]=(fo==3 ? 2 : (fo==1 ? -1 : 1));
         if((kinds&1)!=0)
            g_sig[i]=1;
         else
            if((kinds&2)!=0)
               g_sig[i]=-1;
            else
               if((kinds&4)!=0)
                  g_sig[i]=2;
               else
                  if((kinds&8)!=0)
                     g_sig[i]=-2;
         if((kinds!=0 || fo!=0) && i==rates_total-2)
           {
            string txt="";
            if((kinds&1)!=0 && InpAlertPDH)
               txt+="closed above previous day high "+DoubleToString(g_pdh[i],_Digits)+"; ";
            if((kinds&2)!=0 && InpAlertPDL)
               txt+="closed below previous day low "+DoubleToString(g_pdl[i],_Digits)+"; ";
            if((kinds&4)!=0 && InpAlertAsiaH)
               txt+="closed above Asia high "+DoubleToString(g_ahi[i],_Digits)+"; ";
            if((kinds&8)!=0 && InpAlertAsiaL)
               txt+="closed below Asia low "+DoubleToString(g_alo[i],_Digits)+"; ";
            if((fo&1)!=0 && InpAlertFakeout)
               txt+="fakeout above the range high "+DoubleToString(fo_hi,_Digits)+", closed back inside (bearish); ";
            if((fo&2)!=0 && InpAlertFakeout)
               txt+="fakeout below the range low "+DoubleToString(fo_lo,_Digits)+", closed back inside (bullish); ";
            if(txt!="")
              {
               CkDbg("alert for the closed bar "+TimeToString(time[i])+": "+StringSubstr(txt,0,StringLen(txt)-2));
               SignalAlert(PRODUCT,StringSubstr(txt,0,StringLen(txt)-2),time[i],prev_calculated>0);
              }
           }
        }
      g_flag[i]=fl;
     }
   if(g_no_draw)
      return(rates_total);
   //--- objects: on a new bar, or (throttled) when the live bar widens the live session
   int last=rates_total-1;
   bool newbar=(time[last]!=g_draw_bar);
   bool widen=(g_secs<=PeriodSeconds(PERIOD_H4) && (high[last]>g_draw_hi || low[last]<g_draw_lo) && GetTickCount()-g_draw_tick>=1000);
   if(newbar || widen)
      Draw(rates_total,time,high,low);
   return(rates_total);
  }
//+------------------------------------------------------------------+