| <p align="center"><img src="docs/images/logo.png" alt="Session Levels logo" width="120"></p>
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| # Session Levels (MetaTrader 5 and MetaTrader 4)
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| A free indicator that draws the **Asia, London and New York session boxes**, the **previous day and previous week high and
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| low** and **today's open**, with session times entered in **New York time** and converted from your broker's clock, so
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| daylight saving is right on any broker. It alerts when a closed bar breaks the previous day or the Asia range. Source for both
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| editions, a Python reference of the rules, and the tests that were used to check that MT5, MT4 and Python all agree.
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| **Website:** [allanninal.dev/mql5 (indicators)](https://www.allanninal.dev/mql5/#indicators) · [MT4 editions](https://www.allanninal.dev/mql5/#mt4) · [allanninal.dev](https://www.allanninal.dev)
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| · **Contact:** message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).
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| 
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| > It shows levels, not entries. It places no trades and gives no buy or sell advice. Nothing here is a profit claim
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| > (see [Honest limits](#honest-limits)).
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| ## Get it on the MQL5 Market
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| | Edition | Platform | Price | Link |
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| |---|---|---|---|
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| | Session Levels | MT5 | free | <https://www.mql5.com/en/market/product/201881> |
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| | Session Levels MT4 | MT4 | free | <https://www.mql5.com/en/market/product/202384> |
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| The Market builds are the same calculation as the source in this repository.
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| ## Contents
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| 1. [What it is and who it is for](#what-it-is-and-who-it-is-for)
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| 2. [Why it was built](#why-it-was-built)
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| 3. [How it works](#how-it-works)
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| 4. [Non-repainting: the proof and how it was tested](#non-repainting-the-proof-and-how-it-was-tested)
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| 5. [Architecture and buffers](#architecture-and-buffers)
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| 6. [Inputs, alerts, install and compile](#inputs-alerts-install-and-compile)
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| 7. [Run the Python reference and the tests](#run-the-python-reference-and-the-tests)
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| 8. [Honest limits](#honest-limits)
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| 9. [Licence](#licence)
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|
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| ## What it is and who it is for
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| **What:**
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| - Three **session boxes** (Asia 19:00 to 04:00, London 03:00 to 12:00, New York 08:00 to 17:00, New York time). The box edges
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| are the session high and low; the current session grows live.
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| - **Previous day high and low** (solid), **previous week high and low** (dashed) and **today's open** (dotted), as lines per
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| day; on the current day they run to the right edge with price labels.
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| - **Alerts** on closed bars: a close above the previous day high, below the previous day low, and, after the Asia session,
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| above its high or below its low. Each kind at most once per trading day.
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| - Sessions and the open on M1 to H4; above H4 only the previous day and week levels.
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| **For:** traders who mark session ranges and daily or weekly levels by hand and want them drawn automatically, correctly
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| shifted for their broker and for daylight saving, on any symbol. Also for developers: seven documented buffers for `iCustom`.
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| **Not for:** anyone who wants buy and sell arrows or an automatic system. This is a level map.
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| | | |
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| |---|---|
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| |  |  |
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| |  |  |
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| Image notes: charts are drawn by the Python reference on broker history (the same numbers the indicator shows); the alert text
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| is the indicator's real text but the pop-up and phone card around it are mock-ups; the Data Window panel is a mock-up of the
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| buffer map. They are illustrations, not terminal captures. More images, including the MT4 versions, are in
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| [`docs/images/`](docs/images).
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| ## Why it was built
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| Session boxes and previous-day levels are among the most hand-drawn things on a chart. The reasons, with the evidence we have:
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| - **Brokers differ in clock and daylight saving.** A box that says "London 03:00 to 12:00" is only right if the indicator
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| knows whether your server is on a New York close, EET or a fixed offset, and which weeks each side has shifted. The point
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| of this indicator is to get that right and to say how.
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| - **Demand is steady but small-ticket.** On the MQL5 Freelance board, 72 of 2,014 scraped jobs (Nov 2025 to Oct 2026) were
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| about session logic (Asian range, killzones, session breakouts); typical budgets are 30 to 100 USD. Free session tools
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| already sit in the Market's top lists, so this is a free reference, not a claim of a gap.
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| - **Provable behaviour.** Alerts use closed bars only and every number here comes from an executed check.
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| ```mermaid
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| mindmap
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| root((Session Levels))
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| Problem
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| Hand-drawn session boxes
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| Broker clocks and daylight saving differ
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| Previous day and week levels drift
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| Design rules
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| Times entered in New York time
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| Clock detected or chosen
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| Alerts on closed bars, once per day per kind
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| Proof
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| Python reference
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| 7 buffers compared bar by bar
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| Tester repaint probe
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| Market validation
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| ```
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| ## How it works
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| ### The rules, step by step
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| 1. **Broker clock to New York time.** A trading day runs from 17:00 to 17:00 New York time. Each bar's broker time is
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| converted with one of four clocks: *Auto* (compares the live server time with UTC and picks one of the others; in the
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| Strategy Tester it cannot tell and assumes New York close), *New York close* (UTC+2 / +3 with US daylight saving),
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| *EET* (UTC+2 / +3 with European daylight saving) or a *fixed offset*. US daylight saving runs from the second Sunday of
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| March to the first Sunday of November; European from the last Sunday of March to the last Sunday of October. In the
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| weeks when only one side has shifted, an EET broker's chart shows the sessions an hour earlier.
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| 2. **Sessions.** A bar belongs to a session by its **open time**. A session that crosses midnight (Asia) belongs to the
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| trading day it ends on. Box edges are the highest high and lowest low so far.
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| 3. **Previous day and week.** The previous trading day's high and low, and the previous Monday-based week's. The first day and
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| week in the data have no "previous". On D1 and above the day and week are built from the chart's own bars.
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| 4. **Today's open** is the first price of the trading day (17:00 New York).
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| 5. **Signals** (buffer 6, closed bars only, each kind at most once per trading day): `+1` the first close above the previous
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| day high, `-1` the first close below the previous day low, `+2` the first close above the Asia high after Asia ended, `-2`
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| the first close below the Asia low. If two kinds fire on one bar the priority is: previous day high, previous day low,
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| Asia high, Asia low.
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| ### Per-bar algorithm
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| ```mermaid
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| flowchart TD
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| A[Bar i] --> B[Broker time to New York time<br/>by the chosen clock]
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| B --> C[Trading day and week of the bar]
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| C --> D[Update day and week high, low, open]
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| D --> E[Which session is the bar in? by open time]
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| E --> F[Update box high and low,<br/>Asia range so far]
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| F --> G{Bar is closed?}
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| G -- no, live bar --> H[Draw only, no signal]
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| G -- yes --> I{Close beyond a level<br/>not yet signalled today?}
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| I -- no --> Z[Nothing]
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| I -- yes --> J[Signal in buffer 6]
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| J --> K[Alert, once per bar, only when live]
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| ```
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| ### Trading-day states
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| ```mermaid
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| stateDiagram-v2
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| [*] --> DayStart: 17:00 New York, today's flags cleared
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| DayStart --> AsiaRange: Asia (from 19:00) builds its high and low
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| AsiaRange --> RangeFixed: Asia ends (04:00)
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| DayStart --> PrevDayBreak: first close beyond the previous day high or low (+1 or -1, once each)
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| AsiaRange --> PrevDayBreak: same rule, any time of the day
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| RangeFixed --> AsiaBreak: first close beyond the Asia high or low (+2 or -2, once each)
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| PrevDayBreak --> DayEnd
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| AsiaBreak --> DayEnd
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| RangeFixed --> DayEnd: 17:00
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| DayEnd --> DayStart: levels roll to the next day
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| ```
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| ### Alert flow
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| ```mermaid
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| sequenceDiagram
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| participant T as Terminal
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| participant I as Session Levels indicator
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| participant H as Alert helper
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| participant U as You
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| T->>I: OnCalculate (history load, prev_calculated = 0)
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| I->>I: recompute the levels and signals of every bar
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| I-->>H: nothing (never alert during history load)
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| T->>I: OnCalculate (a bar closes)
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| I->>I: test the bar that just closed
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| I->>H: SignalAlert(text, bar time, live = true)
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| alt newer than the last alert and not in the tester
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| H->>U: pop-up (optional sound, push, e-mail)
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| else same bar again or tester run
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| H-->>I: nothing sent
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| end
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| ```
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| ### How many signals each timeframe gives (measured)
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| Signal values (buffer 6) over the same XAUUSD history with default inputs. Source:
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| [`tests/results/parity-mt5.txt`](tests/results/parity-mt5.txt). This counts signals only; it says nothing about whether
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| breaking a level is worth trading.
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| ```mermaid
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| xychart-beta
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| title "Signal values on XAUUSD, default inputs"
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| x-axis ["M15", "H1", "H4"]
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| y-axis "signal values" 0 --> 1400
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| bar [1165, 1038, 840]
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| ```
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| Coarser bars give fewer signals because several breaks can share one bar and each kind fires once per day.
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| 
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| ## Non-repainting: the proof and how it was tested
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| "Non-repainting" is easy to claim. Here is what was actually run. Raw result files are in [`tests/results/`](tests/results).
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| **1. Three implementations, compared bar by bar.** The Python reference ([`tests/reference.py`](tests/reference.py)) was written
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| from the rules above, not from the MQL code. The MT5 and MT4 indicators were dumped bar by bar (7 buffers) in the MetaTrader
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| Strategy Tester and [`tests/check_parity.py`](tests/check_parity.py) compared each dump with the reference. Pass means: on
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| every closed bar all seven buffers match (levels within 1e-9 relative, signals exactly, blank where the reference is blank).
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| | | MT5 | MT4 |
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| |---|---|---|
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| | dumps compared | 24 (4 symbols x M15/H1/H4 x 2 input sets) | 25 (the same 24 + one every-tick EURUSD H1) |
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| | bars compared | 652,332 | 509,573 |
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| | signal values compared | 24,804 | 19,342 |
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| | result | ALL PASS | ALL PASS |
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| Symbols: EURUSD, XAUUSD, GBPJPY, BTCUSD. Input sets: defaults; London 02:00 to 05:00 and New York 07:00 to 10:00 ("kill
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| zones"). The test server uses a New York close clock, which the reference assumes (see [Honest limits](#honest-limits)).
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| Sources: [`tests/results/parity-mt5.txt`](tests/results/parity-mt5.txt), [`tests/results/parity-mt4.txt`](tests/results/parity-mt4.txt).
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| The MT4 test history is shorter on the FX pairs, which is why the bar counts differ.
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| ```mermaid
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| xychart-beta
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| title "Signal values compared, Python vs indicator (all 0 differences)"
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| x-axis ["MT5", "MT4"]
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| y-axis "signal values" 0 --> 28000
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| bar [24804, 19342]
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| ```
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| **2. Repaint probe.** A probe records the signal buffer on each bar *at the moment it closes*, then reads the same bars again at
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| the end and counts any value that changed. It also counts any signal ever shown on the still-forming bar.
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| | Run | Closed bars checked | Signals seen at close | Changed afterwards | Signals on the live bar |
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| |---|---|---|---|---|
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| | MT5, EURUSD H1, every tick, 10,411,052 ticks | 4,644 | 345 | **0** | **0** |
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| | MT4, 25 runs combined | 506,172 | 19,020 | **0** | **0** |
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| Source: [`tests/results/repaint-summary.md`](tests/results/repaint-summary.md). The MT5 probe ran once (EURUSD H1, default
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| inputs); the MT4 probe ran on every dump run.
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| **3. Market validation.** Both Market builds passed the MQL5 Market's automated product validation before publication (the
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| Market's own check, not part of this repository).
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| ```mermaid
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| flowchart LR
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| R[reference.py<br/>Python, rules as code] --> P
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| S5[MT5 indicator] --> T5[Tester script<br/>DumpIndicator<br/>every bar to CSV]
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| S4[MT4 indicator] --> T4[Tester EA<br/>SessionLevelsDump + Dump4.mqh<br/>CSV + repaint log]
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| T5 --> P[check_parity.py<br/>7 buffers, 1e-9]
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| T4 --> P
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| S5 --> RP[RepaintProbe EA<br/>values at close vs final]
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| T4 --> RL[repaint log<br/>per run]
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| P --> V{all pass?}
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| RP --> V
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| RL --> V
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| V -- yes --> M[Market validation]
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| V -- no --> F[fix, rerun everything]
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| ```
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| ### Why the design cannot repaint
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| - Signals are written only for closed bars; the forming bar's signal buffer is empty.
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| - A level of the previous day or week never changes once that day or week is over. A box edge of a session in progress does
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| move as price moves; that is the drawing of the live session, not a signal.
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| - Each signal kind fires at most once per trading day, and alerts fire only for the bar that just closed, after the history
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| load, once per bar, and never in the tester.
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| ## Architecture and buffers
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| ```mermaid
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| flowchart TB
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| subgraph MT5["mql5/Indicators/SessionLevels"]
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| A5[SessionLevels.mq5<br/>inputs, clock, sessions, levels, drawing]
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| B5[SignalAlerts.mqh<br/>alert inputs, TfName, SignalAlert]
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| A5 -- include --> B5
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| end
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| subgraph MT4["mql4/Indicators/SessionLevels"]
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| A4[SessionLevels.mq4]
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| B4[SignalAlerts.mqh<br/>MT4 edition]
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| A4 -- include --> B4
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| end
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| subgraph TESTS[tests]
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| R[reference.py]
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| C[check_parity.py]
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| D5[mql5: DumpIndicator, RepaintProbe, Params.mqh]
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| D4[mql4: SessionLevelsDump.mq4, Dump4.mqh]
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| C --> R
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| end
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| D5 -. IndicatorCreate .-> A5
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| D4 -. iCustom .-> A4
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| ```
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| ```mermaid
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| classDiagram
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| class SessionLevels {
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| +InpDays int
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| +InpClock enum
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| +InpAsiaStart string
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| +InpShowPD bool
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| +OnInit()
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| +OnCalculate()
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| }
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| class SignalAlerts {
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| +InpAlertPopup bool
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| +InpAlertSound bool
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| +InpAlertPush bool
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| +InpAlertEmail bool
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| +SignalAlert()
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| }
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| class reference {
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| +session_levels()
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| }
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| SessionLevels --> SignalAlerts : alerts
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| reference ..> SessionLevels : same rules, compared by check_parity
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| ```
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| ### `iCustom` buffer table (for EA developers)
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| | Buffer | Content |
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| | 0 | previous day high |
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| | 1 | previous day low |
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| | 2 | previous week high |
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| | 3 | previous week low |
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| | 4 | Asia high so far (the current trading day's Asia session; empty before it starts) |
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| | 5 | Asia low so far |
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| | 6 | signal: +1 close above previous day high, -1 below previous day low, +2 above the Asia high, -2 below the Asia low |
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| | 7 to 19 | internal calculation buffers |
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| Empty value is `EMPTY_VALUE`. Read **closed bars** (shift 1 and higher). `iCustom` parameters follow the input order; in MT5
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| the `input group` headings also count as string parameters when you build a handle with `IndicatorCreate` (see
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| `tests/mql5/Include/IndTest/Params.mqh`). In MT4 the same seven buffers are available; a filled box is the session colour
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| blended into the chart background (MT4 has no translucency).
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| ## Inputs, alerts, install and compile
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| | Input | Default | Meaning |
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| |---|---|---|
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| | Days to draw | 5 | Days that get boxes and lines |
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| | Draw Asia / London / New York | true | Per-session switch, each with its own start, end (HH:MM New York time) and colour |
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| | Session times | Asia 19:00-04:00, London 03:00-12:00, New York 08:00-17:00 | New York time |
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| | Label each box / Fill the boxes | true / true | Box text and fill |
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| | Previous day / previous week / today's open | true | Levels, each with a colour |
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| | Price labels on the levels / Line width | true / 1 | Appearance |
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| | Broker server clock | Auto | Auto, New York close, EET or Fixed offset |
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| | Broker offset from UTC, hours | 0 | Fixed offset only |
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| | Alert kinds | all four on | Previous day high / low, Asia high / low |
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| | Fakeout marker: on, markers | true, true | Marks a break of the overnight range that closes back inside |
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| | Fakeout range / window (New York time) | 17:00-02:00 / 02:00-11:00 | The overnight range and the window in which fakeouts are marked |
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| | Bars to close back inside | 2 | 1 = the break bar only, 2 = the break bar or the next |
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| | Daily-structure filter, fakeout colours | false, red / blue | Bearish only after lower highs and lows (bullish after higher); marker colours |
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| | Alert on a fakeout | true | Adds fakeouts to the alert kinds |
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| | Pop-up / sound / push / e-mail | true / false / false / false | Delivery (push needs your MetaQuotes ID) |
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| | Debug log for bug reports | false | Writes extra lines to the Experts tab, to attach when you report a problem |
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| An alert reads, for example, `Session Levels EURUSD M15: closed above previous day high 1.0850`.
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| **Install from source.** Copy `mql5/Indicators/SessionLevels/` into `<terminal data folder>/MQL5/Indicators/` (MT5) or
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| `mql4/Indicators/SessionLevels/` into `<data folder>/MQL4/Indicators/` (MT4), open `SessionLevels.mq5` or `.mq4` in MetaEditor
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| and press Compile (F7). Both compile with 0 errors (checked with the MetaEditor of a MetaTrader 5 and a MetaTrader 4 build on
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| a Windows machine; the compiled files are not in the repository). Keep the two files of each edition together. The debug log needs the Chart Kit file as well: copy `mql5/Include/ChartKit/` (MT5) or `mql4/Include/ChartKit/` (MT4) into the `Include` folder of the data folder.
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| ## Run the Python reference and the tests
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| ```bash
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| python3 -m venv .venv && . .venv/bin/activate && pip install -r requirements.txt
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| ```
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| ```python
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| import sys; sys.path.insert(0, "tests")
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| from reference import session_levels
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| # t (epoch seconds, server time), o, h, l, c: arrays of bars, oldest first; the last bar is the live bar.
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| # Assumes a New York close server clock (server = New York + 7 h). Returns an (n, 7) array: the seven buffers.
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| out = session_levels(t, o, h, l, c, asia_start="19:00", asia_end="04:00")
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| ```
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| To repeat the parity check on your own data:
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| 1. Compile the indicator and the test tool for your platform (`tests/mql5/Scripts/DumpIndicator`, or
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| `tests/mt4/SessionLevelsDump.mq4` with `tests/mql4/Include/IndTest4/Dump4.mqh` in your `MQL4/Include/IndTest4/`; MT5 also
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| needs `tests/mql5/Include/IndTest/Params.mqh`).
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| 2. Run it for each symbol and timeframe with the input sets in `tests/configs.tsv` (MT5) or `tests/mt4/configs.tsv` (MT4), on
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| a server whose clock is New York close. Each run writes one CSV per symbol and timeframe.
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| 3. `python3 tests/check_parity.py <folder with the CSVs>` (add `--mt4` for MT4 dumps). It prints PASS or FAIL per file.
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| 4. Repaint: run `tests/mql5/Experts/RepaintProbe` in the MT5 Strategy Tester (every tick); MT4 writes its repaint log with the dump.
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| The price dumps used for the published numbers are not in this repository (they are broker price data).
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|
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| ## Honest limits
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| - **Levels, not entries.** A previous-day break is a fact about a close, not a prediction. No profit or accuracy claim is made;
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| the numbers are about *consistency* and *frequency*.
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| - **The parity tests cover one clock.** The Python reference assumes a New York close server clock, and the test server had
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| one. The other clocks (EET, fixed offset, Auto) follow the stated daylight-saving rules but were not compared against the
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| reference. In the Strategy Tester, Auto cannot detect the clock and assumes New York close, so choose it yourself there.
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| - **Sessions are conventions.** Session hours are the defaults above; change them if you use others.
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| - **A session box in progress moves** as price moves; only alerts and the signal buffer are closed-bar facts.
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| - **Above H4** only the previous day and week levels are drawn; on D1 and above they are built from the chart's own bars.
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| - **Scope of the tests.** Four symbols, three timeframes, two input sets, one MT5 repaint run. Other symbols, timeframes and
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| settings are not covered by the published numbers. The MT5 build was not run on a live chart as part of these numbers.
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|
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| ## Licence
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| Everything is © 2026 Allan Niñal under the
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| [PolyForm Noncommercial License 1.0.0](LICENSES/PolyForm-Noncommercial-1.0.0.md): source-available, free for personal and
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| other noncommercial use, not for commercial use. Each source file has an `SPDX-License-Identifier` line; the text is in
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| [`LICENSE`](LICENSE). The licence applies to this source, not to anything you build or trade with the indicator. Trading
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| involves risk; the software is provided as is.
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|
|
| ---
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|
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| **Website:** [allanninal.dev/mql5](https://www.allanninal.dev/mql5/#indicators) · [MT4](https://www.allanninal.dev/mql5/#mt4) · [allanninal.dev](https://www.allanninal.dev)
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| · Questions: message me on [LinkedIn](https://www.linkedin.com/in/allanninal/).
|
