-- More information about this indicator can be found at: -- http://fxcodebase.com/code/viewtopic.php?f=17&t=1974 --+------------------------------------------------------------------------------------------------+ --| Copyright © 2023, Gehtsoft USA LLC | --| http://fxcodebase.com | --+------------------------------------------------------------------------------------------------+ --| Developed by : Mario Jemic | --| mario.jemic@gmail.com | --| https://AppliedMachineLearning.systems | --+------------------------------------------------------------------------------------------------+ --+------------------------------------------------------------------------------------------------+ --| Our work would not be possible without your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --| Buy Me a Coffee: http://tiny.cc/pjh9vz | --+------------------------------------------------------------------------------------------------+ function Init() indicator:name("The indicator highlights trade sessions"); indicator:description("The indicator can be applied on 1-minute to 1-hour charts"); indicator:requiredSource(core.Bar); indicator:type(core.Indicator); indicator.parameters:addGroup("New York Sessions"); indicator.parameters:addBoolean("NY_S", "Show New York session", "", true); indicator.parameters:addBoolean("NY_L", "Show New York session labels", "", true); indicator.parameters:addInteger("NY_Shift", "New York session Shift", "", 8); indicator.parameters:addBoolean("NY_show_median_line", "Show New York median line", "", false); indicator.parameters:addBoolean("NY_extend", "Extend New York to EOD", "", false); indicator.parameters:addColor("NY_C", "New York session color", "", core.rgb(255, 0, 0)); indicator.parameters:addGroup("London Sessions"); indicator.parameters:addBoolean("LO_S", "Show London session (3:00 am - 12:00 pm EST/EDT)", "", true); indicator.parameters:addBoolean("LO_L", "Show London session labels", "", true); indicator.parameters:addInteger("LO_Shift", "London session Shift", "", 3); indicator.parameters:addBoolean("LO_show_median_line", "Show London median line", "", false); indicator.parameters:addBoolean("LO_extend", "Extend London to EOD", "", false); indicator.parameters:addColor("LO_C", "London session color", "", core.rgb(0, 255, 0)); indicator.parameters:addGroup("Tokyo Sessions"); indicator.parameters:addBoolean("TO_S", "Show Tokyo session", "", true); indicator.parameters:addBoolean("TO_L", "Show Tokyo session labels", "", true); indicator.parameters:addInteger("TO_Shift", "Tokyo session Shift", "", -5); indicator.parameters:addBoolean("TO_show_median_line", "Show Tokyo median line", "", false); indicator.parameters:addBoolean("TO_extend", "Extend Tokyo to EOD", "", false); indicator.parameters:addColor("TO_C", "Tokyo session color", "", core.rgb(0, 0, 255)); indicator.parameters:addGroup("Sydney Sessions"); indicator.parameters:addBoolean("SY_S", "Show Sydney session", "", true); indicator.parameters:addBoolean("SY_L", "Show Sydney session labels", "", true); indicator.parameters:addInteger("SY_Shift", "Sydney session Shift", "", -7); indicator.parameters:addBoolean("SY_show_median_line", "Show Sydney median line", "", false); indicator.parameters:addBoolean("SY_extend", "Extend Sydney to EOD", "", false); indicator.parameters:addColor("SY_C", "Sydney session color", "", core.rgb(0, 255, 255)); indicator.parameters:addGroup("Data To Show"); indicator.parameters:addBoolean("S_N", "Show session name", "", true); indicator.parameters:addBoolean("S_TT", "Show data in tooltip", "", false); indicator.parameters:addBoolean("S_H", "Show session high", "", true); indicator.parameters:addBoolean("S_L", "Show session low", "", true); indicator.parameters:addBoolean("S_OD", "Show distance to open", "", true); indicator.parameters:addBoolean("S_OH", "Show distance between high/low", "", true); indicator.parameters:addGroup("Grid Lines"); indicator.parameters:addInteger("SM_STYLE", "Mid line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("SM_STYLE", core.FLAG_LINE_STYLE); indicator.parameters:addBoolean("S_SE", "Show start/end line", "", false); indicator.parameters:addInteger("SE_STYLE", "Start/end line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("SE_STYLE", core.FLAG_LINE_STYLE); indicator.parameters:addBoolean("S_TR", "Show triangulation", "", false); indicator.parameters:addInteger("TR_STYLE", "Triangulation line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("TR_STYLE", core.FLAG_LINE_STYLE); indicator.parameters:addGroup("Styles"); indicator.parameters:addInteger("HL", "Highlight transparency (%)", "", 95, 0, 100); indicator.parameters:addInteger("STYLE", "Session Line Style", "", core.LINE_SOLID); indicator.parameters:setFlag("STYLE", core.FLAG_LINE_STYLE); indicator.parameters:addInteger("FS", "Font Size", "", 6, 4, 24); indicator.parameters:addBoolean("show_at_top", "Show at top of the chart", "", false); end -- Parameters block local NY_Shift,LO_Shift,TO_Shift,SY_Shift; local first; local source = nil; local host; local new_york = nil; local london = nil; local tokyo = nil; local sydney = nil; local dummy = nil; local day_offset, week_offset; local pipsize; local S_N, S_H, S_L, S_OD, S_OH, S_TT; local S_SE, S_TR; local barsize; local SM_STYLE, SE_STYLE, TR_STYLE; local show_at_top; -- Routine function Prepare(nameOnly) local name = profile:id() .. "(" .. instance.source:name() .. ")"; instance:name(name); if (nameOnly) then return; end show_at_top = instance.parameters.show_at_top; if show_at_top then instance:ownerDrawn(true); end source = instance.source; NY_Shift = instance.parameters.NY_Shift; LO_Shift = instance.parameters.LO_Shift; TO_Shift = instance.parameters.TO_Shift; SY_Shift = instance.parameters.SY_Shift; pipsize = source:pipSize(); first = source:first(); host = core.host; day_offset = host:execute("getTradingDayOffset"); week_offset = host:execute("getTradingWeekOffset"); S_N = instance.parameters.S_N; S_TT = instance.parameters.S_TT; S_H = instance.parameters.S_H; S_L = instance.parameters.S_L; S_OD = instance.parameters.S_OD; S_OH = instance.parameters.S_OH; S_SE = instance.parameters.S_SE; S_TR = instance.parameters.S_TR; SM_STYLE = instance.parameters.SM_STYLE; SE_STYLE = instance.parameters.SE_STYLE; TR_STYLE = instance.parameters.TR_STYLE; local s, e; s, e = core.getcandle(source:barSize(), 0, 0, 0); s = math.floor(s * 86400 + 0.5); -- >>in seconds e = math.floor(e * 86400 + 0.5); -- >>in seconds assert((e - s) <= 3600, "The source time frame must not be bigger than 1 hour"); barsize = (e - s) / 86400; if instance.parameters.NY_S then -- 8 am to 5 pm new_york = CreateSession(NY_Shift , 9 , instance.parameters.NY_C , "NY" , name , instance.parameters.NY_L , instance.parameters.NY_show_median_line , instance.parameters.NY_extend); end if instance.parameters.LO_S then -- 3 am to 12 pm london = CreateSession(LO_Shift , 9 , instance.parameters.LO_C , "Lon" , name , instance.parameters.LO_L , instance.parameters.LO_show_median_line , instance.parameters.LO_extend); end if instance.parameters.TO_S then -- 7 pm of yesterday to 4 am of today tokyo = CreateSession(TO_Shift , 9 , instance.parameters.TO_C , "Tok" , name , instance.parameters.TO_L , instance.parameters.TO_show_median_line , instance.parameters.TO_extend); end if instance.parameters.SY_S then -- 5 pm of yesterday to 2 am of today sydney = CreateSession(SY_Shift , 9 , instance.parameters.SY_C , "Syd" , name , instance.parameters.SY_L , instance.parameters.SY_show_median_line , instance.parameters.SY_extend); end dummy = instance:addInternalStream(0, 0); -- the stream for bookmarking end local ref = nil; -- the reference 1-hour source function InRange(now, openTime, closeTime) if openTime < closeTime then return now >= openTime and now <= closeTime; end if openTime > closeTime then return now > openTime or now < closeTime; end return now == openTime; end local init = false; local transparency; function CreateObjects(context, session) if session == nil then return; end context:createPen(session.pen_id, context.SOLID, 1, session.color); context:createSolidBrush(session.brush_id, session.color) end function DrawSession(context, session) if session == nil then return; end local from_bar = math.max(source:first(), context:firstBar()); local to_bar = math.min(context:lastBar(), source:size() - 1); local start_x = nil; local last_x; for i = from_bar, to_bar, 1 do local x_center, x_left, x_right = context:positionOfBar(i); local barDate = source:date(i); local from, to, to_eod = CalculateSessionDats(session, barDate); if barDate >= from and barDate < to_eod then if start_x == nil then start_x = x_left; end else if start_x ~= nil then context:drawRectangle(session.pen_id, session.brush_id, start_x, context:top(), last_x, context:top() + 10, transparency); start_x = nil; end end last_x = x_right; end if start_x ~= nil then context:drawRectangle(session.pen_id, session.brush_id, start_x, context:top(), last_x, context:top() + 10, transparency); start_x = nil; end end function Draw(stage, context) if stage ~= 2 then return; end if not init then init = true; CreateObjects(context, new_york); CreateObjects(context, london); CreateObjects(context, tokyo); CreateObjects(context, sydney); transparency = instance.parameters.HL / 100 * 255; end DrawSession(context, new_york); DrawSession(context, london); DrawSession(context, tokyo); DrawSession(context, sydney); end -- Indicator calculation routine function Update(period) if period >= first then if ref == nil then ref = registerStream(0, "H1", 24); -- open 1-hour stream which returns 24 bars BEFORE the start of the source collection. end end if not ref:hasData(ref:size()-1) then return; end Process(new_york, period); Process(london, period); Process(tokyo, period); Process(sydney, period); end function CalculateSessionDats(session, date) -- 1) calculate the session to which the specified date belongs local sfrom = math.floor(date * 86400 + 0.5); -- date/time in seconds -- shift the date so it is in the virtual time zone in which 0:00 is the begin of the session sfrom = sfrom - session.from * 3600; -- truncate to the day only. sfrom = math.floor(sfrom / 86400 + 0.5) * 86400; -- and shift it back to est time zone sfrom = (sfrom + session.from * 3600) / 86400; if date < sfrom then sfrom = sfrom - 1; end local sto = sfrom + session.len / 24; -- end of the session local sto_eof = sto; if session.extend then local ts_time_eof = math.floor(core.host:execute("convertTime", core.TZ_EST, core.TZ_TS, sto_eof) + 1); sto_eof = core.host:execute("convertTime", core.TZ_TS, core.TZ_EST, ts_time_eof); if sto_eof > sfrom + 1 then sto_eof = sfrom + 1; end end return sfrom, sto, sto_eof; end function CalculateHighLow(ref, ref_period, sfrom, sto) local hi = 0; local lo = 100000000000000; while true do local t = ref:date(ref_period); if t >= sfrom then if t >= sto then break; end if ref.high[ref_period] > hi then hi = ref.high[ref_period]; end if ref.low[ref_period] < lo then lo = ref.low[ref_period]; end end ref_period = ref_period + 1; if ref_period >= ref:size() then break; end end return hi, lo; end function SetHighLow(session, period, hi, lo, sfrom) session.begin[period] = sfrom; session.high[period] = hi; session.highband[period] = hi; session.low[period] = lo; session.lowband[period] = lo; while period > 1 and session.begin[period] == session.begin[period - 1] do if session.high[period] ~= hi or session.low[period] ~= low then session.high[period - 1] = hi; session.highband[period - 1] = hi; session.low[period - 1] = lo; session.lowband[period - 1] = lo; period = period - 1; else break; end end end -- Process the specified session function Process(session, period) if session == nil then return ; end -- find the start of the session local date = source:date(period); -- bar date; local sfrom, sto, sto_eod = CalculateSessionDats(session, date); -- process only if the date/time is inside the session if date >= sfrom and date < sto_eod then -- find the hour bar of the beginning of the day local ref_period, loading = getDate(0, sfrom, false, period); if ref_period == -1 then -- the first bar is not found at all -- or the date is being loaded return ; end local hi, lo = CalculateHighLow(ref, ref_period, sfrom, sto); if date == sfrom then session.high:setBookmark(session.id, period); end if hi ~= 0 then SetHighLow(session, period, hi, lo, sfrom); local t = session.high:getBookmark(session.id); local namesuffix = ""; if t >= 0 and t <= period and session.labels then local open = source.open[t]; local hl, ll; local cc = 0; if S_H or S_OH or S_OD then hl = ""; if S_H then hl = hl .. hi; namesuffix = namesuffix .. "\013\010"; cc = cc + 1; end if S_OD then if cc > 0 then hl = hl .. "\013\010"; end cc = cc + 1; hl = hl .. "(O " .. math.floor((hi - open) / pipsize * 10 + 0.5) / 10 .. ")"; namesuffix = namesuffix .. "\013\010"; end if S_OH then if cc > 0 then hl = hl .. "\013\010"; end cc = cc + 1; hl = hl .. "(L " .. math.floor((hi - lo) / pipsize * 10 + 0.5) / 10 .. ")"; namesuffix = namesuffix .. "\013\010"; end if not(S_TT) then session.LH:set(t, hi, hl); end end cc = 0; if S_L or S_OD then ll = ""; if S_L then ll = ll .. lo; cc = cc + 1; end if S_OD then if cc > 0 then ll = ll .. "\013\010"; end cc = cc + 1; ll = ll .. "(O " .. math.floor((lo - open) / pipsize * 10 + 0.5) / 10 .. ")"; end if not(S_TT) then session.LL:set(t, lo, ll); end end if S_N then if S_TT then session.LN:set(t, hi, session.name, hl .. "\013\010" .. ll); else session.LN:set(t, hi, session.name .. namesuffix); end end end if (S_SE or S_TR or session.show_median_line) and t >= 0 and t <= period then local baseid = math.floor(session.begin[period] * 24 + 0.5) * 30; local open = source.open[t]; local close = source.close[period]; local date_from = source:date(t); local date_to; if period ~= source:size() - 1 then date_to = source:date(period + 1); else date_to = source:date(period) + barsize; end if S_TR then -- find highs and lows -- use previously found high and low to reduce number of searches local prior_hi = session.high:getBookmark(session.id + 1); local prior_lo = session.high:getBookmark(session.id + 2); if prior_hi < t or prior_hi >= period then prior_hi = t; end if prior_lo < t or prior_lo >= period then prior_lo = t; end local range, price, pos; if hi ~= source.high[prior_hi] then range = core.range(prior_hi, period); price, pos = core.max(source.high, range); session.high:setBookmark(session.id + 1, pos); else pos = prior_hi; end if pos ~= source:size() - 1 then prior_hi = source:date(pos + 1); else prior_hi = source:date(pos) + barsize; end if lo ~= source.low[prior_lo] then range = core.range(prior_lo, period); price, pos = core.min(source.low, range); session.high:setBookmark(session.id + 2, pos); else pos = prior_lo; end if pos ~= source:size() - 1 then prior_lo = source:date(pos + 1); else prior_lo = source:date(pos) + barsize; end host:execute("drawLine", baseid + 0, date_from, open, prior_hi, hi, session.color, TR_STYLE); host:execute("drawLine", baseid + 1, date_from, open, prior_lo, lo, session.color, TR_STYLE); host:execute("drawLine", baseid + 2, prior_hi, hi, prior_lo, lo, session.color, TR_STYLE); host:execute("drawLine", baseid + 3, prior_hi, hi, date_to, close, session.color, TR_STYLE); host:execute("drawLine", baseid + 4, prior_lo, lo, date_to, close, session.color, TR_STYLE); end if S_SE then host:execute("drawLine", baseid + 10, date_from, open, date_to, close, session.color, SE_STYLE); end if session.show_median_line then host:execute("drawLine", baseid + 11, date_from, (hi + lo) / 2, date_to, (hi + lo) / 2, session.color, SM_STYLE); end end end else session.begin[period] = 0; end end local gId = 1; -- Create the session description -- from - the offset in hours again 0:00 of the EST canlendar day -- len - length of the session in hours -- color - color for lines and fill area -- name - of the session -- iname - the name of the indicator function CreateSession(from, len, color, name, iname, labels, show_median_line, extend) local session = {}; local n; session.pen_id = gId + 1; session.brush_id = gId + 2; session.show_median_line = show_median_line; session.extend = extend; session.id = gId; gId = gId + 10; session.labels = labels; session.name = name; session.from = from; session.color = color; session.len = len; n = name .. "_H"; session.high = instance:addStream(n, core.Line, iname .. "." .. n, name .. "H", color, first); session.high:setStyle(instance.parameters.STYLE); session.highband = instance:addInternalStream(first, 0); n = name .. "_L"; session.low = instance:addStream(n, core.Line, iname .. "." .. n, name .. "L", color, first); session.low:setStyle(instance.parameters.STYLE); session.lowband = instance:addInternalStream(first, 0); session.begin = instance:addInternalStream(0, 0); instance:createChannelGroup(name, name, session.highband, session.lowband, color, 100 - instance.parameters.HL); if labels and (S_H or S_OH or S_OD) and not(S_TT) then session.LH = instance:createTextOutput("", name .. "_HL", "Arial", instance.parameters.FS, core.H_Right, core.V_Top, color, 0); end if labels and (S_L or S_OD) and not(S_TT) then session.LL = instance:createTextOutput("", name .. "_LL", "Arial", instance.parameters.FS, core.H_Right, core.V_Bottom, color, 0); end if labels and S_N then session.LN = instance:createTextOutput("", name .. "_LN", "Arial", instance.parameters.FS, core.H_Right, core.V_Top, color, 0); end return session; end local streams = {} -- register stream -- @param barSize Stream's bar size -- @param extent The size of the required extent (number of periods to look the back) -- @return the stream reference function registerStream(id, barSize, extent) local stream = {}; local s1, e1, length; local from, to; s1, e1 = core.getcandle(barSize, 0, 0, 0); length = math.floor((e1 - s1) * 86400 + 0.5); stream.data = nil; stream.barSize = barSize; stream.length = length; stream.loading = false; stream.extent = extent; local from, dataFrom from, dataFrom = getFrom(barSize, length, extent); if (source:isAlive()) then to = 0; else t, to = core.getcandle(barSize, source:date(source:size() - 1), day_offset, week_offset); end stream.loading = true; stream.loadingFrom = from; stream.dataFrom = from; stream.data = host:execute("getHistory", id, source:instrument(), barSize, from, to, source:isBid()); setBookmark(0); streams[id] = stream; return stream.data; end function getDate(id, candle, precise, period) local stream = streams[id]; assert(stream ~= nil, "Stream is not registered"); local from, dataFrom, to; if candle < stream.dataFrom then setBookmark(period); if stream.loading then return -1, true; end from, dataFrom = getFrom(stream.barSize, stream.length, stream.extent); stream.loading = true; stream.loadingFrom = from; stream.dataFrom = from; host:execute("extendHistory", id, stream.data, from, stream.data:date(0)); return -1, true; end if (not(source:isAlive()) and candle > stream.data:date(stream.data:size() - 1)) then setBookmark(period); if stream.loading then return -1, true; end stream.loading = true; from = bf_data:date(bf_data:size() - 1); to = candle; host:execute("extendHistory", id, stream.data, from, to); end local p; p = findDateFast(stream.data, candle, precise); return p, stream.loading; end function setBookmark(period) local bm; bm = dummy:getBookmark(1); if bm < 0 then bm = period; else bm = math.min(period, bm); end dummy:setBookmark(1, bm); end -- get the from date for the stream using bar size and extent and taking the non-trading periods -- into account function getFrom(barSize, length, extent) local from, loadFrom; local nontrading, nontradingend; from = core.getcandle(barSize, source:date(source:first()), day_offset, week_offset); loadFrom = math.floor(from * 86400 - length * extent + 0.5) / 86400; nontrading, nontradingend = core.isnontrading(from, day_offset); if nontrading then -- if it is non-trading, shift for two days to skip the non-trading periods loadFrom = math.floor((loadFrom - 2) * 86400 - length * extent + 0.5) / 86400; end return loadFrom, from; end -- the function is called when the async operation is finished function AsyncOperationFinished(cookie) local period; local stream = streams[cookie]; if stream == nil then return ; end stream.loading = false; period = dummy:getBookmark(1); if (period < 0) then period = 0; end loading = false; instance:updateFrom(period); end -- find the date in the stream using binary search algo. function findDateFast(stream, date, precise) local datesec = nil; local periodsec = nil; local min, max, mid; datesec = math.floor(date * 86400 + 0.5) min = 0; max = stream:size() - 1; if max < 1 then return -1; end while true do mid = math.floor((min + max) / 2); periodsec = math.floor(stream:date(mid) * 86400 + 0.5); if datesec == periodsec then return mid; elseif datesec > periodsec then min = mid + 1; else max = mid - 1; end if min > max then if precise then return -1; else return min - 1; end end end end --+------------------------------------------------------------------------------------------------+ --| We appreciate your support. | --+------------------------------------------------------------------------------------------------+ --| Paypal: https://goo.gl/9Rj74e | --| Patreon : https://goo.gl/GdXWeN | --| Buy Me a Coffee: http://tiny.cc/pjh9vz | --+------------------------------------------------------------------------------------------------+ --| Cryptocurrency | Network | Address | --+------------------------------------------------+-----------------------------------------------+ --| USDT | ERC20 (ETH Ethereum) | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | --| USDT | TRC20 (Tron) | TTBXsfuPm2rk36AkdemY7muNXGjyziC86g | --| USDT | BEP20 (BSC BNB Smart Chain)| 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | --| USDT | Matic Polygon | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | --| USDT | SOL Solana | 3nh5rpUKopcYLNU4zGCdUFAkM3iRQq8VVUmuzVG6VDf2 | --| USDT | ARBITRUM Arbitrum One | 0xe53aab6bc468a963a02d1319660ee60cf80fc8e7 | --+------------------------------------------------+-----------------------------------------------+