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Advanced SessionVWAP Crossover Stepped by Naya

441 downloads / 255 views / Created: 09.06.2025

Average Rating: 0

Indicator Description

This indicator calculates two VWAP lines (Fast and Slow) that reset at customizable times, then applies trading logic between them.

Key Features:
- Uses both Fast and Slow VWAP with adjustable anchor periods
- Supports Daily, Weekly, Monthly or Session-based anchoring
- Reset intervals can be set from 30 to 1440 minutes in 30-minute steps
- Precise anchor times for session mode (specific hour/minute)
- Offers 8 different logic options for generating signals
- Works as both entry and exit filter in strategies

Parameters:
1. Logic selection (8 options including crossovers and trend combinations)
2. Fast and Slow anchor period types
3. Fast and Slow reset periods (30-1440 mins)
4. Session start times for both VWAPs

Use Case:
Best for intraday strategies using session-based VWAP dynamics or multi-timeframe VWAP analysis.

Download in C# Download in MQL

Comments

using System; using System.Collections.Generic; using System.Drawing; using ForexStrategyBuilder.Infrastructure.Entities; using ForexStrategyBuilder.Infrastructure.Enums; using ForexStrategyBuilder.Infrastructure.Interfaces; namespace ForexStrategyBuilder.Indicators.Custom { public class AdvancedSessionVWAPCrossoverStepped : Indicator { public AdvancedSessionVWAPCrossoverStepped() { IndicatorName = "AdvancedSessionVWAPCrossoverStepped"; PossibleSlots = SlotTypes.OpenFilter | SlotTypes.CloseFilter; IndicatorAuthor = "NAYA,+237674724684"; IndicatorVersion = "1.0"; IndicatorDescription = "Crossover between two SessionVWAP lines (Fast vs. Slow) with stepped parameters."; } public override void Initialize(SlotTypes slotType) { SlotType = slotType; // Logic selection IndParam.ListParam[0].Caption = "Logic"; IndParam.ListParam[0].ItemList = new[] { "Fast SessionVWAP crosses Slow SessionVWAP upward", "Fast SessionVWAP crosses Slow SessionVWAP downward", "Fast SessionVWAP is higher than Slow SessionVWAP", "Fast SessionVWAP is lower than Slow SessionVWAP", "Fast SessionVWAP rises, Slow SessionVWAP falls", "Fast SessionVWAP falls, Slow SessionVWAP rises", "Fast SessionVWAP rises, Slow SessionVWAP rises", "Fast SessionVWAP falls, Slow SessionVWAP falls" }; IndParam.ListParam[0].Index = 0; IndParam.ListParam[0].Text = IndParam.ListParam[0].ItemList[0]; IndParam.ListParam[0].Enabled = true; IndParam.ListParam[0].ToolTip = "Logic of application of the indicator."; // Fast Anchor Period IndParam.ListParam[1].Caption = "Fast Anchor Period"; IndParam.ListParam[1].ItemList = new[] { "Daily", "Weekly", "Monthly", "Session" }; IndParam.ListParam[1].Index = 3; IndParam.ListParam[1].Text = "Session"; IndParam.ListParam[1].Enabled = true; IndParam.ListParam[1].ToolTip = "Select the anchor period for Fast VWAP calculation."; // Fast Reset Period IndParam.ListParam[2].Caption = "Fast Reset Period (minutes)"; var fastResetPeriods = new List(); for (int i = 60; i <= 1440; i += 60) fastResetPeriods.Add(i.ToString()); IndParam.ListParam[2].ItemList = fastResetPeriods.ToArray(); IndParam.ListParam[2].Index = 0; IndParam.ListParam[2].Text = IndParam.ListParam[2].ItemList[0]; IndParam.ListParam[2].Enabled = true; IndParam.ListParam[2].ToolTip = "Fast VWAP reset period in minutes (60-1440 in steps of 60)."; // Slow Anchor Period IndParam.ListParam[3].Caption = "Slow Anchor Period"; IndParam.ListParam[3].ItemList = new[] { "Daily", "Weekly", "Monthly", "Session" }; IndParam.ListParam[3].Index = 3; IndParam.ListParam[3].Text = "Session"; IndParam.ListParam[3].Enabled = true; IndParam.ListParam[3].ToolTip = "Select the anchor period for Slow VWAP calculation."; // Slow Reset Period IndParam.ListParam[4].Caption = "Slow Reset Period (minutes)"; var slowResetPeriods = new List(); for (int i = 60; i <= 1440; i += 60) slowResetPeriods.Add(i.ToString()); IndParam.ListParam[4].ItemList = slowResetPeriods.ToArray(); IndParam.ListParam[4].Index = 3; IndParam.ListParam[4].Text = IndParam.ListParam[4].ItemList[3]; IndParam.ListParam[4].Enabled = true; IndParam.ListParam[4].ToolTip = "Slow VWAP reset period in minutes (60-1440 in steps of 60)."; // Fast Anchor Time IndParam.NumParam[0].Caption = "Fast Anchor Hour"; IndParam.NumParam[0].Value = 0; IndParam.NumParam[0].Min = 0; IndParam.NumParam[0].Max = 23; IndParam.NumParam[0].Enabled = true; IndParam.NumParam[0].ToolTip = "Hour (0-23) for Fast VWAP anchor (Session only)."; IndParam.NumParam[1].Caption = "Fast Anchor Minute"; IndParam.NumParam[1].Value = 0; IndParam.NumParam[1].Min = 0; IndParam.NumParam[1].Max = 59; IndParam.NumParam[1].Enabled = true; IndParam.NumParam[1].ToolTip = "Minute (0-59) for Fast VWAP anchor (Session only)."; // Slow Anchor Time IndParam.NumParam[2].Caption = "Slow Anchor Hour"; IndParam.NumParam[2].Value = 0; IndParam.NumParam[2].Min = 0; IndParam.NumParam[2].Max = 23; IndParam.NumParam[2].Enabled = true; IndParam.NumParam[2].ToolTip = "Hour (0-23) for Slow VWAP anchor (Session only)."; IndParam.NumParam[3].Caption = "Slow Anchor Minute"; IndParam.NumParam[3].Value = 0; IndParam.NumParam[3].Min = 0; IndParam.NumParam[3].Max = 59; IndParam.NumParam[3].Enabled = true; IndParam.NumParam[3].ToolTip = "Minute (0-59) for Slow VWAP anchor (Session only)."; // Use previous bar value IndParam.CheckParam[0].Caption = "Use previous bar value"; IndParam.CheckParam[0].Enabled = true; IndParam.CheckParam[0].ToolTip = "If checked, uses the previous bar's value for signals."; } private double[] CalculateAdvancedVWAP(int anchorPeriodIndex, int anchorHour, int anchorMinute, int resetPeriod) { int bars = Bars; double[] vwapBuffer = new double[bars]; double cumPV = 0.0; double cumV = 0.0; DateTime currentPeriodTime = DateTime.MinValue; for (int iBar = 3; iBar < bars; iBar++) { DateTime barTime = Time[iBar]; DateTime barEndTime = barTime.AddMinutes((int)Period); // Bar end time DateTime periodStart; if (anchorPeriodIndex < 3) // Daily, Weekly, Monthly { periodStart = GetAnchorStartTime(barEndTime, anchorPeriodIndex + 1); } else // Session { periodStart = GetLastResetTimeStepped(barEndTime, anchorHour, anchorMinute, resetPeriod); } if (periodStart != currentPeriodTime) { cumPV = 0.0; cumV = 0.0; currentPeriodTime = periodStart; } double typicalPrice = (Open[iBar] + High[iBar] + Low[iBar] + Close[iBar]) / 4.0; double volume = Volume[iBar]; cumPV += typicalPrice * volume; cumV += volume; vwapBuffer[iBar] = (cumV > 0.0) ? (cumPV / cumV) : 0.0; } return vwapBuffer; } private DateTime GetAnchorStartTime(DateTime currentTime, int anchorType) { switch (anchorType) { case 1: return currentTime.Date; case 2: DateTime monday = currentTime.Date; while (monday.DayOfWeek != DayOfWeek.Monday) monday = monday.AddDays(-1); return monday; case 3: return new DateTime(currentTime.Year, currentTime.Month, 1); default: return currentTime.Date; } } private DateTime GetLastResetTimeStepped(DateTime currentTime, int anchorHour, int anchorMinute, int resetPeriod) { DateTime anchorToday = new DateTime( currentTime.Year, currentTime.Month, currentTime.Day, anchorHour, anchorMinute, 0); if (currentTime >= anchorToday) { TimeSpan timeSinceAnchor = currentTime - anchorToday; int periods = (int)(timeSinceAnchor.TotalMinutes / resetPeriod); return anchorToday.AddMinutes(periods * resetPeriod); } else { DateTime anchorYesterday = anchorToday.AddDays(-1); TimeSpan timeSinceAnchor = currentTime - anchorYesterday; int periods = (int)(timeSinceAnchor.TotalMinutes / resetPeriod); return anchorYesterday.AddMinutes(periods * resetPeriod); } } public override void Calculate(IDataSet dataSet) { DataSet = dataSet; int fastAnchorPeriodIndex = IndParam.ListParam[1].Index; int fastResetPeriod = int.Parse(IndParam.ListParam[2].Text); int slowAnchorPeriodIndex = IndParam.ListParam[3].Index; int slowResetPeriod = int.Parse(IndParam.ListParam[4].Text); int fastAnchorHour = (int)IndParam.NumParam[0].Value; int fastAnchorMinute = (int)IndParam.NumParam[1].Value; int slowAnchorHour = (int)IndParam.NumParam[2].Value; int slowAnchorMinute = (int)IndParam.NumParam[3].Value; int usePrev = IndParam.CheckParam[0].Checked ? 1 : 0; double[] fastVWAP = CalculateAdvancedVWAP(fastAnchorPeriodIndex, fastAnchorHour, fastAnchorMinute, fastResetPeriod); double[] slowVWAP = CalculateAdvancedVWAP(slowAnchorPeriodIndex, slowAnchorHour, slowAnchorMinute, slowResetPeriod); int firstBar = 3 + usePrev + 2; double[] oscillator = new double[Bars]; for (int bar = firstBar; bar < Bars; bar++) { oscillator[bar] = fastVWAP[bar] - slowVWAP[bar]; } Component = new IndicatorComp[4]; Component[0] = new IndicatorComp { CompName = "Fast VWAP", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.Gold, FirstBar = firstBar, Value = fastVWAP }; Component[1] = new IndicatorComp { CompName = "Slow VWAP", DataType = IndComponentType.IndicatorValue, ChartType = IndChartType.Line, ChartColor = Color.DarkBlue, FirstBar = firstBar, Value = slowVWAP }; Component[2] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; Component[3] = new IndicatorComp { ChartType = IndChartType.NoChart, FirstBar = firstBar, Value = new double[Bars] }; if (SlotType == SlotTypes.OpenFilter) { Component[2].DataType = IndComponentType.AllowOpenLong; Component[2].CompName = "Is long entry allowed"; Component[3].DataType = IndComponentType.AllowOpenShort; Component[3].CompName = "Is short entry allowed"; } else if (SlotType == SlotTypes.CloseFilter) { Component[2].DataType = IndComponentType.ForceCloseLong; Component[2].CompName = "Close out long position"; Component[3].DataType = IndComponentType.ForceCloseShort; Component[3].CompName = "Close out short position"; } string logicText = IndParam.ListParam[0].Text; for (int bar = firstBar + usePrev; bar < Bars; bar++) { int prevBar = bar - usePrev; int prevPrevBar = prevBar - 1; // Ensure we don't go out of bounds if (prevPrevBar < 0) continue; double fastCurrent = fastVWAP[prevBar]; double fastPrevious = fastVWAP[prevPrevBar]; double slowCurrent = slowVWAP[prevBar]; double slowPrevious = slowVWAP[prevPrevBar]; double oscCurrent = oscillator[prevBar]; double oscPrevious = oscillator[prevPrevBar]; switch (logicText) { case "Fast SessionVWAP crosses Slow SessionVWAP upward": Component[2].Value[bar] = (oscCurrent > 0 && oscPrevious <= 0) ? 1 : 0; Component[3].Value[bar] = (oscCurrent < 0 && oscPrevious >= 0) ? 1 : 0; break; case "Fast SessionVWAP crosses Slow SessionVWAP downward": Component[2].Value[bar] = (oscCurrent < 0 && oscPrevious >= 0) ? 1 : 0; Component[3].Value[bar] = (oscCurrent > 0 && oscPrevious <= 0) ? 1 : 0; break; case "Fast SessionVWAP is higher than Slow SessionVWAP": Component[2].Value[bar] = oscCurrent > 0 ? 1 : 0; Component[3].Value[bar] = oscCurrent < 0 ? 1 : 0; break; case "Fast SessionVWAP is lower than Slow SessionVWAP": Component[2].Value[bar] = oscCurrent < 0 ? 1 : 0; Component[3].Value[bar] = oscCurrent > 0 ? 1 : 0; break; case "Fast SessionVWAP rises, Slow SessionVWAP falls": Component[2].Value[bar] = (fastCurrent > fastPrevious + Sigma() && slowCurrent < slowPrevious - Sigma()) ? 1 : 0; Component[3].Value[bar] = (fastCurrent < fastPrevious - Sigma() && slowCurrent > slowPrevious + Sigma()) ? 1 : 0; break; case "Fast SessionVWAP falls, Slow SessionVWAP rises": Component[2].Value[bar] = (fastCurrent < fastPrevious - Sigma() && slowCurrent > slowPrevious + Sigma()) ? 1 : 0; Component[3].Value[bar] = (fastCurrent > fastPrevious + Sigma() && slowCurrent < slowPrevious - Sigma()) ? 1 : 0; break; case "Fast SessionVWAP rises, Slow SessionVWAP rises": Component[2].Value[bar] = (fastCurrent > fastPrevious + Sigma() && slowCurrent > slowPrevious + Sigma()) ? 1 : 0; Component[3].Value[bar] = (fastCurrent < fastPrevious - Sigma() && slowCurrent < slowPrevious - Sigma()) ? 1 : 0; break; case "Fast SessionVWAP falls, Slow SessionVWAP falls": Component[2].Value[bar] = (fastCurrent < fastPrevious - Sigma() && slowCurrent < slowPrevious - Sigma()) ? 1 : 0; Component[3].Value[bar] = (fastCurrent > fastPrevious + Sigma() && slowCurrent > slowPrevious + Sigma()) ? 1 : 0; break; } } } public override void SetDescription() { string baseString = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " ("); string fastPeriodText = IndParam.ListParam[1].Text; string slowPeriodText = IndParam.ListParam[3].Text; string fastParamString = fastPeriodText == "Session" ? "Fast: Session {(int)IndParam.NumParam[0].Value:00}:{(int)IndParam.NumParam[1].Value:00}, {IndParam.ListParam[2].Text} min" : "Fast: {fastPeriodText}, {IndParam.ListParam[2].Text} min"; string slowParamString = slowPeriodText == "Session" ? "Slow: Session {(int)IndParam.NumParam[2].Value:00}:{(int)IndParam.NumParam[3].Value:00}, {IndParam.ListParam[4].Text} min" : "Slow: {slowPeriodText}, {IndParam.ListParam[4].Text} min"; string paramString = fastParamString + " | " + slowParamString + ")"; EntryFilterLongDescription = baseString + paramString + "; Fast VWAP "; EntryFilterShortDescription = baseString + paramString + "; Fast VWAP "; ExitFilterLongDescription = baseString + paramString + "; Fast VWAP "; ExitFilterShortDescription = baseString + paramString + "; Fast VWAP "; string logic = IndParam.ListParam[0].Text; switch (logic) { case "Fast SessionVWAP crosses Slow SessionVWAP upward": EntryFilterLongDescription += "crosses Slow VWAP upward"; EntryFilterShortDescription += "crosses Slow VWAP downward"; ExitFilterLongDescription += "crosses Slow VWAP upward"; ExitFilterShortDescription += "crosses Slow VWAP downward"; break; case "Fast SessionVWAP crosses Slow SessionVWAP downward": EntryFilterLongDescription += "crosses Slow VWAP downward"; EntryFilterShortDescription += "crosses Slow VWAP upward"; ExitFilterLongDescription += "crosses Slow VWAP downward"; ExitFilterShortDescription += "crosses Slow VWAP upward"; break; case "Fast SessionVWAP is higher than Slow SessionVWAP": EntryFilterLongDescription += "is higher than Slow VWAP"; EntryFilterShortDescription += "is lower than Slow VWAP"; ExitFilterLongDescription += "is higher than Slow VWAP"; ExitFilterShortDescription += "is lower than Slow VWAP"; break; case "Fast SessionVWAP is lower than Slow SessionVWAP": EntryFilterLongDescription += "is lower than Slow VWAP"; EntryFilterShortDescription += "is higher than Slow VWAP"; ExitFilterLongDescription += "is lower than Slow VWAP"; ExitFilterShortDescription += "is higher than Slow VWAP"; break; case "Fast SessionVWAP rises, Slow SessionVWAP falls": EntryFilterLongDescription += "rises while Slow VWAP falls"; EntryFilterShortDescription += "falls while Slow VWAP rises"; ExitFilterLongDescription += "rises while Slow VWAP falls"; ExitFilterShortDescription += "falls while Slow VWAP rises"; break; case "Fast SessionVWAP falls, Slow SessionVWAP rises": EntryFilterLongDescription += "falls while Slow VWAP rises"; EntryFilterShortDescription += "rises while Slow VWAP falls"; ExitFilterLongDescription += "falls while Slow VWAP rises"; ExitFilterShortDescription += "rises while Slow VWAP falls"; break; case "Fast SessionVWAP rises, Slow SessionVWAP rises": EntryFilterLongDescription += "and Slow VWAP are both rising"; EntryFilterShortDescription += "and Slow VWAP are both falling"; ExitFilterLongDescription += "and Slow VWAP are both rising"; ExitFilterShortDescription += "and Slow VWAP are both falling"; break; case "Fast SessionVWAP falls, Slow SessionVWAP falls": EntryFilterLongDescription += "and Slow VWAP are both falling"; EntryFilterShortDescription += "and Slow VWAP are both rising"; ExitFilterLongDescription += "and Slow VWAP are both falling"; ExitFilterShortDescription += "and Slow VWAP are both rising"; break; } } public override string ToString() { string prefix = IndicatorName + (IndParam.CheckParam[0].Checked ? "* (" : " ("); string fastPeriodText = IndParam.ListParam[1].Text; string slowPeriodText = IndParam.ListParam[3].Text; string fastString = fastPeriodText == "Session" ? "{(int)IndParam.NumParam[0].Value:00}:{(int)IndParam.NumParam[1].Value:00}, {IndParam.ListParam[2].Text}" : "{fastPeriodText}, {IndParam.ListParam[2].Text}"; string slowString = slowPeriodText == "Session" ? "{(int)IndParam.NumParam[2].Value:00}:{(int)IndParam.NumParam[3].Value:00}, {IndParam.ListParam[4].Text}" : "{slowPeriodText}, {IndParam.ListParam[4].Text}"; return prefix + "Fast: " + fastString + " | Slow: " + slowString + ")"; } } }

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#property copyright "Copyright (C) 2025 NAYA +237674724684"
#property link      "NAYA +237674724684"
#property version   "1.0"
#property strict

#include <Forexsb.com/Indicator.mqh>
#include <Forexsb.com/Enumerations.mqh>

class AdvancedSessionVWAPCrossoverStepped : public Indicator
{
public:
    AdvancedSessionVWAPCrossoverStepped(SlotTypes slotType);
    virtual void Calculate(DataSet &dataSet);
    
private:
    void CalculateAdvancedVWAP(int anchorPeriodIndex, int anchorHour, int anchorMinute, int resetPeriod, double &vwap[]);
    datetime GetAnchorStartTime(datetime currentTime, int anchorType);
    datetime GetLastResetTimeStepped(datetime currentTime, int anchorHour, int anchorMinute, int resetPeriod);
    int TimeDayCount(const MqlDateTime &dt);
};

AdvancedSessionVWAPCrossoverStepped::AdvancedSessionVWAPCrossoverStepped(SlotTypes slotType)
{
    SlotType = slotType;
    IndicatorName = "AdvancedSessionVWAPCrossoverStepped";
    WarningMessage = "Crossover between two SessionVWAP lines (Fast vs. Slow) with stepped parameters.";
    IsAllowLTF = true;
    ExecTime = ExecutionTime_DuringTheBar;
    IsSeparateChart = false;
    IsDiscreteValues = false;
    IsDefaultGroupAll = false;
}

void AdvancedSessionVWAPCrossoverStepped::Calculate(DataSet &dataSet)
{
    Data = GetPointer(dataSet);

    // Read parameters
    int fastAnchorPeriodIndex = (int)ListParam[1].Index;
    int fastResetPeriod = (int)StringToInteger(ListParam[2].Text);
    int slowAnchorPeriodIndex = (int)ListParam[3].Index;
    int slowResetPeriod = (int)StringToInteger(ListParam[4].Text);

    int fastAnchorHour = (int)NumParam[0].Value;
    int fastAnchorMinute = (int)NumParam[1].Value;
    int slowAnchorHour = (int)NumParam[2].Value;
    int slowAnchorMinute = (int)NumParam[3].Value;

    int previous = CheckParam[0].Checked ? 1 : 0;

    // Compute VWAPs
    double fastVWAP[];
    CalculateAdvancedVWAP(fastAnchorPeriodIndex, fastAnchorHour, fastAnchorMinute, fastResetPeriod, fastVWAP);

    double slowVWAP[];
    CalculateAdvancedVWAP(slowAnchorPeriodIndex, slowAnchorHour, slowAnchorMinute, slowResetPeriod, slowVWAP);

    // Build oscillator
    int firstBar = 3 + previous + 2;

    double oscillator[];
    ArrayResize(oscillator, Data.Bars);
    ArrayInitialize(oscillator, 0.0);

    for(int bar = firstBar; bar < Data.Bars; bar++)
    {
        oscillator[bar] = fastVWAP[bar] - slowVWAP[bar];
    }

    // Create components
    Component[0].CompName = "Fast VWAP";
    Component[0].DataType = IndComponentType_IndicatorValue;
    Component[0].FirstBar = firstBar;
    ArrayResize(Component[0].Value, Data.Bars);
    ArrayCopy(Component[0].Value, fastVWAP);

    Component[1].CompName = "Slow VWAP";
    Component[1].DataType = IndComponentType_IndicatorValue;
    Component[1].FirstBar = firstBar;
    ArrayResize(Component[1].Value, Data.Bars);
    ArrayCopy(Component[1].Value, slowVWAP);

    ArrayResize(Component[2].Value, Data.Bars);
    ArrayInitialize(Component[2].Value, 0.0);
    Component[2].FirstBar = firstBar;
    
    ArrayResize(Component[3].Value, Data.Bars);
    ArrayInitialize(Component[3].Value, 0.0);
    Component[3].FirstBar = firstBar;

    // Set component types based on slot
    if(SlotType == SlotTypes_OpenFilter)
    {
        Component[2].DataType = IndComponentType_AllowOpenLong;
        Component[2].CompName = "Is long entry allowed";
        Component[3].DataType = IndComponentType_AllowOpenShort;
        Component[3].CompName = "Is short entry allowed";
    }
    else if(SlotType == SlotTypes_CloseFilter)
    {
        Component[2].DataType = IndComponentType_ForceCloseLong;
        Component[2].CompName = "Close out long position";
        Component[3].DataType = IndComponentType_ForceCloseShort;
        Component[3].CompName = "Close out short position";
    }

    // Apply logic
    string logicText = ListParam[0].Text;
    for(int bar = firstBar + previous; bar < Data.Bars; bar++)
    {
        double fastCurrent = fastVWAP[bar - previous];
        double fastPrevious = fastVWAP[bar - previous - 1];
        double slowCurrent = slowVWAP[bar - previous];
        double slowPrevious = slowVWAP[bar - previous - 1];
        double oscCurrent = oscillator[bar - previous];
        double oscPrevious = oscillator[bar - previous - 1];

        if(logicText == "Fast SessionVWAP crosses Slow SessionVWAP upward")
        {
            Component[2].Value[bar] = (oscCurrent > 0 && oscPrevious <= 0) ? 1.0 : 0.0;
            Component[3].Value[bar] = (oscCurrent < 0 && oscPrevious >= 0) ? 1.0 : 0.0;
        }
        else if(logicText == "Fast SessionVWAP crosses Slow SessionVWAP downward")
        {
            Component[2].Value[bar] = (oscCurrent < 0 && oscPrevious >= 0) ? 1.0 : 0.0;
            Component[3].Value[bar] = (oscCurrent > 0 && oscPrevious <= 0) ? 1.0 : 0.0;
        }
        else if(logicText == "Fast SessionVWAP is higher than Slow SessionVWAP")
        {
            Component[2].Value[bar] = (oscCurrent > 0) ? 1.0 : 0.0;
            Component[3].Value[bar] = (oscCurrent < 0) ? 1.0 : 0.0;
        }
        else if(logicText == "Fast SessionVWAP is lower than Slow SessionVWAP")
        {
            Component[2].Value[bar] = (oscCurrent < 0) ? 1.0 : 0.0;
            Component[3].Value[bar] = (oscCurrent > 0) ? 1.0 : 0.0;
        }
        else if(logicText == "Fast SessionVWAP rises, Slow SessionVWAP falls")
        {
            Component[2].Value[bar] = (fastCurrent > fastPrevious + Sigma() && 
                                      slowCurrent < slowPrevious - Sigma()) ? 1.0 : 0.0;
            Component[3].Value[bar] = (fastCurrent < fastPrevious - Sigma() && 
                                      slowCurrent > slowPrevious + Sigma()) ? 1.0 : 0.0;
        }
        else if(logicText == "Fast SessionVWAP falls, Slow SessionVWAP rises")
        {
            Component[2].Value[bar] = (fastCurrent < fastPrevious - Sigma() && 
                                      slowCurrent > slowPrevious + Sigma()) ? 1.0 : 0.0;
            Component[3].Value[bar] = (fastCurrent > fastPrevious + Sigma() && 
                                      slowCurrent < slowPrevious - Sigma()) ? 1.0 : 0.0;
        }
        else if(logicText == "Fast SessionVWAP rises, Slow SessionVWAP rises")
        {
            Component[2].Value[bar] = (fastCurrent > fastPrevious + Sigma() && 
                                      slowCurrent > slowPrevious + Sigma()) ? 1.0 : 0.0;
            Component[3].Value[bar] = (fastCurrent < fastPrevious - Sigma() && 
                                      slowCurrent < slowPrevious - Sigma()) ? 1.0 : 0.0;
        }
        else if(logicText == "Fast SessionVWAP falls, Slow SessionVWAP falls")
        {
            Component[2].Value[bar] = (fastCurrent < fastPrevious - Sigma() && 
                                      slowCurrent < slowPrevious - Sigma()) ? 1.0 : 0.0;
            Component[3].Value[bar] = (fastCurrent > fastPrevious + Sigma() && 
                                      slowCurrent > slowPrevious + Sigma()) ? 1.0 : 0.0;
        }
    }
}

void AdvancedSessionVWAPCrossoverStepped::CalculateAdvancedVWAP(int anchorPeriodIndex, int anchorHour, int anchorMinute, int resetPeriod, double &vwap[])
{
    int bars = Data.Bars;
    ArrayResize(vwap, bars);
    ArrayInitialize(vwap, 0.0);
    
    double cumPV = 0.0;
    double cumV = 0.0;
    datetime currentPeriodTime = 0;

    for(int iBar = 3; iBar < bars; iBar++)
    {
        datetime barTime = Data.Time[iBar];
        datetime barEndTime = barTime + (Period() * 60); // Bar end time
        datetime periodStart;

        if(anchorPeriodIndex < 3) // Daily, Weekly, Monthly
        {
            periodStart = GetAnchorStartTime(barEndTime, anchorPeriodIndex + 1);
        }
        else // Session
        {
            periodStart = GetLastResetTimeStepped(barEndTime, anchorHour, anchorMinute, resetPeriod);
        }

        if(periodStart != currentPeriodTime)
        {
            cumPV = 0.0;
            cumV = 0.0;
            currentPeriodTime = periodStart;
        }

        double typicalPrice = (Data.Open[iBar] + Data.High[iBar] + Data.Low[iBar] + Data.Close[iBar]) / 4.0;
        double volume = Data.Volume[iBar];

        cumPV += typicalPrice * volume;
        cumV += volume;

        vwap[iBar] = (cumV > 0.0) ? (cumPV / cumV) : 0.0;
    }
}

datetime AdvancedSessionVWAPCrossoverStepped::GetAnchorStartTime(datetime currentTime, int anchorType)
{
    MqlDateTime s;
    TimeToStruct(currentTime, s);

    switch(anchorType)
    {
        case 1: // Daily
            s.hour = s.min = s.sec = 0;
            break;
        case 2: // Weekly (Monday)
            while(s.day_of_week != 1) // Monday==1
            {
                currentTime -= 86400;
                TimeToStruct(currentTime, s);
            }
            s.hour = s.min = s.sec = 0;
            break;
        case 3: // Monthly
            s.day = 1;
            s.hour = s.min = s.sec = 0;
            break;
        default:
            s.hour = s.min = s.sec = 0;
            break;
    }
    return StructToTime(s);
}

datetime AdvancedSessionVWAPCrossoverStepped::GetLastResetTimeStepped(datetime currentTime, int anchorHour, int anchorMinute, int resetPeriod)
{
    MqlDateTime currentMqlTime;
    TimeToStruct(currentTime, currentMqlTime);
    
    // Create today's anchor time
    MqlDateTime anchorToday = currentMqlTime;
    anchorToday.hour = anchorHour;
    anchorToday.min = anchorMinute;
    anchorToday.sec = 0;
    datetime anchorTimeToday = StructToTime(anchorToday);
    
    if(currentTime >= anchorTimeToday)
    {
        // Calculate how many full reset periods have passed
        int minutesSinceAnchor = (int)((currentTime - anchorTimeToday) / 60);
        int periods = minutesSinceAnchor / resetPeriod;
        return anchorTimeToday + (periods * resetPeriod * 60);
    }
    else
    {
        // Use yesterday's anchor time
        datetime anchorYesterday = anchorTimeToday - 86400;
        int minutesSinceAnchor = (int)((currentTime - anchorYesterday) / 60);
        int periods = minutesSinceAnchor / resetPeriod;
        return anchorYesterday + (periods * resetPeriod * 60);
    }
}

int AdvancedSessionVWAPCrossoverStepped::TimeDayCount(const MqlDateTime &dt)
{
    if(dt.mon == 2)
    {
        // February
        if((dt.year % 4 == 0 && dt.year % 100 != 0) || dt.year % 400 == 0)
            return 29; // Leap year
        else
            return 28;
    }
    else if(dt.mon == 4 || dt.mon == 6 || dt.mon == 9 || dt.mon == 11)
    {
        return 30;
    }
    return 31;
}

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Advanced SessionVWAP Crossover Stepped by Naya

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