public Session(int aSessionID, string aSessionName, DateTime aSessionStartDateTime, DateTime aSessionEndDateTime, DateTime aHHLL_ReferenceDateTime, bool tradingFlag, int aHHLLThreshold, ATR_Type atrType, MqlApi mql4) : base(mql4)
{
this.sessionID = aSessionID;
this.sessionName = aSessionName;
this.sessionStartDateTime = aSessionStartDateTime;
this.sessionEndDateTime = aSessionEndDateTime;
this.HHLL_ReferenceDateTime = aHHLL_ReferenceDateTime;
this.isTradingAllowed = tradingFlag;
this.HHLL_Threshold = aHHLLThreshold;
this.highestHigh = -1;
this.lowestLow = 9999999999;
this.atrType = atrType;
initialize();
}
//This will only work for FXCM properly. Or any broker with exactly 5 trading days.
public static Session getCurrentSession(int aLengthOfSundaySession, int aHHLL_Threshold, int lookBackSessions, ATR_Type atrType, MqlApi mql4)
{
//TODO Change Session length determination logic
int aLengthOfSundaySessionInHours = TimeSpan.FromSeconds(aLengthOfSundaySession).Hours;
System.DateTime weekStartTime = mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_H1, detectWeekStartShift(mql4));
System.DateTime currentTime = mql4.TimeCurrent();
//System.DateTime startOfCurrentSession = mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0);
System.DayOfWeek weekday = currentTime.DayOfWeek;
int weekEndDelay;
if (weekendOverlap(weekday, lookBackSessions)) weekEndDelay = 2;
else weekEndDelay = 0;
//if daily bar is still in the old session - return. Waii until it updates.
if ((currentSession != null) && (currentSession.getID() != 1) && (currentTime.DayOfWeek == mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0).DayOfWeek))
{
return currentSession;
}
switch (currentTime.DayOfWeek)
{
case DayOfWeek.Monday:
{
if ((currentSession == null) || (currentSession.getID() != 1))
{
System.DateTime dailyBarStart = mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0);
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(1, "MONDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0) - TimeSpan.FromDays(lookBackSessions+weekEndDelay), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Tuesday:
{
if ((currentSession == null) || (currentSession.getID() != 2))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(2, "TUESDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Wednesday:
{
if ((currentSession == null) || (currentSession.getID() != 3))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(3, "WEDNESDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Thursday:
{
if ((currentSession == null) || (currentSession.getID() != 4))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(4, "THURSDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
case DayOfWeek.Friday:
{
if ((currentSession == null) || (currentSession.getID() != 5))
{
///Take out session end time. It's hard to calculate and not used currently.
currentSession = new Session(5, "FRIDAY", mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 0), new DateTime(), mql4.iTime(mql4.Symbol(), MqlApi.PERIOD_D1, 1) - TimeSpan.FromDays(lookBackSessions + weekEndDelay-1), true, aHHLL_Threshold, atrType, mql4);
}
break;
}
default:
{
if ((currentSession == null) || (currentSession.getID() != -1))
{
currentSession = new Session(-1, "UNKNOWN", new DateTime(), new DateTime(), new DateTime(), false, 0, atrType, mql4);
}
break;
}
}
return currentSession;
}