Highs & lows of sessions/days/weeks/months detection

MQL5 Indicators Experts

Specification

Objective: Automatically detect when a currency reaches a liquidity zone.

Create a program that will watch a specific list of currencies

Retrieves the currency list from:
•    the watchlist
•    or from the parameters (comma delimited list): EURUSD, AUDUSD, etc

Parameters :
- Symbols selection (Manual or Watchlist)
- Symbols list (comma separated): Will be a string separated by comma and taken into account only if Symbols selection = Manual. Also check the entries on start (some currencies can have a + after e.g.: EURUSD+)
- Number of sessions to watch (integer): can be 2, 3 ,4 etc: it will represent the number of sessions / days / weeks that we have to look back or check

- Limit to london/NY session for day: (boolean) If true, for day check, it will raise the notification only if it happens during london/NY session

For example, if a high happens during pre london( asia) session, it wont raise the notification for high of the day but if it's happen again during london, it will raise a notification

- London: (boolean)  default True, will check London session
- New-York: (boolean)  default True, will check NY session
- Day: (boolean)  default True, will check day session
- Week: (boolean)  default True, will check week session
- Month: (boolean)  default True, will check month session

- London start session time (string) format XX:YY where XX is hours and YY minutes
- London end session time (string) format XX:YY where XX is hours and YY minutes
- New-York start session time (string) format XX:YY where XX is hours and YY minutes
- New-York start session time (string) format XX:YY where XX is hours and YY minutes

Notification group
- Mobile (boolean)
- Print (boolean)
- Alert (boolean)

The program will set for each currency the following:
•    Store the highs and lows of the two last NY session
•    Store the highs and lows of the two last London session
•    Store the highs and lows of the two last days
•    Store the highs and lows of the two last weeks
•    Store the highs and lows of the two last months
•    Store the highs and lows of the two last years

Important note: This could be the last 3 instead of 2.

Example:

We are on 15 July 2022 (Friday)
We will get:
•    High and low of the NY session of July 14 , 2022 and July 13, 2022
•    High and low of the London session of July 14 , 2022 and July 13, 2022
•    High and low of the day of July 14 , 2022 and July 13, 2022
•    High and low of the week 27 June-1 July and 4-8 July
•    High and low of the month of May and April 2022
•    High and low of year 2021 and 2022

When we move to Monday (July 18 2022)
•    Change High and low of the NY session of July 14 , 2022 and July 15, 2022
•    Change High and low of the London session of July 14 , 2022 and July 15, 2022
•    Change High and low of the day of July 14 , 2022 and July 15, 2022
•    Change High and low of the week 11-15 July and 4-8 July
•    No change High and low of the month of May and April 2022
•    No change High and low of year 2021 and 2022

It will be refreshed as follow:
•    every day for the NY session
•    every day for the London session
•    every day for the day
•    every week for the week
•    every month for the month
•    every year for the year

When a high or low is reached, the notification is disabled for this high or low for this period. I mean if the low of last week is reached twice during this week, I receive only the first notification.

Checks are to be performed on every tick and at the start of the EA.


Important:
- When the EA is starting, check every rules and do not send notification. Example: If I start the EA and yesterday high was broken today, do not raise a notification but set the high as taken

Examples:
•    If NY session high from 2 days ago is reached, then this high no longer raise a notification, but tomorrow, NY session high will change (as it’s a different day) and we can have a notification for this one.
•    If London low of yesterday was reached, for tomorrow, this low will be 2 days ago of London low and it won’t raise any notification as it was already reached when this low was London’s yesterday low.

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