An opening-range session indicator for the US cash window, using a configurable GMT schedule. It builds a box from the opening range high/low (default 13:30 GMT, 30 minutes), then extends those levels to session end (default 20:00 GMT) and plots 1R/2R targets based on box height.
Session VWAP is computed as cumulative typical price (H+L+C)/3 weighted by volume, restarting at session start. Tick volume is default, with an option to use real volume when available and fall back otherwise. Sessions crossing midnight are supported; range length must align with the chart timeframe.
A historical stats panel summarizes the last N completed sessions with a full range: close outcomes relative to the box and post-break reach of 1R/2R in the direction of the first break. It is sample counting only, excludes costs/slippage, and is not a win rate.
No repainting: all ...
👉 Read | Calendar | @mql5dev
Session VWAP is computed as cumulative typical price (H+L+C)/3 weighted by volume, restarting at session start. Tick volume is default, with an option to use real volume when available and fall back otherwise. Sessions crossing midnight are supported; range length must align with the chart timeframe.
A historical stats panel summarizes the last N completed sessions with a full range: close outcomes relative to the box and post-break reach of 1R/2R in the direction of the first break. It is sample counting only, excludes costs/slippage, and is not a win rate.
No repainting: all ...
👉 Read | Calendar | @mql5dev
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