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refactor: Integrated retroactive temporal SOT wave coloring

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This commit is contained in:
Toh4iem9
2026-06-15 20:08:03 +02:00
parent a1fb6fd668
commit 005fb92efd
1 changed files with 107 additions and 38 deletions
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Include/MyIncludes/WeisWave_Duration_Calculator.mqh
+107 -38
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@@ -1,11 +1,11 @@
//+------------------------------------------------------------------+
//| WeisWave_Duration_Calculator.mqh|
//| Engine for Non-Repainting Weis Wave Duration (Time/Bars). |
//| Engine for Non-Repainting Weis Wave Duration with SOT. |
//| Strictly O(1) Incremental Optimized. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.10" // Fully commented and documented optimization structures
#property version "1.10" // Integrated retroactive temporal SOT wave coloring
#ifndef WEISWAVE_DURATION_CALCULATOR_MQH
#define WEISWAVE_DURATION_CALCULATOR_MQH
@@ -19,13 +19,14 @@ private:
int m_atr_period;
double m_multiplier;
//--- Stateful persistent arrays for O(1) memory caching (Prevents Repainting)
//--- Stateful arrays to prevent repainting (O(1) state preservation)
int m_direction[];
int m_wave_dur[]; // Running bar count of the active wave
double m_peak_high[]; // Locks the peak high of the active up-wave
double m_peak_low[]; // Locks the trough low of the active down-wave
int m_wave_dur[]; // Running bar count of active wave
double m_peak_high[];
double m_peak_low[];
double GetATR(int i, const double &high[], const double &low[], const double &close[]);
bool GetLastCompletedDurations(int current_idx, int target_dir, double &out_durs[]);
public:
CWeisWaveDurationCalculator();
@@ -34,7 +35,7 @@ public:
bool Init(int atr_period, double multiplier);
void Calculate(int rates_total, int prev_calculated,
const double &high[], const double &low[], const double &close[],
double &out_wave_dur[], double &out_colors[]);
double &out_wave_dur[], double &out_colors[], bool show_sot=true);
};
//+------------------------------------------------------------------+
@@ -57,12 +58,12 @@ bool CWeisWaveDurationCalculator::Init(int atr_period, double multiplier)
//+------------------------------------------------------------------+
void CWeisWaveDurationCalculator::Calculate(int rates_total, int prev_calculated,
const double &high[], const double &low[], const double &close[],
double &out_wave_dur[], double &out_colors[])
double &out_wave_dur[], double &out_colors[], bool show_sot)
{
if(rates_total < m_atr_period + 5)
if(rates_total < m_atr_period + 10)
return;
//--- Dynamic array allocation: resized ONLY when bar count changes (ultra-fast)
//--- Sync state arrays with rates_total
if(ArraySize(m_direction) != rates_total)
{
ArrayResize(m_direction, rates_total);
@@ -71,16 +72,13 @@ void CWeisWaveDurationCalculator::Calculate(int rates_total, int prev_calculated
ArrayResize(m_peak_low, rates_total);
}
//--- O(1) Optimization: Determine the exact starting index
//--- On first run (prev_calculated == 0), start is 0 (full historical calculation)
//--- On subsequent live ticks, start is rates_total - 1 (calculates only the current forming bar)
int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
//--- First bar initialization
//--- Initialization for the very first bar
if(start == 0)
{
m_direction[0] = 1;
m_wave_dur[0] = 1;
m_direction[0] = 1; // Default to Up wave
m_wave_dur[0] = 1; // Starting with 1 bar duration
m_peak_high[0] = high[0];
m_peak_low[0] = low[0];
@@ -89,10 +87,9 @@ void CWeisWaveDurationCalculator::Calculate(int rates_total, int prev_calculated
start = 1;
}
//--- Stateful main calculation loop
//--- Stateful main loop
for(int i = start; i < rates_total; i++)
{
//--- Read locked states of the previous bar (i-1) to eliminate loop recalculations
int prev_dir = m_direction[i-1];
int prev_dur = m_wave_dur[i-1];
double prev_hi = m_peak_high[i-1];
@@ -101,54 +98,126 @@ void CWeisWaveDurationCalculator::Calculate(int rates_total, int prev_calculated
double atr = GetATR(i, high, low, close);
double threshold = m_multiplier * atr;
//--- Set default state assumptions from previous bar
m_direction[i] = prev_dir;
m_peak_high[i] = prev_hi;
m_peak_low[i] = prev_lo;
if(prev_dir == 1) // Active UP Swing
{
m_wave_dur[i] = prev_dur + 1; // Increment duration
m_wave_dur[i] = prev_dur + 1; // Increment duration count
m_peak_high[i] = MathMax(prev_hi, high[i]);
// Reversal Check: If close price drops below threshold, reset and reverse
// Default visual outputs
out_wave_dur[i] = (double)m_wave_dur[i];
out_colors[i] = 0.0; // Index 0: DodgerBlue (Normal Up)
// Check for Reversal to Down Swing
if(close[i] < m_peak_high[i] - threshold)
{
m_direction[i] = -1;
m_wave_dur[i] = 1; // Reset duration to 1 for the new wave
m_wave_dur[i] = 1; // Reset duration count for new wave
m_peak_low[i] = low[i];
out_wave_dur[i] = -1.0;
out_colors[i] = 1.0; // Index 1: Crimson (Normal Down)
//--- SOT Check: If show_sot is enabled, verify the completed Up wave (at index i-1)
if(show_sot)
{
double h_durs[3];
if(GetLastCompletedDurations(i - 1, 1, h_durs))
{
if(h_durs[0] < h_durs[1] && h_durs[1] < h_durs[2])
{
// Retroactively color the entire completed Up wave to Index 2 (Orange)
for(int k = i - 1; k >= 0; k--)
{
if(m_direction[k] == 1)
out_colors[k] = 2.0; // SOT Up Wave Color (Orange)
else
break;
}
}
}
}
}
}
else // Active DOWN Swing
{
m_wave_dur[i] = prev_dur + 1; // Increment duration
m_wave_dur[i] = prev_dur + 1; // Increment duration count
m_peak_low[i] = MathMin(prev_lo, low[i]);
// Reversal Check: If close price rises above threshold, reset and reverse
// Default visual outputs
out_wave_dur[i] = -(double)m_wave_dur[i];
out_colors[i] = 1.0; // Index 1: Crimson (Normal Down)
// Check for Reversal to Up Swing
if(close[i] > m_peak_low[i] + threshold)
{
m_direction[i] = 1;
m_wave_dur[i] = 1; // Reset duration to 1 for the new wave
m_wave_dur[i] = 1; // Reset duration count for new wave
m_peak_high[i] = high[i];
}
}
//--- Render calculated state to indicator output buffers
if(m_direction[i] == 1)
{
out_wave_dur[i] = (double)m_wave_dur[i]; // Up wave is positive
out_colors[i] = 0.0; // Color Index 0 (DodgerBlue)
}
else
{
out_wave_dur[i] = -(double)m_wave_dur[i]; // Down wave is negative
out_colors[i] = 1.0; // Color Index 1 (Crimson)
out_wave_dur[i] = 1.0;
out_colors[i] = 0.0; // Index 0: DodgerBlue (Normal Up)
//--- SOT Check: If show_sot is enabled, verify the completed Down wave (at index i-1)
if(show_sot)
{
double l_durs[3];
if(GetLastCompletedDurations(i - 1, -1, l_durs))
{
if(l_durs[0] < l_durs[1] && l_durs[1] < l_durs[2])
{
// Retroactively color the entire completed Down wave to Index 3 (Fuchsia)
for(int k = i - 1; k >= 0; k--)
{
if(m_direction[k] == -1)
out_colors[k] = 3.0; // SOT Down Wave Color (Fuchsia)
else
break;
}
}
}
}
}
}
}
}
//+------------------------------------------------------------------+
//| GetATR (Self-contained rolling ATR calculation) |
//| GetLastCompletedDurations (Historical state backward-search) |
//+------------------------------------------------------------------+
bool CWeisWaveDurationCalculator::GetLastCompletedDurations(int current_idx, int target_dir, double &out_durs[])
{
int found = 0;
bool in_target_wave = false;
ArrayInitialize(out_durs, 0.0);
for(int j = current_idx; j >= 0; j--)
{
int dir = m_direction[j];
if(dir == target_dir)
{
if(!in_target_wave)
{
in_target_wave = true;
out_durs[found] = (double)m_wave_dur[j]; // Capture locked final wave duration
found++;
if(found >= 3)
return true;
}
}
else
{
in_target_wave = false;
}
}
return (found >= 3);
}
//+------------------------------------------------------------------+
//| GetATR |
//+------------------------------------------------------------------+
double CWeisWaveDurationCalculator::GetATR(int i, const double &high[], const double &low[], const double &close[])
{