new files added

2026-08-17 22:38:06 +00:00 · 2026-06-11 21:46:27 +02:00
parent bb3bf1aa8c
commit 6f23b83537
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+//+------------------------------------------------------------------+
+//|                                         WeisWave_Calculator.mqh  |
+//|      Engine for Non-Repainting Weis Wave Volume (Wyckoff Supply) |
+//|      Strictly O(1) Incremental Optimized.                        |
+//|                                        Copyright 2026, xxxxxxxx  |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+
+#ifndef WEISWAVE_CALCULATOR_MQH
+#define WEISWAVE_CALCULATOR_MQH
+
+//+==================================================================+
+//|             CLASS: CWeisWaveCalculator                           |
+//+==================================================================+
+class CWeisWaveCalculator
+  {
+private:
+   int               m_atr_period;
+   double            m_multiplier;
+
+   //--- Stateful arrays to prevent repainting (O(1) state preservation)
+   int               m_direction[];
+   double            m_wave_vol[];
+   double            m_peak_high[];
+   double            m_peak_low[];
+
+   double            GetATR(int i, const double &high[], const double &low[], const double &close[]);
+
+public:
+                     CWeisWaveCalculator();
+                    ~CWeisWaveCalculator() {};
+
+   bool              Init(int atr_period, double multiplier);
+   void              Calculate(int rates_total, int prev_calculated,
+                               const double &high[], const double &low[], const double &close[], const long &volume[],
+                               double &out_wave_vol[], double &out_colors[]);
+  };
+
+//+------------------------------------------------------------------+
+//| Constructor                                                      |
+//+------------------------------------------------------------------+
+CWeisWaveCalculator::CWeisWaveCalculator() : m_atr_period(14), m_multiplier(2.5) {}
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+bool CWeisWaveCalculator::Init(int atr_period, double multiplier)
+  {
+   m_atr_period = (atr_period < 3) ? 3 : atr_period;
+   m_multiplier = (multiplier <= 0.0) ? 1.0 : multiplier;
+   return true;
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate (Strictly O(1) Non-Repainting Stateful Loop)           |
+//+------------------------------------------------------------------+
+void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated,
+                                    const double &high[], const double &low[], const double &close[], const long &volume[],
+                                    double &out_wave_vol[], double &out_colors[])
+  {
+   if(rates_total < m_atr_period + 5)
+      return;
+
+//--- Sync state arrays with rates_total
+   if(ArraySize(m_direction) != rates_total)
+     {
+      ArrayResize(m_direction, rates_total);
+      ArrayResize(m_wave_vol, rates_total);
+      ArrayResize(m_peak_high, rates_total);
+      ArrayResize(m_peak_low, rates_total);
+     }
+
+   int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
+
+//--- Initialization for the very first bar
+   if(start == 0)
+     {
+      m_direction[0] = 1; // Default to Up wave
+      m_wave_vol[0]  = (double)volume[0];
+      m_peak_high[0] = high[0];
+      m_peak_low[0]  = low[0];
+
+      out_wave_vol[0] = m_wave_vol[0];
+      out_colors[0]   = 0.0;
+      start = 1;
+     }
+
+//--- Stateful main loop
+   for(int i = start; i < rates_total; i++)
+     {
+      // Read preceding state to avoid historical calculations
+      int prev_dir    = m_direction[i-1];
+      double prev_vol = m_wave_vol[i-1];
+      double prev_hi  = m_peak_high[i-1];
+      double prev_lo  = m_peak_low[i-1];
+
+      double atr = GetATR(i, high, low, close);
+      double threshold = m_multiplier * atr;
+
+      // Carry forward previous peak states as defaults
+      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_vol[i]  = prev_vol + (double)volume[i];
+         m_peak_high[i] = MathMax(prev_hi, high[i]);
+
+         // Check if price fell below the peak minus ATR threshold (REVERSAL to Down Swing)
+         if(close[i] < m_peak_high[i] - threshold)
+           {
+            m_direction[i] = -1;
+            m_wave_vol[i]  = (double)volume[i]; // Reset volume for the new wave
+            m_peak_low[i]  = low[i];
+           }
+        }
+      else // Active DOWN Swing
+        {
+         m_wave_vol[i] = prev_vol + (double)volume[i];
+         m_peak_low[i] = MathMin(prev_lo, low[i]);
+
+         // Check if price rose above the trough plus ATR threshold (REVERSAL to Up Swing)
+         if(close[i] > m_peak_low[i] + threshold)
+           {
+            m_direction[i] = 1;
+            m_wave_vol[i]  = (double)volume[i]; // Reset volume for the new wave
+            m_peak_high[i] = high[i];
+           }
+        }
+
+      //--- Map states directly to visual indicator buffers
+      if(m_direction[i] == 1)
+        {
+         out_wave_vol[i] = m_wave_vol[i]; // Up swing volume is plotted positive
+         out_colors[i]   = 0.0;           // Index 0: DodgerBlue / Lime
+        }
+      else
+        {
+         out_wave_vol[i] = -m_wave_vol[i]; // Down swing volume is plotted negative
+         out_colors[i]   = 1.0;            // Index 1: Crimson / Coral
+        }
+     }
+  }
+
+//+------------------------------------------------------------------+
+//| GetATR (Self-contained rolling ATR calculation)                  |
+//+------------------------------------------------------------------+
+double CWeisWaveCalculator::GetATR(int i, const double &high[], const double &low[], const double &close[])
+  {
+   if(i < m_atr_period)
+      return _Point * 10;
+
+   double sum = 0.0;
+   for(int k = 0; k < m_atr_period; k++)
+     {
+      double h = high[i - k];
+      double l = low[i - k];
+      double c_prev = close[i - k - 1];
+
+      // True Range formula
+      double tr = MathMax(h - l, MathMax(MathAbs(h - c_prev), MathAbs(l - c_prev)));
+      sum += tr;
+     }
+   return sum / m_atr_period;
+  }
+
+#endif // WEISWAVE_CALCULATOR_MQH
+//+------------------------------------------------------------------+