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//+------------------------------------------------------------------+
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//| WeisWave_Duration_Calculator.mqh|
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//| Engine for Non-Repainting Weis Wave Duration (Time/Bars). |
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//| Strictly O(1) Incremental Optimized. |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.10" // Fully commented and documented optimization structures
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#ifndef WEISWAVE_DURATION_CALCULATOR_MQH
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#define WEISWAVE_DURATION_CALCULATOR_MQH
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//+==================================================================+
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//| CLASS: CWeisWaveDurationCalculator |
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//+==================================================================+
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class CWeisWaveDurationCalculator
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{
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private:
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int m_atr_period;
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double m_multiplier;
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//--- Stateful persistent arrays for O(1) memory caching (Prevents Repainting)
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int m_direction[];
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int m_wave_dur[]; // Running bar count of the active wave
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double m_peak_high[]; // Locks the peak high of the active up-wave
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double m_peak_low[]; // Locks the trough low of the active down-wave
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double GetATR(int i, const double &high[], const double &low[], const double &close[]);
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public:
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CWeisWaveDurationCalculator();
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~CWeisWaveDurationCalculator() {};
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bool Init(int atr_period, double multiplier);
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void Calculate(int rates_total, int prev_calculated,
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const double &high[], const double &low[], const double &close[],
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double &out_wave_dur[], double &out_colors[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CWeisWaveDurationCalculator::CWeisWaveDurationCalculator() : m_atr_period(14), m_multiplier(2.5) {}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CWeisWaveDurationCalculator::Init(int atr_period, double multiplier)
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{
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m_atr_period = (atr_period < 3) ? 3 : atr_period;
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m_multiplier = (multiplier <= 0.0) ? 1.0 : multiplier;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate (Strictly O(1) Non-Repainting Stateful Duration Loop) |
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//+------------------------------------------------------------------+
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void CWeisWaveDurationCalculator::Calculate(int rates_total, int prev_calculated,
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const double &high[], const double &low[], const double &close[],
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double &out_wave_dur[], double &out_colors[])
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{
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if(rates_total < m_atr_period + 5)
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return;
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//--- Dynamic array allocation: resized ONLY when bar count changes (ultra-fast)
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if(ArraySize(m_direction) != rates_total)
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{
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ArrayResize(m_direction, rates_total);
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ArrayResize(m_wave_dur, rates_total);
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ArrayResize(m_peak_high, rates_total);
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ArrayResize(m_peak_low, rates_total);
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}
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//--- O(1) Optimization: Determine the exact starting index
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//--- On first run (prev_calculated == 0), start is 0 (full historical calculation)
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//--- On subsequent live ticks, start is rates_total - 1 (calculates only the current forming bar)
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int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- First bar initialization
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if(start == 0)
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{
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m_direction[0] = 1;
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m_wave_dur[0] = 1;
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m_peak_high[0] = high[0];
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m_peak_low[0] = low[0];
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out_wave_dur[0] = (double)m_wave_dur[0];
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out_colors[0] = 0.0;
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start = 1;
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}
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//--- Stateful main calculation loop
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for(int i = start; i < rates_total; i++)
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{
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//--- Read locked states of the previous bar (i-1) to eliminate loop recalculations
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int prev_dir = m_direction[i-1];
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int prev_dur = m_wave_dur[i-1];
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double prev_hi = m_peak_high[i-1];
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double prev_lo = m_peak_low[i-1];
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double atr = GetATR(i, high, low, close);
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double threshold = m_multiplier * atr;
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//--- Set default state assumptions from previous bar
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m_direction[i] = prev_dir;
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m_peak_high[i] = prev_hi;
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m_peak_low[i] = prev_lo;
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if(prev_dir == 1) // Active UP Swing
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{
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m_wave_dur[i] = prev_dur + 1; // Increment duration
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m_peak_high[i] = MathMax(prev_hi, high[i]);
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// Reversal Check: If close price drops below threshold, reset and reverse
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if(close[i] < m_peak_high[i] - threshold)
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{
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m_direction[i] = -1;
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m_wave_dur[i] = 1; // Reset duration to 1 for the new wave
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m_peak_low[i] = low[i];
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}
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}
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else // Active DOWN Swing
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{
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m_wave_dur[i] = prev_dur + 1; // Increment duration
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m_peak_low[i] = MathMin(prev_lo, low[i]);
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// Reversal Check: If close price rises above threshold, reset and reverse
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if(close[i] > m_peak_low[i] + threshold)
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{
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m_direction[i] = 1;
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m_wave_dur[i] = 1; // Reset duration to 1 for the new wave
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m_peak_high[i] = high[i];
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}
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}
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//--- Render calculated state to indicator output buffers
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if(m_direction[i] == 1)
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{
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out_wave_dur[i] = (double)m_wave_dur[i]; // Up wave is positive
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out_colors[i] = 0.0; // Color Index 0 (DodgerBlue)
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}
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else
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{
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out_wave_dur[i] = -(double)m_wave_dur[i]; // Down wave is negative
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out_colors[i] = 1.0; // Color Index 1 (Crimson)
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}
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}
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}
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//+------------------------------------------------------------------+
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//| GetATR (Self-contained rolling ATR calculation) |
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//+------------------------------------------------------------------+
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double CWeisWaveDurationCalculator::GetATR(int i, const double &high[], const double &low[], const double &close[])
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{
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if(i < m_atr_period)
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return _Point * 10;
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double sum = 0.0;
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for(int k = 0; k < m_atr_period; k++)
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{
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double h = high[i - k];
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double l = low[i - k];
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double c_prev = close[i - k - 1];
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double tr = MathMax(h - l, MathMax(MathAbs(h - c_prev), MathAbs(l - c_prev)));
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sum += tr;
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}
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return sum / m_atr_period;
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}
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#endif // WEISWAVE_DURATION_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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