diff --git a/Include/MyIncludes/WeisWave_Duration_Calculator.mqh b/Include/MyIncludes/WeisWave_Duration_Calculator.mqh new file mode 100644 index 0000000..d2edae6 --- /dev/null +++ b/Include/MyIncludes/WeisWave_Duration_Calculator.mqh @@ -0,0 +1,171 @@ +//+------------------------------------------------------------------+ +//| WeisWave_Duration_Calculator.mqh| +//| Engine for Non-Repainting Weis Wave Duration (Time/Bars). | +//| Strictly O(1) Incremental Optimized. | +//| Copyright 2026, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.10" // Fully commented and documented optimization structures + +#ifndef WEISWAVE_DURATION_CALCULATOR_MQH +#define WEISWAVE_DURATION_CALCULATOR_MQH + +//+==================================================================+ +//| CLASS: CWeisWaveDurationCalculator | +//+==================================================================+ +class CWeisWaveDurationCalculator + { +private: + int m_atr_period; + double m_multiplier; + + //--- Stateful persistent arrays for O(1) memory caching (Prevents Repainting) + 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 + + double GetATR(int i, const double &high[], const double &low[], const double &close[]); + +public: + CWeisWaveDurationCalculator(); + ~CWeisWaveDurationCalculator() {}; + + 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[]); + }; + +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CWeisWaveDurationCalculator::CWeisWaveDurationCalculator() : m_atr_period(14), m_multiplier(2.5) {} + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +bool CWeisWaveDurationCalculator::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 Duration Loop) | +//+------------------------------------------------------------------+ +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[]) + { + if(rates_total < m_atr_period + 5) + return; + +//--- Dynamic array allocation: resized ONLY when bar count changes (ultra-fast) + if(ArraySize(m_direction) != rates_total) + { + ArrayResize(m_direction, rates_total); + ArrayResize(m_wave_dur, rates_total); + ArrayResize(m_peak_high, rates_total); + 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 + if(start == 0) + { + m_direction[0] = 1; + m_wave_dur[0] = 1; + m_peak_high[0] = high[0]; + m_peak_low[0] = low[0]; + + out_wave_dur[0] = (double)m_wave_dur[0]; + out_colors[0] = 0.0; + start = 1; + } + +//--- Stateful main calculation 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]; + double prev_lo = m_peak_low[i-1]; + + 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_peak_high[i] = MathMax(prev_hi, high[i]); + + // Reversal Check: If close price drops below threshold, reset and reverse + 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_peak_low[i] = low[i]; + } + } + else // Active DOWN Swing + { + m_wave_dur[i] = prev_dur + 1; // Increment duration + m_peak_low[i] = MathMin(prev_lo, low[i]); + + // Reversal Check: If close price rises above threshold, reset and reverse + 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_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) + } + } + } + +//+------------------------------------------------------------------+ +//| GetATR (Self-contained rolling ATR calculation) | +//+------------------------------------------------------------------+ +double CWeisWaveDurationCalculator::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]; + double tr = MathMax(h - l, MathMax(MathAbs(h - c_prev), MathAbs(l - c_prev))); + sum += tr; + } + return sum / m_atr_period; + } + +#endif // WEISWAVE_DURATION_CALCULATOR_MQH +//+------------------------------------------------------------------+