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refactor: Integrated retroactive SOT wave coloring

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This commit is contained in:
Toh4iem9
2026-06-14 19:42:03 +02:00
parent f212baa053
commit a0ef9cd7fd
1 changed files with 92 additions and 12 deletions
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Include/MyIncludes/WeisWave_Calculator.mqh
+92 -12
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@@ -1,11 +1,11 @@
//+------------------------------------------------------------------+
//| WeisWave_Calculator.mqh |
//| Engine for Non-Repainting Weis Wave Volume (Wyckoff Supply) |
//| Engine for Non-Repainting Weis Wave Volume with SOT. |
//| Strictly O(1) Incremental Optimized. |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00"
#property version "1.10" // Integrated retroactive SOT wave coloring
#ifndef WEISWAVE_CALCULATOR_MQH
#define WEISWAVE_CALCULATOR_MQH
@@ -24,8 +24,10 @@ private:
double m_wave_vol[];
double m_peak_high[];
double m_peak_low[];
double m_wave_len[]; // Tracks vertical height of each bar's wave
double GetATR(int i, const double &high[], const double &low[], const double &close[]);
bool GetLastCompletedLengths(int current_idx, int target_dir, double &out_lens[]);
public:
CWeisWaveCalculator();
@@ -34,7 +36,7 @@ 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[], const long &volume[],
double &out_wave_vol[], double &out_colors[]);
double &out_wave_vol[], double &out_colors[], bool show_sot=true);
};
//+------------------------------------------------------------------+
@@ -57,9 +59,9 @@ bool CWeisWaveCalculator::Init(int atr_period, double multiplier)
//+------------------------------------------------------------------+
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[])
double &out_wave_vol[], double &out_colors[], bool show_sot)
{
if(rates_total < m_atr_period + 5)
if(rates_total < m_atr_period + 10)
return;
//--- Sync state arrays with rates_total
@@ -69,6 +71,7 @@ void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated,
ArrayResize(m_wave_vol, rates_total);
ArrayResize(m_peak_high, rates_total);
ArrayResize(m_peak_low, rates_total);
ArrayResize(m_wave_len, rates_total);
}
int start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
@@ -80,6 +83,7 @@ void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated,
m_wave_vol[0] = (double)volume[0];
m_peak_high[0] = high[0];
m_peak_low[0] = low[0];
m_wave_len[0] = high[0] - low[0];
out_wave_vol[0] = m_wave_vol[0];
out_colors[0] = 0.0;
@@ -89,7 +93,6 @@ void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated,
//--- 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];
@@ -107,6 +110,11 @@ void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated,
{
m_wave_vol[i] = prev_vol + (double)volume[i];
m_peak_high[i] = MathMax(prev_hi, high[i]);
m_wave_len[i] = m_peak_high[i] - prev_lo; // Running wave height in points
// Default visual outputs
out_wave_vol[i] = m_wave_vol[i];
out_colors[i] = 0.0; // Index 0: DodgerBlue (Normal Up)
// Check if price fell below the peak minus ATR threshold (REVERSAL to Down Swing)
if(close[i] < m_peak_high[i] - threshold)
@@ -114,12 +122,41 @@ void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated,
m_direction[i] = -1;
m_wave_vol[i] = (double)volume[i]; // Reset volume for the new wave
m_peak_low[i] = low[i];
m_wave_len[i] = m_peak_high[i] - m_peak_low[i];
out_wave_vol[i] = -m_wave_vol[i];
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_lens[3];
if(GetLastCompletedLengths(i - 1, 1, h_lens))
{
if(h_lens[0] < h_lens[1] && h_lens[1] < h_lens[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
else
break;
}
}
}
}
}
}
else // Active DOWN Swing
{
m_wave_vol[i] = prev_vol + (double)volume[i];
m_peak_low[i] = MathMin(prev_lo, low[i]);
m_wave_len[i] = prev_hi - m_peak_low[i]; // Running wave height in points
// Default visual outputs
out_wave_vol[i] = -m_wave_vol[i];
out_colors[i] = 1.0; // Index 1: Crimson (Normal Down)
// Check if price rose above the trough plus ATR threshold (REVERSAL to Up Swing)
if(close[i] > m_peak_low[i] + threshold)
@@ -127,21 +164,64 @@ void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated,
m_direction[i] = 1;
m_wave_vol[i] = (double)volume[i]; // Reset volume for the new wave
m_peak_high[i] = high[i];
m_wave_len[i] = m_peak_high[i] - m_peak_low[i];
out_wave_vol[i] = m_wave_vol[i];
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_lens[3];
if(GetLastCompletedLengths(i - 1, -1, l_lens))
{
if(l_lens[0] < l_lens[1] && l_lens[1] < l_lens[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
else
break;
}
}
}
}
}
}
}
}
//--- Map states directly to visual indicator buffers
if(m_direction[i] == 1)
//+------------------------------------------------------------------+
//| GetLastCompletedLengths (Historical state backward-search) |
//+------------------------------------------------------------------+
bool CWeisWaveCalculator::GetLastCompletedLengths(int current_idx, int target_dir, double &out_lens[])
{
int found = 0;
bool in_target_wave = false;
ArrayInitialize(out_lens, 0.0);
for(int j = current_idx; j >= 0; j--)
{
int dir = m_direction[j];
if(dir == target_dir)
{
out_wave_vol[i] = m_wave_vol[i]; // Up swing volume is plotted positive
out_colors[i] = 0.0; // Index 0: DodgerBlue / Lime
if(!in_target_wave)
{
in_target_wave = true;
out_lens[found] = m_wave_len[j]; // Capture locked final wave height
found++;
if(found >= 3)
return true;
}
}
else
{
out_wave_vol[i] = -m_wave_vol[i]; // Down swing volume is plotted negative
out_colors[i] = 1.0; // Index 1: Crimson / Coral
in_target_wave = false;
}
}
return (found >= 3);
}
//+------------------------------------------------------------------+