diff --git a/Indicators/MyIndicators/Quant/WeisWave_CumulativeDelta_Pro.mq5 b/Indicators/MyIndicators/Quant/WeisWave_CumulativeDelta_Pro.mq5 new file mode 100644 index 0000000..eb94d2e --- /dev/null +++ b/Indicators/MyIndicators/Quant/WeisWave_CumulativeDelta_Pro.mq5 @@ -0,0 +1,106 @@ +//+------------------------------------------------------------------+ +//| WeisWave_CumulativeDelta_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // Non-repainting state-machine, O(1) optimized +#property description "Weis Wave Cumulative Delta (Smart Money Flow Indicator)" +#property description "Tracks the rolling cumulative difference of buy vs sell waves." +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 + +//--- Plot: Color Line (Rising = Green, Falling = Red) +#property indicator_label1 "Cumulative Delta" +#property indicator_type1 DRAW_COLOR_LINE +#property indicator_color1 clrLimeGreen, clrCrimson // Index 0: Rising, Index 1: Falling +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +#include + +//--- Input Parameters +input int InpATRPeriod = 14; // ATR Sensitivity Period +input double InpMultiplier = 2.5; // Wave Reversal Multiplier (ATR) + +//--- Buffers +double ExtDeltaBuffer[]; +double ExtColorsBuffer[]; + +//--- Global Engine +CWeisWaveDeltaCalculator *g_calc; + +//+------------------------------------------------------------------+ +//| OnInit | +//+------------------------------------------------------------------+ +int OnInit() + { + SetIndexBuffer(0, ExtDeltaBuffer, INDICATOR_DATA); + SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX); + + ArraySetAsSeries(ExtDeltaBuffer, false); + ArraySetAsSeries(ExtColorsBuffer, false); + + string short_name = StringFormat("Weis Wave Cumulative Delta Pro(%d, %.1f)", InpATRPeriod, InpMultiplier); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + IndicatorSetInteger(INDICATOR_DIGITS, 0); + + g_calc = new CWeisWaveDeltaCalculator(); + if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpATRPeriod, InpMultiplier)) + { + Print("Error: Failed to initialize Cumulative Delta Calculator."); + return INIT_FAILED; + } + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| OnDeinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int reason) + { + if(CheckPointer(g_calc) == POINTER_DYNAMIC) + delete g_calc; + } + +//+------------------------------------------------------------------+ +//| OnCalculate | +//+------------------------------------------------------------------+ +int OnCalculate(const int rates_total, + const int prev_calculated, + const datetime &time[], + const double &open[], + const double &high[], + const double &low[], + const double &close[], + const long &tick_volume[], + const long &volume[], + const int &spread[]) + { + if(rates_total < InpATRPeriod + 10) + return 0; + +//--- Force standard chronological indexing for Strategy Tester consistency + ArraySetAsSeries(time, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + +//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + +//--- Safe dynamic array routing to engine + if(volume_limit > 0) + { + g_calc.Calculate(rates_total, prev_calculated, high, low, close, volume, ExtDeltaBuffer, ExtColorsBuffer); + } + else + { + g_calc.Calculate(rates_total, prev_calculated, high, low, close, tick_volume, ExtDeltaBuffer, ExtColorsBuffer); + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+