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2026-07-27 20:47:44 +00:00 · 2026-06-14 18:56:49 +02:00
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+//+------------------------------------------------------------------+
+//|                                                   SOT_Wave_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00" // Non-repainting state-machine, O(1) optimized
+#property description "Wyckoff Shortening of the Thrust (SOT) Wave Detector"
+#property description "Flags momentum exhaustion on the chart using non-repainting arrows."
+#property indicator_chart_window
+#property indicator_buffers 2
+#property indicator_plots   2
+
+//--- Plot 1: Bullish SOT (Demand Re-emergence / Green Arrow)
+#property indicator_label1  "Bullish SOT"
+#property indicator_type1   DRAW_ARROW
+#property indicator_color1  clrLimeGreen
+#property indicator_width1  2
+
+//--- Plot 2: Bearish SOT (Supply Re-emergence / Red Arrow)
+#property indicator_label2  "Bearish SOT"
+#property indicator_type2   DRAW_ARROW
+#property indicator_color2  clrCrimson
+#property indicator_width2  2
+
+#include <MyIncludes\SOT_Wave_Calculator.mqh>
+
+//--- Input Parameters
+input int    InpATRPeriod = 14;   // ATR Sensitivity Period
+input double InpMultiplier = 2.5;  // Wave Reversal Multiplier (ATR)
+
+//--- Buffers
+double ExtBullSOTBuffer[];
+double ExtBearSOTBuffer[];
+
+//--- Global Engine
+CSOTWaveCalculator *g_calc;
+
+//+------------------------------------------------------------------+
+//| OnInit                                                           |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, ExtBullSOTBuffer, INDICATOR_DATA);
+   SetIndexBuffer(1, ExtBearSOTBuffer, INDICATOR_DATA);
+
+   ArraySetAsSeries(ExtBullSOTBuffer, false);
+   ArraySetAsSeries(ExtBearSOTBuffer, false);
+
+// Configure MT5 Arrow codes (Up / Down standard arrows)
+   PlotIndexSetInteger(0, PLOT_ARROW, 233); // Arrow pointing UP
+   PlotIndexSetInteger(1, PLOT_ARROW, 234); // Arrow pointing DOWN
+
+   string short_name = StringFormat("SOT Wave Pro(%d, %.1f)", InpATRPeriod, InpMultiplier);
+   IndicatorSetString(INDICATOR_SHORTNAME, short_name);
+
+   g_calc = new CSOTWaveCalculator();
+   if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpATRPeriod, InpMultiplier))
+     {
+      Print("Error: Failed to initialize SOT 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[])
+  {
+// Force standard chronological indexing for Strategy Tester consistency
+   ArraySetAsSeries(time, false);
+   ArraySetAsSeries(high, false);
+   ArraySetAsSeries(low, false);
+   ArraySetAsSeries(close, false);
+
+   if(rates_total < InpATRPeriod + 10)
+      return 0;
+
+//--- Run the State Machine Engine
+   g_calc.Calculate(rates_total, prev_calculated, time, high, low, close, ExtBullSOTBuffer, ExtBearSOTBuffer);
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+