diff --git a/Indicators/MyIndicators/Quant/SOT_Wave_Pro.mq5 b/Indicators/MyIndicators/Quant/SOT_Wave_Pro.mq5 new file mode 100644 index 0000000..a29134c --- /dev/null +++ b/Indicators/MyIndicators/Quant/SOT_Wave_Pro.mq5 @@ -0,0 +1,104 @@ +//+------------------------------------------------------------------+ +//| 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 + +//--- 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+