From e28203ae0b8626e19d7aa468a7132d703fb07ae5 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 15 Jun 2026 01:22:08 +0200 Subject: [PATCH] new files added --- .../WeisWave_CumulativeDelta_Calculator.mqh | 161 ++++++++++++++++++ 1 file changed, 161 insertions(+) create mode 100644 Include/MyIncludes/WeisWave_CumulativeDelta_Calculator.mqh diff --git a/Include/MyIncludes/WeisWave_CumulativeDelta_Calculator.mqh b/Include/MyIncludes/WeisWave_CumulativeDelta_Calculator.mqh new file mode 100644 index 0000000..5acac74 --- /dev/null +++ b/Include/MyIncludes/WeisWave_CumulativeDelta_Calculator.mqh @@ -0,0 +1,161 @@ +//+------------------------------------------------------------------+ +//| WeisWave_CumulativeDelta_Calculator| +//| Engine for Wyckoff Cumulative Wave Delta (Smart Money Flow) | +//| Strictly O(1) Incremental Optimized. | +//| Copyright 2026, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" + +#ifndef WEISWAVE_CUMULATIVE_DELTA_CALCULATOR_MQH +#define WEISWAVE_CUMULATIVE_DELTA_CALCULATOR_MQH + +//+==================================================================+ +//| CLASS: CWeisWaveDeltaCalculator | +//+==================================================================+ +class CWeisWaveDeltaCalculator + { +private: + int m_atr_period; + double m_multiplier; + + //--- Stateful arrays to prevent repainting (O(1) state preservation) + int m_direction[]; + double m_peak_high[]; + double m_peak_low[]; + double m_cum_delta[]; // Holds the running cumulative net wave volume + + double GetATR(int i, const double &high[], const double &low[], const double &close[]); + +public: + CWeisWaveDeltaCalculator(); + ~CWeisWaveDeltaCalculator() {}; + + 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_delta[], double &out_colors[]); + }; + +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CWeisWaveDeltaCalculator::CWeisWaveDeltaCalculator() : m_atr_period(14), m_multiplier(2.5) {} + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +bool CWeisWaveDeltaCalculator::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 Cumulative Delta)| +//+------------------------------------------------------------------+ +void CWeisWaveDeltaCalculator::Calculate(int rates_total, int prev_calculated, + const double &high[], const double &low[], const double &close[], const long &volume[], + double &out_delta[], double &out_colors[]) + { + if(rates_total < m_atr_period + 5) + return; + +//--- Sync state arrays with rates_total + if(ArraySize(m_direction) != rates_total) + { + ArrayResize(m_direction, rates_total); + ArrayResize(m_peak_high, rates_total); + ArrayResize(m_peak_low, rates_total); + ArrayResize(m_cum_delta, rates_total); + } + + int start = (prev_calculated == 0) ? 0 : prev_calculated - 1; + +//--- Initialization for the very first bar + if(start == 0) + { + m_direction[0] = 1; // Default to Up wave + m_peak_high[0] = high[0]; + m_peak_low[0] = low[0]; + m_cum_delta[0] = (double)volume[0]; + + out_delta[0] = m_cum_delta[0]; + out_colors[0] = 0.0; + start = 1; + } + +//--- Stateful main loop + for(int i = start; i < rates_total; i++) + { + int prev_dir = m_direction[i-1]; + double prev_hi = m_peak_high[i-1]; + double prev_lo = m_peak_low[i-1]; + double prev_del = m_cum_delta[i-1]; + + double atr = GetATR(i, high, low, close); + double threshold = m_multiplier * atr; + + 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_cum_delta[i] = prev_del + (double)volume[i]; // Add volume for Up wave + m_peak_high[i] = MathMax(prev_hi, high[i]); + + // Check for Reversal to Down Swing + if(close[i] < m_peak_high[i] - threshold) + { + m_direction[i] = -1; + m_peak_low[i] = low[i]; + m_cum_delta[i] = prev_del - (double)volume[i]; // Reverse and subtract volume + } + } + else // Active DOWN Swing + { + m_cum_delta[i] = prev_del - (double)volume[i]; // Subtract volume for Down wave + m_peak_low[i] = MathMin(prev_lo, low[i]); + + // Check for Reversal to Up Swing + if(close[i] > m_peak_low[i] + threshold) + { + m_direction[i] = 1; + m_peak_high[i] = high[i]; + m_cum_delta[i] = prev_del + (double)volume[i]; // Reverse and add volume + } + } + + //--- Map cumulative delta and colors (0: Green/Rising, 1: Red/Falling) + out_delta[i] = m_cum_delta[i]; + if(m_cum_delta[i] >= prev_del) + out_colors[i] = 0.0; // Index 0: LimeGreen (Rising smart money pressure) + else + out_colors[i] = 1.0; // Index 1: Crimson (Falling smart money pressure) + } + } + +//+------------------------------------------------------------------+ +//| GetATR | +//+------------------------------------------------------------------+ +double CWeisWaveDeltaCalculator::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_CUMULATIVE_DELTA_CALCULATOR_MQH +//+------------------------------------------------------------------+