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//+------------------------------------------------------------------+
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//| WeisWave_MTF_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00" // Non-repainting MTF with live forming bar updates
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#property description "Weis Wave Volume Pro (Multi-Timeframe)."
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#property description "Displays Higher Timeframe Weis Waves on the current chart."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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//--- Plot: Color Histogram
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#property indicator_label1 "Wave Volume MTF"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrDodgerBlue, clrCrimson // Index 0: Demand, Index 1: Supply
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 3
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#include <MyIncludes\WeisWave_Calculator.mqh>
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//--- Input Parameters
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe
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input int InpATRPeriod = 14; // ATR Sensitivity Period
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input double InpMultiplier = 2.5; // Wave Reversal Multiplier (ATR)
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//--- Buffers
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double ExtWaveVolBuffer[];
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double ExtColorsBuffer[];
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//--- Internal HTF Data Caches
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double h_high[];
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double h_low[];
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double h_close[];
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long h_vol[];
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datetime h_time[];
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//--- HTF Calculator Results
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double h_res_vol[];
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double h_res_col[];
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//--- Global HTF State Tracking
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datetime g_last_htf_time = 0;
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int g_htf_count = 0;
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bool g_data_ready = false;
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CWeisWaveCalculator *g_calc;
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//+------------------------------------------------------------------+
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//| EnsureHTFDataReady |
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//+------------------------------------------------------------------+
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bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars)
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{
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ResetLastError();
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if(!SymbolInfoInteger(symbol, SYMBOL_SELECT))
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{
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SymbolSelect(symbol, true);
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}
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datetime times[];
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int copied = CopyTime(symbol, timeframe, 0, required_bars, times);
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return (copied >= required_bars);
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}
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_last_htf_time = 0;
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g_htf_count = 0;
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g_data_ready = false;
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if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
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{
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Print("Warning: Target Timeframe should be higher than current timeframe.");
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}
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SetIndexBuffer(0, ExtWaveVolBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
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ArraySetAsSeries(ExtWaveVolBuffer, false);
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ArraySetAsSeries(ExtColorsBuffer, false);
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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string short_name = StringFormat("Weis Wave MTF %s(%d, %.1f)", tf_name, InpATRPeriod, InpMultiplier);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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IndicatorSetInteger(INDICATOR_DIGITS, 0);
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g_calc = new CWeisWaveCalculator();
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if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpATRPeriod, InpMultiplier))
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{
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Print("Weis Wave MTF: Failed to initialize Calculator.");
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return INIT_FAILED;
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calc) == POINTER_DYNAMIC)
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delete g_calc;
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- Ensure HTF history is synchronized and ready
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int required_bars = InpATRPeriod + 10;
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if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
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{
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g_data_ready = false;
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return 0; // Wait for next tick to let history load
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}
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//--- Determine the best volume type (Real Volume vs Tick Volume)
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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bool use_real_volume = (volume_limit > 0);
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//--- Check if a new HTF bar has opened
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datetime htf_time_current = iTime(_Symbol, InpTimeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, InpTimeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000);
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_vol, g_htf_count);
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// Fetch HTF prices
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if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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// Fetch HTF Volume (Tick Volume vs Real Volume)
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if(use_real_volume)
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{
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if(CopyRealVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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}
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else
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{
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if(CopyTickVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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}
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//--- Calculate HTF Waves on closed historical bars
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if(ArraySize(h_res_vol) != g_htf_count)
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{
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ArrayResize(h_res_vol, g_htf_count);
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ArrayResize(h_res_col, g_htf_count);
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}
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// Compute closed bars (excluding the active forming bar)
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g_calc.Calculate(g_htf_count - 1, 0, h_high, h_low, h_close, h_vol, h_res_vol, h_res_col);
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g_data_ready = true;
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}
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if(!g_data_ready)
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return 0;
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//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick!
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int live_idx = g_htf_count - 1;
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if(live_idx >= 0)
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{
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double single_h[1], single_l[1], single_c[1];
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long single_v[1];
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// Native, 100% compile-safe MQL5 1-bar copying (replaces old MQL4 iHigh/iLow/iClose)
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if(CopyHigh(_Symbol, InpTimeframe, 0, 1, single_h) == 1 &&
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CopyLow(_Symbol, InpTimeframe, 0, 1, single_l) == 1 &&
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CopyClose(_Symbol, InpTimeframe, 0, 1, single_c) == 1)
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{
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h_high[live_idx] = single_h[0];
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h_low[live_idx] = single_l[0];
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h_close[live_idx] = single_c[0];
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// Volume copying
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if(use_real_volume)
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{
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CopyRealVolume(_Symbol, InpTimeframe, 0, 1, single_v);
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}
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else
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{
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CopyTickVolume(_Symbol, InpTimeframe, 0, 1, single_v);
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}
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h_vol[live_idx] = single_v[0];
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// Recalculate exactly once for the live bar (O(1) complexity per tick)
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g_calc.Calculate(g_htf_count, g_htf_count - 1, h_high, h_low, h_close, h_vol, h_res_vol, h_res_col);
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}
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}
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//--- 3. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick)
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start; i < rates_total; i++)
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{
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datetime t = time[i];
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// exact = false ensures robust nearest-neighbor matching for timeframe gap alignment
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int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
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if(shift_htf >= 0)
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{
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int idx_htf = g_htf_count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < g_htf_count)
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{
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ExtWaveVolBuffer[i] = h_res_vol[idx_htf];
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ExtColorsBuffer[i] = h_res_col[idx_htf];
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}
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else
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{
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ExtWaveVolBuffer[i] = EMPTY_VALUE;
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ExtColorsBuffer[i] = EMPTY_VALUE;
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}
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}
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else
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{
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ExtWaveVolBuffer[i] = EMPTY_VALUE;
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ExtColorsBuffer[i] = EMPTY_VALUE;
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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