diff --git a/Indicators/MyIndicators/Quant/WeisWave_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/WeisWave_MTF_Pro.mq5 new file mode 100644 index 0000000..4e9fc08 --- /dev/null +++ b/Indicators/MyIndicators/Quant/WeisWave_MTF_Pro.mq5 @@ -0,0 +1,267 @@ +//+------------------------------------------------------------------+ +//| WeisWave_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // Non-repainting MTF with live forming bar updates +#property description "Weis Wave Volume Pro (Multi-Timeframe)." +#property description "Displays Higher Timeframe Weis Waves on the current chart." +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 + +//--- Plot: Color Histogram +#property indicator_label1 "Wave Volume MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +#property indicator_color1 clrDodgerBlue, clrCrimson // Index 0: Demand, Index 1: Supply +#property indicator_style1 STYLE_SOLID +#property indicator_width1 3 + +#include + +//--- Input Parameters +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe +input int InpATRPeriod = 14; // ATR Sensitivity Period +input double InpMultiplier = 2.5; // Wave Reversal Multiplier (ATR) + +//--- Buffers +double ExtWaveVolBuffer[]; +double ExtColorsBuffer[]; + +//--- Internal HTF Data Caches +double h_high[]; +double h_low[]; +double h_close[]; +long h_vol[]; +datetime h_time[]; + +//--- HTF Calculator Results +double h_res_vol[]; +double h_res_col[]; + +//--- Global HTF State Tracking +datetime g_last_htf_time = 0; +int g_htf_count = 0; +bool g_data_ready = false; + +CWeisWaveCalculator *g_calc; + +//+------------------------------------------------------------------+ +//| EnsureHTFDataReady | +//+------------------------------------------------------------------+ +bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) + { + ResetLastError(); + if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) + { + SymbolSelect(symbol, true); + } + datetime times[]; + int copied = CopyTime(symbol, timeframe, 0, required_bars, times); + return (copied >= required_bars); + } + +//+------------------------------------------------------------------+ +//| OnInit | +//+------------------------------------------------------------------+ +int OnInit() + { + g_last_htf_time = 0; + g_htf_count = 0; + g_data_ready = false; + + if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) + { + Print("Warning: Target Timeframe should be higher than current timeframe."); + } + + SetIndexBuffer(0, ExtWaveVolBuffer, INDICATOR_DATA); + SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX); + + ArraySetAsSeries(ExtWaveVolBuffer, false); + ArraySetAsSeries(ExtColorsBuffer, false); + + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string short_name = StringFormat("Weis Wave MTF %s(%d, %.1f)", tf_name, InpATRPeriod, InpMultiplier); + IndicatorSetString(INDICATOR_SHORTNAME, short_name); + IndicatorSetInteger(INDICATOR_DIGITS, 0); + + g_calc = new CWeisWaveCalculator(); + if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpATRPeriod, InpMultiplier)) + { + Print("Weis Wave MTF: Failed to initialize 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[]) + { +//--- Ensure HTF history is synchronized and ready + int required_bars = InpATRPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_ready = false; + return 0; // Wait for next tick to let history load + } + +//--- Determine the best volume type (Real Volume vs Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + bool use_real_volume = (volume_limit > 0); + +//--- Check if a new HTF bar has opened + datetime htf_time_current = iTime(_Symbol, InpTimeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + if(htf_updated || prev_calculated == 0) + { + g_last_htf_time = htf_time_current; + + int htf_bars = iBars(_Symbol, InpTimeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); + + ArrayResize(h_time, g_htf_count); + ArrayResize(h_high, g_htf_count); + ArrayResize(h_low, g_htf_count); + ArrayResize(h_close, g_htf_count); + ArrayResize(h_vol, g_htf_count); + + // Fetch HTF prices + if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Fetch HTF Volume (Tick Volume vs Real Volume) + if(use_real_volume) + { + if(CopyRealVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol) != g_htf_count) + { + g_data_ready = false; + return 0; + } + } + else + { + if(CopyTickVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol) != g_htf_count) + { + g_data_ready = false; + return 0; + } + } + + //--- Calculate HTF Waves on closed historical bars + if(ArraySize(h_res_vol) != g_htf_count) + { + ArrayResize(h_res_vol, g_htf_count); + ArrayResize(h_res_col, g_htf_count); + } + + // Compute closed bars (excluding the active forming bar) + g_calc.Calculate(g_htf_count - 1, 0, h_high, h_low, h_close, h_vol, h_res_vol, h_res_col); + + g_data_ready = true; + } + + if(!g_data_ready) + return 0; + +//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! + int live_idx = g_htf_count - 1; + if(live_idx >= 0) + { + double single_h[1], single_l[1], single_c[1]; + long single_v[1]; + + // Native, 100% compile-safe MQL5 1-bar copying (replaces old MQL4 iHigh/iLow/iClose) + if(CopyHigh(_Symbol, InpTimeframe, 0, 1, single_h) == 1 && + CopyLow(_Symbol, InpTimeframe, 0, 1, single_l) == 1 && + CopyClose(_Symbol, InpTimeframe, 0, 1, single_c) == 1) + { + h_high[live_idx] = single_h[0]; + h_low[live_idx] = single_l[0]; + h_close[live_idx] = single_c[0]; + + // Volume copying + if(use_real_volume) + { + CopyRealVolume(_Symbol, InpTimeframe, 0, 1, single_v); + } + else + { + CopyTickVolume(_Symbol, InpTimeframe, 0, 1, single_v); + } + h_vol[live_idx] = single_v[0]; + + // Recalculate exactly once for the live bar (O(1) complexity per tick) + g_calc.Calculate(g_htf_count, g_htf_count - 1, h_high, h_low, h_close, h_vol, h_res_vol, h_res_col); + } + } + +//--- 3. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + + // exact = false ensures robust nearest-neighbor matching for timeframe gap alignment + int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) + { + ExtWaveVolBuffer[i] = h_res_vol[idx_htf]; + ExtColorsBuffer[i] = h_res_col[idx_htf]; + } + else + { + ExtWaveVolBuffer[i] = EMPTY_VALUE; + ExtColorsBuffer[i] = EMPTY_VALUE; + } + } + else + { + ExtWaveVolBuffer[i] = EMPTY_VALUE; + ExtColorsBuffer[i] = EMPTY_VALUE; + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+