//+------------------------------------------------------------------+ //| 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); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+