//+------------------------------------------------------------------+ //| WeisWave_Duration_Calculator.mqh| //| Engine for Non-Repainting Weis Wave Duration with SOT. | //| Strictly O(1) Incremental Optimized. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Integrated retroactive temporal SOT wave coloring #ifndef WEISWAVE_DURATION_CALCULATOR_MQH #define WEISWAVE_DURATION_CALCULATOR_MQH //+==================================================================+ //| CLASS: CWeisWaveDurationCalculator | //+==================================================================+ class CWeisWaveDurationCalculator { private: int m_atr_period; double m_multiplier; //--- Stateful arrays to prevent repainting (O(1) state preservation) int m_direction[]; int m_wave_dur[]; // Running bar count of active wave double m_peak_high[]; double m_peak_low[]; double GetATR(int i, const double &high[], const double &low[], const double &close[]); bool GetLastCompletedDurations(int current_idx, int target_dir, double &out_durs[]); public: CWeisWaveDurationCalculator(); ~CWeisWaveDurationCalculator() {}; bool Init(int atr_period, double multiplier); void Calculate(int rates_total, int prev_calculated, const double &high[], const double &low[], const double &close[], double &out_wave_dur[], double &out_colors[], bool show_sot=true); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CWeisWaveDurationCalculator::CWeisWaveDurationCalculator() : m_atr_period(14), m_multiplier(2.5) {} //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CWeisWaveDurationCalculator::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 Duration Loop) | //+------------------------------------------------------------------+ void CWeisWaveDurationCalculator::Calculate(int rates_total, int prev_calculated, const double &high[], const double &low[], const double &close[], double &out_wave_dur[], double &out_colors[], bool show_sot) { if(rates_total < m_atr_period + 10) return; //--- Sync state arrays with rates_total if(ArraySize(m_direction) != rates_total) { ArrayResize(m_direction, rates_total); ArrayResize(m_wave_dur, rates_total); ArrayResize(m_peak_high, rates_total); ArrayResize(m_peak_low, 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_wave_dur[0] = 1; // Starting with 1 bar duration m_peak_high[0] = high[0]; m_peak_low[0] = low[0]; out_wave_dur[0] = (double)m_wave_dur[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]; int prev_dur = m_wave_dur[i-1]; double prev_hi = m_peak_high[i-1]; double prev_lo = m_peak_low[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_wave_dur[i] = prev_dur + 1; // Increment duration count m_peak_high[i] = MathMax(prev_hi, high[i]); // Default visual outputs out_wave_dur[i] = (double)m_wave_dur[i]; out_colors[i] = 0.0; // Index 0: DodgerBlue (Normal Up) // Check for Reversal to Down Swing if(close[i] < m_peak_high[i] - threshold) { m_direction[i] = -1; m_wave_dur[i] = 1; // Reset duration count for new wave m_peak_low[i] = low[i]; out_wave_dur[i] = -1.0; out_colors[i] = 1.0; // Index 1: Crimson (Normal Down) //--- SOT Check: If show_sot is enabled, verify the completed Up wave (at index i-1) if(show_sot) { double h_durs[3]; if(GetLastCompletedDurations(i - 1, 1, h_durs)) { if(h_durs[0] < h_durs[1] && h_durs[1] < h_durs[2]) { // Retroactively color the entire completed Up wave to Index 2 (Orange) for(int k = i - 1; k >= 0; k--) { if(m_direction[k] == 1) out_colors[k] = 2.0; // SOT Up Wave Color (Orange) else break; } } } } } } else // Active DOWN Swing { m_wave_dur[i] = prev_dur + 1; // Increment duration count m_peak_low[i] = MathMin(prev_lo, low[i]); // Default visual outputs out_wave_dur[i] = -(double)m_wave_dur[i]; out_colors[i] = 1.0; // Index 1: Crimson (Normal Down) // Check for Reversal to Up Swing if(close[i] > m_peak_low[i] + threshold) { m_direction[i] = 1; m_wave_dur[i] = 1; // Reset duration count for new wave m_peak_high[i] = high[i]; out_wave_dur[i] = 1.0; out_colors[i] = 0.0; // Index 0: DodgerBlue (Normal Up) //--- SOT Check: If show_sot is enabled, verify the completed Down wave (at index i-1) if(show_sot) { double l_durs[3]; if(GetLastCompletedDurations(i - 1, -1, l_durs)) { if(l_durs[0] < l_durs[1] && l_durs[1] < l_durs[2]) { // Retroactively color the entire completed Down wave to Index 3 (Fuchsia) for(int k = i - 1; k >= 0; k--) { if(m_direction[k] == -1) out_colors[k] = 3.0; // SOT Down Wave Color (Fuchsia) else break; } } } } } } } } //+------------------------------------------------------------------+ //| GetLastCompletedDurations (Historical state backward-search) | //+------------------------------------------------------------------+ bool CWeisWaveDurationCalculator::GetLastCompletedDurations(int current_idx, int target_dir, double &out_durs[]) { int found = 0; bool in_target_wave = false; ArrayInitialize(out_durs, 0.0); for(int j = current_idx; j >= 0; j--) { int dir = m_direction[j]; if(dir == target_dir) { if(!in_target_wave) { in_target_wave = true; out_durs[found] = (double)m_wave_dur[j]; // Capture locked final wave duration found++; if(found >= 3) return true; } } else { in_target_wave = false; } } return (found >= 3); } //+------------------------------------------------------------------+ //| GetATR | //+------------------------------------------------------------------+ double CWeisWaveDurationCalculator::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_DURATION_CALCULATOR_MQH //+------------------------------------------------------------------+