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