//+------------------------------------------------------------------+ //| WeisWave_Calculator.mqh | //| Engine for Non-Repainting Weis Wave Volume with SOT. | //| Strictly O(1) Incremental Optimized. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Integrated retroactive SOT wave coloring #ifndef WEISWAVE_CALCULATOR_MQH #define WEISWAVE_CALCULATOR_MQH //+==================================================================+ //| CLASS: CWeisWaveCalculator | //+==================================================================+ class CWeisWaveCalculator { private: int m_atr_period; double m_multiplier; //--- Stateful arrays to prevent repainting (O(1) state preservation) int m_direction[]; double m_wave_vol[]; double m_peak_high[]; double m_peak_low[]; double m_wave_len[]; // Tracks vertical height of each bar's wave double GetATR(int i, const double &high[], const double &low[], const double &close[]); bool GetLastCompletedLengths(int current_idx, int target_dir, double &out_lens[]); public: CWeisWaveCalculator(); ~CWeisWaveCalculator() {}; bool Init(int atr_period, double multiplier); void Calculate(int rates_total, int prev_calculated, const double &high[], const double &low[], const double &close[], const long &volume[], double &out_wave_vol[], double &out_colors[], bool show_sot=true); }; //+------------------------------------------------------------------+ //| Constructor | //+------------------------------------------------------------------+ CWeisWaveCalculator::CWeisWaveCalculator() : m_atr_period(14), m_multiplier(2.5) {} //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ bool CWeisWaveCalculator::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 Loop) | //+------------------------------------------------------------------+ void CWeisWaveCalculator::Calculate(int rates_total, int prev_calculated, const double &high[], const double &low[], const double &close[], const long &volume[], double &out_wave_vol[], 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_vol, rates_total); ArrayResize(m_peak_high, rates_total); ArrayResize(m_peak_low, rates_total); ArrayResize(m_wave_len, 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_vol[0] = (double)volume[0]; m_peak_high[0] = high[0]; m_peak_low[0] = low[0]; m_wave_len[0] = high[0] - low[0]; out_wave_vol[0] = m_wave_vol[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]; double prev_vol = m_wave_vol[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; // Carry forward previous peak states as defaults 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_vol[i] = prev_vol + (double)volume[i]; m_peak_high[i] = MathMax(prev_hi, high[i]); m_wave_len[i] = m_peak_high[i] - prev_lo; // Running wave height in points // Default visual outputs out_wave_vol[i] = m_wave_vol[i]; out_colors[i] = 0.0; // Index 0: DodgerBlue (Normal Up) // Check if price fell below the peak minus ATR threshold (REVERSAL to Down Swing) if(close[i] < m_peak_high[i] - threshold) { m_direction[i] = -1; m_wave_vol[i] = (double)volume[i]; // Reset volume for the new wave m_peak_low[i] = low[i]; m_wave_len[i] = m_peak_high[i] - m_peak_low[i]; out_wave_vol[i] = -m_wave_vol[i]; 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_lens[3]; if(GetLastCompletedLengths(i - 1, 1, h_lens)) { if(h_lens[0] < h_lens[1] && h_lens[1] < h_lens[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 else break; } } } } } } else // Active DOWN Swing { m_wave_vol[i] = prev_vol + (double)volume[i]; m_peak_low[i] = MathMin(prev_lo, low[i]); m_wave_len[i] = prev_hi - m_peak_low[i]; // Running wave height in points // Default visual outputs out_wave_vol[i] = -m_wave_vol[i]; out_colors[i] = 1.0; // Index 1: Crimson (Normal Down) // Check if price rose above the trough plus ATR threshold (REVERSAL to Up Swing) if(close[i] > m_peak_low[i] + threshold) { m_direction[i] = 1; m_wave_vol[i] = (double)volume[i]; // Reset volume for the new wave m_peak_high[i] = high[i]; m_wave_len[i] = m_peak_high[i] - m_peak_low[i]; out_wave_vol[i] = m_wave_vol[i]; 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_lens[3]; if(GetLastCompletedLengths(i - 1, -1, l_lens)) { if(l_lens[0] < l_lens[1] && l_lens[1] < l_lens[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 else break; } } } } } } } } //+------------------------------------------------------------------+ //| GetLastCompletedLengths (Historical state backward-search) | //+------------------------------------------------------------------+ bool CWeisWaveCalculator::GetLastCompletedLengths(int current_idx, int target_dir, double &out_lens[]) { int found = 0; bool in_target_wave = false; ArrayInitialize(out_lens, 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_lens[found] = m_wave_len[j]; // Capture locked final wave height found++; if(found >= 3) return true; } } else { in_target_wave = false; } } return (found >= 3); } //+------------------------------------------------------------------+ //| GetATR (Self-contained rolling ATR calculation) | //+------------------------------------------------------------------+ double CWeisWaveCalculator::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]; // True Range formula double tr = MathMax(h - l, MathMax(MathAbs(h - c_prev), MathAbs(l - c_prev))); sum += tr; } return sum / m_atr_period; } #endif // WEISWAVE_CALCULATOR_MQH //+------------------------------------------------------------------+