//+------------------------------------------------------------------+ //| WeisWave_Duration_Calculator.mqh| //| Engine for Non-Repainting Weis Wave Duration (Time/Bars). | //| Strictly O(1) Incremental Optimized. | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.10" // Fully commented and documented optimization structures #ifndef WEISWAVE_DURATION_CALCULATOR_MQH #define WEISWAVE_DURATION_CALCULATOR_MQH //+==================================================================+ //| CLASS: CWeisWaveDurationCalculator | //+==================================================================+ class CWeisWaveDurationCalculator { private: int m_atr_period; double m_multiplier; //--- Stateful persistent arrays for O(1) memory caching (Prevents Repainting) int m_direction[]; int m_wave_dur[]; // Running bar count of the active wave double m_peak_high[]; // Locks the peak high of the active up-wave double m_peak_low[]; // Locks the trough low of the active down-wave double GetATR(int i, const double &high[], const double &low[], const double &close[]); 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[]); }; //+------------------------------------------------------------------+ //| 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[]) { if(rates_total < m_atr_period + 5) return; //--- Dynamic array allocation: resized ONLY when bar count changes (ultra-fast) 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); } //--- O(1) Optimization: Determine the exact starting index //--- On first run (prev_calculated == 0), start is 0 (full historical calculation) //--- On subsequent live ticks, start is rates_total - 1 (calculates only the current forming bar) int start = (prev_calculated == 0) ? 0 : prev_calculated - 1; //--- First bar initialization if(start == 0) { m_direction[0] = 1; m_wave_dur[0] = 1; 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 calculation loop for(int i = start; i < rates_total; i++) { //--- Read locked states of the previous bar (i-1) to eliminate loop recalculations 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; //--- Set default state assumptions from previous bar 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 m_peak_high[i] = MathMax(prev_hi, high[i]); // Reversal Check: If close price drops below threshold, reset and reverse if(close[i] < m_peak_high[i] - threshold) { m_direction[i] = -1; m_wave_dur[i] = 1; // Reset duration to 1 for the new wave m_peak_low[i] = low[i]; } } else // Active DOWN Swing { m_wave_dur[i] = prev_dur + 1; // Increment duration m_peak_low[i] = MathMin(prev_lo, low[i]); // Reversal Check: If close price rises above threshold, reset and reverse if(close[i] > m_peak_low[i] + threshold) { m_direction[i] = 1; m_wave_dur[i] = 1; // Reset duration to 1 for the new wave m_peak_high[i] = high[i]; } } //--- Render calculated state to indicator output buffers if(m_direction[i] == 1) { out_wave_dur[i] = (double)m_wave_dur[i]; // Up wave is positive out_colors[i] = 0.0; // Color Index 0 (DodgerBlue) } else { out_wave_dur[i] = -(double)m_wave_dur[i]; // Down wave is negative out_colors[i] = 1.0; // Color Index 1 (Crimson) } } } //+------------------------------------------------------------------+ //| GetATR (Self-contained rolling ATR calculation) | //+------------------------------------------------------------------+ 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 //+------------------------------------------------------------------+