//+------------------------------------------------------------------+ //| WeisWave_CumulativeDelta_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.00" // Non-repainting state-machine, O(1) optimized #property description "Weis Wave Cumulative Delta (Smart Money Flow Indicator)" #property description "Tracks the rolling cumulative difference of buy vs sell waves." #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 1 //--- Plot: Color Line (Rising = Green, Falling = Red) #property indicator_label1 "Cumulative Delta" #property indicator_type1 DRAW_COLOR_LINE #property indicator_color1 clrLimeGreen, clrCrimson // Index 0: Rising, Index 1: Falling #property indicator_style1 STYLE_SOLID #property indicator_width1 2 #include //--- Input Parameters input int InpATRPeriod = 14; // ATR Sensitivity Period input double InpMultiplier = 2.5; // Wave Reversal Multiplier (ATR) //--- Buffers double ExtDeltaBuffer[]; double ExtColorsBuffer[]; //--- Global Engine CWeisWaveDeltaCalculator *g_calc; //+------------------------------------------------------------------+ //| OnInit | //+------------------------------------------------------------------+ int OnInit() { SetIndexBuffer(0, ExtDeltaBuffer, INDICATOR_DATA); SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX); ArraySetAsSeries(ExtDeltaBuffer, false); ArraySetAsSeries(ExtColorsBuffer, false); string short_name = StringFormat("Weis Wave Cumulative Delta Pro(%d, %.1f)", InpATRPeriod, InpMultiplier); IndicatorSetString(INDICATOR_SHORTNAME, short_name); IndicatorSetInteger(INDICATOR_DIGITS, 0); g_calc = new CWeisWaveDeltaCalculator(); if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpATRPeriod, InpMultiplier)) { Print("Error: Failed to initialize Cumulative Delta 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[]) { if(rates_total < InpATRPeriod + 10) return 0; //--- Force standard chronological indexing for Strategy Tester consistency ArraySetAsSeries(time, false); ArraySetAsSeries(high, false); ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); //--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); //--- Safe dynamic array routing to engine if(volume_limit > 0) { g_calc.Calculate(rates_total, prev_calculated, high, low, close, volume, ExtDeltaBuffer, ExtColorsBuffer); } else { g_calc.Calculate(rates_total, prev_calculated, high, low, close, tick_volume, ExtDeltaBuffer, ExtColorsBuffer); } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+