mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
107 lines
4.0 KiB
Plaintext
107 lines
4.0 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| 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 <MyIncludes\WeisWave_CumulativeDelta_Calculator.mqh>
|
|
|
|
//--- 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);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|