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mql5/Indicators/MyIndicators/Quant/WeisWave_Pro.mq5
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2026-06-11 21:47:19 +02:00

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//+------------------------------------------------------------------+
//| WeisWave_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00" // Non-repainting, state-preservation, O(1) optimized
#property description "Professional Weis Wave Volume (Wyckoff Supply vs Demand)."
#property description "Tracks cumulative volume along trend waves. Non-repainting."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
//--- Plot: Color Histogram
#property indicator_label1 "Wave Volume"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrDodgerBlue, clrCrimson // Index 0: Demand (Up), Index 1: Supply (Down)
#property indicator_style1 STYLE_SOLID
#property indicator_width1 3
#include <MyIncludes\WeisWave_Calculator.mqh>
//--- Input Parameters
input int InpATRPeriod = 14; // ATR Sensitivity Period
input double InpMultiplier = 2.5; // Wave Reversal Multiplier (ATR)
//--- Buffers
double ExtWaveVolBuffer[];
double ExtColorsBuffer[];
//--- Global Engine
CWeisWaveCalculator *g_calc;
//+------------------------------------------------------------------+
//| OnInit |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, ExtWaveVolBuffer, INDICATOR_DATA);
SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
ArraySetAsSeries(ExtWaveVolBuffer, false);
ArraySetAsSeries(ExtColorsBuffer, false);
string short_name = StringFormat("Weis Wave Volume Pro(%d, %.1f)", 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("Error: Failed to initialize WeisWave 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 + 5)
return 0;
//--- 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
if(volume_limit > 0)
{
g_calc.Calculate(rates_total, prev_calculated, high, low, close, volume, ExtWaveVolBuffer, ExtColorsBuffer);
}
else
{
g_calc.Calculate(rates_total, prev_calculated, high, low, close, tick_volume, ExtWaveVolBuffer, ExtColorsBuffer);
}
return(rates_total);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+