mql5/Experts/WhaleDetector.mq5

//+------------------------------------------------------------------+
//|                                              WhaleDetector.mq5   |
//|                                  Copyright 2026, Antigravity AI  |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, Antigravity AI"
#property link      "https://www.mql5.com"
#property version   "1.21"
#property strict

#include <Trade\Trade.mqh>

//--- Input Parameters
input double   InpIntensityMultiplier = 4.0;    // Intensity Spike Multiplier (x Avg)
input int      InpIntensityWindowMs   = 500;    // Burst Window (Milliseconds)
input int      InpAvgIntWindowSec     = 10;     // Average Window (Seconds)
input int      InpAbsorptionPips      = 2;      // Absorption Move (Max Pips)
input bool     InpAutoTrade           = true;   // Place trades on detections?
input double   InpLotSize             = 0.1;    // Lot Size for auto-trading
input int      InpMagicNumber        = 987654;

//--- Global Variables
CTrade         m_trade;
datetime       m_tick_history_ms[];   // Timestamps in milliseconds
int            m_tick_history_size = 5000;
int            m_tick_ptr = 0;
double         m_prev_price = 0;
double         m_prev_bid = 0;
double         m_prev_ask = 0;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   m_trade.SetExpertMagicNumber(InpMagicNumber);
   ArrayResize(m_tick_history_ms, m_tick_history_size);
   ArrayInitialize(m_tick_history_ms, 0);
   
   Print("WhaleDetector v1.21 (Fixed Direction) Initialized.");
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   MqlTick tick;
   if(!SymbolInfoTick(_Symbol, tick)) return;

   // 1. Log Timestamp
   long now_ms = GetMicrosecondCount() / 1000;
   m_tick_history_ms[m_tick_ptr] = (datetime)now_ms;
   m_tick_ptr = (m_tick_ptr + 1) % m_tick_history_size;

   // 2. Calculate Intensity
   int current_intensity = 0;
   for(int i=0; i<m_tick_history_size; i++)
     {
      if(m_tick_history_ms[i] >= (datetime)(now_ms - InpIntensityWindowMs)) current_intensity++;
     }

   int total_ticks_long = 0;
   for(int i=0; i<m_tick_history_size; i++)
     {
      if(m_tick_history_ms[i] >= (datetime)(now_ms - InpAvgIntWindowSec * 1000)) total_ticks_long++;
     }
   double avg_intensity_per_window = (double)total_ticks_long * (InpIntensityWindowMs / (InpAvgIntWindowSec * 1000.0));
   if(avg_intensity_per_window < 1.0) avg_intensity_per_window = 1.0;

   // 3. Whale Detection
   bool is_whale = (current_intensity >= avg_intensity_per_window * InpIntensityMultiplier);
   
   double price = (tick.last != 0) ? tick.last : ((tick.bid + tick.ask) / 2.0);
   double delta = MathAbs(price - m_prev_price);
   bool is_absorbed = (is_whale && m_prev_price > 0 && delta < InpAbsorptionPips * _Point * 10);
   
   if(is_whale)
     {
      string direction = "UNKNOWN";
      
      // Robust Direction Detection
      if(tick.flags & TICK_FLAG_BUY) direction = "BUY";
      else if(tick.flags & TICK_FLAG_SELL) direction = "SELL";
      else if(tick.last != 0)
        {
         if(tick.last >= tick.ask) direction = "BUY";
         else if(tick.last <= tick.bid) direction = "SELL";
        }
      else // Fallback for last == 0
        {
         if(tick.ask > m_prev_ask && m_prev_ask > 0) direction = "BUY";
         else if(tick.bid < m_prev_bid && m_prev_bid > 0) direction = "SELL";
         else if(tick.flags & TICK_FLAG_ASK) direction = "BUY";
         else if(tick.flags & TICK_FLAG_BID) direction = "SELL";
         else direction = (price > m_prev_price) ? "BUY" : (price < m_prev_price ? "SELL" : "UNKNOWN");
        }

      if(direction != "UNKNOWN")
         HandleWhale(tick, current_intensity, avg_intensity_per_window, direction, is_absorbed);
     }

   // Dashboard update
   Comment(StringFormat("WhaleDetector v1.21\n"
                        "-------------------\n"
                        "Intensity: %d / Avg: %.2f\n"
                        "Ratio: %.2fx\n"
                        "Bid: %.5f | Ask: %.5f\n"
                        "Status: %s", 
                        current_intensity, avg_intensity_per_window, 
                        (double)current_intensity / avg_intensity_per_window,
                        tick.bid, tick.ask,
                        is_whale ? "WHALE!" : "monitoring..."));

   m_prev_price = price;
   m_prev_bid = tick.bid;
   m_prev_ask = tick.ask;
  }

//+------------------------------------------------------------------+
//| Handle Whale Event                                               |
//+------------------------------------------------------------------+
void HandleWhale(MqlTick &tick, int intensity, double avg, string direction, bool absorbed)
  {
   double price = (tick.last != 0) ? tick.last : (direction == "BUY" ? tick.ask : tick.bid);
   
   string name = StringFormat("Whale_%d_%d", TimeCurrent(), GetMicrosecondCount());
   ObjectCreate(0, name, OBJ_ARROW, 0, tick.time, price);
   ObjectSetInteger(0, name, OBJPROP_ARROWCODE, (direction == "BUY") ? 233 : 234);
   ObjectSetInteger(0, name, OBJPROP_COLOR, (direction == "BUY") ? clrAqua : clrMagenta);
   ObjectSetInteger(0, name, OBJPROP_WIDTH, absorbed ? 5 : 3);
   
   if(InpAutoTrade && PositionsTotal() == 0)
     {
      double sl = (direction == "BUY") ? price - 500*_Point : price + 500*_Point;
      double tp = (direction == "BUY") ? price + 1000*_Point : price - 1000*_Point;
      if(direction == "BUY") m_trade.Buy(InpLotSize, _Symbol, tick.ask, sl, tp, "Whale Intensity Buy");
      else m_trade.Sell(InpLotSize, _Symbol, tick.bid, sl, tp, "Whale Intensity Sell");
     }
  }
//+------------------------------------------------------------------+