mql5/Indicators/WhaleBubbles.mq5

//+------------------------------------------------------------------+
//|                                              WhaleBubbles.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 indicator_chart_window
#property indicator_plots 0

//--- Input Parameters
input double   InpMinRatio          = 3.0;    // Min Intensity Ratio (x Avg)
input int      InpBurstWindowMs     = 500;    // Burst Window (ms)
input int      InpAvgWindowSec      = 20;     // Average Window (sec)
input double   InpAbsorptionPips    = 1.5;    // Max Pips for Absorption
input color    InpBuyColor          = clrAqua;
input color    InpSellColor         = clrMagenta;
input color    InpAbsorbColor       = clrGold;
input int      InpMaxBubbles        = 300;

//--- Global Variables
long           m_tick_history_ms[];
int            m_history_size = 5000;
int            m_history_ptr = 0;
double         m_prev_price = 0;
double         m_prev_bid = 0;
double         m_prev_ask = 0;
int            m_bubble_count = 0;
long           m_unique_id = 0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
   ArrayResize(m_tick_history_ms, m_history_size);
   ArrayInitialize(m_tick_history_ms, 0);
   IndicatorSetString(INDICATOR_SHORTNAME, "WhaleBubbles v1.21");
   return(INIT_SUCCEEDED);
  }

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   ObjectsDeleteAll(0, "WB_");
   Comment("");
  }

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
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[])
  {
   MqlTick tick;
   if(!SymbolInfoTick(_Symbol, tick)) return(rates_total);

   // 1. Log intensity
   long now_ms = GetMicrosecondCount() / 1000;
   m_tick_history_ms[m_history_ptr] = now_ms;
   m_history_ptr = (m_history_ptr + 1) % m_history_size;

   // 2. Calculate Intensity Ratio
   int burst_ticks = 0;
   int long_ticks = 0;
   for(int i=0; i<m_history_size; i++)
     {
      if(m_tick_history_ms[i] >= (long)(now_ms - InpBurstWindowMs)) burst_ticks++;
      if(m_tick_history_ms[i] >= (long)(now_ms - InpAvgWindowSec * 1000)) long_ticks++;
     }
   
   double avg_per_burst = (double)long_ticks * (InpBurstWindowMs / (InpAvgWindowSec * 1000.0));
   if(avg_per_burst < 0.5) avg_per_burst = 0.5;
   double ratio = (double)burst_ticks / avg_per_burst;

   // 3. Direction Detection
   string direction = "UNKNOWN";
   double price = (tick.last != 0) ? tick.last : ((tick.bid + tick.ask) / 2.0);
   
   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 
     {
      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");
     }

   // 4. Signal and Drawing
   double delta = MathAbs(price - m_prev_price);
   bool is_whale = (ratio >= InpMinRatio && burst_ticks > 2);
   bool is_absorbed = (is_whale && m_prev_price > 0 && delta <= InpAbsorptionPips * _Point * 10);
   
   if(is_whale && direction != "UNKNOWN")
     {
      DrawBubble(tick, ratio, price, is_absorbed, burst_ticks, direction);
      ChartRedraw();
     }

   m_prev_price = price;
   m_prev_bid = tick.bid;
   m_prev_ask = tick.ask;
   
   Comment(StringFormat("WhaleBubbles v1.21\nRatio: %.2fx | Burst: %d\nLast Dir: %s", ratio, burst_ticks, direction));

   return(rates_total);
  }

//+------------------------------------------------------------------+
//| Drawing the Bubble                                               |
//+------------------------------------------------------------------+
void DrawBubble(MqlTick &tick, double ratio, double price, bool absorbed, int burst_count, string direction)
  {
   m_unique_id++;
   string name = StringFormat("WB_%d_%d", TimeCurrent(), m_unique_id);
   
   if(m_bubble_count >= InpMaxBubbles) { ObjectsDeleteAll(0, "WB_"); m_bubble_count = 0; }

   color clr = clrGray;
   if(absorbed) clr = InpAbsorbColor;
   else if(direction == "BUY") clr = InpBuyColor;
   else if(direction == "SELL") clr = InpSellColor;

   int width = (int)MathMin(10, MathMax(2, ratio));

   if(ObjectCreate(0, name, OBJ_ARROW, 0, tick.time, price))
     {
      ObjectSetInteger(0, name, OBJPROP_ARROWCODE, 159);
      ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
      ObjectSetInteger(0, name, OBJPROP_WIDTH, width);
      ObjectSetString(0, name, OBJPROP_TOOLTIP, 
         StringFormat("Dir: %s\nRatio: %.1fx\nBurst: %d ticks", direction, ratio, burst_count));
      m_bubble_count++;
     }
  }
//+------------------------------------------------------------------+