302 lines
10 KiB
MQL5
302 lines
10 KiB
MQL5
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//+------------------------------------------------------------------+
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//| Dijkstars Algo.mq5 |
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//| Copyright 2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#property strict
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#include <Trade/Trade.mqh>
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CTrade trade;
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// Input Parameters
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input int TakeProfit = 1000;
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input int StopLoss = 385;
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input double In_Lot = 0.01;
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input int LeftBars = 3;
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input int RightBars = 3;
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input int MaxSwings = 50;
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input double Lots = 0.1;
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input double PointBuffer = 10;
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input int Slippage = 5;
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ENUM_TIMEFRAMES TimeFrame;
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// Node Structure
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struct SwingPoint {
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int index;
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datetime time;
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double price;
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bool isHigh;
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bool visited;
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double distance;
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bool used;
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int previous;
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};
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SwingPoint swingPoints[];
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit() {
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Print("Dijkstra Swing EA initialized");
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| OnTick |
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//+------------------------------------------------------------------+
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void OnTick() {
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static datetime lastBarTime = 0;
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datetime currentBarTime = iTime(_Symbol, _Period, 0);
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if (currentBarTime != lastBarTime) {
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lastBarTime = currentBarTime;
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DetectSwings(LeftBars, RightBars);
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ApplyDijkstra();
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VisualizeSwings();
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GenerateSignalAndTrade();
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FilterAndMarkValidSwings(swingPoints);
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CleanOldSwingObjects();
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}
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}
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//+------------------------------------------------------------------+
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//| Detect swing highs and lows |
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//+------------------------------------------------------------------+
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void DetectSwings(int left, int right) {
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ArrayResize(swingPoints, 0);
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int totalBars = Bars(_Symbol, PERIOD_CURRENT) - right;
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for (int i = left; i < totalBars; i++) {
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bool isHigh = true, isLow = true;
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double high = High(i), low = Low(i);
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for (int j = 1; j <= left; j++) {
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if (High(i - j) >= high) isHigh = false;
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if (Low(i - j) <= low) isLow = false;
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}
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for (int j = 1; j <= right; j++) {
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if (High(i + j) >= high) isHigh = false;
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if (Low(i + j) <= low) isLow = false;
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}
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if (isHigh || isLow) {
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int idx = ArraySize(swingPoints);
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ArrayResize(swingPoints, idx + 1);
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swingPoints[idx].index = i;
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swingPoints[idx].time = Time(i);
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swingPoints[idx].price = isHigh ? high : low;
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swingPoints[idx].isHigh = isHigh;
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swingPoints[idx].visited = false;
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swingPoints[idx].distance = DBL_MAX;
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swingPoints[idx].previous = -1;
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if (idx >= MaxSwings) break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Apply Dijkstra's algorithm |
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//+------------------------------------------------------------------+
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void ApplyDijkstra() {
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if (ArraySize(swingPoints) == 0) return;
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swingPoints[0].distance = 0;
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for (int i = 0; i < ArraySize(swingPoints); i++) {
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int u = -1;
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double minDist = DBL_MAX;
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for (int j = 0; j < ArraySize(swingPoints); j++) {
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if (!swingPoints[j].visited && swingPoints[j].distance < minDist) {
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minDist = swingPoints[j].distance;
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u = j;
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}
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}
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if (u == -1) break;
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swingPoints[u].visited = true;
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for (int v = 0; v < ArraySize(swingPoints); v++) {
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if (!swingPoints[v].visited) {
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double cost = MathAbs(swingPoints[u].price - swingPoints[v].price);
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if (swingPoints[u].distance + cost < swingPoints[v].distance) {
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swingPoints[v].distance = swingPoints[u].distance + cost;
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swingPoints[v].previous = u;
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}
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Visualize Swing Points and Connections |
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//+------------------------------------------------------------------+
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void VisualizeSwings() {
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for (int i = 0; i < ArraySize(swingPoints); i++) {
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string objName = "Swing_" + IntegerToString(i);
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ObjectDelete(0, objName);
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ObjectCreate(0, objName, OBJ_ARROW, 0, swingPoints[i].time, swingPoints[i].price);
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ObjectSetInteger(0, objName, OBJPROP_ARROWCODE, swingPoints[i].isHigh ? 233 : 234);
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ObjectSetInteger(0, objName, OBJPROP_COLOR, swingPoints[i].isHigh ? clrRed : clrBlue);
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}
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for (int i = 1; i < ArraySize(swingPoints); i++) {
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int prev = swingPoints[i].previous;
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if (prev != -1) {
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string lineName = "Line_" + IntegerToString(i);
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ObjectDelete(0, lineName);
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ObjectCreate(0, lineName, OBJ_TREND, 0,
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swingPoints[prev].time, swingPoints[prev].price,
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swingPoints[i].time, swingPoints[i].price);
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ObjectSetInteger(0, lineName, OBJPROP_COLOR, clrGray);
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ObjectSetInteger(0, lineName, OBJPROP_WIDTH, 1);
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}
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}
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}
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double High(int index){return (iHigh(_Symbol, _Period, index));}
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double Low(int index){return (iLow(_Symbol, _Period, index));}
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datetime Time(int index){return (iTime(_Symbol, _Period, index));}
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//+------------------------------------------------------------------+
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//| Filter and mark |
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//+------------------------------------------------------------------+
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void FilterAndMarkValidSwings(SwingPoint &points[]) {
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int count = ArraySize(points);
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if(count < 2) return;
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for(int i = 0; i < count; i++) {
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if(points[i].used) continue;
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bool isValid = true;
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double swingPrice = points[i].price;
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int swingIndex = points[i].index;
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// Scan forward in time from the swing point
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for(int j = swingIndex - 1; j >= 0; j--) {
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double high = iHigh(_Symbol, TimeFrame, j);
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double low = iLow(_Symbol, TimeFrame, j);
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// Invalidate swing high if price went higher later
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if(points[i].isHigh && high > swingPrice) {
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isValid = false;
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break;
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}
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// Invalidate swing low if price went lower later
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if(!points[i].isHigh && low < swingPrice) {
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isValid = false;
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break;
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}
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}
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if(isValid) {
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points[i].used = true;
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// Draw object on chart
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string objName = points[i].isHigh ?
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StringFormat("SwingHigh_%d", TimeToString(iTime(_Symbol, TimeFrame, swingIndex))) :
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StringFormat("SwingLow_%d", TimeToString(iTime(_Symbol, TimeFrame, swingIndex)));
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color swingColor = points[i].isHigh ? clrRed : clrBlue;
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ObjectCreate(0, objName, OBJ_HLINE, 0, 0, swingPrice);
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ObjectSetInteger(0, objName, OBJPROP_COLOR, swingColor);
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ObjectSetInteger(0, objName, OBJPROP_STYLE, STYLE_DASH);
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ObjectSetInteger(0, objName, OBJPROP_WIDTH, 1);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Cleaning up old swings |
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//+------------------------------------------------------------------+
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void CleanOldSwingObjects(int keepBars = 100) {
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datetime oldestDate = iTime(_Symbol, TimeFrame, keepBars);
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int total = ObjectsTotal(0);
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for(int i = total - 1; i >= 0; i--) {
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string name = ObjectName(0, i);
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if(StringFind(name, "SwingHigh_") == 0 || StringFind(name, "SwingLow_") == 0) {
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datetime swingTime = (datetime)ObjectGetInteger(0, name, OBJPROP_TIME);
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if(swingTime < oldestDate) {
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ObjectDelete(0, name);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Generate Signal & Trade |
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//+------------------------------------------------------------------+
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void GenerateSignalAndTrade() {
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if (ArraySize(swingPoints) < 2) return;
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int last = ArraySize(swingPoints) - 1;
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int prev = swingPoints[last].previous;
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if (prev == -1) return;
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double entry = swingPoints[last].price;
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double reference = swingPoints[prev].price;
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double sl, tp;
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bool isBuy = entry > reference, isSell = entry < reference;
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SetSLTP(entry, reference, isBuy, sl, tp);
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if (PositionSelect(_Symbol)) return;
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if (isBuy)
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ExecuteTrade(ORDER_TYPE_BUY);
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else if(isSell)
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ExecuteTrade(ORDER_TYPE_SELL);
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}
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//+------------------------------------------------------------------+
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//| Calculate SL and TP based on distance to previous node |
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//+------------------------------------------------------------------+
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void SetSLTP(double entry, double ref, bool isBuy, double &sl, double &tp) {
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double distance = MathAbs(entry - ref) + PointBuffer * _Point;
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if (isBuy) {
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sl = entry - distance;
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tp = entry + distance;
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} else {
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sl = entry + distance;
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tp = entry - distance;
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}
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}
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//+------------------------------------------------------------------+
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//| Execute trade with risk parameters |
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//+------------------------------------------------------------------+
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void ExecuteTrade(ENUM_ORDER_TYPE tradeType){
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double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double price = (tradeType == ORDER_TYPE_BUY) ? SymbolInfoDouble(_Symbol, SYMBOL_ASK) :
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SymbolInfoDouble(_Symbol, SYMBOL_BID);
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// Convert StopLoss and TakeProfit from pips to actual price distances
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double sl_distance = StopLoss * point;
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double tp_distance = TakeProfit * point;
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double sl = (tradeType == ORDER_TYPE_BUY) ? price - sl_distance :
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price + sl_distance;
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double tp = (tradeType == ORDER_TYPE_BUY) ? price + tp_distance :
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price - tp_distance;
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trade.PositionOpen(_Symbol, tradeType, In_Lot, price, sl, tp, NULL);
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}
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