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Libraries

heap sort - array sorting algorithm - library for MetaTrader 5

DMITRII PECHERITSA

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514
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votes: 7
Published:
2021.01.06 10:11
\MQL5\Include\Mqh\Algorithms\HeapSort\
HeapSort.mqh (19.87 KB) view
\MQL5\Include\Mqh\Algorithms\ \MQL5\Include\Mqh\Universal\
//+------------------------------------------------------------------+
//|                                                     HeapSort.mq5 |
//|                                  2019 - 2021, dimitri pecheritsa |
//|                             https://www.mql5.com/en/users/dmipec |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| heap sort - array sorting algorithm                              |
//|  best - n log n, average - n log n, worst - n log n              |
//|  memory - 1, stable - no, method - selection                     |
//|  heapsort is a much more efficient version of selection sort. it |
//|also works by determining the largest (or smallest) element of    |
//|the list, placing that at the end (or beginning) of the list,     |
//|then continuing with the rest of the list, but accomplishes this  |
//|task efficiently by using a data structure called a heap, a       |
//|special type of binary tree. once the data list has been made     |
//|into a heap, the root node is guaranteed to be the largest (or    |
//|smallest) element. when it is removed and placed at the end of    |
//|the list, the heap is rearranged so the largest element remaining |
//|moves to the root. using the heap, finding the next largest       |
//|element takes o(log n) time, instead of o(n) for a linear scan as |
//|in simple selection sort. this allows heapsort to run in o(n log  |
//|n) time, and this is also the worst case complexity.              |
//|  although somewhat slower in practice on most machines than a    |
//|well-implemented quicksort, it has the advantage of a more        |
//|favorable worst-case o(n log n) runtime. heapsort is an in-place  |
//|algorithm, but it is not a stable sort.                           |
//|  heapsort was invented by j. w. j. williams in 1964. this was    |
//|also the birth of the heap, presented already by williams as a    |
//|useful data structure in its own right. in the same year, r. w.   |
//|floyd published an improved version that could sort an array      |
//|in-place, continuing his earlier research into the treesort       |
//|algorithm.                                                        |
//|  heapsort primarily competes with quicksort, another very        |
//|efficient general purpose nearly-in-place comparison-based sort   |
//|algorithm.                                                        |
//+------------------------------------------------------------------+
//| comparion with other algorithms                                  |
//|  quicksort is typically somewhat faster due to some factors, but |
//|the worst-case running time for quicksort is o(n2), which is      |
//|unacceptable for large data sets and can be deliberately          |
//|triggered given enough knowledge of the implementation, creating  |
//|a security risk.                                                  |
//|  thus, because of the o(n log n) upper bound on heapsort's       |
//|running time and constant upper bound on its auxiliary storage,   |
//|embedded systems with real-time constraints or systems concerned  |
//|with security often use heapsort, such as the linux kernel.       |
//|  heapsort also competes with merge sort, which has the same time |
//|bounds. merge sort requires Ω(n) auxiliary space, but heapsort    |
//|requires only a constant amount. heapsort typically runs faster   |
//|in practice on machines with small or slow data caches, and does  |
//|not require as much external memory. on the other hand, merge     |
//|sort has several advantages over heapsort:                        |
//|    merge sort on arrays has considerably better data cache       |
//|performance, often outperforming heapsort on modern desktop       |
//|computers because merge sort frequently accesses contiguous       |
//|memory locations (good locality of reference); heapsort           |
//|references are spread throughout the heap.                        |
//|    heapsort is not a stable sort; merge sort is stable.          |
//|    merge sort parallelizes well and can achieve close to linear  |
//|speedup with a trivial implementation; heapsort is not an obvious |
//|candidate for a parallel algorithm.                               |
//|    merge sort can be adapted to operate on singly linked lists   |
//|with o(1) extra space. heapsort can be adapted to operate on      |
//|doubly linked lists with only o(1) extra space overhead.          |
//|    merge sort is used in external sorting; heapsort is not.      |
//|locality of reference is the issue.                               |
//|  introsort is an alternative to heapsort that combines quicksort |
//|and heapsort to retain advantages of both: worst case speed of    |
//|heapsort and average speed of quicksort.                          |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| script program start function                                    |
//| heap sort example                                                |
//|  sort symbols (items) by color (key). color in mql is an         |
//|integer. similarly items can be sorted by any other key, e.g. by  |
//|digits                                                            |
//+------------------------------------------------------------------+
#include <Mqh\Algorithms\HeapSort\HeapSort.mqh>
#include <Mqh\Algorithms\HeapSort\Functions.mqh>
void OnStart(void)
  {
//--- load symbols to the array (items) from the terminal 
   string symbols[];
   SymbolsLoad(symbols);
//--- load colors of the symbols to the keys array 
   color keys[];
   SymbolKeysColor(symbols,keys);
//--- sort symbols by color in accending order with the heap sort 
//algorithm
   ArraySort(keys,symbols,new CHeapSort<color,string>);
//--- print a table of symbols to check result 
   SymbolsPrint(symbols);
  }
//--------------------------------------------------------------------
//       symbol |                    color name (id) |   digits
//--------------------------------------------------------------------
//       OGZD.L |                    clrGold (55295) |        3
//       SGGD.L |                    clrGold (55295) |        3
//       MGNT.L |                    clrGold (55295) |        3
//       ATAD.L |                    clrGold (55295) |        3
//       PLZL.L |                    clrGold (55295) |        3
//       FIVE.L |                    clrGold (55295) |        3
//       ROSN.L |                    clrGold (55295) |        3
//       NVTK.L |                    clrGold (55295) |        3
//       SBER.L |                    clrGold (55295) |        3
//       MNOD.L |                    clrGold (55295) |        3
//       SVST.L |                    clrGold (55295) |        3
//       NLMK.L |                    clrGold (55295) |        3
//       LKOD.L |                    clrGold (55295) |        3
//       XAGUSD |                 clrKhaki (9234160) |        5
//       XAUUSD |                 clrKhaki (9234160) |        3
//       LTCUSD |    clrMediumSpringGreen (10156544) |        2
//       XRPUSD |    clrMediumSpringGreen (10156544) |        4
//       ETHBTC |    clrMediumSpringGreen (10156544) |        5
//       BTCEUR |    clrMediumSpringGreen (10156544) |        2
//   Crypto.ALT |    clrMediumSpringGreen (10156544) |        2
//       ETHEUR |    clrMediumSpringGreen (10156544) |        2
//   Crypto.Top |    clrMediumSpringGreen (10156544) |        2
//       EOSUSD |    clrMediumSpringGreen (10156544) |        3
//       LTCBTC |    clrMediumSpringGreen (10156544) |        5
//       BTCUSD |    clrMediumSpringGreen (10156544) |        2
//       XBTUSD |    clrMediumSpringGreen (10156544) |        2
//       ETHUSD |    clrMediumSpringGreen (10156544) |        2
//       DSHUSD |    clrMediumSpringGreen (10156544) |        2
//         ADBE |        clrPaleGoldenrod (11200750) |        2
//           PM |        clrPaleGoldenrod (11200750) |        2
//          MMM |        clrPaleGoldenrod (11200750) |        2
//           EA |        clrPaleGoldenrod (11200750) |        2
//          HPE |        clrPaleGoldenrod (11200750) |        2
//           VZ |        clrPaleGoldenrod (11200750) |        2
//         MSFT |        clrPaleGoldenrod (11200750) |        2
//          PFE |        clrPaleGoldenrod (11200750) |        2
//        GOOGL |        clrPaleGoldenrod (11200750) |        2
//          JNJ |        clrPaleGoldenrod (11200750) |        2
//           BA |        clrPaleGoldenrod (11200750) |        2
//          CAT |        clrPaleGoldenrod (11200750) |        2
//          NKE |        clrPaleGoldenrod (11200750) |        2
//           PG |        clrPaleGoldenrod (11200750) |        2
//          PEP |        clrPaleGoldenrod (11200750) |        2
//           KO |        clrPaleGoldenrod (11200750) |        2
//           GM |        clrPaleGoldenrod (11200750) |        2
//           GE |        clrPaleGoldenrod (11200750) |        2
//         AAPL |        clrPaleGoldenrod (11200750) |        2
//         PYPL |        clrPaleGoldenrod (11200750) |        2
//          LLY |        clrPaleGoldenrod (11200750) |        2
//           FB |        clrPaleGoldenrod (11200750) |        2
//        BRK.B |        clrPaleGoldenrod (11200750) |        2
//          IBM |        clrPaleGoldenrod (11200750) |        2
//            V |        clrPaleGoldenrod (11200750) |        2
//         INTC |        clrPaleGoldenrod (11200750) |        2
//          WFC |        clrPaleGoldenrod (11200750) |        2
//            C |        clrPaleGoldenrod (11200750) |        2
//          PRU |        clrPaleGoldenrod (11200750) |        2
//         ATVI |        clrPaleGoldenrod (11200750) |        2
//           GS |        clrPaleGoldenrod (11200750) |        2
//          JPM |        clrPaleGoldenrod (11200750) |        2
//          NEM |        clrPaleGoldenrod (11200750) |        2
//         TSLA |        clrPaleGoldenrod (11200750) |        2
//          CVX |        clrPaleGoldenrod (11200750) |        2
//          DAL |        clrPaleGoldenrod (11200750) |        2
//          WMT |        clrPaleGoldenrod (11200750) |        2
//         EBAY |        clrPaleGoldenrod (11200750) |        2
//         SBUX |        clrPaleGoldenrod (11200750) |        2
//          MCD |        clrPaleGoldenrod (11200750) |        2
//         NFLX |        clrPaleGoldenrod (11200750) |        2
//          UPS |        clrPaleGoldenrod (11200750) |        2
//         AMZN |        clrPaleGoldenrod (11200750) |        2
//         FOXA |        clrPaleGoldenrod (11200750) |        2
//         NVDA |        clrPaleGoldenrod (11200750) |        2
//          XOM |        clrPaleGoldenrod (11200750) |        2
//          DIS |        clrPaleGoldenrod (11200750) |        2
//        CMCSA |        clrPaleGoldenrod (11200750) |        2
//         CSCO |        clrPaleGoldenrod (11200750) |        2
//          BAC |        clrPaleGoldenrod (11200750) |        2
//         ORCL |        clrPaleGoldenrod (11200750) |        2
//   .JP225Cash |                 clrPink (13353215) |        1
//          WTI |                 clrPink (13353215) |        2
//        BRENT |                 clrPink (13353215) |        2
//  .USTECHCash |                 clrPink (13353215) |        1
//    .US30Cash |                 clrPink (13353215) |        1
//   .US500Cash |                 clrPink (13353215) |        1
//    .DE30Cash |                 clrPink (13353215) |        1
//       GBXUSD |                 clrPlum (14524637) |        5
//       USDMXN |             clrHoneydew (15794160) |        5
//       USDTRY |             clrHoneydew (15794160) |        5
//       USDPLN |             clrHoneydew (15794160) |        5
//       EURUSD |             clrHoneydew (15794160) |        5
//       USDJPY |             clrHoneydew (15794160) |        3
//       USDCHF |             clrHoneydew (15794160) |        5
//       EURNZD |             clrHoneydew (15794160) |        5
//       CADJPY |             clrHoneydew (15794160) |        3
//       USDCAD |             clrHoneydew (15794160) |        5
//       NZDUSD |             clrHoneydew (15794160) |        5
//       EURJPY |             clrHoneydew (15794160) |        3
//       NZDJPY |             clrHoneydew (15794160) |        3
//       NZDCHF |             clrHoneydew (15794160) |        5
//       EURGBP |             clrHoneydew (15794160) |        5
//       CADCHF |             clrHoneydew (15794160) |        5
//       AUDJPY |             clrHoneydew (15794160) |        3
//       NZDCAD |             clrHoneydew (15794160) |        5
//       GBPCHF |             clrHoneydew (15794160) |        5
//       EURCHF |             clrHoneydew (15794160) |        5
//       GBPUSD |             clrHoneydew (15794160) |        5
//       GBPJPY |             clrHoneydew (15794160) |        3
//       EURCAD |             clrHoneydew (15794160) |        5
//       AUDUSD |             clrHoneydew (15794160) |        5
//       GBPNZD |             clrHoneydew (15794160) |        5
//       GBPCAD |             clrHoneydew (15794160) |        5
//       EURAUD |             clrHoneydew (15794160) |        5
//       USDCNH |             clrHoneydew (15794160) |        5
//       GBPAUD |             clrHoneydew (15794160) |        5
//       USDRUB |             clrHoneydew (15794160) |        4
//       USDZAR |             clrHoneydew (15794160) |        5
//       EURPLN |             clrHoneydew (15794160) |        5
//       CHFJPY |             clrHoneydew (15794160) |        3
//       AUDNZD |             clrHoneydew (15794160) |        5
//       AUDCHF |             clrHoneydew (15794160) |        5
//       AUDCAD |             clrHoneydew (15794160) |        5
//+------------------------------------------------------------------+


merge sort - a merging method comparison-based sorting algorithm merge sort - a merging method comparison-based sorting algorithm

an efficient, general-purpose sorting algorithm

Simple EA using Bollinger, RSI and MA Simple EA using Bollinger, RSI and MA

Ea working well on EURUSD1 H1 with initial parameters, using a simple strategy based on Bollinger bands and RSI.

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Kral Kral

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