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Toh4iem9
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//+------------------------------------------------------------------+
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//| AlphaBeta_Dashboard_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.10" // Fixed window alignment and self-reference routing
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#property description "Interactive Alpha & Beta Performance Heatmap Scanner."
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#property description "Click on any Symbol button to instantly switch the chart."
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#property indicator_chart_window
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#property indicator_buffers 0
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#property indicator_plots 0
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#include <MyIncludes\MathStatistics_Calculator.mqh>
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//--- Input Parameters ---
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input string InpCustomSymbols = ""; // Custom Symbols (Comma separated, empty for Market Watch)
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input int InpMaxSymbols = 15; // Maximum Symbols to display
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe (Recommended: PERIOD_H1)
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input int InpLookback = 60; // Rolling Lookback Window (Bars)
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input string InpBenchmark = "US500"; // Global Equity Benchmark
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input string InpForexBench = "DX"; // Forex Benchmark (Dollar Index)
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input int InpTableX = 20; // Table X Offset (Pixels)
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input int InpTableY = 60; // Table Y Offset (Pixels)
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input int InpFontSize = 9; // UI Font Size
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input int InpRefreshSeconds = 3; // Background Timer Fallback (Seconds)
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//--- Global Variables ---
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string g_symbols[];
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int g_symbols_total = 0;
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string g_prefix = "";
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bool g_updating = false;
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ulong g_last_update_ms = 0; // Throttle timestamp
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CMathStatisticsCalculator *g_stats = NULL;
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//+------------------------------------------------------------------+
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//| EnsureDataReady (History sync helper) |
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//+------------------------------------------------------------------+
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bool EnsureDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars)
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{
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ResetLastError();
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if(!SymbolInfoInteger(symbol, SYMBOL_SELECT))
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{
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SymbolSelect(symbol, true);
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}
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datetime times[];
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int copied = CopyTime(symbol, timeframe, 0, required_bars, times);
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return (copied >= required_bars);
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}
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//+------------------------------------------------------------------+
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//| GetAlphaBeta |
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//| Fully synchronized and window-aligned calculation |
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//+------------------------------------------------------------------+
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bool GetAlphaBeta(string symbol, ENUM_TIMEFRAMES tf, int lookback, double &out_alpha, double &out_beta)
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{
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// FIXED: Window size matches exactly 'lookback' to ensure 100% data alignment with standard indicator
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int required_bars = lookback;
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if(!EnsureDataReady(symbol, tf, required_bars))
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return false;
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bool is_forex = IsForexPair(symbol);
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string bench = is_forex ? InpForexBench : InpBenchmark;
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// FIXED: Self-Reference protection. If symbol is its own benchmark, return baseline CAPM values
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if(symbol == bench)
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{
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out_alpha = 0.0;
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out_beta = 1.0;
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return true;
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}
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if(!EnsureDataReady(bench, tf, required_bars))
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return false;
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double close_A[];
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datetime times[];
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ArrayResize(close_A, required_bars);
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ArrayResize(times, required_bars);
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if(CopyClose(symbol, tf, 0, required_bars, close_A) != required_bars ||
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CopyTime(symbol, tf, 0, required_bars, times) != required_bars)
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return false;
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// High-performance chronological alignment for the benchmark close prices
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double close_B[];
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ArrayResize(close_B, required_bars);
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for(int i = 0; i < required_bars; i++)
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{
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int shift = iBarShift(bench, tf, times[i], false);
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if(shift >= 0)
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{
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close_B[i] = iClose(bench, tf, shift);
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}
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else
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{
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close_B[i] = (i > 0) ? close_B[i-1] : close_A[i];
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}
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}
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// Calculate stationary log returns
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double ret_A[], ret_B[];
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g_stats.ComputeReturns(close_A, ret_A);
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g_stats.ComputeReturns(close_B, ret_B);
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// Calculate Beta
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out_beta = g_stats.CalculateBeta(ret_A, ret_B);
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// Calculate cumulative returns for Alpha
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int n = ArraySize(close_A);
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double a_tot = (close_A[n-1] - close_A[0]) / close_A[0];
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double b_tot = (close_B[n-1] - close_B[0]) / close_B[0];
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// Calculate Alpha
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out_alpha = g_stats.CalculateAlpha(a_tot, b_tot, out_beta);
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return true;
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}
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//+------------------------------------------------------------------+
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//| ParseSymbols |
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//+------------------------------------------------------------------+
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void ParseSymbols()
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{
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ArrayFree(g_symbols);
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if(InpCustomSymbols != "" && InpCustomSymbols != NULL)
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{
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string temp[];
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int split = StringSplit(InpCustomSymbols, ',', temp);
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int valid_count = 0;
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for(int i = 0; i < split; i++)
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{
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string sym = temp[i];
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StringTrimLeft(sym);
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StringTrimRight(sym);
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if(sym != "" && SymbolInfoInteger(sym, SYMBOL_SELECT) != 0)
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{
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ArrayResize(g_symbols, valid_count + 1);
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g_symbols[valid_count] = sym;
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valid_count++;
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}
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if(valid_count >= InpMaxSymbols)
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break;
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}
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g_symbols_total = valid_count;
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}
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else
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{
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int total = SymbolsTotal(true);
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int count = 0;
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for(int i = 0; i < total; i++)
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{
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string sym = SymbolName(i, true);
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if(sym != "" && sym != NULL)
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{
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ArrayResize(g_symbols, count + 1);
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g_symbols[count] = sym;
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count++;
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}
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if(count >= InpMaxSymbols)
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break;
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}
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g_symbols_total = count;
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}
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}
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//+------------------------------------------------------------------+
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//| CreateButton |
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//+------------------------------------------------------------------+
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void CreateButton(string name, string text, int x, int y, int w, int h, color bg_color, color text_color)
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{
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if(ObjectFind(0, name) < 0)
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{
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ObjectCreate(0, name, OBJ_BUTTON, 0, 0, 0);
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ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
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ObjectSetInteger(0, name, OBJPROP_FONTSIZE, InpFontSize);
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ObjectSetString(0, name, OBJPROP_FONT, "Trebuchet MS");
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ObjectSetInteger(0, name, OBJPROP_BORDER_TYPE, BORDER_FLAT);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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}
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ObjectSetInteger(0, name, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, name, OBJPROP_YDISTANCE, y);
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ObjectSetInteger(0, name, OBJPROP_XSIZE, w);
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ObjectSetInteger(0, name, OBJPROP_YSIZE, h);
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ObjectSetString(0, name, OBJPROP_TEXT, text);
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ObjectSetInteger(0, name, OBJPROP_BGCOLOR, bg_color);
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ObjectSetInteger(0, name, OBJPROP_COLOR, text_color);
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}
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//+------------------------------------------------------------------+
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//| RenderDashboard |
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//+------------------------------------------------------------------+
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void RenderDashboard()
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{
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if(g_updating || g_symbols_total <= 0)
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return;
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g_updating = true;
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int col_w_sym = 104;
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int col_w_val = 80;
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int row_h = 22;
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//--- 1. Render Table Header
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int header_y = InpTableY;
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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CreateButton(g_prefix + "H_Sym", "Symbol (" + tf_name + ")", InpTableX, header_y, col_w_sym, row_h, clrDarkSlateGray, clrWhite);
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CreateButton(g_prefix + "H_Alpha", "Alpha (" + (string)InpLookback + ")", InpTableX + col_w_sym + 2, header_y, col_w_val, row_h, clrDarkSlateGray, clrWhite);
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CreateButton(g_prefix + "H_Beta", "Beta (" + (string)InpLookback + ")", InpTableX + col_w_sym + col_w_val + 4, header_y, col_w_val, row_h, clrDarkSlateGray, clrWhite);
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//--- 2. Loop and Calculate each asset row
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for(int r = 0; r < g_symbols_total; r++)
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{
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string sym = g_symbols[r];
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int row_y = InpTableY + row_h + 2 + (r * (row_h + 2));
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// Symbol Button (Clickable chart switcher)
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CreateButton(g_prefix + "_SymBtn_" + sym, sym, InpTableX, row_y, col_w_sym, row_h, clrLightGray, clrBlack);
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double alpha = EMPTY_VALUE;
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double beta = EMPTY_VALUE;
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// Calculate single-point Alpha/Beta for the current bar in micro-seconds
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bool calculated = GetAlphaBeta(sym, InpTimeframe, InpLookback, alpha, beta);
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// Render Alpha and Beta cells with precise styling
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RenderAlphaCell(sym, alpha, calculated, InpTableX + col_w_sym + 2, row_y, col_w_val, row_h);
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RenderBetaCell(sym, beta, calculated, InpTableX + col_w_sym + col_w_val + 4, row_y, col_w_val, row_h);
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}
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ChartRedraw();
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g_updating = false;
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}
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//+------------------------------------------------------------------+
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//| RenderAlphaCell |
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//+------------------------------------------------------------------+
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void RenderAlphaCell(string symbol, double val, bool calculated, int x, int y, int w, int h)
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{
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string name = g_prefix + "_" + symbol + "_Alpha";
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string text = "";
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color bg_color = clrWhite;
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color text_color = clrBlack;
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if(!calculated || val == EMPTY_VALUE)
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{
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text = "Sync...";
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bg_color = clrWhite;
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text_color = clrSilver;
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}
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else
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{
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text = DoubleToString(val, 4);
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if(val > 0.0001)
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{
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bg_color = clrLimeGreen; // Positive Alpha (Excess returns)
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text_color = clrBlack;
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}
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else
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if(val < -0.0001)
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{
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bg_color = clrCrimson; // Negative Alpha (Underperformance)
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text_color = clrWhite;
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}
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else
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{
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bg_color = clrWhite; // Symmetrical/Neutral
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text_color = clrDarkGray;
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}
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}
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CreateButton(name, text, x, y, w, h, bg_color, text_color);
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}
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//+------------------------------------------------------------------+
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//| RenderBetaCell |
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//+------------------------------------------------------------------+
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void RenderBetaCell(string symbol, double val, bool calculated, int x, int y, int w, int h)
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{
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string name = g_prefix + "_" + symbol + "_Beta";
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string text = "";
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color bg_color = clrWhite;
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color text_color = clrBlack;
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if(!calculated || val == EMPTY_VALUE)
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{
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text = "Sync...";
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bg_color = clrWhite;
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text_color = clrSilver;
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}
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else
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{
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text = DoubleToString(val, 2);
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if(val > 1.20)
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{
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bg_color = clrOrangeRed; // High Beta (Aggressive sensitivity)
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text_color = clrWhite;
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}
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else
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if(val < 0.80)
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{
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bg_color = clrLightSkyBlue; // Low Beta (Defensive/uncorrelated)
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text_color = clrBlack;
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}
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else
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{
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bg_color = clrGold; // Neutral Beta (Market matching)
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text_color = clrBlack;
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}
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}
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CreateButton(name, text, x, y, w, h, bg_color, text_color);
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}
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_updating = false;
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g_last_update_ms = 0;
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g_prefix = StringFormat("ABD_%I64d_", ChartID());
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ObjectsDeleteAll(0, g_prefix);
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g_stats = new CMathStatisticsCalculator();
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if(CheckPointer(g_stats) == POINTER_INVALID)
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{
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return INIT_FAILED;
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}
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ParseSymbols();
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RenderDashboard();
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EventSetTimer(InpRefreshSeconds);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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EventKillTimer();
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ObjectsDeleteAll(0, g_prefix);
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if(CheckPointer(g_stats) == POINTER_DYNAMIC)
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{
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delete g_stats;
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}
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Comment("");
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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//--- Real-time high frequency tick throttling (Max 5 updates per second / 200ms)
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ulong current_ms = GetTickCount64();
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if(current_ms - g_last_update_ms >= 200)
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{
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g_last_update_ms = current_ms;
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RenderDashboard();
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| OnTimer |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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RenderDashboard();
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}
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//+------------------------------------------------------------------+
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//| OnChartEvent |
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//+------------------------------------------------------------------+
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void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam)
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{
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if(id == CHARTEVENT_OBJECT_CLICK)
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{
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if(StringFind(sparam, g_prefix) == 0 && StringFind(sparam, "_SymBtn_") != -1)
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{
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string symbol = ObjectGetString(0, sparam, OBJPROP_TEXT);
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if(symbol != "" && symbol != NULL)
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{
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ChartSetSymbolPeriod(0, symbol, _Period);
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ObjectSetInteger(0, sparam, OBJPROP_STATE, false);
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ChartRedraw();
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| IsForexPair |
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//+------------------------------------------------------------------+
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bool IsForexPair(string sym)
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{
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if(sym == InpBenchmark || sym == InpForexBench)
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return false;
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if(StringFind(sym, "USD") != -1 || StringFind(sym, "EUR") != -1 ||
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StringFind(sym, "GBP") != -1 || StringFind(sym, "JPY") != -1 ||
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StringFind(sym, "CHF") != -1 || StringFind(sym, "AUD") != -1 ||
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StringFind(sym, "CAD") != -1 || StringFind(sym, "NZD") != -1 ||
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StringFind(sym, "XAU") != -1 || StringFind(sym, "XAG") != -1)
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{
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if(StringFind(sym, "XTI") != -1)
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return false;
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if(StringFind(sym, "UKO") != -1)
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return false;
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if(StringFind(sym, "USO") != -1)
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return false;
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if(StringFind(sym, "BTC") != -1)
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return false;
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if(StringFind(sym, "ETH") != -1)
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return false;
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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