diff --git a/Indicators/MyIndicators/Quant/LLD_Pro.mq5 b/Indicators/MyIndicators/Quant/LLD_Pro.mq5 index 9d33a69..4c0fd1c 100644 --- a/Indicators/MyIndicators/Quant/LLD_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/LLD_Pro.mq5 @@ -3,34 +3,58 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.60" // Added real-time tick-by-tick calculations -#property description "Lead-Lag Dominance Index (LLDI) with live-updating tick engines" +#property version "1.53" // Fixed separate window scale, label collisions and Data Window visibility +#property description "Lead-Lag Dominance Index (LLDI) with 5-decimal live tracking and anchors." #property indicator_separate_window #property indicator_buffers 3 -#property indicator_plots 2 +#property indicator_plots 2 // Plot 1: LLDI, Plot 2: Optimal Lag (Hidden on chart, shown in Data Window) -//--- Plot 1: Lead-Lag Dominance Index (LLDI) +//--- Institutional Levels Configuration (Z-Score standard layout) +#property indicator_level1 2.5 +#property indicator_level2 2.0 +#property indicator_level3 1.5 +#property indicator_level4 -1.5 +#property indicator_level5 -2.0 +#property indicator_level6 -2.5 + +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +//--- Plot 1: Lead-Lag Dominance Index (LLDI Color Histogram) #property indicator_label1 "LLDI" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_color1 clrDodgerBlue, clrCrimson, clrGray #property indicator_style1 STYLE_SOLID #property indicator_width1 3 -//--- Plot 2: Optimal Lead Lag (OLL) +//--- Plot 2: Optimal Lag (Invisible on chart, mapped to Data Window) #property indicator_label2 "Optimal Lag" -#property indicator_type2 DRAW_NONE // Hidden from chart scale, fully active in Data Window/Tooltips +#property indicator_type2 DRAW_NONE #include -//--- Input Parameters --- -input string InpSecondSymbol = "BTCUSD"; // Comparison Symbol -input int InpWindowSize = 50; // Rolling Correlation Window (Bars) -input int InpMaxLag = 10; // Maximum Phase Shift (Lags) +//--- Anchored Timeframe Resets Enum +enum ENUM_ANCHOR_PERIOD + { + ANCHOR_NONE, // Standard rolling window (InpWindowSize) + ANCHOR_SESSION, // Reset every day (Daily VWAP style) + ANCHOR_WEEK, // Reset every week (Weekly VWAP style) + ANCHOR_MONTH, // Reset every month (Monthly VWAP style) + ANCHOR_CUSTOM_SESSION // Reset based on custom broker-time start/end range + }; -//--- Buffers --- -double BufferLLDI[]; -double BufferColors[]; -double BufferLag[]; +//--- Input Parameters +input string InpSecondSymbol = "BTCUSD"; // Comparison Symbol +input ENUM_ANCHOR_PERIOD InpAnchor = ANCHOR_NONE; // Dynamic Anchored Reset Period +input int InpWindowSize = 50; // Rolling Window size (Used if Anchor = NONE) +input int InpMaxLag = 10; // Maximum Phase Shift (Lags) +input string InpCustomStart = "09:00"; // Custom Session Start (HH:MM, Broker Time) +input string InpCustomEnd = "18:00"; // Custom Session End (HH:MM, Broker Time) + +//--- Buffers +double ExtZScoreBuffer[]; +double ExtColorsBuffer[]; +double ExtLagBuffer[]; //--- Aligned secondary symbol close prices array double g_close_B[]; @@ -39,41 +63,60 @@ double g_close_B[]; CLeadLagDominanceCalculator *g_calculator; //--- Global states for weekend/asynchronous loading -bool g_data_synced = false; -string g_obj_prefix = ""; +bool g_data_synced = false; +string g_obj_prefix = ""; +int g_anchor_start_idx = 0; // Dynamic anchor index tracker + +//--- Parsed Custom Session hours +int g_start_hour = 9; +int g_start_min = 0; +int g_end_hour = 18; +int g_end_min = 0; //+------------------------------------------------------------------+ -//| EnsureDataReady (Aggressive history sync helper) | +//| EnsureDataReady (Multi-symbol history sync helper) | //+------------------------------------------------------------------+ bool EnsureDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) { ResetLastError(); - if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) { SymbolSelect(symbol, true); } - datetime times[]; int copied = CopyTime(symbol, timeframe, 0, required_bars, times); + return (copied >= required_bars); + } - if(copied < required_bars) +//+------------------------------------------------------------------+ +//| IsTimeInSession | +//+------------------------------------------------------------------+ +bool IsTimeInSession(datetime time_val, int start_hour, int start_min, int end_hour, int end_min) + { + MqlDateTime dt; + TimeToStruct(time_val, dt); + int current_min = dt.hour * 60 + dt.min; + int start_total = start_hour * 60 + start_min; + int end_total = end_hour * 60 + end_min; + + if(end_total < start_total) // Overlapping midnight session { - int series_bars = (int)SeriesInfoInteger(symbol, timeframe, SERIES_BARS_COUNT); - PrintFormat("LLD Pro: Syncing %s %s... Copied: %d/%d. Available in Terminal: %d", - symbol, EnumToString(timeframe), copied, required_bars, series_bars); - return false; + return (current_min >= start_total || current_min < end_total); + } + else + { + return (current_min >= start_total && current_min < end_total); } - return true; } //+------------------------------------------------------------------+ //| UpdateStatusLabel | -//| Renders an institutional colored text summary with live precision| +//| Renders an institutional colored text summary with subwindow lock| //+------------------------------------------------------------------+ void UpdateStatusLabel(int subwindow, double last_lldi, double last_lag) { - string name = g_obj_prefix + "Status"; +// FIXED: Include subwindow index in object name to prevent overlap collisions! + string name = StringFormat("%sStatus_Sub_%d", g_obj_prefix, subwindow); if(ObjectFind(0, name) < 0) { @@ -88,28 +131,33 @@ void UpdateStatusLabel(int subwindow, double last_lldi, double last_lag) string dominance_text = ""; color text_color = clrGray; -//--- Convert double values to strings first (guarantees 100% stable MT5 output) string str_lag = DoubleToString(MathAbs(last_lag), 0); - string str_strength = DoubleToString(MathAbs(last_lldi), 4); + string str_strength = DoubleToString(MathAbs(last_lldi), 5); - if(last_lldi > 0.02) + if(last_lldi == EMPTY_VALUE || last_lldi == 0.0) { - dominance_text = StringFormat("REGIME: %s LEADS %s | Lead Time: %s bars | Strength: %s", - InpSecondSymbol, _Symbol, str_lag, str_strength); - text_color = clrDodgerBlue; + dominance_text = "REGIME: SYNCHRONIZING / NO ACTIVE DATA"; + text_color = clrGray; } else - if(last_lldi < -0.02) + if(last_lldi > 0.02) { dominance_text = StringFormat("REGIME: %s LEADS %s | Lead Time: %s bars | Strength: %s", - _Symbol, InpSecondSymbol, str_lag, str_strength); - text_color = clrCrimson; + InpSecondSymbol, _Symbol, str_lag, str_strength); + text_color = clrDodgerBlue; } else - { - dominance_text = StringFormat("REGIME: SYMMETRICAL / CO-DEPENDENT | Difference: %s", str_strength); - text_color = clrGray; - } + if(last_lldi < -0.02) + { + dominance_text = StringFormat("REGIME: %s LEADS %s | Lead Time: %s bars | Strength: %s", + _Symbol, InpSecondSymbol, str_lag, str_strength); + text_color = clrCrimson; + } + else + { + dominance_text = StringFormat("REGIME: SYMMETRICAL / CO-DEPENDENT | Difference: %s", str_strength); + text_color = clrGray; + } ObjectSetString(0, name, OBJPROP_TEXT, dominance_text); ObjectSetInteger(0, name, OBJPROP_COLOR, text_color); @@ -121,16 +169,49 @@ void UpdateStatusLabel(int subwindow, double last_lldi, double last_lag) int OnInit() { g_data_synced = false; + g_anchor_start_idx = 0; g_obj_prefix = StringFormat("LLD_%x_", ChartID()); -//--- Bind indicator buffers - SetIndexBuffer(0, BufferLLDI, INDICATOR_DATA); - SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX); - SetIndexBuffer(2, BufferLag, INDICATOR_DATA); +//--- Verify if the secondary comparison symbol exists in broker offerings + bool is_custom = false; + if(!SymbolExist(InpSecondSymbol, is_custom)) + { + string err_msg = StringFormat("LLD Pro Error: Symbol '%s' does not exist in your broker's database!", InpSecondSymbol); + Alert(err_msg); + Print(err_msg); + return(INIT_FAILED); + } - ArraySetAsSeries(BufferLLDI, false); - ArraySetAsSeries(BufferColors, false); - ArraySetAsSeries(BufferLag, false); +//--- Bind indicator buffers + SetIndexBuffer(0, ExtZScoreBuffer, INDICATOR_DATA); + SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, ExtLagBuffer, INDICATOR_DATA); // FIXED: Set as INDICATOR_DATA for Data Window mapping + + ArraySetAsSeries(ExtZScoreBuffer, false); + ArraySetAsSeries(ExtColorsBuffer, false); + ArraySetAsSeries(ExtLagBuffer, false); + +//--- Configure Plot Properties +// Plot 1: LLDI Color Histogram + PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_COLOR_HISTOGRAM); + PlotIndexSetString(0, PLOT_LABEL, "LLDI"); + +// Plot 2: Optimal Lag (DRAW_NONE - Hidden on chart, shown in Data Window) + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + PlotIndexSetString(1, PLOT_LABEL, "Optimal Lag"); + +//--- Parse custom session times + string parts[]; + if(StringSplit(InpCustomStart, ':', parts) == 2) + { + g_start_hour = (int)StringToInteger(parts[0]); + g_start_min = (int)StringToInteger(parts[1]); + } + if(StringSplit(InpCustomEnd, ':', parts) == 2) + { + g_end_hour = (int)StringToInteger(parts[0]); + g_end_min = (int)StringToInteger(parts[1]); + } //--- Clean stale objects ObjectsDeleteAll(0, g_obj_prefix); @@ -143,16 +224,13 @@ int OnInit() return(INIT_FAILED); } -//--- Check secondary symbol parameter - if(InpSecondSymbol == "" || InpSecondSymbol == NULL) - { - Print("LLD System: Invalid secondary comparison symbol."); - return(INIT_FAILED); - } - - string short_name = StringFormat("LLDI(%s, %d, %d)", InpSecondSymbol, InpWindowSize, InpMaxLag); + string anchor_name = EnumToString(InpAnchor); + string short_name = StringFormat("LLDI(%s, %s, %d)", + InpSecondSymbol, + (InpAnchor == ANCHOR_NONE ? (string)InpWindowSize : StringSubstr(anchor_name, 7)), + InpMaxLag); IndicatorSetString(INDICATOR_SHORTNAME, short_name); - IndicatorSetInteger(INDICATOR_DIGITS, 4); + IndicatorSetInteger(INDICATOR_DIGITS, 5); // Default separate window digits to 5 //--- Initialize 1-second timer for weekend/async chart refreshes EventSetTimer(1); @@ -189,22 +267,27 @@ int OnCalculate(const int rates_total, const int &spread[]) { //--- Ensure secondary symbol history is ready - int required_bars = InpWindowSize + InpMaxLag + 5; + int required_bars = InpWindowSize + InpMaxLag + 10; + if(InpAnchor != ANCHOR_NONE) + required_bars = 1000; // Need larger history depth for monthly/weekly/custom anchors + if(!EnsureDataReady(InpSecondSymbol, _Period, required_bars)) { g_data_synced = false; - return 0; // Wait for next tick or timer event + return 0; } g_data_synced = true; -//--- 1. Bulletproof iClose & iBarShift Time Synchronization Loop +//--- 1. Advanced Bar-Time Price Alignment Loop (O(1) incremental) ArrayResize(g_close_B, rates_total); int loop_start = (prev_calculated == 0) ? 0 : prev_calculated - 1; if(loop_start < 0) loop_start = 0; + double default_close_B = iClose(InpSecondSymbol, _Period, 0); + for(int i = loop_start; i < rates_total; i++) { int shift = iBarShift(InpSecondSymbol, _Period, time[i], false); @@ -214,45 +297,154 @@ int OnCalculate(const int rates_total, } else { - g_close_B[i] = (i > 0) ? g_close_B[i-1] : close[i]; + g_close_B[i] = (i > 0) ? g_close_B[i-1] : default_close_B; } } -//--- 2. Fix: Force incremental update on the current live bar on every single tick - int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; +//--- 2. Incremental Tick Calculation with dynamic Anchored/VWAP resets + int start_index = (prev_calculated == 0) ? InpWindowSize + InpMaxLag + 5 : prev_calculated - 1; + if(start_index < InpWindowSize + InpMaxLag + 5) + start_index = InpWindowSize + InpMaxLag + 5; -//--- Run mathematical engine calculations - if(!g_calculator.CalculateDominance(rates_total, start_index, close, g_close_B, BufferLLDI, BufferLag)) + for(int i = start_index; i < rates_total; i++) { - return 0; + //--- A. Filter out inactive hours if custom session anchor is selected + if(InpAnchor == ANCHOR_CUSTOM_SESSION) + { + if(!IsTimeInSession(time[i], g_start_hour, g_start_min, g_end_hour, g_end_min)) + { + ExtZScoreBuffer[i] = EMPTY_VALUE; // Plot absolutely nothing overnight to keep statistics pure! + ExtColorsBuffer[i] = 0.0; + ExtLagBuffer[i] = 0.0; + continue; + } + } + + //--- B. Check if a new Anchor period has started (Stateful tracking) + bool new_period = false; + + switch(InpAnchor) + { + case ANCHOR_SESSION: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year) + new_period = true; + break; + } + case ANCHOR_WEEK: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + if(dt_curr.day_of_week < dt_prev.day_of_week) + new_period = true; + break; + } + case ANCHOR_MONTH: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year) + new_period = true; + break; + } + case ANCHOR_CUSTOM_SESSION: + { + MqlDateTime dt_curr, dt_prev; + TimeToStruct(time[i], dt_curr); + TimeToStruct(time[i-1], dt_prev); + + int min_curr = dt_curr.hour * 60 + dt_curr.min; + int min_prev = dt_prev.hour * 60 + dt_prev.min; + int start_min = g_start_hour * 60 + g_start_min; + + bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year); + + if(day_changed) + { + if(min_curr >= start_min) + new_period = true; + } + else + { + if(min_prev < start_min && min_curr >= start_min) + new_period = true; + } + break; + } + default: + break; + } + + if(new_period) + { + g_anchor_start_idx = i; + } + + //--- C. Compute the dynamic window size + int active_window_size = 0; + if(InpAnchor == ANCHOR_NONE) + { + active_window_size = InpWindowSize; + } + else + { + active_window_size = i - g_anchor_start_idx + 1; + } + + //--- D. Run mathematical engine calculations with dynamic window and state arrays + double lldi_val = 0.0; + double lag_val = 0.0; + + if(g_calculator.CalculateDominance(rates_total, i, active_window_size, close, g_close_B, lldi_val, lag_val)) + { + ExtZScoreBuffer[i] = lldi_val; + ExtLagBuffer[i] = lag_val; + } + else + { + ExtZScoreBuffer[i] = 0.0; + ExtLagBuffer[i] = 0.0; + } } -//--- 3. Colorize the histogram based on Dominance regime +//--- 3. Colorize the histogram based on Dominance regime (O(1) incremental) int start_pos = InpWindowSize + InpMaxLag + 1; int loop_start_color = MathMax(start_pos, prev_calculated - 1); for(int i = loop_start_color; i < rates_total; i++) { - if(BufferLLDI[i] > 0.02) + double z = ExtZScoreBuffer[i]; + + if(z == EMPTY_VALUE) { - BufferColors[i] = 0.0; // Index 0: DodgerBlue (Second Symbol leads) + ExtColorsBuffer[i] = 2.0; // Gray } else - if(BufferLLDI[i] < -0.02) + if(z > 0.02) { - BufferColors[i] = 1.0; // Index 1: Crimson (Chart Symbol leads) + ExtColorsBuffer[i] = 0.0; // Index 0: DodgerBlue (Second Symbol leads) } else - { - BufferColors[i] = 2.0; // Index 2: Gray (Tied / Symmetrical) - } + if(z < -0.02) + { + ExtColorsBuffer[i] = 1.0; // Index 1: Crimson (Chart Symbol leads) + } + else + { + ExtColorsBuffer[i] = 2.0; // Index 2: Gray (Tied / Symmetrical) + } } -//--- 4. Update status label with precise real-time values +//--- 4. Update status label on the last historical bar int subwindow = ChartWindowFind(); if(subwindow >= 0 && rates_total > 0) { - UpdateStatusLabel(subwindow, BufferLLDI[rates_total - 1], BufferLag[rates_total - 1]); + UpdateStatusLabel(subwindow, ExtZScoreBuffer[rates_total - 1], ExtLagBuffer[rates_total - 1]); } return(rates_total); @@ -260,7 +452,7 @@ int OnCalculate(const int rates_total, //+------------------------------------------------------------------+ //| OnTimer | -//| Handles weekend loading checks and force-redraws when ready | +//| Handles loading checks and force-redraws | //+------------------------------------------------------------------+ void OnTimer() {