//+------------------------------------------------------------------+ //| LLD_Pro.mq5 | //| 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 indicator_separate_window #property indicator_buffers 3 #property indicator_plots 2 //--- Plot 1: Lead-Lag Dominance Index (LLDI) #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) #property indicator_label2 "Optimal Lag" #property indicator_type2 DRAW_NONE // Hidden from chart scale, fully active in Data Window/Tooltips #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) //--- Buffers --- double BufferLLDI[]; double BufferColors[]; double BufferLag[]; //--- Aligned secondary symbol close prices array double g_close_B[]; //--- Calculator Engine Pointer CLeadLagDominanceCalculator *g_calculator; //--- Global states for weekend/asynchronous loading bool g_data_synced = false; string g_obj_prefix = ""; //+------------------------------------------------------------------+ //| EnsureDataReady (Aggressive 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); if(copied < required_bars) { 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 true; } //+------------------------------------------------------------------+ //| UpdateStatusLabel | //| Renders an institutional colored text summary with live precision| //+------------------------------------------------------------------+ void UpdateStatusLabel(int subwindow, double last_lldi, double last_lag) { string name = g_obj_prefix + "Status"; if(ObjectFind(0, name) < 0) { ObjectCreate(0, name, OBJ_LABEL, subwindow, 0, 0); ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_LEFT_UPPER); ObjectSetInteger(0, name, OBJPROP_XDISTANCE, 10); ObjectSetInteger(0, name, OBJPROP_YDISTANCE, 15); ObjectSetString(0, name, OBJPROP_FONT, "Trebuchet MS"); ObjectSetInteger(0, name, OBJPROP_FONTSIZE, 10); } 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); if(last_lldi > 0.02) { dominance_text = StringFormat("REGIME: %s LEADS %s | Lead Time: %s bars | Strength: %s", InpSecondSymbol, _Symbol, str_lag, str_strength); text_color = clrDodgerBlue; } else 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); } //+------------------------------------------------------------------+ //| OnInit | //+------------------------------------------------------------------+ int OnInit() { g_data_synced = false; 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); ArraySetAsSeries(BufferLLDI, false); ArraySetAsSeries(BufferColors, false); ArraySetAsSeries(BufferLag, false); //--- Clean stale objects ObjectsDeleteAll(0, g_obj_prefix); //--- Dynamic Engine Allocation g_calculator = new CLeadLagDominanceCalculator(); if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpWindowSize, InpMaxLag)) { Print("LLD System: Failed to initialize Engine."); 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); IndicatorSetString(INDICATOR_SHORTNAME, short_name); IndicatorSetInteger(INDICATOR_DIGITS, 4); //--- Initialize 1-second timer for weekend/async chart refreshes EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| OnDeinit | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { EventKillTimer(); ObjectsDeleteAll(0, g_obj_prefix); if(CheckPointer(g_calculator) != POINTER_INVALID) { delete g_calculator; } } //+------------------------------------------------------------------+ //| OnCalculate | //+------------------------------------------------------------------+ 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[]) { //--- Ensure secondary symbol history is ready int required_bars = InpWindowSize + InpMaxLag + 5; if(!EnsureDataReady(InpSecondSymbol, _Period, required_bars)) { g_data_synced = false; return 0; // Wait for next tick or timer event } g_data_synced = true; //--- 1. Bulletproof iClose & iBarShift Time Synchronization Loop ArrayResize(g_close_B, rates_total); int loop_start = (prev_calculated == 0) ? 0 : prev_calculated - 1; if(loop_start < 0) loop_start = 0; for(int i = loop_start; i < rates_total; i++) { int shift = iBarShift(InpSecondSymbol, _Period, time[i], false); if(shift >= 0) { g_close_B[i] = iClose(InpSecondSymbol, _Period, shift); } else { g_close_B[i] = (i > 0) ? g_close_B[i-1] : close[i]; } } //--- 2. Fix: Force incremental update on the current live bar on every single tick int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1; //--- Run mathematical engine calculations if(!g_calculator.CalculateDominance(rates_total, start_index, close, g_close_B, BufferLLDI, BufferLag)) { return 0; } //--- 3. Colorize the histogram based on Dominance regime 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) { BufferColors[i] = 0.0; // Index 0: DodgerBlue (Second Symbol leads) } else if(BufferLLDI[i] < -0.02) { BufferColors[i] = 1.0; // Index 1: Crimson (Chart Symbol leads) } else { BufferColors[i] = 2.0; // Index 2: Gray (Tied / Symmetrical) } } //--- 4. Update status label with precise real-time values int subwindow = ChartWindowFind(); if(subwindow >= 0 && rates_total > 0) { UpdateStatusLabel(subwindow, BufferLLDI[rates_total - 1], BufferLag[rates_total - 1]); } return(rates_total); } //+------------------------------------------------------------------+ //| OnTimer | //| Handles weekend loading checks and force-redraws when ready | //+------------------------------------------------------------------+ void OnTimer() { if(!g_data_synced) { int required_bars = InpWindowSize + InpMaxLag + 5; if(EnsureDataReady(InpSecondSymbol, _Period, required_bars)) { g_data_synced = true; ChartRedraw(); // Force MT5 to invoke OnCalculate } } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+