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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
279 lines
9.6 KiB
Plaintext
279 lines
9.6 KiB
Plaintext
//+------------------------------------------------------------------+
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//| LLD_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 "1.60" // Added real-time tick-by-tick calculations
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#property description "Lead-Lag Dominance Index (LLDI) with live-updating tick engines"
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2
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//--- Plot 1: Lead-Lag Dominance Index (LLDI)
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#property indicator_label1 "LLDI"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrDodgerBlue, clrCrimson, clrGray
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 3
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//--- Plot 2: Optimal Lead Lag (OLL)
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#property indicator_label2 "Optimal Lag"
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#property indicator_type2 DRAW_NONE // Hidden from chart scale, fully active in Data Window/Tooltips
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#include <MyIncludes\LLD_Calculator.mqh>
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//--- Input Parameters ---
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input string InpSecondSymbol = "BTCUSD"; // Comparison Symbol
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input int InpWindowSize = 50; // Rolling Correlation Window (Bars)
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input int InpMaxLag = 10; // Maximum Phase Shift (Lags)
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//--- Buffers ---
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double BufferLLDI[];
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double BufferColors[];
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double BufferLag[];
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//--- Aligned secondary symbol close prices array
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double g_close_B[];
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//--- Calculator Engine Pointer
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CLeadLagDominanceCalculator *g_calculator;
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//--- Global states for weekend/asynchronous loading
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bool g_data_synced = false;
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string g_obj_prefix = "";
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//+------------------------------------------------------------------+
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//| EnsureDataReady (Aggressive 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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if(copied < required_bars)
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{
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int series_bars = (int)SeriesInfoInteger(symbol, timeframe, SERIES_BARS_COUNT);
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PrintFormat("LLD Pro: Syncing %s %s... Copied: %d/%d. Available in Terminal: %d",
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symbol, EnumToString(timeframe), copied, required_bars, series_bars);
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| UpdateStatusLabel |
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//| Renders an institutional colored text summary with live precision|
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//+------------------------------------------------------------------+
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void UpdateStatusLabel(int subwindow, double last_lldi, double last_lag)
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{
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string name = g_obj_prefix + "Status";
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if(ObjectFind(0, name) < 0)
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{
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ObjectCreate(0, name, OBJ_LABEL, subwindow, 0, 0);
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ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
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ObjectSetInteger(0, name, OBJPROP_XDISTANCE, 10);
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ObjectSetInteger(0, name, OBJPROP_YDISTANCE, 15);
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ObjectSetString(0, name, OBJPROP_FONT, "Trebuchet MS");
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ObjectSetInteger(0, name, OBJPROP_FONTSIZE, 10);
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}
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string dominance_text = "";
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color text_color = clrGray;
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//--- Convert double values to strings first (guarantees 100% stable MT5 output)
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string str_lag = DoubleToString(MathAbs(last_lag), 0);
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string str_strength = DoubleToString(MathAbs(last_lldi), 4);
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if(last_lldi > 0.02)
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{
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dominance_text = StringFormat("REGIME: %s LEADS %s | Lead Time: %s bars | Strength: %s",
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InpSecondSymbol, _Symbol, str_lag, str_strength);
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text_color = clrDodgerBlue;
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}
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else
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if(last_lldi < -0.02)
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{
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dominance_text = StringFormat("REGIME: %s LEADS %s | Lead Time: %s bars | Strength: %s",
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_Symbol, InpSecondSymbol, str_lag, str_strength);
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text_color = clrCrimson;
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}
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else
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{
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dominance_text = StringFormat("REGIME: SYMMETRICAL / CO-DEPENDENT | Difference: %s", str_strength);
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text_color = clrGray;
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}
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ObjectSetString(0, name, OBJPROP_TEXT, dominance_text);
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ObjectSetInteger(0, name, OBJPROP_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_data_synced = false;
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g_obj_prefix = StringFormat("LLD_%x_", ChartID());
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//--- Bind indicator buffers
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SetIndexBuffer(0, BufferLLDI, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferLag, INDICATOR_DATA);
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ArraySetAsSeries(BufferLLDI, false);
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ArraySetAsSeries(BufferColors, false);
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ArraySetAsSeries(BufferLag, false);
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//--- Clean stale objects
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ObjectsDeleteAll(0, g_obj_prefix);
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//--- Dynamic Engine Allocation
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g_calculator = new CLeadLagDominanceCalculator();
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpWindowSize, InpMaxLag))
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{
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Print("LLD System: Failed to initialize Engine.");
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return(INIT_FAILED);
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}
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//--- Check secondary symbol parameter
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if(InpSecondSymbol == "" || InpSecondSymbol == NULL)
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{
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Print("LLD System: Invalid secondary comparison symbol.");
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return(INIT_FAILED);
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}
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string short_name = StringFormat("LLDI(%s, %d, %d)", InpSecondSymbol, InpWindowSize, InpMaxLag);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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IndicatorSetInteger(INDICATOR_DIGITS, 4);
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//--- Initialize 1-second timer for weekend/async chart refreshes
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EventSetTimer(1);
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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_obj_prefix);
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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}
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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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//--- Ensure secondary symbol history is ready
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int required_bars = InpWindowSize + InpMaxLag + 5;
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if(!EnsureDataReady(InpSecondSymbol, _Period, required_bars))
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{
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g_data_synced = false;
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return 0; // Wait for next tick or timer event
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}
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g_data_synced = true;
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//--- 1. Bulletproof iClose & iBarShift Time Synchronization Loop
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ArrayResize(g_close_B, rates_total);
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int loop_start = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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if(loop_start < 0)
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loop_start = 0;
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for(int i = loop_start; i < rates_total; i++)
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{
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int shift = iBarShift(InpSecondSymbol, _Period, time[i], false);
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if(shift >= 0)
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{
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g_close_B[i] = iClose(InpSecondSymbol, _Period, shift);
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}
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else
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{
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g_close_B[i] = (i > 0) ? g_close_B[i-1] : close[i];
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}
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}
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//--- 2. Fix: Force incremental update on the current live bar on every single tick
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int start_index = (prev_calculated == 0) ? 0 : prev_calculated - 1;
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//--- Run mathematical engine calculations
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if(!g_calculator.CalculateDominance(rates_total, start_index, close, g_close_B, BufferLLDI, BufferLag))
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{
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return 0;
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}
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//--- 3. Colorize the histogram based on Dominance regime
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int start_pos = InpWindowSize + InpMaxLag + 1;
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int loop_start_color = MathMax(start_pos, prev_calculated - 1);
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for(int i = loop_start_color; i < rates_total; i++)
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{
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if(BufferLLDI[i] > 0.02)
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{
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BufferColors[i] = 0.0; // Index 0: DodgerBlue (Second Symbol leads)
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}
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else
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if(BufferLLDI[i] < -0.02)
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{
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BufferColors[i] = 1.0; // Index 1: Crimson (Chart Symbol leads)
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}
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else
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{
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BufferColors[i] = 2.0; // Index 2: Gray (Tied / Symmetrical)
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}
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}
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//--- 4. Update status label with precise real-time values
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int subwindow = ChartWindowFind();
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if(subwindow >= 0 && rates_total > 0)
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{
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UpdateStatusLabel(subwindow, BufferLLDI[rates_total - 1], BufferLag[rates_total - 1]);
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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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//| Handles weekend loading checks and force-redraws when ready |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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if(!g_data_synced)
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{
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int required_bars = InpWindowSize + InpMaxLag + 5;
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if(EnsureDataReady(InpSecondSymbol, _Period, required_bars))
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{
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g_data_synced = true;
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ChartRedraw(); // Force MT5 to invoke OnCalculate
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}
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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