mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-03 23:57:44 +00:00
Toh4iem9
471 lines
16 KiB
Plaintext
471 lines
16 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 "1.53" // Fixed separate window scale, label collisions and Data Window visibility
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#property description "Lead-Lag Dominance Index (LLDI) with 5-decimal live tracking and anchors."
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2 // Plot 1: LLDI, Plot 2: Optimal Lag (Hidden on chart, shown in Data Window)
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//--- Institutional Levels Configuration (Z-Score standard layout)
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#property indicator_level1 2.5
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#property indicator_level2 2.0
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#property indicator_level3 1.5
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#property indicator_level4 -1.5
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#property indicator_level5 -2.0
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#property indicator_level6 -2.5
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: Lead-Lag Dominance Index (LLDI Color Histogram)
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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 Lag (Invisible on chart, mapped to Data Window)
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#property indicator_label2 "Optimal Lag"
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#property indicator_type2 DRAW_NONE
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#include <MyIncludes\LLD_Calculator.mqh>
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//--- Anchored Timeframe Resets Enum
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enum ENUM_ANCHOR_PERIOD
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{
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ANCHOR_NONE, // Standard rolling window (InpWindowSize)
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ANCHOR_SESSION, // Reset every day (Daily VWAP style)
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ANCHOR_WEEK, // Reset every week (Weekly VWAP style)
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ANCHOR_MONTH, // Reset every month (Monthly VWAP style)
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ANCHOR_CUSTOM_SESSION // Reset based on custom broker-time start/end range
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};
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//--- Input Parameters
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input string InpSecondSymbol = "BTCUSD"; // Comparison Symbol
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input ENUM_ANCHOR_PERIOD InpAnchor = ANCHOR_NONE; // Dynamic Anchored Reset Period
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input int InpWindowSize = 50; // Rolling Window size (Used if Anchor = NONE)
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input int InpMaxLag = 10; // Maximum Phase Shift (Lags)
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input string InpCustomStart = "09:00"; // Custom Session Start (HH:MM, Broker Time)
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input string InpCustomEnd = "18:00"; // Custom Session End (HH:MM, Broker Time)
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//--- Buffers
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double ExtZScoreBuffer[];
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double ExtColorsBuffer[];
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double ExtLagBuffer[];
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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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int g_anchor_start_idx = 0; // Dynamic anchor index tracker
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//--- Parsed Custom Session hours
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int g_start_hour = 9;
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int g_start_min = 0;
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int g_end_hour = 18;
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int g_end_min = 0;
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//+------------------------------------------------------------------+
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//| EnsureDataReady (Multi-symbol 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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//| IsTimeInSession |
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//+------------------------------------------------------------------+
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bool IsTimeInSession(datetime time_val, int start_hour, int start_min, int end_hour, int end_min)
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{
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MqlDateTime dt;
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TimeToStruct(time_val, dt);
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int current_min = dt.hour * 60 + dt.min;
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int start_total = start_hour * 60 + start_min;
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int end_total = end_hour * 60 + end_min;
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if(end_total < start_total) // Overlapping midnight session
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{
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return (current_min >= start_total || current_min < end_total);
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}
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else
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{
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return (current_min >= start_total && current_min < end_total);
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}
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}
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//+------------------------------------------------------------------+
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//| UpdateStatusLabel |
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//| Renders an institutional colored text summary with subwindow lock|
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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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// FIXED: Include subwindow index in object name to prevent overlap collisions!
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string name = StringFormat("%sStatus_Sub_%d", g_obj_prefix, subwindow);
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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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string str_lag = DoubleToString(MathAbs(last_lag), 0);
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string str_strength = DoubleToString(MathAbs(last_lldi), 5);
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if(last_lldi == EMPTY_VALUE || last_lldi == 0.0)
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{
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dominance_text = "REGIME: SYNCHRONIZING / NO ACTIVE DATA";
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text_color = clrGray;
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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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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_anchor_start_idx = 0;
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g_obj_prefix = StringFormat("LLD_%x_", ChartID());
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//--- Verify if the secondary comparison symbol exists in broker offerings
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bool is_custom = false;
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if(!SymbolExist(InpSecondSymbol, is_custom))
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{
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string err_msg = StringFormat("LLD Pro Error: Symbol '%s' does not exist in your broker's database!", InpSecondSymbol);
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Alert(err_msg);
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Print(err_msg);
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return(INIT_FAILED);
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}
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//--- Bind indicator buffers
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SetIndexBuffer(0, ExtZScoreBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, ExtLagBuffer, INDICATOR_DATA); // FIXED: Set as INDICATOR_DATA for Data Window mapping
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ArraySetAsSeries(ExtZScoreBuffer, false);
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ArraySetAsSeries(ExtColorsBuffer, false);
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ArraySetAsSeries(ExtLagBuffer, false);
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//--- Configure Plot Properties
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// Plot 1: LLDI Color Histogram
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PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_COLOR_HISTOGRAM);
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PlotIndexSetString(0, PLOT_LABEL, "LLDI");
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// Plot 2: Optimal Lag (DRAW_NONE - Hidden on chart, shown in Data Window)
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetString(1, PLOT_LABEL, "Optimal Lag");
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//--- Parse custom session times
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string parts[];
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if(StringSplit(InpCustomStart, ':', parts) == 2)
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{
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g_start_hour = (int)StringToInteger(parts[0]);
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g_start_min = (int)StringToInteger(parts[1]);
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}
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if(StringSplit(InpCustomEnd, ':', parts) == 2)
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{
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g_end_hour = (int)StringToInteger(parts[0]);
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g_end_min = (int)StringToInteger(parts[1]);
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}
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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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string anchor_name = EnumToString(InpAnchor);
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string short_name = StringFormat("LLDI(%s, %s, %d)",
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InpSecondSymbol,
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(InpAnchor == ANCHOR_NONE ? (string)InpWindowSize : StringSubstr(anchor_name, 7)),
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InpMaxLag);
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IndicatorSetString(INDICATOR_SHORTNAME, short_name);
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IndicatorSetInteger(INDICATOR_DIGITS, 5); // Default separate window digits to 5
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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 + 10;
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if(InpAnchor != ANCHOR_NONE)
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required_bars = 1000; // Need larger history depth for monthly/weekly/custom anchors
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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;
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}
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g_data_synced = true;
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//--- 1. Advanced Bar-Time Price Alignment Loop (O(1) incremental)
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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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double default_close_B = iClose(InpSecondSymbol, _Period, 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] : default_close_B;
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}
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}
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//--- 2. Incremental Tick Calculation with dynamic Anchored/VWAP resets
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int start_index = (prev_calculated == 0) ? InpWindowSize + InpMaxLag + 5 : prev_calculated - 1;
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if(start_index < InpWindowSize + InpMaxLag + 5)
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start_index = InpWindowSize + InpMaxLag + 5;
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for(int i = start_index; i < rates_total; i++)
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{
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//--- A. Filter out inactive hours if custom session anchor is selected
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if(InpAnchor == ANCHOR_CUSTOM_SESSION)
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{
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if(!IsTimeInSession(time[i], g_start_hour, g_start_min, g_end_hour, g_end_min))
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{
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ExtZScoreBuffer[i] = EMPTY_VALUE; // Plot absolutely nothing overnight to keep statistics pure!
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ExtColorsBuffer[i] = 0.0;
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ExtLagBuffer[i] = 0.0;
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continue;
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}
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}
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//--- B. Check if a new Anchor period has started (Stateful tracking)
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bool new_period = false;
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switch(InpAnchor)
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{
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case ANCHOR_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_WEEK:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.day_of_week < dt_prev.day_of_week)
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new_period = true;
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break;
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}
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case ANCHOR_MONTH:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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if(dt_curr.mon != dt_prev.mon || dt_curr.year != dt_prev.year)
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new_period = true;
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break;
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}
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case ANCHOR_CUSTOM_SESSION:
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{
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MqlDateTime dt_curr, dt_prev;
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TimeToStruct(time[i], dt_curr);
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TimeToStruct(time[i-1], dt_prev);
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int min_curr = dt_curr.hour * 60 + dt_curr.min;
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int min_prev = dt_prev.hour * 60 + dt_prev.min;
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int start_min = g_start_hour * 60 + g_start_min;
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bool day_changed = (dt_curr.day_of_year != dt_prev.day_of_year || dt_curr.year != dt_prev.year);
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if(day_changed)
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{
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if(min_curr >= start_min)
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new_period = true;
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}
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else
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{
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if(min_prev < start_min && min_curr >= start_min)
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new_period = true;
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}
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break;
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}
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default:
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break;
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}
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if(new_period)
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{
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g_anchor_start_idx = i;
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}
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//--- C. Compute the dynamic window size
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int active_window_size = 0;
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if(InpAnchor == ANCHOR_NONE)
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{
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active_window_size = InpWindowSize;
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}
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else
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{
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active_window_size = i - g_anchor_start_idx + 1;
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}
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//--- D. Run mathematical engine calculations with dynamic window and state arrays
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double lldi_val = 0.0;
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double lag_val = 0.0;
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if(g_calculator.CalculateDominance(rates_total, i, active_window_size, close, g_close_B, lldi_val, lag_val))
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{
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ExtZScoreBuffer[i] = lldi_val;
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ExtLagBuffer[i] = lag_val;
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}
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else
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{
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ExtZScoreBuffer[i] = 0.0;
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ExtLagBuffer[i] = 0.0;
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}
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}
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//--- 3. Colorize the histogram based on Dominance regime (O(1) incremental)
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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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double z = ExtZScoreBuffer[i];
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if(z == EMPTY_VALUE)
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{
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ExtColorsBuffer[i] = 2.0; // Gray
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}
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else
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if(z > 0.02)
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{
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ExtColorsBuffer[i] = 0.0; // Index 0: DodgerBlue (Second Symbol leads)
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}
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else
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if(z < -0.02)
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{
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ExtColorsBuffer[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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ExtColorsBuffer[i] = 2.0; // Index 2: Gray (Tied / Symmetrical)
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}
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}
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//--- 4. Update status label on the last historical bar
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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, ExtZScoreBuffer[rates_total - 1], ExtLagBuffer[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 loading checks and force-redraws |
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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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