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mql5/Indicators/MyIndicators/Quant/LLD_Pro.mq5
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//+------------------------------------------------------------------+
//| LLD_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#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 // Plot 1: LLDI, Plot 2: Optimal Lag (Hidden on chart, shown in Data Window)
//--- 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 Lag (Invisible on chart, mapped to Data Window)
#property indicator_label2 "Optimal Lag"
#property indicator_type2 DRAW_NONE
#include <MyIncludes\LLD_Calculator.mqh>
//--- 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
};
//--- 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[];
//--- Calculator Engine Pointer
CLeadLagDominanceCalculator *g_calculator;
//--- Global states for weekend/asynchronous loading
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 (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);
}
//+------------------------------------------------------------------+
//| 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
{
return (current_min >= start_total || current_min < end_total);
}
else
{
return (current_min >= start_total && current_min < end_total);
}
}
//+------------------------------------------------------------------+
//| UpdateStatusLabel |
//| Renders an institutional colored text summary with subwindow lock|
//+------------------------------------------------------------------+
void UpdateStatusLabel(int subwindow, double last_lldi, double last_lag)
{
// 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)
{
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;
string str_lag = DoubleToString(MathAbs(last_lag), 0);
string str_strength = DoubleToString(MathAbs(last_lldi), 5);
if(last_lldi == EMPTY_VALUE || last_lldi == 0.0)
{
dominance_text = "REGIME: SYNCHRONIZING / NO ACTIVE DATA";
text_color = clrGray;
}
else
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_anchor_start_idx = 0;
g_obj_prefix = StringFormat("LLD_%x_", ChartID());
//--- 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);
}
//--- 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);
//--- 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);
}
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, 5); // Default separate window digits to 5
//--- 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 + 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;
}
g_data_synced = true;
//--- 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);
if(shift >= 0)
{
g_close_B[i] = iClose(InpSecondSymbol, _Period, shift);
}
else
{
g_close_B[i] = (i > 0) ? g_close_B[i-1] : default_close_B;
}
}
//--- 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;
for(int i = start_index; i < rates_total; i++)
{
//--- 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 (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++)
{
double z = ExtZScoreBuffer[i];
if(z == EMPTY_VALUE)
{
ExtColorsBuffer[i] = 2.0; // Gray
}
else
if(z > 0.02)
{
ExtColorsBuffer[i] = 0.0; // Index 0: DodgerBlue (Second Symbol leads)
}
else
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 on the last historical bar
int subwindow = ChartWindowFind();
if(subwindow >= 0 && rates_total > 0)
{
UpdateStatusLabel(subwindow, ExtZScoreBuffer[rates_total - 1], ExtLagBuffer[rates_total - 1]);
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| OnTimer |
//| Handles loading checks and force-redraws |
//+------------------------------------------------------------------+
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
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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