Discussing the article: "Path Signatures for Lead-Lag Detection"

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Check out the new article: Path Signatures for Lead-Lag Detection.

Build a level-2 path-signature engine in pure MQL5 to read the lead-lag ordering between two data streams without choosing a lag and without a linear model. The article delivers a reusable library, an indicator that plots the Levy‑area oscillator, and a simple rule‑based Expert Advisor. Code is cross‑checked against closed‑form cases, and the components are ready to plug into your projects.

Author: Hammad Dilber