The LeadLagRelationship instrument is designed to identify the guiding and guided among two instruments, it shows the delay or lead of some quotes from others in milliseconds.
- inp_number_of_observations - number of observations (control points)
- inp_timer_period - period of the main timer in milliseconds
- inp_not_observation_period - period of the unobserved segment in milliseconds. If quotes come in during this period, they are collected in a control point. This is necessary to reduce the CPU load and for scalability of the calculation period.
- inp_use_mode - channel mode; file, another_symbol, global_variables. The channel mode is the method for delivering the quotes. The "file" method serves for delivery of quotes from external sources, while global variables are convenient for checking synthetic instruments.
- inp_another_terminal_symbol - another instrument in the terminal. If the delivery method using another instrument of the terminal is selected, enter the instrument name in this parameter.
- inp_solve_period - period in which the calculations are made. This is the frequency for performing mathematical calculations on the collected data. Serves to reduce the CPU load.
- inp_filename - name of the file to receive the quotes. It must have the .csv extension and should be located in (\Terminal\Common\Files). If the quotes delivery method using a file is selected, enter the file name in this parameter.
- inp_global_variable_ask - name of the global variable for Ask, if the quotes delivery method using global variables is selected.
- inp_global_variable_bid - name of the global variable for Bid, if the quotes delivery method using global variables is selected.
The indicator can be checked by the script: https://www.mql5.com/en/code/19337