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# Universal Session-Anchored Moving Average Pro (v3.00)
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Quantitative Multi-Algorithm Periodic & Custom Session-Anchored Baseline Suite
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---
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## 1. Summary (Introduction)
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**Moving Average Anchored Pro** is an institutional-grade trend and equilibrium overlay indicator that applies **periodic and custom session anchoring across eight classical, zero-lag, and volume-weighted moving average algorithms**.
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Standard rolling moving averages carry historical price noise across session boundaries (such as low-volume overnight Asian drift polluting the London morning open). **Moving Average Anchored Pro eliminates cross-session pollution by re-seeding its calculation baseline at defined calendar and trading session boundaries**:
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ ANCHORED MOVING AVERAGE ARCHITECTURE │
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├──────────────────────┬────────────────────────┬────────────────────────┤
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│ Anchor Mode │ Reset Frequency │ Optimal Use-Case │
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├──────────────────────┼────────────────────────┼────────────────────────┤
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│ ANCHOR_SESSION │ Daily 00:00 / Server │ Intraday Trend Anchor │
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│ ANCHOR_WEEK │ Monday 00:00 Open │ Weekly Fair-Value Base │
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│ ANCHOR_MONTH │ 1st Day of Month Open │ Macro Trend Benchmark │
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│ ANCHOR_CUSTOM_SESSION│ User Hours (e.g. LSE) │ London/NYSE Open Base │
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│ ANCHOR_NONE │ Continuous Rolling │ Classic Full Rolling MA│
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└──────────────────────┴────────────────────────┴────────────────────────┘
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```
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### Key Capabilities
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* **8 Supported Anchored Smoothing Models:** SMA, EMA, SMMA (Wilder RMA), LWMA, TMA, DEMA, TEMA, and Volume-Weighted VWMA.
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* **Dynamic Lookback Expansion ($active\_p$):** At the anchor opening bar, lookback initializes at $active\_p = 1$ (matching opening price exactly), dynamically expanding as session candles accumulate up to the target period ($P = \text{InpPeriod}$).
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* **Gapped Odd/Even Line Architecture:** Uses dual alternating buffers (`BufferMA_Odd`, `BufferMA_Even`) to guarantee seamless visual gaps between historical sessions without diagonal connecting lines.
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* **Unified 2026 MTF Framework:** Higher-timeframe anchored moving averages (e.g., H1 or H4 Anchored EMA) map onto lower-timeframe execution charts (M1, M5, M15) with flat, non-warping steps via `DataSync_Tools.mqh`.
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* **Synthetic Heikin Ashi Support:** Fully compatible with filtered Heikin Ashi price series via `CMovingAverageAnchoredCalculator_HA` composition.
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---
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## 2. Mathematical Foundations & Dynamic Lookback Mechanics
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```text
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Anchor Bar (Session Open: t = 0)
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│
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├───► Dynamic Period: active_p = min( P, elapsed_bars )
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│ (At t=0: active_p=1 -> MA = Opening Price)
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│ (At t=1: active_p=2 -> MA = 2-bar Average)
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│ (At t≥P: active_p=P -> MA = Full Target Smoothing)
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│
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└───► Recursive Dynamic Smoothing Engine (SMA / EMA / DEMA / VWMA)
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```
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### 2.1. Dynamic Lookback Window Scaling ($active\_p$)
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For any bar $t$ within an anchored session starting at $t_{\text{anchor}}$:
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$$\text{elapsed\_bars} = t - t_{\text{anchor}} + 1$$
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$$active\_p = \begin{cases} P, & \text{if } \text{InpAnchor} = \text{ANCHOR\_NONE} \\ \min(P, \text{elapsed\_bars}), & \text{otherwise} \end{cases}$$
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*where $P = \text{InpPeriod}$ (target lookback period).*
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---
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### 2.2. Anchored Moving Average Algorithms
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#### 1. Anchored Simple Moving Average (SMA)
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$$\text{SMA}_t = \frac{1}{active\_p} \sum_{j=0}^{active\_p - 1} P_{t-j}$$
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#### 2. Anchored Exponential Moving Average (EMA)
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$$\alpha_t = \frac{2}{active\_p + 1}$$
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$$\text{EMA}_t = \begin{cases} P_t, & \text{if } t = t_{\text{anchor}} \\ \alpha_t P_t + (1 - \alpha_t) \text{EMA}_{t-1}, & \text{for } t > t_{\text{anchor}} \end{cases}$$
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#### 3. Anchored Smoothed Moving Average (SMMA / Wilder's RMA)
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$$\text{SMMA}_t = \begin{cases} P_t, & \text{if } t = t_{\text{anchor}} \\ \frac{\text{SMMA}_{t-1} \cdot (active\_p - 1) + P_t}{active\_p}, & \text{for } t > t_{\text{anchor}} \end{cases}$$
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#### 4. Anchored Linear Weighted Moving Average (LWMA)
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$$\text{LWMA}_t = \frac{\sum_{j=0}^{active\_p - 1} P_{t-j} \cdot (active\_p - j)}{\sum_{j=0}^{active\_p - 1} (active\_p - j)}$$
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#### 5. Anchored Double Exponential Moving Average (DEMA)
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$$\text{EMA1}_t = \text{DynamicEMA}(P, active\_p), \quad\quad \text{EMA2}_t = \text{DynamicEMA}(\text{EMA1}, active\_p)$$
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$$\text{DEMA}_t = 2 \cdot \text{EMA1}_t - \text{EMA2}_t$$
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#### 6. Anchored Volume-Weighted Moving Average (VWMA)
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$$\text{VWMA}_t = \frac{\sum_{j=0}^{active\_p - 1} P_{t-j} \cdot V_{t-j}}{\sum_{j=0}^{active\_p - 1} V_{t-j}}$$
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---
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## 3. MQL5 Architecture & Engineering Standards
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```text
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┌────────────────────────────────────────────────────────┐
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│ MovingAverage_Anchored_Engine.mqh │
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│ (Core Math Engine: 8 Anchored Algorithms in O(1)) │
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├──────────────────────────┬─────────────────────────────┤
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│ Volume Routing Layer │ Composition Engine │
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│ • Real Volume Support │ • CMovAvgAnchoredCalc_HA │
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│ • Tick Volume Fallback │ • Dynamic Lookback Memory │
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└──────────────────────────┴─────────────────────────────┘
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│ Outputs Odd/Even Gapped Buffers
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▼
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┌────────────────────────────────────────────────────────┐
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│ MovingAverage_Anchored_Pro.mq5 │
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│ (Unified Wrapper: Native Timeframe & MTF Engine) │
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├──────────────────────────┬─────────────────────────────┤
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│ Direct Mode (O(1)) │ Synchronized MTF Pipeline │
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│ • Current Timeframe │ • DataSync_Tools Daemon │
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│ • 2 Output Plots │ • Staircase Flat-Force │
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└──────────────────────────┴─────────────────────────────┘
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```
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1. **Defensive Index Bounds Protection:** All inner accumulation loops (`SMA`, `LWMA`, `TMA`, `VWMA`) enforce `if(idx < 0) break;`, guaranteeing that negative index memory violations (`array out of range`) are mathematically impossible.
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2. **Stateless Custom Session In-Time Check:** `IsTimeInSession()` evaluates timestamps deterministically with timezone shift (`InpTzShift`), ensuring clean disconnection during non-session hours.
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3. **2026 MTF Framework with Staircase Solution:** Higher-timeframe anchored curves map onto lower-timeframe execution charts with flat, synchronized steps via `first_bar_of_forming_htf` dynamic anchoring and `DataSync_Tools.mqh`.
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---
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## 4. Parameters Reference
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### Timeframe Settings
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* `InpTimeframe` (*default: `PERIOD_CURRENT`*): Calculation timeframe. When set to `PERIOD_CURRENT`, it operates in native zero-lag mode. When set to a higher timeframe (e.g., `PERIOD_H1`, `PERIOD_D1`), it activates the synchronized MTF engine.
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### Moving Average Core Settings
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* `InpPeriod` (*default: `20`*): Target smoothing period ($P$).
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* `InpMAType` (*default: `SMA`*): Algorithm model (`SMA`, `EMA`, `SMMA`, `LWMA`, `TMA`, `DEMA`, `TEMA`, `VWMA`).
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* `InpSourcePrice` (*default: `PRICE_CLOSE_STD`*): Price series source (Supports all 7 Standard and 7 Heikin Ashi modes).
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### Anchor Settings
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* `InpAnchor` (*default: `ANCHOR_SESSION`*): Anchor mode (`ANCHOR_NONE`, `ANCHOR_SESSION`, `ANCHOR_WEEK`, `ANCHOR_MONTH`, `ANCHOR_CUSTOM_SESSION`).
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* `InpTzShift` (*default: `0`*): Timezone offset in hours vs broker server time.
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* `InpCustomStart` (*default: `"09:00"`*): Session start time (`HH:MM`, e.g., European Open).
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* `InpCustomEnd` (*default: `"18:00"`*): Session end time (`HH:MM`, e.g., European Close).
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### Visual Settings
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* `InpColorMA` (*default: `clrDodgerBlue`*): Line color (Width: 2, Solid).
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* `InpStyleMA` (*default: `STYLE_SOLID`*): Line style.
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* `InpWidthMA` (*default: `2`*): Line thickness.
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---
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## 5. Institutional Trading Playbooks
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ ANCHORED MOVING AVERAGE TRADING PLAYBOOKS │
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├────────────────────────────────────────────────────────────────────────┤
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│ 1. London Session Baseline: Anchor 20 EMA to 08:00 London open to │
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│ trade pure intraday European order flow. │
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│ 2. Weekly Fair-Value Anchor: Anchor 50 VWMA to Monday 00:00 to track │
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│ macro weekly volume-weighted equilibrium. │
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│ 3. S/R Dynamic Retest: In strong trends, pullbacks to the rising │
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│ Anchored MA provide tight-stop entries. │
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└────────────────────────────────────────────────────────────────────────┘
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```
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### 5.1. The London Opening Session Baseline (LSE Open)
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* **Configuration:** `InpAnchor = ANCHOR_CUSTOM_SESSION`, `InpCustomStart = "08:00"`, `InpCustomEnd = "16:30"`, `InpMAType = EMA`, `InpPeriod = 20`.
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* **Execution:** At the 08:00 London bell, the moving average initializes at the opening price and expands its weighting:
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* **Bullish Momentum:** Price holds above the rising Anchored EMA $\rightarrow$ Focus exclusively on long intraday pullbacks.
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* **Bearish Momentum:** Price holds below the falling Anchored EMA $\rightarrow$ Focus exclusively on short intraday pullbacks.
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### 5.2. Weekly Volume-Weighted Fair-Value Anchor (Monday Open)
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* **Configuration:** `InpAnchor = ANCHOR_WEEK`, `InpMAType = VWMA`, `InpPeriod = 50`.
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* **Strategic Context:** Serves as the institutional volume-weighted benchmark for the entire trading week.
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* **Execution:** Pullbacks from extreme weekly extensions back to test the Weekly Anchored VWMA offer high-probability structural bounces or mean-reversion exit targets.
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---
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## 6. Indicator Buffer Map (For Developers & EA Integration)
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| Buffer Index | Name | Type | Description |
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| :---: | :---: | :--- | :--- |
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| **0** | `BufferMA_Odd` | `INDICATOR_DATA` | Anchored Moving Average Values (Odd Session Periods) |
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| **1** | `BufferMA_Even` | `INDICATOR_DATA` | Anchored Moving Average Values (Even Session Periods - Gapped) |
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### MQL5 Reading Example (`iCustom` Helper)
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```mql5
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double GetAnchoredMAValue(const int handle, const int bar_shift)
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{
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double odd[1], even[1];
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if(CopyBuffer(handle, 0, bar_shift, 1, odd) <= 0) return EMPTY_VALUE;
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if(CopyBuffer(handle, 1, bar_shift, 1, even) <= 0) return EMPTY_VALUE;
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if(odd[0] != EMPTY_VALUE && odd[0] > 0.0)
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return odd[0];
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if(even[0] != EMPTY_VALUE && even[0] > 0.0)
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return even[0];
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return EMPTY_VALUE; // Outside session hours
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}
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```
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*All buffers strictly maintain non-series chronological order (`ArraySetAsSeries = false`), ensuring instant compatibility with Expert Advisors and scanner dashboards via `iCustom()`.*
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