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//+------------------------------------------------------------------+
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//| SMI_HeikinAshi.mq5 |
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//| Copyright 2025, xxxxxxxx |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property link ""
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#property version "2.00" // Refactored for full recalculation and stability
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#property description "Stochastic Momentum Index (SMI) on Heikin Ashi data"
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// --- Custom Toolkit Include ---
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_level1 40.0
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#property indicator_level2 0.0
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#property indicator_level3 -40.0
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#property indicator_levelstyle STYLE_DOT
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//--- Buffers and Plots ---
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#property indicator_buffers 8 // SMI, Signal, and 6 calculation buffers
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#property indicator_plots 2
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//--- Plot 1: SMI line
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#property indicator_label1 "HA_SMI"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrBlue
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: Signal line (EMA of SMI)
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#property indicator_label2 "HA_Signal"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrange
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpLengthK = 10; // %K Length
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input int InpLengthD = 3; // %D Length (for double smoothing)
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input int InpLengthEMA = 3; // EMA Length (for signal line)
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//--- Indicator Buffers ---
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double BufferSMI[];
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double BufferSignal[];
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double BufferHighestLowestRange[];
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double BufferRelativeRange[];
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double BufferEma_Relative[];
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double BufferEma_Range[];
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double BufferEmaEma_Relative[];
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double BufferEmaEma_Range[];
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//--- Intermediate Heikin Ashi Buffers ---
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double ExtHaOpenBuffer[];
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double ExtHaHighBuffer[];
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double ExtHaLowBuffer[];
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double ExtHaCloseBuffer[];
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//--- Global Objects and Variables ---
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int g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA;
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CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi calculator
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//--- Forward declarations for helper functions ---
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double Highest(const double &array[], int period, int current_pos);
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double Lowest(const double &array[], int period, int current_pos);
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function. |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Validate and store inputs
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g_ExtLengthK = (InpLengthK < 1) ? 1 : InpLengthK;
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g_ExtLengthD = (InpLengthD < 1) ? 1 : InpLengthD;
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g_ExtLengthEMA = (InpLengthEMA < 1) ? 1 : InpLengthEMA;
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//--- Map the buffers
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SetIndexBuffer(0, BufferSMI, INDICATOR_DATA);
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SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
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SetIndexBuffer(2, BufferHighestLowestRange, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferRelativeRange, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferEma_Relative, INDICATOR_CALCULATIONS);
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SetIndexBuffer(5, BufferEma_Range, INDICATOR_CALCULATIONS);
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SetIndexBuffer(6, BufferEmaEma_Relative, INDICATOR_CALCULATIONS);
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SetIndexBuffer(7, BufferEmaEma_Range, INDICATOR_CALCULATIONS);
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//--- Set all buffers to non-timeseries
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ArraySetAsSeries(BufferSMI, false);
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ArraySetAsSeries(BufferSignal, false);
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ArraySetAsSeries(BufferHighestLowestRange, false);
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ArraySetAsSeries(BufferRelativeRange, false);
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ArraySetAsSeries(BufferEma_Relative, false);
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ArraySetAsSeries(BufferEma_Range, false);
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ArraySetAsSeries(BufferEmaEma_Relative, false);
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ArraySetAsSeries(BufferEmaEma_Range, false);
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//--- Set indicator properties
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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int smi_draw_begin = g_ExtLengthK + g_ExtLengthD - 2;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, smi_draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, smi_draw_begin + g_ExtLengthEMA - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_SMI(%d,%d,%d)", g_ExtLengthK, g_ExtLengthD, g_ExtLengthEMA));
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//--- Create the calculator instance
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g_ha_calculator = new CHeikinAshi_Calculator();
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if(CheckPointer(g_ha_calculator) == POINTER_INVALID)
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{
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Print("Error creating CHeikinAshi_Calculator object");
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return(INIT_FAILED);
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function. |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- Free the calculator object
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if(CheckPointer(g_ha_calculator) != POINTER_INVALID)
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{
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delete g_ha_calculator;
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g_ha_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| Stochastic Momentum Index calculation function. |
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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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int start_pos = g_ExtLengthK + g_ExtLengthD + g_ExtLengthEMA - 2;
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if(rates_total <= start_pos)
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return(0);
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//--- Resize intermediate buffers
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ArrayResize(ExtHaOpenBuffer, rates_total);
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ArrayResize(ExtHaHighBuffer, rates_total);
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ArrayResize(ExtHaLowBuffer, rates_total);
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ArrayResize(ExtHaCloseBuffer, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close,
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ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
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//--- STEP 2: Calculate Highest, Lowest, and Ranges
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for(int i = g_ExtLengthK - 1; i < rates_total; i++)
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{
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double highest_high = Highest(ExtHaHighBuffer, g_ExtLengthK, i);
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double lowest_low = Lowest(ExtHaLowBuffer, g_ExtLengthK, i);
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BufferHighestLowestRange[i] = highest_high - lowest_low;
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BufferRelativeRange[i] = ExtHaCloseBuffer[i] - (highest_high + lowest_low) / 2.0;
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}
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//--- STEP 3-7: Calculate all smoothed values and final SMI in a single loop
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double pr_d = 2.0 / (g_ExtLengthD + 1.0);
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double pr_ema = 2.0 / (g_ExtLengthEMA + 1.0);
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int ema1_start = g_ExtLengthK + g_ExtLengthD - 2;
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int ema2_start = ema1_start + g_ExtLengthD - 1;
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int signal_start = ema2_start + g_ExtLengthEMA - 1;
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for(int i = g_ExtLengthK - 1; i < rates_total; i++)
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{
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// --- 1st EMA Smoothing ---
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if(i == g_ExtLengthK - 1) // Initialization
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{
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BufferEma_Relative[i] = BufferRelativeRange[i];
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BufferEma_Range[i] = BufferHighestLowestRange[i];
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}
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else // Recursive
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{
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BufferEma_Relative[i] = BufferRelativeRange[i] * pr_d + BufferEma_Relative[i-1] * (1.0 - pr_d);
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BufferEma_Range[i] = BufferHighestLowestRange[i] * pr_d + BufferEma_Range[i-1] * (1.0 - pr_d);
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}
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// --- 2nd EMA Smoothing ---
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if(i == ema1_start) // Initialization with manual SMA
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{
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double sum_rel=0, sum_ran=0;
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for(int j=0; j<g_ExtLengthD; j++)
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{
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sum_rel += BufferEma_Relative[i-j];
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sum_ran += BufferEma_Range[i-j];
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}
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BufferEmaEma_Relative[i] = sum_rel / g_ExtLengthD;
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BufferEmaEma_Range[i] = sum_ran / g_ExtLengthD;
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}
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else
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if(i > ema1_start) // Recursive
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{
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BufferEmaEma_Relative[i] = BufferEma_Relative[i] * pr_d + BufferEmaEma_Relative[i-1] * (1.0 - pr_d);
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BufferEmaEma_Range[i] = BufferEma_Range[i] * pr_d + BufferEmaEma_Range[i-1] * (1.0 - pr_d);
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}
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// --- Final SMI Value ---
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if(i >= ema1_start)
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{
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if(BufferEmaEma_Range[i] != 0)
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BufferSMI[i] = 100 * (BufferEmaEma_Relative[i] / (BufferEmaEma_Range[i] / 2.0));
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else
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BufferSMI[i] = 0;
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}
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// --- Signal Line ---
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if(i == signal_start) // Initialization with manual SMA
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{
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double sum_smi=0;
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for(int j=0; j<g_ExtLengthEMA; j++)
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sum_smi += BufferSMI[i-j];
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BufferSignal[i] = sum_smi / g_ExtLengthEMA;
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}
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else
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if(i > signal_start) // Recursive
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{
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BufferSignal[i] = BufferSMI[i] * pr_ema + BufferSignal[i-1] * (1.0 - pr_ema);
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| Finds the highest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Highest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//| Finds the lowest value in a given period of an array. |
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//+------------------------------------------------------------------+
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double Lowest(const double &array[], int period, int current_pos)
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{
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double res = array[current_pos];
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for(int i = 1; i < period; i++)
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{
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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > array[index])
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res = array[index];
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}
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return(res);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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