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//+------------------------------------------------------------------+
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//| Chandelier_Exit_Calculator.mqh |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.00" // Performance optimized Chandelier Exit engine wrapping ATR v3.00
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#property description "Stateful calculator implementing Charles LeBeau Chandelier Exit (ATR Trailing Stop)."
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#ifndef CHANDELIER_EXIT_CALCULATOR_MQH
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#define CHANDELIER_EXIT_CALCULATOR_MQH
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| CLASS: CChandelierExitCalculator |
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//+==================================================================+
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class CChandelierExitCalculator
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{
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private:
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int m_period;
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double m_multiplier;
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bool m_is_ha;
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CATRCalculator *m_atr_calc;
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double m_atr_buffer[];
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// Persistent Price Caches
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double m_price_high[];
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double m_price_low[];
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double m_price_close[];
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// Persistent State Registers for Trailing Stop ratchets
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double m_long_stop[];
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double m_short_stop[];
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double m_trend[];
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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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bool PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CChandelierExitCalculator(void);
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~CChandelierExitCalculator(void);
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bool Init(int period, double multiplier, bool is_ha);
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void Calculate(int rates_total, int prev_calculated,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &stop_line[], double &color_buffer[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CChandelierExitCalculator::CChandelierExitCalculator(void)
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: m_period(22),
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m_multiplier(3.0),
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m_is_ha(false),
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m_atr_calc(NULL)
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{
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CChandelierExitCalculator::~CChandelierExitCalculator(void)
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{
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if(CheckPointer(m_atr_calc) != POINTER_INVALID)
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delete m_atr_calc;
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}
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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bool CChandelierExitCalculator::Init(int period, double multiplier, bool is_ha)
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{
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m_period = (period < 1) ? 1 : period;
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m_multiplier = (multiplier <= 0.0) ? 3.0 : multiplier;
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m_is_ha = is_ha;
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if(CheckPointer(m_atr_calc) != POINTER_INVALID)
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{
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delete m_atr_calc;
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m_atr_calc = NULL;
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}
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// Dynamic polymorphic instantiation of the underlying refactored ATR engine
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if(m_is_ha)
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m_atr_calc = new CATRCalculator_HA();
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else
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m_atr_calc = new CATRCalculator();
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if(CheckPointer(m_atr_calc) == POINTER_INVALID || !m_atr_calc.Init(m_period, ATR_POINTS))
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Calculate (Stateful O(1) Trailing Stop logic) |
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//+------------------------------------------------------------------+
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void CChandelierExitCalculator::Calculate(int rates_total, int prev_calculated,
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const double &open[], const double &high[], const double &low[], const double &close[],
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double &stop_line[], double &color_buffer[])
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{
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if(rates_total < m_period + 5)
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return;
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//--- Resize state buffers and enforce chronological safety
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if(ArraySize(m_atr_buffer) != rates_total)
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{
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ArrayResize(m_atr_buffer, rates_total);
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ArrayResize(m_price_high, rates_total);
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ArrayResize(m_price_low, rates_total);
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ArrayResize(m_price_close, rates_total);
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ArrayResize(m_long_stop, rates_total);
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ArrayResize(m_short_stop, rates_total);
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ArrayResize(m_trend, rates_total);
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ArraySetAsSeries(m_atr_buffer, false);
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ArraySetAsSeries(m_price_high, false);
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ArraySetAsSeries(m_price_low, false);
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ArraySetAsSeries(m_price_close, false);
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ArraySetAsSeries(m_long_stop, false);
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ArraySetAsSeries(m_short_stop, false);
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ArraySetAsSeries(m_trend, false);
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}
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//--- 1. Prepare Source Price Data (Standard or HA)
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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if(!PrepareSourceData(rates_total, start_index, open, high, low, close))
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return;
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//--- 2. Calculate volatility baseline using refactored ATR v3.00
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m_atr_calc.Calculate(rates_total, prev_calculated, open, high, low, close, m_atr_buffer);
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int loop_start = MathMax(m_period, start_index);
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//--- 3. Warm-up Initialization
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if(loop_start == m_period)
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{
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for(int i = 0; i < m_period; i++)
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{
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m_long_stop[i] = 0.0;
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m_short_stop[i] = 0.0;
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m_trend[i] = 1.0;
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stop_line[i] = m_price_close[i];
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color_buffer[i] = 0.0;
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}
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}
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//--- 4. Calculate Raw Stop Bands
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for(int i = loop_start; i < rates_total; i++)
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{
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m_long_stop[i] = Highest(m_price_high, m_period, i) - m_multiplier * m_atr_buffer[i];
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m_short_stop[i] = Lowest(m_price_low, m_period, i) + m_multiplier * m_atr_buffer[i];
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}
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//--- 5. Trailing Stop Ratchet & Trend Logic
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for(int i = loop_start; i < rates_total; i++)
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{
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// Trend flip conditions
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if(m_price_close[i] > m_short_stop[i - 1])
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m_trend[i] = 1.0; // Bullish
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else
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if(m_price_close[i] < m_long_stop[i - 1])
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m_trend[i] = -1.0; // Bearish
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else
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m_trend[i] = m_trend[i - 1];
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// Ratchet assignment (stop can only move in favor of the trend or stay flat)
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if(m_trend[i] == 1.0)
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{
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if(m_long_stop[i] > stop_line[i - 1] || m_trend[i - 1] == -1.0)
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stop_line[i] = m_long_stop[i];
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else
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stop_line[i] = stop_line[i - 1];
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color_buffer[i] = 0.0; // Index 0: Bullish (clrDodgerBlue)
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}
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else // Bearish
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{
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if(m_short_stop[i] < stop_line[i - 1] || stop_line[i - 1] == 0.0 || m_trend[i - 1] == 1.0)
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stop_line[i] = m_short_stop[i];
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else
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stop_line[i] = stop_line[i - 1];
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color_buffer[i] = 1.0; // Index 1: Bearish (clrTomato)
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}
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// Connect lines on trend transitions (MT5 drawing trick for color lines)
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if(m_trend[i] != m_trend[i - 1])
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{
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if(m_trend[i] == 1.0)
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stop_line[i - 1] = m_long_stop[i];
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else
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stop_line[i - 1] = m_short_stop[i];
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Find Highest Value over Period |
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//+------------------------------------------------------------------+
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double CChandelierExitCalculator::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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if(current_pos - i < 0)
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break;
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if(res < array[current_pos - i])
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res = array[current_pos - i];
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}
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return res;
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}
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//+------------------------------------------------------------------+
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//| Find Lowest Value over Period |
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//+------------------------------------------------------------------+
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double CChandelierExitCalculator::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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if(current_pos - i < 0)
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break;
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if(res > array[current_pos - i])
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res = array[current_pos - i];
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}
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return res;
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}
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//+------------------------------------------------------------------+
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//| Prepare Source Data Series (Standard or Heikin Ashi) |
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//+------------------------------------------------------------------+
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bool CChandelierExitCalculator::PrepareSourceData(int rates_total, int start_index, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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if(m_is_ha)
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{
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static CHeikinAshi_Calculator ha_calc;
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static double ha_open[], ha_high[], ha_low[], ha_close[];
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if(ArraySize(ha_open) != rates_total)
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{
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ArrayResize(ha_open, rates_total);
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ArrayResize(ha_high, rates_total);
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ArrayResize(ha_low, rates_total);
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ArrayResize(ha_close, rates_total);
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ArraySetAsSeries(ha_open, false);
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ArraySetAsSeries(ha_high, false);
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ArraySetAsSeries(ha_low, false);
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ArraySetAsSeries(ha_close, false);
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}
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ha_calc.Calculate(rates_total, start_index, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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for(int i = start_index; i < rates_total; i++)
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{
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m_price_high[i] = ha_high[i];
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m_price_low[i] = ha_low[i];
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m_price_close[i] = ha_close[i];
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}
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}
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else
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{
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for(int i = start_index; i < rates_total; i++)
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{
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m_price_high[i] = high[i];
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m_price_low[i] = low[i];
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m_price_close[i] = close[i];
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}
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}
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return true;
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}
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#endif // CHANDELIER_EXIT_CALCULATOR_MQH
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//+------------------------------------------------------------------+
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