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//+------------------------------------------------------------------+
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//| CCI_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 "3.00" // Efficient sliding-window version with signal line
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#property description "Commodity Channel Index on Heikin Ashi data, with a signal line."
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 2 // CCI and Signal Line
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#property indicator_plots 2
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#property indicator_level1 -100.0
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#property indicator_level2 100.0
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#property indicator_level3 0.0
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: CCI line
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#property indicator_label1 "HA_CCI"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSeaGreen
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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
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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 clrOrangeRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Enum for selecting Heikin Ashi price source ---
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enum ENUM_HA_APPLIED_PRICE
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{
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HA_PRICE_TYPICAL, // (HA_H + HA_L + HA_C) / 3
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HA_PRICE_CLOSE, HA_PRICE_OPEN, HA_PRICE_HIGH, HA_PRICE_LOW
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};
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//--- Input Parameters ---
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input int InpCCIPeriod = 20;
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input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_TYPICAL;
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input group "Signal Line Settings"
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input int InpMAPeriod = 14;
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input ENUM_MA_METHOD InpMAMethod = MODE_SMA;
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//--- Indicator Buffers ---
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double BufferCCI[];
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double BufferSignal[];
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//--- Global Objects and Variables ---
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int g_ExtCCIPeriod, g_ExtMAPeriod;
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const double CCI_CONSTANT = 0.015;
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CHeikinAshi_Calculator *g_ha_calculator;
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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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g_ExtCCIPeriod = (InpCCIPeriod < 1) ? 1 : InpCCIPeriod;
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g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod;
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SetIndexBuffer(0, BufferCCI, INDICATOR_DATA);
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SetIndexBuffer(1, BufferSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufferCCI, false);
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ArraySetAsSeries(BufferSignal, false);
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int cci_draw_begin = g_ExtCCIPeriod * 2 - 2;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, cci_draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, cci_draw_begin + g_ExtMAPeriod - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_CCI(%d, %d)", g_ExtCCIPeriod, g_ExtMAPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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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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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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//| CCI on Heikin Ashi 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_ExtCCIPeriod * 2 + g_ExtMAPeriod - 2;
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if(rates_total <= start_pos)
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return(0);
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//--- Intermediate Heikin Ashi Buffers
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double ha_open[], ha_high[], ha_low[], ha_close[];
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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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//--- STEP 1: Calculate Heikin Ashi bars
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g_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- STEP 2: Prepare the Heikin Ashi source price array
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double ha_price_source[];
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ArrayResize(ha_price_source, rates_total);
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for(int i=0; i<rates_total; i++)
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{
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switch(InpAppliedPrice)
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{
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case HA_PRICE_OPEN:
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ha_price_source[i] = ha_open[i];
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break;
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case HA_PRICE_HIGH:
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ha_price_source[i] = ha_high[i];
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break;
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case HA_PRICE_LOW:
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ha_price_source[i] = ha_low[i];
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break;
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case HA_PRICE_CLOSE:
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ha_price_source[i] = ha_close[i];
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break;
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default:
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ha_price_source[i] = (ha_high[i] + ha_low[i] + ha_close[i]) / 3.0;
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break;
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}
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}
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//--- STEP 3: Calculate the SMA of the HA price
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double buffer_sma[];
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ArrayResize(buffer_sma, rates_total);
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double sma_sum = 0;
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for(int i = 0; i < rates_total; i++)
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{
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sma_sum += ha_price_source[i];
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if(i >= g_ExtCCIPeriod)
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{
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sma_sum -= ha_price_source[i - g_ExtCCIPeriod];
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}
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if(i >= g_ExtCCIPeriod - 1)
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{
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buffer_sma[i] = sma_sum / g_ExtCCIPeriod;
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}
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}
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//--- STEP 4: Calculate the Mean Absolute Deviation (MAD) on HA data
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double buffer_mad[];
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ArrayResize(buffer_mad, rates_total);
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double deviation_sum = 0;
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double abs_dev[];
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ArrayResize(abs_dev, rates_total);
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for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++)
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{
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abs_dev[i] = MathAbs(ha_price_source[i] - buffer_sma[i]);
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}
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for(int i = g_ExtCCIPeriod - 1; i < rates_total; i++)
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{
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deviation_sum += abs_dev[i];
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if(i >= g_ExtCCIPeriod * 2 - 2)
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{
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if(i >= g_ExtCCIPeriod * 2 - 1)
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{
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deviation_sum -= abs_dev[i - g_ExtCCIPeriod];
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}
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buffer_mad[i] = deviation_sum / g_ExtCCIPeriod;
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}
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}
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//--- STEP 5: Calculate the final CCI value
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for(int i = g_ExtCCIPeriod * 2 - 2; i < rates_total; i++)
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{
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double mad_value = buffer_mad[i];
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if(mad_value > 0)
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{
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BufferCCI[i] = (ha_price_source[i] - buffer_sma[i]) / (CCI_CONSTANT * mad_value);
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}
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}
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//--- STEP 6: Calculate the Signal Line (MA of CCI)
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int ma_start_pos = g_ExtCCIPeriod * 2 + g_ExtMAPeriod - 3;
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for(int i = ma_start_pos; i < rates_total; i++)
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{
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switch(InpMAMethod)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == ma_start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtMAPeriod; j++)
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sum+=BufferCCI[i-j];
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BufferSignal[i] = sum/g_ExtMAPeriod;
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}
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else
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{
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if(InpMAMethod == MODE_EMA)
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{
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double pr=2.0/(g_ExtMAPeriod+1.0);
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BufferSignal[i] = BufferCCI[i]*pr + BufferSignal[i-1]*(1.0-pr);
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}
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else
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BufferSignal[i] = (BufferSignal[i-1]*(g_ExtMAPeriod-1)+BufferCCI[i])/g_ExtMAPeriod;
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}
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break;
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case MODE_LWMA:
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{
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double lwma_sum=0, weight_sum=0;
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for(int j=0; j<g_ExtMAPeriod; j++)
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{
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int weight=g_ExtMAPeriod-j;
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lwma_sum+=BufferCCI[i-j]*weight;
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weight_sum+=weight;
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}
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if(weight_sum>0)
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BufferSignal[i]=lwma_sum/weight_sum;
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}
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break;
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default: // MODE_SMA
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{
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double sum=0;
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for(int j=0; j<g_ExtMAPeriod; j++)
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sum+=BufferCCI[i-j];
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BufferSignal[i] = sum/g_ExtMAPeriod;
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}
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break;
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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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//+------------------------------------------------------------------+
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