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refactor: Optimized for incremental calculation
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@@ -1,10 +1,9 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Bollinger_Bands_PercentB.mq5 |
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//| Bollinger_Bands_PercentB.mq5 |
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//| Copyright 2025, xxxxxxxx|
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//| Copyright 2025, xxxxxxxx|
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//| |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#property copyright "Copyright 2025, xxxxxxxx"
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#property version "1.00"
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#property version "1.10" // Optimized for incremental calculation
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#property description "Bollinger Bands %B. Shows the position of price relative to the bands."
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#property description "Bollinger Bands %B. Shows the position of price relative to the bands."
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#property description "Includes a selectable price source with Heikin Ashi options."
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#property description "Includes a selectable price source with Heikin Ashi options."
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@@ -35,6 +34,12 @@ input ENUM_APPLIED_PRICE_HA_ALL InpSourcePrice = PRICE_CLOSE_STD;
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double BufferPercentB[];
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double BufferPercentB[];
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double BufferPrice[];
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double BufferPrice[];
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//--- Internal Buffers (Must be global for incremental calculation) ---
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double BufferUpper_Internal[];
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double BufferLower_Internal[];
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double BufferMA_Internal[];
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double BufferPrice_Internal[]; // To store the price from calculator
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//--- Global calculator object ---
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//--- Global calculator object ---
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CBollingerBandsCalculator *g_calculator;
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CBollingerBandsCalculator *g_calculator;
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@@ -46,7 +51,6 @@ int OnInit()
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SetIndexBuffer(0, BufferPercentB, INDICATOR_DATA);
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SetIndexBuffer(0, BufferPercentB, INDICATOR_DATA);
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ArraySetAsSeries(BufferPercentB, false);
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ArraySetAsSeries(BufferPercentB, false);
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//--- Dynamic Calculator Instantiation ---
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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{
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{
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g_calculator = new CBollingerBandsCalculator_HA();
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g_calculator = new CBollingerBandsCalculator_HA();
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@@ -78,21 +82,28 @@ void OnDeinit(const int reason)
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{
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{
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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delete g_calculator;
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delete g_calculator;
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ArrayFree(BufferUpper_Internal);
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ArrayFree(BufferLower_Internal);
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ArrayFree(BufferMA_Internal);
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ArrayFree(BufferPrice_Internal);
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}
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function. |
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//| Custom indicator iteration function. |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total, const int, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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int OnCalculate(const int rates_total, const int prev_calculated, const datetime&[], const double &open[], const double &high[], const double &low[], const double &close[], const long&[], const long&[], const int&[])
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{
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{
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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if(CheckPointer(g_calculator) == POINTER_INVALID)
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return 0;
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return 0;
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//--- Step 1: Run the main calculation to get the band components
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//--- Resize internal buffers
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double upper_band[], lower_band[], ma_line[];
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if(ArraySize(BufferUpper_Internal) != rates_total)
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ArrayResize(upper_band, rates_total);
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{
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ArrayResize(lower_band, rates_total);
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ArrayResize(BufferUpper_Internal, rates_total);
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ArrayResize(ma_line, rates_total);
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ArrayResize(BufferLower_Internal, rates_total);
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ArrayResize(BufferMA_Internal, rates_total);
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}
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ENUM_APPLIED_PRICE price_type;
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ENUM_APPLIED_PRICE price_type;
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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@@ -100,93 +111,30 @@ int OnCalculate(const int rates_total, const int, const datetime&[], const doubl
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else
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else
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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price_type = (ENUM_APPLIED_PRICE)InpSourcePrice;
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g_calculator.Calculate(rates_total, price_type, open, high, low, close,
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//--- Step 1: Run the main calculation (Incremental)
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ma_line, upper_band, lower_band);
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g_calculator.Calculate(rates_total, prev_calculated, price_type, open, high, low, close,
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BufferMA_Internal, BufferUpper_Internal, BufferLower_Internal);
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//--- Step 2: Calculate the source price array that was used by the calculator
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//--- Step 2: Get the source price array from the calculator
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ArrayResize(BufferPrice, rates_total);
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// This is already calculated incrementally inside the calculator
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if(InpSourcePrice <= PRICE_HA_CLOSE)
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g_calculator.GetPriceBuffer(BufferPrice_Internal);
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{
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// For HA, we need to recalculate the HA prices to get the correct source
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CHeikinAshi_Calculator ha_calc;
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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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ha_calc.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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switch(price_type)
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//--- Step 3: Calculate the final %B value (Optimized Loop)
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{
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int start_pos = InpPeriod - 1;
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case PRICE_CLOSE:
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int loop_start = MathMax(start_pos, (prev_calculated > 0 ? prev_calculated - 1 : 0));
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ArrayCopy(BufferPrice, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(BufferPrice, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(BufferPrice, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(BufferPrice, ha_low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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BufferPrice[i] = (ha_high[i]+ha_low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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BufferPrice[i] = (ha_high[i]+ha_low[i]+ha_close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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BufferPrice[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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}
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}
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else
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{
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// For standard prices, we can just copy the relevant array
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(BufferPrice, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(BufferPrice, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(BufferPrice, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(BufferPrice, low, 0, 0, rates_total);
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break;
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case PRICE_MEDIAN:
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for(int i=0; i<rates_total; i++)
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BufferPrice[i] = (high[i]+low[i])/2.0;
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break;
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case PRICE_TYPICAL:
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for(int i=0; i<rates_total; i++)
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BufferPrice[i] = (high[i]+low[i]+close[i])/3.0;
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break;
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case PRICE_WEIGHTED:
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for(int i=0; i<rates_total; i++)
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BufferPrice[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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}
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}
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//--- Step 3: Calculate the final %B value
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for(int i = loop_start; i < rates_total; i++)
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for(int i = InpPeriod - 1; i < rates_total; i++)
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{
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{
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double band_width = upper_band[i] - lower_band[i];
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double band_width = BufferUpper_Internal[i] - BufferLower_Internal[i];
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if(band_width != 0)
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if(band_width != 0)
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{
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{
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BufferPercentB[i] = (BufferPrice[i] - lower_band[i]) / band_width;
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// Use the internal price buffer which matches the calculator's source
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BufferPercentB[i] = (BufferPrice_Internal[i] - BufferLower_Internal[i]) / band_width;
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}
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}
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else
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else
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{
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{
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BufferPercentB[i] = 0.5; // If width is zero, price is at the centerline
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BufferPercentB[i] = 0.5;
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}
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}
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}
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}
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