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//+------------------------------------------------------------------+
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//| Bollinger_ATR_Oscillator_Calculator.mqh|
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//| Calculation engine for Standard and Heikin Ashi BB ATR Osc. |
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//| Copyright 2025, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, xxxxxxxx"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//+==================================================================+
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//| |
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//| CLASS 1: CBollingerATROscillatorCalculator (Standard) |
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//| |
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//+==================================================================+
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class CBollingerATROscillatorCalculator
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{
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protected:
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int m_atr_period;
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int m_bb_period;
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double m_bb_dev;
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double m_price[];
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double m_atr_buffer[];
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double m_ma_buffer[];
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double m_upper_band[];
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double m_lower_band[];
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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public:
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CBollingerATROscillatorCalculator(void) {};
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virtual ~CBollingerATROscillatorCalculator(void) {};
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bool Init(int atr_p, int bb_p, double bb_dev);
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void Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &osc_out[]);
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};
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//+------------------------------------------------------------------+
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//| CBollingerATROscillatorCalculator: Initialization |
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//+------------------------------------------------------------------+
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bool CBollingerATROscillatorCalculator::Init(int atr_p, int bb_p, double bb_dev)
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{
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m_atr_period = (atr_p < 1) ? 1 : atr_p;
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m_bb_period = (bb_p < 1) ? 1 : bb_p;
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m_bb_dev = bb_dev;
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return true;
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}
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//+------------------------------------------------------------------+
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//| CBollingerATROscillatorCalculator: Main Calculation Method |
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//+------------------------------------------------------------------+
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void CBollingerATROscillatorCalculator::Calculate(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[],
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double &osc_out[])
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{
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int start_pos = MathMax(m_atr_period, m_bb_period);
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if(rates_total <= start_pos)
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return;
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ArrayResize(m_price, rates_total);
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ArrayResize(m_atr_buffer, rates_total);
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ArrayResize(m_ma_buffer, rates_total);
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ArrayResize(m_upper_band, rates_total);
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ArrayResize(m_lower_band, rates_total);
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if(!PreparePriceSeries(rates_total, price_type, open, high, low, close))
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return;
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//--- Step 1: Calculate ATR (always on standard candles)
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double tr[];
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ArrayResize(tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
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for(int i = m_atr_period; i < rates_total; i++)
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{
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if(i == m_atr_period)
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{
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double sum=0;
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for(int j=1; j<=m_atr_period; j++)
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sum+=tr[j];
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m_atr_buffer[i]=sum/m_atr_period;
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}
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else
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m_atr_buffer[i] = (m_atr_buffer[i-1] * (m_atr_period - 1) + tr[i]) / m_atr_period;
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}
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//--- Step 2: Calculate Bollinger Bands components (on prepared price)
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for(int i = m_bb_period - 1; i < rates_total; i++)
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{
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double sum = 0;
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for(int j = 0; j < m_bb_period; j++)
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sum += m_price[i-j];
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m_ma_buffer[i] = sum / m_bb_period;
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}
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for(int i = m_bb_period - 1; i < rates_total; i++)
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{
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double std_dev_val = 0, sum_sq = 0;
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for(int j = 0; j < m_bb_period; j++)
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sum_sq += pow(m_price[i-j] - m_ma_buffer[i], 2);
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std_dev_val = sqrt(sum_sq / m_bb_period);
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m_upper_band[i] = m_ma_buffer[i] + m_bb_dev * std_dev_val;
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m_lower_band[i] = m_ma_buffer[i] - m_bb_dev * std_dev_val;
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}
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//--- Step 3: Calculate the final Oscillator value
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for(int i = start_pos; i < rates_total; i++)
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{
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double bb_diff = m_upper_band[i] - m_lower_band[i];
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if(bb_diff != 0)
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osc_out[i] = m_atr_buffer[i] / bb_diff;
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}
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}
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//+------------------------------------------------------------------+
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//| CBollingerATROscillatorCalculator: Prepares the source price. |
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//+------------------------------------------------------------------+
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bool CBollingerATROscillatorCalculator::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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//--- Corrected: Added all price types
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, 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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m_price[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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m_price[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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m_price[i] = (high[i]+low[i]+close[i]+close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+==================================================================+
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//| |
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//| CLASS 2: CBollingerATROscillatorCalculator_HA (Heikin Ashi) |
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//| |
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//+==================================================================+
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class CBollingerATROscillatorCalculator_HA : public CBollingerATROscillatorCalculator
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{
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private:
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CHeikinAshi_Calculator m_ha_calculator;
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protected:
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virtual bool PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[]);
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};
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//+------------------------------------------------------------------+
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//| CBollingerATROscillatorCalculator_HA: Prepares the source price. |
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//+------------------------------------------------------------------+
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bool CBollingerATROscillatorCalculator_HA::PreparePriceSeries(int rates_total, ENUM_APPLIED_PRICE price_type, const double &open[], const double &high[], const double &low[], const double &close[])
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{
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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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m_ha_calculator.Calculate(rates_total, open, high, low, close, ha_open, ha_high, ha_low, ha_close);
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//--- Corrected: The HA version now also uses the selected price type from the HA candles
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switch(price_type)
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{
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case PRICE_CLOSE:
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ArrayCopy(m_price, ha_close, 0, 0, rates_total);
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break;
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case PRICE_OPEN:
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ArrayCopy(m_price, ha_open, 0, 0, rates_total);
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break;
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case PRICE_HIGH:
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ArrayCopy(m_price, ha_high, 0, 0, rates_total);
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break;
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case PRICE_LOW:
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ArrayCopy(m_price, 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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m_price[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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m_price[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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m_price[i] = (ha_high[i]+ha_low[i]+ha_close[i]+ha_close[i])/4.0;
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break;
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default:
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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