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//+------------------------------------------------------------------+
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//| ATR_TrailingStop_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 "1.00"
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#property description "ATR Trailing Stop (Chandelier Exit) on Heikin Ashi data"
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Plot Properties ---
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#property indicator_chart_window
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#property indicator_buffers 6 // Main, Color, ATR, Long, Short, Trend
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#property indicator_plots 1
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//--- Plot 1: ATR Trailing Stop line
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#property indicator_label1 "HA ATR Trailing Stop"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 clrDodgerBlue, clrTomato
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Input Parameters ---
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input int InpAtrPeriod = 22; // ATR Period
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input double InpMultiplier = 3.0; // ATR Multiplier
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//--- Indicator Buffers ---
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double BufferStopLine[];
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double BufferColor[];
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double BufferHA_ATR[];
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double BufferLongStop[];
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double BufferShortStop[];
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double BufferTrend[];
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//--- Global Objects and Variables ---
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int g_ExtAtrPeriod;
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double g_ExtMultiplier;
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CHeikinAshi_Calculator *g_ha_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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g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
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g_ExtMultiplier = (InpMultiplier <= 0) ? 3.0 : InpMultiplier;
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SetIndexBuffer(0, BufferStopLine, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColor, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferHA_ATR, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, BufferLongStop, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferShortStop, INDICATOR_CALCULATIONS);
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SetIndexBuffer(5, BufferTrend, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferStopLine, false);
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ArraySetAsSeries(BufferColor, false);
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ArraySetAsSeries(BufferHA_ATR, false);
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ArraySetAsSeries(BufferLongStop, false);
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ArraySetAsSeries(BufferShortStop, false);
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ArraySetAsSeries(BufferTrend, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtAtrPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA ATR Stop(%d, %.1f)", g_ExtAtrPeriod, g_ExtMultiplier));
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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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//| ATR Trailing Stop 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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if(rates_total <= g_ExtAtrPeriod)
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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: Calculate Heikin Ashi True Range
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double ha_tr[];
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ArrayResize(ha_tr, rates_total);
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for(int i = 1; i < rates_total; i++)
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{
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ha_tr[i] = MathMax(ha_high[i], ha_close[i-1]) - MathMin(ha_low[i], ha_close[i-1]);
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}
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//--- STEP 3: Calculate ATR and Trailing Stop in staged loops
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// --- 3a: Calculate Heikin Ashi ATR ---
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for(int i = g_ExtAtrPeriod; i < rates_total; i++)
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{
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if(i == g_ExtAtrPeriod)
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{
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double atr_sum = 0;
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for(int j = 1; j <= g_ExtAtrPeriod; j++)
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atr_sum += ha_tr[j];
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BufferHA_ATR[i] = atr_sum / g_ExtAtrPeriod;
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}
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else
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{
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BufferHA_ATR[i] = (BufferHA_ATR[i-1] * (g_ExtAtrPeriod - 1) + ha_tr[i]) / g_ExtAtrPeriod;
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}
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}
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// --- 3b: Calculate Raw Stop Levels from HA data ---
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for(int i = g_ExtAtrPeriod -1; i < rates_total; i++)
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{
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BufferLongStop[i] = Highest(ha_high, g_ExtAtrPeriod, i) - g_ExtMultiplier * BufferHA_ATR[i];
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BufferShortStop[i] = Lowest(ha_low, g_ExtAtrPeriod, i) + g_ExtMultiplier * BufferHA_ATR[i];
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}
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// --- 3c: Determine Trend and Final Stop Line ---
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for(int i = g_ExtAtrPeriod; i < rates_total; i++)
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{
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if(i == g_ExtAtrPeriod)
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{
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if(ha_close[i] > ha_close[i-1])
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BufferTrend[i] = 1;
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else
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BufferTrend[i] = -1;
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}
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else
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{
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if(ha_close[i] > BufferShortStop[i-1])
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BufferTrend[i] = 1;
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else
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if(ha_close[i] < BufferLongStop[i-1])
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BufferTrend[i] = -1;
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else
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BufferTrend[i] = BufferTrend[i-1];
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}
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if(BufferTrend[i] == 1)
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{
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if(BufferLongStop[i] > BufferStopLine[i-1] || BufferTrend[i-1] == -1)
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BufferStopLine[i] = BufferLongStop[i];
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else
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BufferStopLine[i] = BufferStopLine[i-1];
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BufferColor[i] = 0;
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}
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else
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{
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if(BufferShortStop[i] < BufferStopLine[i-1] || BufferStopLine[i-1] == 0 || BufferTrend[i-1] == 1)
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BufferStopLine[i] = BufferShortStop[i];
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else
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BufferStopLine[i] = BufferStopLine[i-1];
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BufferColor[i] = 1;
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}
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if(BufferTrend[i] != BufferTrend[i-1])
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{
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if(BufferTrend[i] == 1)
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BufferStopLine[i-1] = BufferLongStop[i];
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else
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BufferStopLine[i-1] = BufferShortStop[i];
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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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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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//| 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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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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//+------------------------------------------------------------------+
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