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256 lines
9.0 KiB
Plaintext
256 lines
9.0 KiB
Plaintext
//+------------------------------------------------------------------+
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//| KeltnerChannel_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 "3.01" // Corrected OnCalculate signature and SMA logic
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#property description "Keltner Channels with HA middle line and Standard ATR"
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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 4 // Upper, Lower, Middle, and ATR
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#property indicator_plots 3
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//--- Plot 1: Upper Band
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#property indicator_label1 "HA_Upper"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrDodgerBlue
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#property indicator_style1 STYLE_DOT
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//--- Plot 2: Lower Band
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#property indicator_label2 "HA_Lower"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrDodgerBlue
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#property indicator_style2 STYLE_DOT
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//--- Plot 3: Middle Band (Basis)
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#property indicator_label3 "HA_Basis"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrDodgerBlue
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//--- Enum for selecting Heikin Ashi price source for the middle line ---
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enum ENUM_HA_APPLIED_PRICE
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{
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HA_PRICE_CLOSE, // Heikin Ashi Close
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HA_PRICE_OPEN, // Heikin Ashi Open
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HA_PRICE_HIGH, // Heikin Ashi High
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HA_PRICE_LOW, // Heikin Ashi Low
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};
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//--- Input Parameters ---
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input int InpMaPeriod = 20;
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input ENUM_MA_METHOD InpMaMethod = MODE_EMA;
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input ENUM_HA_APPLIED_PRICE InpAppliedPrice = HA_PRICE_CLOSE;
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input int InpAtrPeriod = 10;
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input double InpMultiplier = 2.0;
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//--- Indicator Buffers ---
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double BufferUpper[];
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double BufferLower[];
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double BufferMiddle[];
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double BufferATR[];
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//--- Global Objects and Variables ---
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int g_ExtMaPeriod, g_ExtAtrPeriod;
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double g_ExtMultiplier;
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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_ExtMaPeriod = (InpMaPeriod < 1) ? 1 : InpMaPeriod;
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g_ExtAtrPeriod = (InpAtrPeriod < 1) ? 1 : InpAtrPeriod;
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g_ExtMultiplier = (InpMultiplier <= 0) ? 2.0 : InpMultiplier;
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SetIndexBuffer(0, BufferUpper, INDICATOR_DATA);
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SetIndexBuffer(1, BufferLower, INDICATOR_DATA);
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SetIndexBuffer(2, BufferMiddle, INDICATOR_DATA);
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SetIndexBuffer(3, BufferATR, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferUpper, false);
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ArraySetAsSeries(BufferLower, false);
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ArraySetAsSeries(BufferMiddle, false);
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ArraySetAsSeries(BufferATR, false);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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int draw_begin = MathMax(g_ExtMaPeriod, g_ExtAtrPeriod);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, g_ExtMaPeriod - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_KC(%d,%d,%.1f)", g_ExtMaPeriod, 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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//| Keltner Channel on Heikin Ashi calculation function. |
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//+------------------------------------------------------------------+
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// --- FIX: Restored the full, correct function signature ---
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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 = MathMax(g_ExtMaPeriod, g_ExtAtrPeriod);
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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: Calculate Standard True Range manually
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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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{
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tr[i] = MathMax(high[i], close[i-1]) - MathMin(low[i], close[i-1]);
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}
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//--- STEP 3: Prepare HA price source for the middle line
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double ha_price_source[];
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ArrayResize(ha_price_source, rates_total);
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switch(InpAppliedPrice)
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{
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case HA_PRICE_OPEN:
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ArrayCopy(ha_price_source, ha_open);
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break;
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case HA_PRICE_HIGH:
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ArrayCopy(ha_price_source, ha_high);
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break;
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case HA_PRICE_LOW:
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ArrayCopy(ha_price_source, ha_low);
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break;
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default:
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ArrayCopy(ha_price_source, ha_close);
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break;
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}
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//--- STEP 4: Calculate ATR, Middle, Upper, and Lower bands
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double sma_sum = 0;
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for(int i = 1; i < rates_total; i++)
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{
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// --- Calculate Standard ATR (using Wilder's smoothing) ---
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if(i == g_ExtAtrPeriod) // Initialization with manual SMA
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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 += tr[j];
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BufferATR[i] = atr_sum / g_ExtAtrPeriod;
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}
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else
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if(i > g_ExtAtrPeriod) // Recursive calculation
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{
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BufferATR[i] = (BufferATR[i-1] * (g_ExtAtrPeriod - 1) + tr[i]) / g_ExtAtrPeriod;
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}
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// --- Calculate the middle line (MA on HA price) ---
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if(i >= g_ExtMaPeriod - 1)
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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 == g_ExtMaPeriod - 1)
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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 += ha_price_source[i-j];
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BufferMiddle[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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BufferMiddle[i] = ha_price_source[i] * pr + BufferMiddle[i-1] * (1.0 - pr);
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}
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else
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{
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BufferMiddle[i] = (BufferMiddle[i-1] * (g_ExtMaPeriod - 1) + ha_price_source[i]) / g_ExtMaPeriod;
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}
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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;
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double 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 += ha_price_source[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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BufferMiddle[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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if(i == g_ExtMaPeriod - 1) // First calculation
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{
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sma_sum = 0; // Re-initialize sum for the first calculation point
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for(int j=0; j<g_ExtMaPeriod; j++)
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sma_sum += ha_price_source[i-j];
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}
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else // Subsequent calculations use the sliding window
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{
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sma_sum += ha_price_source[i];
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sma_sum -= ha_price_source[i - g_ExtMaPeriod];
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}
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BufferMiddle[i] = sma_sum / g_ExtMaPeriod;
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break;
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}
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}
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// --- Calculate Upper and Lower bands ---
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if(i >= start_pos)
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{
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BufferUpper[i] = BufferMiddle[i] + (BufferATR[i] * g_ExtMultiplier);
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BufferLower[i] = BufferMiddle[i] - (BufferATR[i] * g_ExtMultiplier);
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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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