mirror of
https://github.com/softwaredevelop/mql5.git
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297 lines
10 KiB
Plaintext
297 lines
10 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MACD_Pro.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 "8.00" // Final robust version with explicit loops
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#property description "MACD with selectable MA types for all components"
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 5 // Histogram, MACD Line, Signal Line, FastMA, SlowMA
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#property indicator_plots 3 // Histogram, MACD Line, Signal Line
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//--- Plot 1: MACD Histogram
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#property indicator_label1 "Histogram"
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#property indicator_type1 DRAW_HISTOGRAM
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#property indicator_color1 clrSilver
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#property indicator_width1 1
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//--- Plot 2: MACD Line
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#property indicator_label2 "MACD"
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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_SOLID
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#property indicator_width2 1
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//--- Plot 3: Signal Line
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#property indicator_label3 "Signal"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrOrangeRed
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//--- Input Parameters ---
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input int InpFastPeriod = 12;
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input int InpSlowPeriod = 26;
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input int InpSignalPeriod = 9;
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input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_CLOSE;
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input ENUM_MA_METHOD InpSourceMAType = MODE_EMA; // MA Type for Fast and Slow lines
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input ENUM_MA_METHOD InpSignalMAType = MODE_EMA; // MA Type for Signal line
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//--- Indicator Buffers ---
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double BufferMACD_Histogram[];
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double BufferMACDLine[];
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double BufferSignalLine[];
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double BufferFastMA[];
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double BufferSlowMA[];
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//--- Global Variables ---
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int g_ExtFastPeriod, g_ExtSlowPeriod, g_ExtSignalPeriod;
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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_ExtFastPeriod = (InpFastPeriod < 1) ? 1 : InpFastPeriod;
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g_ExtSlowPeriod = (InpSlowPeriod < 1) ? 1 : InpSlowPeriod;
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g_ExtSignalPeriod = (InpSignalPeriod < 1) ? 1 : InpSignalPeriod;
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if(g_ExtFastPeriod > g_ExtSlowPeriod)
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{
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int temp = g_ExtFastPeriod;
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g_ExtFastPeriod = g_ExtSlowPeriod;
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g_ExtSlowPeriod = temp;
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}
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SetIndexBuffer(0, BufferMACD_Histogram, INDICATOR_DATA);
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SetIndexBuffer(1, BufferMACDLine, INDICATOR_DATA);
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SetIndexBuffer(2, BufferSignalLine, INDICATOR_DATA);
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SetIndexBuffer(3, BufferFastMA, INDICATOR_CALCULATIONS);
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SetIndexBuffer(4, BufferSlowMA, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferMACD_Histogram, false);
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ArraySetAsSeries(BufferMACDLine, false);
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ArraySetAsSeries(BufferSignalLine, false);
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ArraySetAsSeries(BufferFastMA, false);
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ArraySetAsSeries(BufferSlowMA, false);
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int macd_line_draw_begin = g_ExtSlowPeriod - 1;
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int signal_draw_begin = g_ExtSlowPeriod + g_ExtSignalPeriod - 2;
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, signal_draw_begin);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, macd_line_draw_begin);
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PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, signal_draw_begin);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("MACD Pro(%d,%d,%d)", g_ExtFastPeriod, g_ExtSlowPeriod, g_ExtSignalPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Moving Average Convergence/Divergence 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_ExtSlowPeriod + g_ExtSignalPeriod - 2;
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if(rates_total <= start_pos)
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return(0);
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//--- STEP 1: Prepare the source price array
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double price_source[];
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ArrayResize(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 PRICE_OPEN:
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price_source[i] = open[i];
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break;
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case PRICE_HIGH:
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price_source[i] = high[i];
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break;
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case PRICE_LOW:
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price_source[i] = low[i];
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break;
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default:
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price_source[i] = close[i];
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break;
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}
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}
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//--- STEP 2: Calculate Fast MA
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for(int i = g_ExtFastPeriod - 1; i < rates_total; i++)
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{
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// This switch block calculates the Fast MA
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switch(InpSourceMAType)
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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_ExtFastPeriod - 1)
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{
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double sum=0;
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for(int j=0; j<g_ExtFastPeriod; j++)
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sum+=price_source[i-j];
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BufferFastMA[i] = sum/g_ExtFastPeriod;
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}
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else
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{
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if(InpSourceMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtFastPeriod+1.0);
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BufferFastMA[i] = price_source[i]*pr + BufferFastMA[i-1]*(1.0-pr);
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}
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else
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BufferFastMA[i] = (BufferFastMA[i-1]*(g_ExtFastPeriod-1)+price_source[i])/g_ExtFastPeriod;
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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_ExtFastPeriod; j++)
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{
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int weight=g_ExtFastPeriod-j;
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lwma_sum+=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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BufferFastMA[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_ExtFastPeriod; j++)
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sum+=price_source[i-j];
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BufferFastMA[i] = sum/g_ExtFastPeriod;
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}
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break;
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}
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}
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//--- STEP 3: Calculate Slow MA
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for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
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{
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// This switch block calculates the Slow MA
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switch(InpSourceMAType)
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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_ExtSlowPeriod - 1)
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{
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double sum=0;
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for(int j=0; j<g_ExtSlowPeriod; j++)
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sum+=price_source[i-j];
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BufferSlowMA[i] = sum/g_ExtSlowPeriod;
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}
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else
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{
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if(InpSourceMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtSlowPeriod+1.0);
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BufferSlowMA[i] = price_source[i]*pr + BufferSlowMA[i-1]*(1.0-pr);
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}
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else
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BufferSlowMA[i] = (BufferSlowMA[i-1]*(g_ExtSlowPeriod-1)+price_source[i])/g_ExtSlowPeriod;
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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_ExtSlowPeriod; j++)
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{
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int weight=g_ExtSlowPeriod-j;
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lwma_sum+=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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BufferSlowMA[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_ExtSlowPeriod; j++)
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sum+=price_source[i-j];
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BufferSlowMA[i] = sum/g_ExtSlowPeriod;
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}
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break;
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}
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}
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//--- STEP 4: Calculate MACD Line
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for(int i = g_ExtSlowPeriod - 1; i < rates_total; i++)
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{
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BufferMACDLine[i] = BufferFastMA[i] - BufferSlowMA[i];
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}
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//--- STEP 5: Calculate Signal Line and Histogram
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for(int i = start_pos; i < rates_total; i++)
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{
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// This switch block calculates the Signal Line on the MACD Line
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switch(InpSignalMAType)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtSignalPeriod; j++)
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sum+=BufferMACDLine[i-j];
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BufferSignalLine[i] = sum/g_ExtSignalPeriod;
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}
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else
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{
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if(InpSignalMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtSignalPeriod+1.0);
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BufferSignalLine[i] = BufferMACDLine[i]*pr + BufferSignalLine[i-1]*(1.0-pr);
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}
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else
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BufferSignalLine[i] = (BufferSignalLine[i-1]*(g_ExtSignalPeriod-1)+BufferMACDLine[i])/g_ExtSignalPeriod;
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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_ExtSignalPeriod; j++)
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{
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int weight=g_ExtSignalPeriod-j;
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lwma_sum+=BufferMACDLine[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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BufferSignalLine[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_ExtSignalPeriod; j++)
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sum+=BufferMACDLine[i-j];
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BufferSignalLine[i] = sum/g_ExtSignalPeriod;
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}
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break;
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}
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BufferMACD_Histogram[i] = BufferMACDLine[i] - BufferSignalLine[i];
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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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