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228 lines
8.5 KiB
Plaintext
228 lines
8.5 KiB
Plaintext
//+------------------------------------------------------------------+
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//| WPRMA_HeikinAshi.mq5 |
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//| Copyright 2025, xxxxxxxx (Based on MetaQuotes WPR) |
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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 "2.02" // Reverted to robust manual MA calculation
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#property description "WPR on Heikin Ashi candles, with a Moving Average."
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// --- Standard and Custom Includes ---
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#include <MovingAverages.mqh> // For SimpleMA and LinearWeightedMA single-value functions
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#include <MyIncludes\HeikinAshi_Tools.mqh>
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//--- Indicator Window and Level Properties ---
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#property indicator_separate_window
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#property indicator_level1 -20.0
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#property indicator_level2 -80.0
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#property indicator_levelstyle STYLE_DOT
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#property indicator_levelcolor clrSilver
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#property indicator_levelwidth 1
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#property indicator_maximum 0.0
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#property indicator_minimum -100.0
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//--- Buffers and Plots ---
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#property indicator_buffers 2 // WPRMA and the raw WPR
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#property indicator_plots 2
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//--- Plot 1: WPR MA line (smoothed)
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#property indicator_label1 "HA_WPRMA"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrRed
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//--- Plot 2: WPR line (raw)
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#property indicator_label2 "HA_WPR"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrDodgerBlue
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//--- Input Parameters ---
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input int InpWPRPeriod = 14; // Period for WPR calculation
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input int InpMAPeriod = 14; // Period for Moving Average
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input ENUM_MA_METHOD InpMAMethod = MODE_SMA; // Method for Moving Average
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//--- Indicator Buffers ---
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double BufferHA_WPRMA[]; // Buffer for the smoothed WPR line
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double BufferHA_WPR[]; // Buffer for the raw Heikin Ashi WPR line
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//--- Intermediate Heikin Ashi Buffers ---
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double ExtHaOpenBuffer[];
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double ExtHaHighBuffer[];
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double ExtHaLowBuffer[];
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double ExtHaCloseBuffer[];
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//--- Global Objects and Variables ---
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int g_ExtWPRPeriod;
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int g_ExtMAPeriod;
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CHeikinAshi_Calculator *g_ha_calculator; // Pointer to our Heikin Ashi 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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//--- Validate and store input periods
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g_ExtWPRPeriod = (InpWPRPeriod < 1) ? 1 : InpWPRPeriod;
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g_ExtMAPeriod = (InpMAPeriod < 1) ? 1 : InpMAPeriod;
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//--- Map the buffers
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SetIndexBuffer(0, BufferHA_WPRMA, INDICATOR_DATA);
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SetIndexBuffer(1, BufferHA_WPR, INDICATOR_DATA);
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//--- Set buffers to non-timeseries for stable calculation
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ArraySetAsSeries(BufferHA_WPRMA, false);
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ArraySetAsSeries(BufferHA_WPR, false);
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//--- Set indicator properties
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtWPRPeriod + g_ExtMAPeriod - 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtWPRPeriod - 1);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("HA_WPRMA(%d, %d)", g_ExtWPRPeriod, g_ExtMAPeriod));
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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//--- Create the calculator instance
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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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//--- Free the calculator object to prevent memory leaks
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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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//| Williams’ Percent Range on Heikin Ashi with MA. |
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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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//--- Check if there is enough historical data for the first calculation
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if(rates_total < g_ExtWPRPeriod)
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return(0);
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//--- Resize intermediate buffers to match the available bars
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ArrayResize(ExtHaOpenBuffer, rates_total);
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ArrayResize(ExtHaHighBuffer, rates_total);
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ArrayResize(ExtHaLowBuffer, rates_total);
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ArrayResize(ExtHaCloseBuffer, rates_total);
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//--- STEP 1: Calculate Heikin Ashi bars using our toolkit (full recalculation)
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g_ha_calculator.Calculate(rates_total, open, high, low, close,
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ExtHaOpenBuffer, ExtHaHighBuffer, ExtHaLowBuffer, ExtHaCloseBuffer);
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//--- STEP 2: Calculate the raw WPR based on the Heikin Ashi results
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for(int i = g_ExtWPRPeriod - 1; i < rates_total; i++)
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{
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double max_ha_high = Highest(ExtHaHighBuffer, g_ExtWPRPeriod, i);
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double min_ha_low = Lowest(ExtHaLowBuffer, g_ExtWPRPeriod, i);
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if(max_ha_high != min_ha_low)
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BufferHA_WPR[i] = - (max_ha_high - ExtHaCloseBuffer[i]) * 100.0 / (max_ha_high - min_ha_low);
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else
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BufferHA_WPR[i] = (i > 0) ? BufferHA_WPR[i-1] : -50.0;
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}
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//--- STEP 3: Calculate the Moving Average on the raw WPR buffer using a manual loop
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int ma_start_pos = g_ExtWPRPeriod + g_ExtMAPeriod - 2;
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for(int i = ma_start_pos; i < rates_total; i++)
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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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// --- Special handling for EMA ---
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if(i == ma_start_pos) // First EMA value is an SMA
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{
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BufferHA_WPRMA[i] = SimpleMA(i, g_ExtMAPeriod, BufferHA_WPR);
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}
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else // Subsequent EMA values are calculated recursively
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{
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double pr = 2.0 / (g_ExtMAPeriod + 1.0);
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BufferHA_WPRMA[i] = BufferHA_WPR[i] * pr + BufferHA_WPRMA[i-1] * (1.0 - pr);
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}
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break;
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case MODE_SMMA:
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if(i == ma_start_pos) // First SMMA value is an SMA
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{
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BufferHA_WPRMA[i] = SimpleMA(i, g_ExtMAPeriod, BufferHA_WPR);
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}
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else // Subsequent SMMA values are calculated recursively
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{
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BufferHA_WPRMA[i] = (BufferHA_WPRMA[i-1] * (g_ExtMAPeriod - 1) + BufferHA_WPR[i]) / g_ExtMAPeriod;
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}
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break;
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case MODE_LWMA:
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BufferHA_WPRMA[i] = LinearWeightedMA(i, g_ExtMAPeriod, BufferHA_WPR);
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break;
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default: // MODE_SMA
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BufferHA_WPRMA[i] = SimpleMA(i, g_ExtMAPeriod, BufferHA_WPR);
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break;
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}
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}
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//--- Return value of rates_total to signal a full recalculation
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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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int index = current_pos - i;
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if(index < 0)
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break;
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if(res < array[index])
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res = array[index];
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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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int index = current_pos - i;
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if(index < 0)
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break;
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if(res > array[index])
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res = array[index];
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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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