mirror of
https://github.com/softwaredevelop/mql5.git
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240 lines
8.2 KiB
Plaintext
240 lines
8.2 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Stochastic_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 "1.00"
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#property description "Stochastic Oscillator with selectable MA types for %K and %D."
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//--- Indicator Window and Plot Properties ---
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#property indicator_separate_window
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#property indicator_buffers 3 // %K, %D, and Raw %K for calculation
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#property indicator_plots 2
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#property indicator_level1 20.0
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#property indicator_level2 80.0
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#property indicator_minimum 0.0
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#property indicator_maximum 100.0
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//--- Plot 1: %K line
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#property indicator_label1 "%K"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLightSeaGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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//--- Plot 2: %D line
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#property indicator_label2 "%D"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//--- Input Parameters ---
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input int InpKPeriod = 5;
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input int InpSlowingPeriod= 3;
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input ENUM_MA_METHOD InpSlowingMAType= MODE_SMA; // MA type for Slowing
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input int InpDPeriod = 3;
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input ENUM_MA_METHOD InpDMAType = MODE_SMMA; // MA type for %D (Signal)
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//--- Indicator Buffers ---
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double BufferK[];
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double BufferD[];
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double BufferRawK[];
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//--- Global Variables ---
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int g_ExtKPeriod, g_ExtDPeriod, g_ExtSlowingPeriod;
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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_ExtKPeriod = (InpKPeriod < 1) ? 1 : InpKPeriod;
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g_ExtDPeriod = (InpDPeriod < 1) ? 1 : InpDPeriod;
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g_ExtSlowingPeriod = (InpSlowingPeriod < 1) ? 1 : InpSlowingPeriod;
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SetIndexBuffer(0, BufferK, INDICATOR_DATA);
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SetIndexBuffer(1, BufferD, INDICATOR_DATA);
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SetIndexBuffer(2, BufferRawK, INDICATOR_CALCULATIONS);
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ArraySetAsSeries(BufferK, false);
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ArraySetAsSeries(BufferD, false);
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ArraySetAsSeries(BufferRawK, false);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, g_ExtKPeriod + g_ExtSlowingPeriod - 2);
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PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 3);
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IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("Stoch Pro(%d,%d,%d)", g_ExtKPeriod, g_ExtSlowingPeriod, g_ExtDPeriod));
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Pro Stochastic Oscillator 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_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 2;
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if(rates_total <= start_pos)
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return(0);
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//--- STEP 1: Calculate Raw %K (Fast %K)
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for(int i = g_ExtKPeriod - 1; i < rates_total; i++)
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{
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double highest_high = Highest(high, g_ExtKPeriod, i);
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double lowest_low = Lowest(low, g_ExtKPeriod, i);
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double range = highest_high - lowest_low;
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if(range > 0)
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BufferRawK[i] = (close[i] - lowest_low) / range * 100.0;
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else
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BufferRawK[i] = (i > 0) ? BufferRawK[i-1] : 50.0;
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}
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//--- STEP 2: Calculate Slow %K (Main Line) by smoothing Raw %K
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int k_slow_start_pos = g_ExtKPeriod + g_ExtSlowingPeriod - 2;
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for(int i = k_slow_start_pos; i < rates_total; i++)
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{
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switch(InpSlowingMAType)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == k_slow_start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtSlowingPeriod; j++)
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sum+=BufferRawK[i-j];
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BufferK[i] = sum/g_ExtSlowingPeriod;
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}
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else
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{
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if(InpSlowingMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtSlowingPeriod+1.0);
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BufferK[i] = BufferRawK[i]*pr + BufferK[i-1]*(1.0-pr);
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}
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else
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BufferK[i] = (BufferK[i-1]*(g_ExtSlowingPeriod-1)+BufferRawK[i])/g_ExtSlowingPeriod;
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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_ExtSlowingPeriod; j++)
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{
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int weight=g_ExtSlowingPeriod-j;
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lwma_sum+=BufferRawK[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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BufferK[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_ExtSlowingPeriod; j++)
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sum+=BufferRawK[i-j];
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BufferK[i] = sum/g_ExtSlowingPeriod;
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}
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break;
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}
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}
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//--- STEP 3: Calculate %D (Signal Line) by smoothing Slow %K
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int d_start_pos = g_ExtKPeriod + g_ExtSlowingPeriod + g_ExtDPeriod - 3;
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for(int i = d_start_pos; i < rates_total; i++)
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{
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switch(InpDMAType)
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{
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case MODE_EMA:
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case MODE_SMMA:
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if(i == d_start_pos)
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{
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double sum=0;
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for(int j=0; j<g_ExtDPeriod; j++)
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sum+=BufferK[i-j];
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BufferD[i] = sum/g_ExtDPeriod;
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}
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else
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{
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if(InpDMAType == MODE_EMA)
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{
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double pr=2.0/(g_ExtDPeriod+1.0);
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BufferD[i] = BufferK[i]*pr + BufferD[i-1]*(1.0-pr);
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}
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else
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BufferD[i] = (BufferD[i-1]*(g_ExtDPeriod-1)+BufferK[i])/g_ExtDPeriod;
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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_ExtDPeriod; j++)
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{
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int weight=g_ExtDPeriod-j;
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lwma_sum+=BufferK[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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BufferD[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_ExtDPeriod; j++)
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sum+=BufferK[i-j];
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BufferD[i] = sum/g_ExtDPeriod;
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}
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break;
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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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