491 lines
11 KiB
Plaintext
491 lines
11 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL4 XMA Signal Global Library
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// ---------------------------------------------------
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// saherelm useful tools and definitions ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Includes library ...
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#include "../Libraries/x-saherelm.lib.mq4"
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//
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// Includes Indicator library ...
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#include "../Libraries/x-saherelm.indicator.lib.mq4"
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//
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// Includes Models library ...
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#include "../Libraries/x-saherelm.models.lib.mq4"
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//
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// START Global Requirement Functions ...
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//
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//
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// XMA Based Signal Conditions ...
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struct XMAMCLongSignalConditions {
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//
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datetime mcFastCrossUnderSlowTime;
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double crossUnderMCFast;
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double crossUnderMCSlow;
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//
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datetime mcFastCrossOverSlowTime;
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double crossOverMCFast;
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double crossOverMCSlow;
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//
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datetime mcFastBiggerThanCrossUnderSlowTime;
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};
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//
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static XMAMCLongSignalConditions xmaMCLongConds;
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//
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// END Global Requirement Functions ...
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//
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//
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// START Functions ...
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//
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//
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// Check and Fill CC Signal Conditions ...
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void CheckXMAMCLongSignalConditions(
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const int bar_index,
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const int marketLen,
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//
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double stp,
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double mxm,
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//
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int scFMult,
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int scSMult,
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//
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int mcFMult,
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int mcSMult
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) {
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//
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XCycleState mcs[];
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int positionsMarketLen = bar_index + marketLen;
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//
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// Retrieve Bar Time ...
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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// Resize Arrays ...
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ArrayResize(
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mcs,
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marketLen
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);
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//
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int index = 0;
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for (int i = bar_index; i < positionsMarketLen; i++) {
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//
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XCycleState mc = GetXMAMC(
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i,
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marketLen,
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mcFMult,
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mcSMult
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);
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mcs[index] = mc;
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//
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index++;
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}
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//
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bool isMCFastCrossUnderSlow =
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mcs[0].fast < mcs[0].slow
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&& !(mcs[1].fast <= mcs[1].slow)
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;
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bool isMCFastCrossOverSlow =
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mcs[0].fast > mcs[0].slow
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&& !(mcs[1].fast >= mcs[1].slow)
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;
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//
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if (
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isMCFastCrossUnderSlow
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&& xmaMCLongConds.mcFastCrossUnderSlowTime == 0
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) {
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//
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xmaMCLongConds.crossUnderMCFast = mcs[0].fast;
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xmaMCLongConds.crossUnderMCSlow = mcs[0].slow;
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xmaMCLongConds.mcFastCrossUnderSlowTime = barTime;
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return;
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}
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//
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if (
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isMCFastCrossUnderSlow
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&& xmaMCLongConds.mcFastCrossUnderSlowTime > 0
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) {
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//
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ClearXMAMCLongSignalConditions();
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//
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xmaMCLongConds.crossUnderMCFast = mcs[0].fast;
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xmaMCLongConds.crossUnderMCSlow = mcs[0].slow;
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xmaMCLongConds.mcFastCrossUnderSlowTime = barTime;
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return;
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}
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//
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if (
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isMCFastCrossOverSlow
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&& xmaMCLongConds.mcFastCrossUnderSlowTime > 0
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&& xmaMCLongConds.mcFastCrossOverSlowTime == 0
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) {
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//
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xmaMCLongConds.crossOverMCFast = mcs[0].fast;
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xmaMCLongConds.crossOverMCSlow = mcs[0].slow;
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xmaMCLongConds.mcFastCrossOverSlowTime = barTime;
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return;
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}
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//
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if (
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xmaMCLongConds.mcFastCrossUnderSlowTime > 0
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&& xmaMCLongConds.mcFastCrossOverSlowTime > 0
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&& mcs[0].fast > xmaMCLongConds.crossUnderMCSlow
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&& xmaMCLongConds.mcFastBiggerThanCrossUnderSlowTime == 0
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) {
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//
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xmaMCLongConds.mcFastBiggerThanCrossUnderSlowTime = barTime;
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return;
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}
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}
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//
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// Convert XMA Long Signal Conditions to XSignal ...
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XSignalRequest GenerateXMAMCLongSignal(
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const int bar_index, // Bar Index ...
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const int marketLen, // MarketLength for TP and SL ...
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const double r2r, // Risk to Reward ratio ...
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const double shpDetectMult,
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const double smoother = 50
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) {
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//
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XSignalRequest result = {};
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//
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result.hasSignal = false;
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result.type = X_SIGNAL_NONE;
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result.provider = X_UNKNOWN_PROVIDER;
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//
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if (
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!ValidateXMAMCLongConditions(
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marketLen,
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shpDetectMult,
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smoother
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)
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) {
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return result;
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}
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//
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// Price Calculations ...
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//
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RefreshRates();
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//
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double entryPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_ASK
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);
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//
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double exitPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_BID
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);
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//
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double priceGap = MathAbs(entryPrice - exitPrice);
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//
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double ll =
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GetMarketLowestLow(
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bar_index,
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3
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);
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//
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double openPrice = iOpen(
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_Symbol,
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_Period,
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bar_index
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);
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//
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double closePrice = iClose(
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_Symbol,
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_Period,
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bar_index
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);
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//
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double risk = MathMin(openPrice, closePrice) - ll;
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double reward = risk * r2r;
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//
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double sl = 0;
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double tp = entryPrice + reward;
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//
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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result.signal.tp = tp;
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result.signal.sl = sl;
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result.signal.symbol = _Symbol;
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result.signal.type = X_SIGNAL_LONG;
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result.signal.id = totalSignals + 1;
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result.signal.entry = entryPrice;
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result.signal.provider = X_XMA_PROVIDER;
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result.signal.time = barTime;
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//
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result.hasSignal = true;
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result.type = X_SIGNAL_LONG;
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result.provider = X_XMA_PROVIDER;
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//
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return result;
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}
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//
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// Validate XMA Signal Conditions ...
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bool ValidateXMAMCLongConditions(
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const int marketLen,
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const double shpDetectMult,
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const double smoother = 50
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) {
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//
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bool isConditionsFilled =
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xmaMCLongConds.crossOverMCSlow > 0
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&& xmaMCLongConds.crossOverMCFast > 0
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&& xmaMCLongConds.crossUnderMCFast > 0
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&& xmaMCLongConds.crossUnderMCSlow > 0
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&& xmaMCLongConds.mcFastCrossOverSlowTime != 0
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&& xmaMCLongConds.mcFastCrossUnderSlowTime != 0
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&& xmaMCLongConds.mcFastBiggerThanCrossUnderSlowTime != 0
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;
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//
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bool isBLFilled = false;
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if (isConditionsFilled) {
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//
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int crossUnderBarIndex = iBarShift(
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_Symbol,
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_Period,
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xmaMCLongConds.mcFastCrossUnderSlowTime
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);
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//
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int crossOverAndBiggerBarIndex = iBarShift(
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_Symbol,
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_Period,
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xmaMCLongConds.mcFastBiggerThanCrossUnderSlowTime
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);
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//
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int cycleMarketLen = MathMin(
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MathAbs(crossUnderBarIndex - crossOverAndBiggerBarIndex),
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marketLen * 2
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);
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double hh = GetMarketHighestHigh(
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crossOverAndBiggerBarIndex,
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cycleMarketLen
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);
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double ll = GetMarketLowestLow(
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crossOverAndBiggerBarIndex,
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cycleMarketLen
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);
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//
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double high = iHigh(
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_Symbol,
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_Period,
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crossOverAndBiggerBarIndex
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);
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double pcHigh = iHigh(
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_Symbol,
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_Period,
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crossOverAndBiggerBarIndex + 1
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);
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//
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double diff = (hh - ll);
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double shpValue = shpDetectMult * _Point;
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//
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bool isPriceRegular =
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//
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true
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//
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&&
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(
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diff < shpValue
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|| diff < shpValue - (smoother * _Point)
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)
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&&
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!(
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high == hh
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|| pcHigh == hh
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|| MathAbs(hh - high) < (smoother * _Point)
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|| MathAbs(hh - pcHigh) < (smoother * _Point)
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)
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;
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//
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// LogMessage("Price Regular: " + isPriceRegular);
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//
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isBLFilled =
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isPriceRegular
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&& xmaMCLongConds.mcFastCrossUnderSlowTime < xmaMCLongConds.mcFastCrossOverSlowTime
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&& xmaMCLongConds.mcFastBiggerThanCrossUnderSlowTime >= xmaMCLongConds.mcFastCrossUnderSlowTime
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;
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}
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//
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bool result =
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isBLFilled
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&& isConditionsFilled
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;
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//
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// Since maybe Conditions Filled but
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// Slope is Negative, for Handling Next Signals and
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// Prevent from infinity loop, here we Clear Signal Conditions ...
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if (
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!result
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&& isConditionsFilled
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) {
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ClearXMAMCLongSignalConditions();
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}
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//
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return result;
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}
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//
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// Clear Long Signal Conditions for New One ...
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void ClearXMAMCLongSignalConditions() {
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//
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xmaMCLongConds.mcFastCrossUnderSlowTime = 0;
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xmaMCLongConds.crossUnderMCFast = 0;
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xmaMCLongConds.crossUnderMCSlow = 0;
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//
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xmaMCLongConds.mcFastCrossOverSlowTime = 0;
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xmaMCLongConds.crossOverMCFast = 0;
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xmaMCLongConds.crossOverMCSlow = 0;
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//
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xmaMCLongConds.mcFastBiggerThanCrossUnderSlowTime = 0;
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}
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//
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// Check XMA State for Long Signals ...
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bool IsReadyForXMAMCLongSignals(
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const XSignal &signal,
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const XState &states[],
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const int marketLen
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) {
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//
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bool result = false;
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//
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int countRangedCandles = 0;
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bool isMarketRanging = false;
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for (int i = 1; i < marketLen; i++) {
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//
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double high = iHigh(
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_Symbol,
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_Period,
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i
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);
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//
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double low = iLow(
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_Symbol,
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_Period,
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i
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);
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//
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bool isRanging =
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//
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high > states[i].mc.fast
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&& high > states[i].mc.slow
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//
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&& low < states[i].mc.fast
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&& low < states[i].mc.slow
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;
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if (isRanging) {
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countRangedCandles++;
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}
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}
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//
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XStateInfo info = ParseXMAStates(states);
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double mmSlope = GetSlope(
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1,
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states[1].marketMiddleage,
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2,
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states[0].marketMiddleage
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);
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double mmSlope1 = GetSlope(
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1,
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states[2].marketMiddleage,
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2,
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states[1].marketMiddleage
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);
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double mmSlopeDiff = mmSlope - mmSlope1;
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//
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isMarketRanging = countRangedCandles > 0;
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//
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result =
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//
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true
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//
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&& mmSlope > 0
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&& mmSlope1 > 0
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&& mmSlopeDiff > 0
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&& !isMarketRanging
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&& states[0].marketMiddleage < info.mmMax
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;
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// if (result) {
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// LogMessage("mmSlope: " + mmSlope + ", mmSlope1: " + mmSlope1 + ", Diff: " + mmSlopeDiff);
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// }
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//
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return result;
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}
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//
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// END Functions ...
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//
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