add new indicators ...
This commit is contained in:
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///////////////////////////////////////////////////////
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------
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// Name: XMGTD
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// Description: Mega Trend ...
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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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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XMGTD Indicator"
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#property strict
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//
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#define ShortName "XMGTD"
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//
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// Imports ...
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#include "../Libraries/x-saherelm.common.lib.mq5"
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//
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// Inputs ...
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//
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input group "Market";
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input int length = 14; // Length
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input double coeff = 2.0; // Coefficient
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input double multiplier = 3.0; // Multiplier
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input ENUM_APPLIED_PRICE appliedTo = PRICE_CLOSE; // Applied To
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//
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input group "Presentation";
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input bool show = true; // Show
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input bool showSTR = false; // Show STR
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input bool showHTD = false; // Show HTR
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input bool showATSL = false; // Show ATSL
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//
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// Buffers ...
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//
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#property indicator_chart_window
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//
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#property indicator_buffers 13
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#property indicator_plots 6
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//
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#define mainBufferIndex 0
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double mainBuffer[];
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//
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#define mainBufferColorIndex 1
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double mainBufferColor[];
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//
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#define hideColorIDX 0
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#define bullColorIDX 1
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#define bearColorIDX 2
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//
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#property indicator_label1 "XMGTD"
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#property indicator_type1 DRAW_COLOR_LINE
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#property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style1 STYLE_DOT
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#property indicator_width1 1
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//
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#define atslBufferIndex 2
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#define atslBufferPlotIndex 1
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double atslBuffer[];
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//
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#define atslBufferColorIndex 3
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double atslBufferColor[];
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//
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#property indicator_label2 "XATSL"
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#property indicator_type2 DRAW_COLOR_LINE
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#property indicator_color2 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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//
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#define htdBufferIndex 4
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#define htdBufferPlotIndex 2
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double htdBuffer[];
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//
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#define htdBufferColorIndex 5
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double htdBufferColor[];
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//
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#property indicator_label3 "XHTD"
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#property indicator_type3 DRAW_COLOR_LINE
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#property indicator_color3 CLR_NONE, clrGreen, clrDarkRed
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#property indicator_style3 STYLE_DOT
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#property indicator_width3 1
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//
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#define hlBufferIndex 6
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double hlBuffer[];
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//
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#define wmaBufferIndex 7
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double wmaBuffer[];
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//
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#define tmpBufferIndex 8
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double tmpBuffer[];
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//
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#define diffBufferIndex 9
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double diffBuffer[];
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//
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#define upBufferIndex 10
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double upBuffer[];
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//
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#define downBufferIndex 11
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double downBuffer[];
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//
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#define directionBufferIndex 12
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double directionBuffer[];
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//
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// Variables ...
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//
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int maPeriod;
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double kpi;
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//
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// Event Handlers ...
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//
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// Initialization ...
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int OnInit()
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{
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//
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// Validate Inputs ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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maPeriod = int(length < 1 ? 1 : length);
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double n1 = 2.0 * double(maPeriod - 1);
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kpi = 2.0 / (n1 + 1);
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//
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// Define Index Buffers ...
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DefineBuffers();
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//
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// Set Indicator ShortName ...
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SetIndicatorName();
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//
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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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}
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//
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// Calculating what we want ...
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int OnCalculate(
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const int rates_total, // Total Bars on Chart ...
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const int prev_calculated, // Total Calculated Bars on Charts ...
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const datetime &time[], // History of Open Time ...
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const double &open[], // History of Open Price ...
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const double &high[], // History of High Price ...
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const double &low[], // History of Low Price ...
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const double &close[], // History of Close Price ...
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const long &tick_volume[], // History of Tick Volumes on Bar ...
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const long &volume[], // History of Trade Volumes ...
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const int &spread[] // History of Spread Price ...
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)
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{
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//
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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//
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if (rates_total < maPeriod)
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{
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return 0;
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}
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//
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int limit = rates_total - prev_calculated;
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if (limit > 1)
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{
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//
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limit = rates_total - 2;
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//
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ArrayInitialize(atslBuffer, EMPTY_VALUE);
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ArrayInitialize(hlBuffer, 0);
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ArrayInitialize(diffBuffer, 0);
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ArrayInitialize(wmaBuffer, 0);
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ArrayInitialize(tmpBuffer, 0);
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}
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//
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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hlBuffer[i] = high[i] - low[i];
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//
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double href = 0;
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double lref = 0;
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//
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double sma = MAOnArray(hlBuffer, 0, maPeriod, 0, MODE_SMA, i);
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double hiLo = fmin(hlBuffer[i], sma);
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//
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href = (low[i] <= high[i + 1] ? high[i] - close[i + 1] : (hlBuffer[i] - close[i + 1] + high[i + 1]) / 2);
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lref = (high[i] >= low[i + 1] ? close[i + 1] - low[i] : (close[i + 1] - low[i + 1] + hlBuffer[i]) / 2);
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//
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diffBuffer[i] = fmax(hiLo, fmax(href, lref));
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}
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//
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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if (i == rates_total - 2)
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{
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wmaBuffer[i] = MAOnArray(diffBuffer, 0, maPeriod, 0, MODE_EMA, i);
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}
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else
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{
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wmaBuffer[i] = (diffBuffer[i] - wmaBuffer[i + 1]) * kpi + wmaBuffer[i + 1];
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}
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}
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//
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for (int i = limit; i >= 0 && !IsStopped(); i--)
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{
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//
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double loss = wmaBuffer[i] * coeff;
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if (close[i] > tmpBuffer[i + 1] && close[i + 1] > tmpBuffer[i + 1])
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{
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//
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tmpBuffer[i] = fmax(tmpBuffer[i + 1], close[i] - loss);
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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else
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{
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//
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if (close[i] < tmpBuffer[i + 1] && close[i + 1] < tmpBuffer[i + 1])
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{
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//
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tmpBuffer[i] = fmin(tmpBuffer[i + 1], close[i] + loss);
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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else
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{
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//
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if (close[i] > tmpBuffer[i + 1])
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{
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//
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tmpBuffer[i] = close[i] - loss;
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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else
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{
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//
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tmpBuffer[i] = close[i] + loss;
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//
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atslBuffer[i] = tmpBuffer[i];
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}
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}
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}
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//
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// Define Color Buffer ...
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double clrValue = !showATSL
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? hideColorIDX
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: atslBuffer[i] > close[i]
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? bearColorIDX
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: bullColorIDX;
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atslBufferColor[i] = clrValue;
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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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// Custom Functions ...
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//
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// Validate Input Args for Initialization ...
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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result = length >= 2 &&
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coeff > 0;
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//
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return result;
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}
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//
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// Set Indicator Short Name and also we can define Buffers Labels ...
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void SetIndicatorName()
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{
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IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
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}
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//
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// Define Indexes and Styles ...
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//
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void DefineBuffers()
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{
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//
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// Main ...
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ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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ArraySetAsSeries(mainBuffer, true);
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ArraySetAsSeries(mainBufferColor, true);
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PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, show);
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SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
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PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
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SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
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//
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// XATSL ...
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ENUM_DRAW_TYPE atslDrawType = showATSL ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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ArraySetAsSeries(atslBuffer, true);
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ArraySetAsSeries(atslBufferColor, true);
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SetIndexBuffer(atslBufferIndex, atslBuffer, INDICATOR_DATA);
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SetIndexBuffer(atslBufferColorIndex, atslBufferColor, INDICATOR_COLOR_INDEX);
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PlotIndexSetInteger(atslBufferPlotIndex, PLOT_SHOW_DATA, showATSL);
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PlotIndexSetInteger(atslBufferPlotIndex, PLOT_DRAW_TYPE, atslDrawType);
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//
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// XHTD ...
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ENUM_DRAW_TYPE htdDrawType = showHTD ? DRAW_COLOR_LINE : DRAW_NONE;
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//
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SetIndexBuffer(htdBufferIndex, htdBuffer, INDICATOR_DATA);
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SetIndexBuffer(htdBufferColorIndex, htdBufferColor, INDICATOR_COLOR_INDEX);
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PlotIndexSetInteger(htdBufferPlotIndex, PLOT_SHOW_DATA, showHTD);
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PlotIndexSetInteger(htdBufferPlotIndex, PLOT_DRAW_TYPE, htdDrawType);
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//
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ArraySetAsSeries(hlBuffer, true);
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SetIndexBuffer(hlBufferIndex, hlBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(wmaBuffer, true);
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SetIndexBuffer(wmaBufferIndex, wmaBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(tmpBuffer, true);
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SetIndexBuffer(tmpBufferIndex, tmpBuffer, INDICATOR_CALCULATIONS);
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//
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ArraySetAsSeries(diffBuffer, true);
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SetIndexBuffer(diffBufferIndex, diffBuffer, INDICATOR_CALCULATIONS);
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//
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SetIndexBuffer(upBufferIndex, upBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(downBufferIndex, downBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(directionBufferIndex, directionBuffer, INDICATOR_CALCULATIONS);
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}
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//
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// Hull Handler ...
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double workHull[][2];
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double iHull(
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double price,
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double period,
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int r,
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int bars,
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int instanceNo = 0 //
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)
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{
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//
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if (ArrayRange(workHull, 0) != bars)
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{
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ArrayResize(workHull, bars);
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}
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//
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int HmaPeriod = (int)MathMax(period, 2);
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int HalfPeriod = (int)MathFloor(HmaPeriod / 2);
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int HullPeriod = (int)MathFloor(MathSqrt(HmaPeriod));
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double hma, hmw, weight;
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instanceNo *= 2;
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//
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workHull[r][instanceNo] = price;
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//
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hmw = HalfPeriod;
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hma = hmw * price;
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for (int k = 1; k < HalfPeriod && (r - k) >= 0; k++)
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{
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//
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weight = HalfPeriod - k;
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hmw += weight;
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hma += weight * workHull[r - k][instanceNo];
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}
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workHull[r][instanceNo + 1] = 2.0 * hma / hmw;
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//
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hmw = HmaPeriod;
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hma = hmw * price;
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for (int k = 1; k < period && (r - k) >= 0; k++)
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{
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//
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weight = HmaPeriod - k;
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hmw += weight;
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hma += weight * workHull[r - k][instanceNo];
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}
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workHull[r][instanceNo + 1] -= hma / hmw;
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//
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hmw = HullPeriod;
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hma = hmw * workHull[r][instanceNo + 1];
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for (int k = 1; k < HullPeriod && (r - k) >= 0; k++)
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{
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//
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weight = HullPeriod - k;
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hmw += weight;
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hma += weight * workHull[r - k][1 + instanceNo];
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}
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//
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return (hma / hmw);
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}
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//
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double getPrice(ENUM_APPLIED_PRICE price, const double &open[], const double &close[], const double &high[], const double &low[], int i, int bars)
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{
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switch (price)
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{
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case PRICE_CLOSE:
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return (close[i]);
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case PRICE_OPEN:
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return (open[i]);
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case PRICE_HIGH:
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return (high[i]);
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case PRICE_LOW:
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return (low[i]);
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case PRICE_MEDIAN:
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return ((high[i] + low[i]) / 2.0);
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case PRICE_TYPICAL:
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return ((high[i] + low[i] + close[i]) / 3.0);
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case PRICE_WEIGHTED:
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return ((high[i] + low[i] + close[i] + close[i]) / 4.0);
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// case PRICE_AVERAGE: return((high[i]+low[i]+close[i]+open[i])/4.0);
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}
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return (0);
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}
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//
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Reference in New Issue
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