217 lines
7.1 KiB
MQL5
217 lines
7.1 KiB
MQL5
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//+------------------------------------------------------------------+
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//| MA_of_RSI.mq5 |
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//| |
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//| |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2022, FxAutomated.com"
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#property link "http://www.fxautomated.com"
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#property version "1.00"
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 2
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#property indicator_level1 15
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#property indicator_level2 80
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#property indicator_label1 "MA of Custom RSI"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrLimeGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_label2 "RSI Line"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGray
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#property indicator_style2 STYLE_DOT
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#property indicator_width2 1
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#property indicator_minimum 0
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#property indicator_maximum 100
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// Input parameters
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input int RSI1_Period = 1; // RSI1: Period
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input ENUM_APPLIED_PRICE RSI1_Applied_Price = PRICE_CLOSE; // RSI1: Applied Price
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input int MA_Period = 10; // MA Period
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input ENUM_MA_METHOD MA_Method = MODE_LWMA; // MA Method
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double RSI1_Oversold = 15; // Oversold Level
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double RSI1_Overbought = 80; // Overbought Level
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// Indicator buffers
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double maBuffer[];
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double rsiBuffer[];
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double oversoldBuffer[];
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double overboughtBuffer[];
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// Handles
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int rsi1Handle;
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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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// Set indicator buffers
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SetIndexBuffer(0, maBuffer, INDICATOR_DATA);
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SetIndexBuffer(1, rsiBuffer, INDICATOR_DATA);
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SetIndexBuffer(2, oversoldBuffer, INDICATOR_CALCULATIONS);
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SetIndexBuffer(3, overboughtBuffer, INDICATOR_CALCULATIONS);
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// Set indicator properties
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IndicatorSetString(INDICATOR_SHORTNAME, "MA of Custom RSI(" + string(RSI1_Period) + ")");
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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// Set levels for overbought and oversold
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, RSI1_Oversold);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, RSI1_Overbought);
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IndicatorSetInteger(INDICATOR_LEVELS, 2);
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IndicatorSetInteger(INDICATOR_LEVELSTYLE, 0, STYLE_DOT);
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IndicatorSetInteger(INDICATOR_LEVELSTYLE, 1, STYLE_DOT);
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IndicatorSetInteger(INDICATOR_LEVELCOLOR, 0, clrSilver);
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IndicatorSetInteger(INDICATOR_LEVELCOLOR, 1, clrSilver);
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// Set indicator range
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IndicatorSetDouble(INDICATOR_MINIMUM, 0);
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IndicatorSetDouble(INDICATOR_MAXIMUM, 100);
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// Get custom RSI handle :cite[1]:cite[9]
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rsi1Handle = iCustom(_Symbol, _Period, "Examples\\RSI", RSI1_Period, RSI1_Applied_Price);
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if(rsi1Handle == INVALID_HANDLE)
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{
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Print("Error creating custom RSI handle: ", GetLastError());
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return INIT_FAILED;
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}
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// Set index labels
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PlotIndexSetString(0, PLOT_LABEL, "MA of RSI(" + string(RSI1_Period) + ")");
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PlotIndexSetString(1, PLOT_LABEL, "RSI(" + string(RSI1_Period) + ")");
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// Initialize level buffers
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ArrayInitialize(oversoldBuffer, RSI1_Oversold);
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ArrayInitialize(overboughtBuffer, RSI1_Overbought);
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration 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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// Check if we have enough data
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if(rates_total < MA_Period + RSI1_Period)
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return 0;
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// Set arrays as series
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ArraySetAsSeries(maBuffer, true);
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ArraySetAsSeries(rsiBuffer, true);
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ArraySetAsSeries(oversoldBuffer, true);
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ArraySetAsSeries(overboughtBuffer, true);
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ArraySetAsSeries(time, true);
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// Calculate starting index
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int start;
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if(prev_calculated == 0)
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{
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start = rates_total - 1;
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// Initialize buffers
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ArrayInitialize(maBuffer, 0.0);
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ArrayInitialize(rsiBuffer, 0.0);
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}
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else
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{
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start = prev_calculated - 1;
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}
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// Get RSI values from custom indicator :cite[1]:cite[3]
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double tempRSI[];
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ArraySetAsSeries(tempRSI, true);
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// Copy buffer 0 from custom RSI (main RSI line) :cite[1]:cite[9]
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if(CopyBuffer(rsi1Handle, 0, 0, rates_total, tempRSI) <= 0)
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{
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Print("Error copying RSI buffer: ", GetLastError());
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return 0;
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}
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// Calculate MA of RSI for each bar
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for(int i = start; i >= 0; i--)
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{
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// Store RSI value
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rsiBuffer[i] = tempRSI[i];
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// Check if we have enough data for MA calculation
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if(i > rates_total - MA_Period)
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{
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maBuffer[i] = 0;
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continue;
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}
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// Calculate MA of RSI :cite[6]
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maBuffer[i] = CalculateMA(tempRSI, i, MA_Period, MA_Method);
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// Set level values
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oversoldBuffer[i] = RSI1_Oversold;
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overboughtBuffer[i] = RSI1_Overbought;
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//| Helper function to calculate MA values |
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//+------------------------------------------------------------------+
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double CalculateMA(double &data[], int index, int period, ENUM_MA_METHOD method)
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{
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// For series arrays, index 0 is the current bar, higher indexes are older bars
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if(index + period - 1 >= ArraySize(data))
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return 0.0; // Not enough data
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if(method == MODE_SMA)
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{
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double sum = 0;
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for(int i = 0; i < period; i++)
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sum += data[index + i]; // For series arrays, we sum from current to older
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return sum / period;
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}
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else if(method == MODE_EMA)
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{
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// EMA calculation for series arrays
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double ema = data[index + period - 1]; // Oldest value in the period
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double k = 2.0 / (period + 1.0);
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for(int i = period - 2; i >= 0; i--)
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ema = data[index + i] * k + ema * (1 - k);
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return ema;
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}
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else if(method == MODE_LWMA)
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{
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double sum = 0, weights = 0;
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for(int i = 0; i < period; i++)
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{
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double w = period - i;
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sum += data[index + i] * w;
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weights += w;
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}
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return sum / weights;
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}
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else if(method == MODE_SMMA)
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{
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// SMMA calculation for series arrays
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double smma = 0;
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for(int i = 0; i < period; i++)
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smma += data[index + i];
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smma /= period;
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for(int i = 1; i < period; i++)
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smma = (smma * (period - 1) + data[index + i]) / period;
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return smma;
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}
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return 0.0;
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}
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//+------------------------------------------------------------------+
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