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MultiPeriod Candles 5 *
Exported using NinjaTrader 7.0.1000.8

This is a simple indicator that allows to display larger timeframe candles on any chart. For example you can display 30 min or 60 min candles on a 5 min chart.

The larger timeframe candles are plotted behind the standard candles of the chart and are aligned to session times. Colors and opacity of the candles and the candle outline color can be selected.

The indicator has been tested to work on fixed period (minute), tick, range, Kagi, Renko and rangeNoGap charts. Due to its session logic in cannot be used on daily data.

Update December 3, 2010: Improved to work with all data feeds. Some data feeds fill and other do not fill the minute data, when no trade has occurred. The indicator will now select the correct intervals in both cases.
Update May 6, 2011: Bug fixed. On minute charts the first multi period candle after the session start contained one bar less than expected.
Update December 14, 2011: Indicator optimized following suggestion by Richard (Zondor).


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May 10th, 2011
Size: 6.98 KB
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Keywords: candles candlesticks multi timeframe
Multiple Keltner Channels (amaMultiKeltner) 5 *
Version 1.6 November 25, 2017

The Multiple Keltner Channels are a generalized version of the Keltner Channels.

Standard Keltner channels are built from a simple moving average (SMA) and two channels lines above and below. The two lines above and below are drawn at a distance from the center line, a distance which is a multiple of the simple moving average of the ranges of the past N bars.

The generalized concept has the SMA replaced with any of 30 moving averages. The volatility measure used to calculate the distance of upper and lower line from the center line can be derived from an average range (AR) or average true range (ATR). You may select different lookback periods for the moving average that serves as the center line and the moving average which is applied to the range or true range.

The Multiple Keltner Channels come with an additional smoothing option for center line and channel lines. The additional smoothing is obtained by further smoothing all plots with a 3-period simple moving average (SMA).



Moving averages available for calculating the center line:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Median
- Moving Median TPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Moving averages colored according to slope: You may also use this indicator to display any of the above listed moving averages and color them according to slope. The slope is not based on a geometrical concept, as this would not be compatible with the scalability of modern charting applications. The indicator adjusts slope to bar volatility such that the indicator may be used across all instruments and bar types with the same settings. The slope is shown as upsloping, downsloping or flat. The degree of flatness which is still considered as being flat may be adjusted via the neutral threshold parameter. When you set that parameter to zero, the slope will not show any flat sections, but the moving average will always be identified as upsloping or downsloping. Channel lines may be unselected, if you just wish to display the selected moving average.

Volatility measures: The standard Keltner channel uses the range. This indicator also for substituting the range with the average true range. The average true range is used as default option to facilitate the application of the Multiple Keltner Channels to other indicators.

Applying the Multiple Keltner Channels to indicators: When an indicator is used as input series, the range will always return the value 0. However, the average true range will return the absolute amount of the difference of two neighbouring data points of the selected input series. Therefore the indicator may only be applied to other indicators, as long as the offset formula is set to "True_Range".

Paint Bars: The Multiple Keltner Channel indicator comes with paint bars. The paint bars are colored according to the slope of the center line. The paint bars may be displayed without the indicator plots. The colors of the paint bar will then show the slope of the moving average selected as center line.

Sound Alerts: In case that the sound alerts are active, the indicator will alert you when the trend derived from the slope of the center line changes. Currently, there are no sound files included with the zip file, but it is easy to create them and copy them to the NinjaTrader sounds directory.


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Details: Multiple Keltner Channels (amaMultiKeltner)
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November 25th, 2017
Size: 81.22 KB
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Keywords: channel keltner keltnerchannel movingaverage range slope truerange volatility
Multiple Moving Average Crosses (amaMultiMACross) 5 *
Version 2.2 March 8, 2020

The Multiple MA Cross indicator plots a fast and a slow moving average and colors the area between the two moving averages. Both the fast and the slow moving average may be selected from a collection of over 30 different moving averages.

The indicator is primarily designed as a trend filter to show whether the market is in an uptrend or in a downtrend. The indicator comes with two different trend definitions - cross and thrust. The trend is exposed as a double series and can be accessed via the NinjaTrader strategy builder or the market analyzer. Directly accessing the trend via the market analyzer requires a separately coded market analyzer column, which is not yet included with the install file.

Trend definition "MA Cross": The current trend changes to "uptrend" when the fast moving average crosses the slow moving average from below. The current trend changes to "downtrend" when the fast moving average crosses the slow moving average from above.

Trend definition "Thrust": The current trend changes from “downtrend” to “uptrend” with the first bullish thrust bar that plots above the upper moving average. A bullish thrust bar is a bar that closes above the prior bar’s high and has a larger range than the prior bar. The current trend changes from “uptrend” to “downtrend” with the first bearish thrust bar that plots below the lower moving average. A bearish thrust bar is a bar that closes below the prior bar’s low and has a larger range than the prior bar.

Moving averages available as fast and slow moving average:

- Adaptive Laguerre Filter
- ADXVMA
- Butterworth Filter
- DEMA
- Distant Coefficient Filter
- Double Weighted Moving Average (DWMA)
- Exponential Hull Moving Average (EHMA)
- EMA
- Gaussian Filter
- HMA
- Holt EMA
- Laguerre Filter
- LinReg
- Moving Mean TPO
- Moving Mean VWTPO
- Moving Median
- Moving Median TPO
- Moving Median VWTPO
- Range Weighted Moving Average (RWMA)
- Sine Weighted Moving Average (SWMA)
- SMA
- SuperSmoother
- TEMA
- Tillson T3
- TMA
- Triple Weighted Moving Average (TWMA)
- VWMA
- Wilder's Average
- WMA
- ZerolagHATEMA
- ZerolagTEMA
- ZLEMA

Applying the Multi MA Cross to indicators: The Multi MA Cross is designed to be applied to other indicators which may be selected as input series. However, some of the moving averages listed above will not support this feature. In case that a selected moving average does not support the feature the indicator will display an error message asking you to select a different moving average for the fast or the slow moving average. These are the moving averages that may not be selected when an indicator is chosen as input series: Mean TPO, Mean VWTPO, Median TPO, Median VWTPO, RWMA, VWMA, ZerolagHATEMA. These moving averages may only be applied to price.

Paint Bars: The MultipleMA Cross indicator comes with paint bars. The paint bars are colored according to the trend, where the trend maybe determined via the "MA Cross" or the "Thrust" option. The paint bars may be displayed without the indicator plots.


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Details: Multiple Moving Average Crosses (amaMultiMACross)
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January 8th, 2018
Size: 87.10 KB
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Keywords: cross median movingaverage slingshot trend trendfilter
Multiple Selections for Candlestick Patterns NT8 5 *
Version 1.0
Exported from NT 8.0.14.1 64 Bit

This is a modification to the existing candlestick pattern indicator included with NT 8. Their version only allows for selecting one pattern at a time. This version allows you to select all or each one individually. Otherwise it operates the same as the old version.

To allow each type to be selected, uncheck the box that says "Find_All" then check the boxes you want the indicator to find.

If you leave the check box "Find_All" checked it will find all regardless of how you have the others set.

I have a decent computer and I notice a little lag when "Find_All" is selected. Use with caution.


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Details: Multiple Selections for Candlestick Patterns NT8
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July 19th, 2018
Size: 11.81 KB
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Keywords: candlestick pattern
MultiREMA Extended 5 *
Exported with NinjaTrader 7.0.1000.37

Updated Version: 01.01.000 Updated: 04/11/2018

Named: fpgMultiREMAExtended


Enhancements

This version includes the previous bug fix and has several enhancements (some of which might have slipped into the previous fix release) as described below:

1. Reorganized the indicators parameters section
2. Version and release date included in the indicators parameters section
3. Changed the C-Rema and T-Rema OB and OS plots so that when they expand the new values are recorded immediately rather than waiting for a pull back. This results in the plot lines being a curve rather than being step-wise. However, because the OB/OS channel lines exactly match the C and T Rema plots they may be hidden until those plots pull back.
4. The OB and OS can be optionally and independently set to contract. When enabled (disabled by default), the rules for contraction are as follows:

Once the C or T Rema plot cross their respective midlines the indicator records the highest value and checks them against the outer or inner line offset value (as set by the user). If the plots fail to reach either of the offset values the highest Rema (C or T) value(s) become the new outer or inner channel line respectively. In the event of choppy plot lines, to avoid unnecessary changes the new outer or inner lines are not set until the Rema plot lines cross opposite the midline again, resulting in a step-wise contraction. All of the other lines are adjusted as required.


Updated Version: 04/09/2018, bug fix only

This version fixes a problem when the indicator is used with certain currencies. In these situations the various lines indicating Overbought and Oversold channels are not calculated. Because the OB/OS channel lines are not calculated the Breakout lines are not calculated either.

Note: If you are not having this problem then it isn't necessary to install this version as a new one will be out shortly that includes this fix and some new enhancements.

Release Data 3/21/2018

This indicator is an extension of the indicator found here. It was release separately rather than updating the existing one because of the experimental nature of some of the enhancements. These enhancements should be considered experiment because:

1. None of these enhancements were described in Ehler’s article, (this includes plotting the Cycle and Trend REMAs in the same panel as in the MultiREMA and using the crossing as a potential signal)
2. The value of them in trading has not been determined.
3. Although it has been tested with most all bar types most of the testing was done using only Renko bars (shown in the screenshot)

Note: The REMA indicator included is unaltered from the one installed with the MultiREMA and need not be installed again.


Enhancements

1. Dynamic Overbought (OB) and Oversold (OS) channel lines based on historical values with a midline for each
(disabled by default). Both the Inner and Outer Channel lines automatically expand only away from the zero line.
2. Short and Long Breakout lines as determined by the user (more below).
3. Optional markers indicate when the cycle RFEMA crosses (in both directions) the inner line of the Overbought or
Oversold channels.
4. Expose potential trade signal codes to IntSeries that identify Cycle/Trend line crossing.
5. Control of how/when to begin calculating the OB/OS lines. The default is “Daily” which causes the OB/OS lines to
be reset every new day at midnight (except for Sunday USA which happens at market open).

Descriptions
1. Expansion
a. Dynamic OB and OS Channel Expansion. The outer line moves higher (lower) each time the Cycle Plot line attains a new higher (lower) value.
b. The Inner channel works in a similar manner except the Trend Plot line is used rather than the Cycle Plot line.
2. Contraction - Neither the inner or outer OB or OS channel lines contract at this time, except when reset.
3. Breakout lines
a. The Long and Short breakout lines are calculated using a user specified percentage and is the value of distance between the inner OB/OS line times a user specified percentage.
b. Both the Long and Short breakout lines are calculated using the same percentage.
c. The breakout lines are recalculated when the inner channel lines are adjusted.
4. Exposed Signals - A code is sent to an IntSeries when the Cycle REMA crosses the Trend REMA. Different codes
are used for the crossing depending on where the crossing occurred relative to the zero line.

Change Log
Date Description
03/21/2018 Initial Release
03/22/2018 Correct Numbering in Indicator Parameters
04/09/2018 Correct problem calculating OB/OS channels for certain currencies.
04/11/2018 Enhancements as described above


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Details: MultiREMA Extended
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March 21st, 2018
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Murray Math Lines Description v1
Murrey Math lines From https://nexusfi.com/journals-daily-charts-tape-reading/3514-perrys-trading-platform-18.html

Category The Elite Circle 
 
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June 12th, 2010
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Keywords: lines murray maths
Murrey Math Buttons for eSignal 5 *
MurrayMathAltButtons.EFS (eSignal)
Older indicator by Chris Kryza still works great!

README for MurrayMathAltButtons.EFS
Current Version 3.3.0 - 04/28/2003
NOTE!!!!:
This script was developed and tested using the features available in:
eSignal Release Candidate 7.2
Build 541
Dated: 01/21/03
If you are using an earlier eSignal version, it is possible and even
likely that errors will be generated when you attempt to use this
script.
also... this particular release (3.2.0) makes use of the new features
available in Beta 566. If you don't have this Beta, don't worry and
the script will run just fine under an earlier version (as long as
your version is 7.2 Build 541 or greater!).


[INTRODUCTION]
If you are currently using an older version of this script, please
completely unload (i.e., the Remove option in the chart pop-up menu)
the old script from your Advanced Chart Template and then load this
new version. If you don't completely remove the old version first, then
any new parameters that have been added will not show up and errors will
likely be generated.
This script does a fairly good job of creating Murrey Math lines
in an eSignal chart. It is based on the work of Tim Kruzel found in
the public domain and, as tested, the numbers seem to match up with
Tim's AMM frame calculator program. The biggest recent addition is
the button feature which allows you to quickly change parameters
without going into the Edit Studies dialog.
Version history is available at the bottom of this ReadMe.
For information on Murrey Math please go to Murrey's web site
at www.murreymathtrading.com.

[KNOWN ISSUES]
Buttons - If you use the Buttons option (where buttons display on
the screen so you can quickly change frame size, etc.) you must
double-click on the buttons for the screen to refresh properly. Eventually
I will figure out how to make it all work with a single-click.
Frame Size - Size of 4 removed as an option and size of 8 added.
When using this script with Intraday bars there is a small issue with
grid alignment as the very first bar of the day is forming. For example,
if you load a 5-min chart with this script at 9:00am EST the last bar
displayed will be yesterday's closing bar (assuming you have a time
template that restricts display to market hours). The grid alignment
will be correct. At 9:30am, the market opens and the first 5-min bar of the
new day will begin to display. You will notice at this time that the Blue
start-of-frame vertical line will be (incorrectly) shifted one bar to the
right. The solution is to simply right-click in the chart and choose the option
at the bottom of the pop-up menu to reload the MurrayMathAlt.EFS script.
The script will then realign and you should have no further problems. This
issue only comes into play as the first bar of the day is forming and will
automatically correct itself after the first bar has completed. So, if you
are trading 1-min bars you probably won't even notice it, if you are trading
15-min bars then you should probably do the 'refresh' as described above. This
is on my short-list of things to fix.

[NOTES]
When using this script with Daily bars, the start-of-frame value
is based on the date of October 2, 2002 which I believe is the
correct value. This date will need to be changed each year (it is
one of the script options discussed below).
When using this script with intraday bars, the script will use the center-
point of the day (11:58am) to calculate the vertical time bars based upon
the frame size that is currently being used.
Intraday operation is probably best if used with an eSignal time template
that only displays bars during market hours (i.e., 9:30am - 4:00pm EST)
(4:15pm for Futures). This will force the MM calcs to skip the pre- and
post-market data. If, however, you wish to use this script with all sessions,
I see no reason why it wouldn't work for you.
[INSTALLATION]
Copy the EFS script file into one of your Formula Folders. Formula Folders
are typically found at C:\Program Files\eSignal\Formulas. You can copy it into
any of the available folders (e.g., BuiltIn, Helpers, Downloads, etc.).
The actual EFS file is heavily commented so if you have questions just load the
EFS file into the eSignal Formula Editor and review the code.
[SCRIPT OPTIONS]
Several options can be adjusted from within the eSignal Study Properties
window.
frSize: Frame Size. This can be set to 8,16,32,64,128 or 999 for AutoFrame. Default value is 64.
frOptIncrement: Optimum 1/8th Increment Size: This only comes into play if the frSize option is set to
999 which activates the AutoFrame feature. The AutoFrame feature attempts to find the
MM frame size that has 1/8th increments that most closely match the value that you set
in frOptIncrement. For example: When daytrading the S&P EMini, a 1/8th increment size of
2 ES points would be nice. To accomplish this, set the frSize option to 999 and then set
the frOptIncrement to 2.0. This will force the script to evaluate all frames sizes (e.g.,
8,16,32,64 and 128) and it will pick the one that results in 1/8th increments closest to
our 2 points.
frMult: Frame Multiple: This can be set to 1, 1.5 or 2. Default value is 1.5.
frIgnoreWicks: Ignore the wicks when computing High and Low prices. This can be set to 0 (don't ignore wicks) or
1 (ignore wicks). Default value is 1 (i.e., ignore wicks)
frSpeedUp: Draw (bot to top) speed lines in current price/time square. This can be
set to either 0 (don't draw) or 1 (draw). Default is 0.
frSpeedDn: Draw (top to bot) speed lines in current price/time square. This can be
set to either 0 (don't draw) or 1 (draw). Default is 0.
frMomUp: Draw (slanting upward) 45-degree momentum lines within the current price/time
square. This can be set to either 0 (don't draw) or 1 (draw). Default is 0.
frMomDn: Draw (slanting downward) 45-degree momentum lines within the current price/time
square. This can be set to either 0 (don't draw) or 1 (draw). Default is 0.
frCircles: Draw the circles on the chart. This can be set to either 0 (don't draw them)
or 1 (draw them). Default is 1.
frRightMargin: Max number of bars to extend to the right when creating a new Price/Time
square. The purpose of this option is to conserve screen space when a new
square is created. This can be set to any integer value. The default value
is 15. Note: no error checking is done so if you type in a non-numeric value
the script will likely generate an error. This feature now works with both
intraday and daily charts (previously was intraday only).
frStartDate: Base date for calculation of non-intraday frame start. Default setting is
October 2, 2002. This will need to be changed each year. Note: You must type
in the complete date (i.e., October 2, 2002 or April 4, 2000, etc.). NOTE:
frStartDate MUST be an actual trading day (e.g., not a Sat, Sun or holiday).
frUseButtons: Display buttons on the chart that allow you to quickly change frame sizes and
also to draw speed and momentum lines. This can be set to either 0 (don't display
buttons) or 1 (display buttons).
frTimeLines: Draw the vertical time lines on the chart. This can be set to either 0
(don't draw them) or 1 (draw them). Default is 1.

frBaby8: Draw lines and prices at mid-point of MM lines (e.g., Baby Eighths). This can be
set to either 0 (don't draw them) or 1 (draw them). Default is 0.
frVertColor: Draw the vertical time lines using the standard 8th colors or draw them as
grey lines. This can be set to 1 (use colors) or 0 (don't use colors). Default
is 0.
So, an example completed Edit Studies window would look like this:
frSize: 64
frOptIncrement: 2.0
frMult: 1.5
frIgnoreWicks: 1
frSpeedUp: 0
frSpeedDn: 0
frMomUp: 0
frMomDn: 0
frCircles: 1
frRightMargin: 10
frStartDate: October 2, 2002
frUseButtons: 1
frTimeLines: 1
frBaby8: 0
frVertColor: 0
Comments, bug reports, etc. should be posted in the EFS Studies Bulletin Board area
on eSignal Central or sent to me directly at [email protected].
Thanks.
Chris Kryza
[email protected]


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Details: Murrey Math Buttons for eSignal
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August 8th, 2009
Size: 16.30 KB
Downloaded: 300 times

Keywords: multicharts
Murrey Math Input V1 5 *
For NT7

This indicator plots Murrey Math lines using values that are manually entered by the user. These user input values can be derived from one of the automatic Murrey Math indicators such as the ones available on Futures.io that has been placed on a separate chart (or with information otherwise determined by the user). In this way the user can view the lines on a chart with a different chart interval than the chart interval used by the automatic Murrey Math indicator.

For example, the automatic Murrey Math indicator would be placed on a 5 minute chart. The 8/8 and 0/8 values would be noted from this chart. A 2,000 tick chart (or any other interval) would be opened and the MurreyMathInput indicator applied with the 8/8 and 0/8 values manually entered by the user. The MurreyMathInput indicator should plot the same lines regardless of chart interval. These lines will not change until the user changes the InputHigh and InputLow values.

I have noted that sometimes a line plotted by this indicator will have a slightly different value than the one that is plotted on the automatic indicator chart. I think this is because the values derived from the automatic indicator are rounded so when entered into the input version a double rounding error occurs.

I welcome any input but must warn that I am not very good at coding and only know enough to hack this one together from an automatic Murrey Math indicator.

Use at your own risk and in good health.


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October 5th, 2016
Size: 9.93 KB
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Keywords: math murrey
Murrey Math Lines 5 *
There is an NT7 version now available.

The Murrey Math trading system is primarily based upon the observations made by W.D. Gann in the first half of the 20th century. See https://nexusfi.com/traders-hideout/173-murrey-math.html

While Gann was purported to be a brilliant trader in any market his techniques have been regarded as complex and difficult to implement.

The great contribution of Murrey Math (T. H. Murrey) was the creation of a system of geometry that can be used to describe market price movements in time. This geometry facilitates the use of Gann's trading techniques.

(courtesy https://www.foretrade.com/MM_description.htm)

UPDATED: JULY 1 2009, version 1.5 adds ability to left-justify chart labels.

UPDATED: JUNE 22 2009, many new features added courtesy PrTester (plus a few of my own hehe).


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]


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Category: NinjaTrader 6.5 Indicators 


July 1st, 2009
Size: 8.95 KB
Downloaded: 4138 times

Keywords: bmt math mml murrey ninjatrader
Murrey Math Lines (MetaTrader) 5 *
Murrey Math Line X MetaTrader indicator — a pivot line indicator that will definitely help every trader that know how to trade with support, resistance and pivot lines. It displays 8 different lines (with possible additional lines) on the main chart, helping you to find the best points to sell, buy and exit the positions.
Input parameters:

  • P (default = 64) — period in bars or in other periods (set by MMPeriod), on which the lines will be calculated. The lower is the number the more current but less accurate calculations will be.
  • MMPeriod (default = 1440) — a basic period in minutes (60 — for hourly pivots, 1440 — for daily pivots, 10080 — for weekly and 43200 — for monthly); if greater than zero, indicator will use P amount of MMPeriod minutes to calculate its lines. If zero, indicator will use P amount of the current chart bars to calculate its lines.
  • StepBack (default = 0) — a shift back for calculating the lines (in the current bars or in number of MMPeriod (if set) minutes).
  • Other parameters — affect only visual parameters of the lines.


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December 20th, 2009
Size: 13.11 KB
Downloaded: 643 times

Keywords: math murrey metatrader mt4 mq4
 



 
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