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Still trying to find a Heiken Ashi in Separate Window in candle form that works. I have histogram versions and tried some others I found in here but they did not work with current mt4 build.
Check this one : https://www.mql5.com/en/forum/general
But if you are looking for candles exactly the same as on main chart, metatrader 4 does not know how to draw candles in separate windows (that indicator is using objects to do that)