货币而非货币对交易 (Currency, not pair, trading)

I'm going to try to explain this as well as I can.

I'm working on a system that trades a pair based on what the 2 currencies that make up that pair are doing. What we're looking at is how many pips (+/-) each currency has depending on how each of their corresponding pairs are doing. Example: EURUSD is long Close-Open=200 pips. So, EUR is +200 pips and USD is -200 pips on this pair. It's a simplistic view, but I hope it gets the point across (I use 2 moving averages listed below instead of open and close).
See the screenshot below.
Here's what the indicators are, from bottom up:
HL Volatility (red line indicator) - what I use to determine stoploss distance. It's a moving average of volatility (High-Low).
Currency Diff (Histogram) - It's the difference in the 2 currency's from Currency pips indicator.
Currency pips indicator (2 lines) - A calculation of how many pips each currency has (how it's calculated is included in the files).
The arrows are from the currency arrows indicator that drive the trading signal (based on consecutive bars from Currency Diff.
And 2 moving averages - 4 Smoothed on Close price with another 4 Smoothen on Close price but shifted 4.

As you can see the arrows give some good trade signals. But I'm trying to "weed out" some of the losing signals. Ie., trying to refine this.

I'm including the source code of all indicators because I can't think and type at the same time.

All files except Currency Indicator Helper.mqh go in the indicators folder. Mqh file goes in the include folder.

The pairs needed are: EURUSD, GBPUSD, AUDUSD, USDJPY, USDCAD, NZDUSD, USDCHF, EURAUD, EURCAD, EURNZD, EURGBP, EURJPY, AUDCAD, AUDJPY, AUDNZD, GBPAUD, CADJPY, GBPCAD, NZDCAD, GBPJPY, NZDJPY, GBPNZD, GBPCHF, NZDCHF, CADCHF, AUDCHF, CHFJPY, EURCHF
Current chart is 1 hour.