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In this paper, we investigate a general integrable nonlocal coupled nonlinear schr"odinger (NLS) system with the the parity-time (PT) symmetry, which contains not only the nonlocal self-phase modulation and the nonlocal cross-phase modulation, but also the nonlocal four-wave mixing terms. This nonlocal coupled NLS system is a nonlocal version of a coupled NLS system. The general Nth Darboux transformation for the nonlocal coupled NLS equation is constructed. By using the Darboux transformation, its soliton solutions are obtained.

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