-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
-- TODO: Add minimal and maximal value of numeric parameters and default color of the streams
function Init()
    indicator:name(resources:get("name"));
    indicator:description(resources:get("description"));
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    indicator.parameters:addInteger("BBP", resources:get("param_BBP_name"), resources:get("param_BBP_description"), 20);
    indicator.parameters:addInteger("BBSD", resources:get("param_BBSD_name"), resources:get("param_BBSD_description"), 2);
    indicator.parameters:addInteger("BBPR", resources:get("param_BBPR_name"), resources:get("param_BBPR_description"), 0);
    indicator.parameters:addInteger("DMIP", resources:get("param_DMIP_name"), resources:get("param_DMIP_description"), 14);
    indicator.parameters:addInteger("MAP", resources:get("param_MAP_name"), resources:get("param_MAP_description"), 60);
    indicator.parameters:addColor("BBUp_color", resources:get("param_BBUp_color_name"), resources:get("param_BBUp_color_description"), core.rgb(0, 168, 0));
    indicator.parameters:addColor("BBDn_color", resources:get("param_BBDn_color_name"), resources:get("param_BBDn_color_description"), core.rgb(168, 0, 0));
    indicator.parameters:addColor("BBLine_color", resources:get("param_BBLine_color_name"), resources:get("param_BBLine_color_description"), core.rgb(255, 255, 0));
    indicator.parameters:addColor("MALine_color", resources:get("param_MALine_color_name"), resources:get("param_MALine_color_description"), core.rgb(128, 128, 128));
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- TODO: Refine the first period calculation for each of the output streams.
-- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries
-- Parameters block
local BBP;
local BBSD;
local BBPR;
local DMIP;
local MAP;

local first;
local source = nil;

-- dmi
local dmi = nil;

-- Streams block
local BBUp = nil;
local BBDn = nil;
local BBLine = nil;
local MALine = nil;

-- Routine
function Prepare()
    BBP = instance.parameters.BBP;
    BBSD = instance.parameters.BBSD;
    BBPR = instance.parameters.BBPR;
    DMIP = instance.parameters.DMIP;
    MAP = instance.parameters.MAP;
    source = instance.source;
    
    if BBP > DMIP then first = source:first() + BBP - 1; else first = source:first() + DMIP - 1; end

    -- DMI prepare
    dmi = core.indicators:create("DMI", source, DMIP);

    local name = profile:id() .. "(" .. source:name() .. ", " .. BBP .. ", " .. BBSD .. ", " .. BBPR .. ", " .. DMIP .. ", " .. MAP .. ")";
    instance:name(name);
    BBUp = instance:addStream("BBUp", core.Bar, name .. ".BBUp", "BBUp", instance.parameters.BBUp_color, first);
    BBDn = instance:addStream("BBDn", core.Bar, name .. ".BBDn", "BBDn", instance.parameters.BBDn_color, first);
    BBLine = instance:addStream("BBLine", core.Line, name .. ".BBLine", "BBLine", instance.parameters.BBLine_color, first);
    MALine = instance:addStream("MALine", core.Line, name .. ".MALine", "MALine", instance.parameters.MALine_color, first);
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode)
    dmi:update(mode);
    
    if period >= first and source:hasData(period) then
        local p = core.rangeTo(period, BBP);
        
        -- Set Price because it use core.Bar
        local ml;
        local d;
        if BBPR == 0 then ml = core.avg(source.close, p); d = core.stdev(source.close, p);
        elseif BBPR == 1 then ml = core.avg(source.open, p); d = core.stdev(source.open, p);
        elseif BBPR == 2 then ml = core.avg(source.high, p); d = core.stdev(source.high, p);
        elseif BBPR == 3 then ml = core.avg(source.low, p); d = core.stdev(source.low, p);
        end

        local plus = dmi.DIP[period];
        local minus = dmi.DIM[period];

        local bbWidth = (ml + BBSD * d) - (ml - BBSD * d);
        
        -- set to nil the histograms
        BBUp[period] = nil; BBDn[period] = nil;
        -- revalue the histograms based on DMI+/-
        if plus>minus then BBUp[period] = bbWidth; else BBDn[period] = bbWidth; end
        
        BBLine[period] = bbWidth;
        
        MALine[period] = nil;
        if period >= first + MAP then
            local p = core.rangeTo(period, MAP);
            local ml = core.avg(BBLine,p);
            MALine[period] = ml;
        end
    end
end

-- CAND (Quantitative Candlestick Patterns Recognizer)
-- Copyright @2009 by fruitaly
-- ******** NOTE *********
-- 1. The recognizer use colored dot etc.
--    e.g. The indicator dot with yellow color, it means, there is a candlestick one-bar pattern (doji, hammer, etc.)
--         The indicator dot with cyan color, it means there is a candlestick two-bar pattern (bullish engulfing, etc.)
--         etc.
-- 2. This indicator is very simple and for idea sharing only. 
--    This should develope further to gain full candlestick analysis (e.g. gap, prior trend, meeting line, etc.)
-- 3. If you develop further base on this code, please share your development to the others.
-- DISCLAIMER: according to the note #2, this indicator is not complete, and you should use with your own risks.
-- ***********************
-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
function Init()
    indicator:name(resources:get("name"));
    indicator:description(resources:get("description"));
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

    indicator.parameters:addInteger("BP", resources:get("param_BP_name"), resources:get("param_BP_description"), 100);
    indicator.parameters:addDouble("BR", resources:get("param_BR_name"), resources:get("param_BR_description"), 2);
    indicator.parameters:addColor("OneBar_color", resources:get("param_OneBar_color_name"), resources:get("param_OneBar_color_description"), core.rgb(168, 168, 0));
    indicator.parameters:addColor("TwoBars_color", resources:get("param_TwoBars_color_name"), resources:get("param_TwoBars_color_description"), core.rgb(0, 168, 168));
    indicator.parameters:addColor("ThreeBars_color", resources:get("param_ThreeBars_color_name"), resources:get("param_ThreeBars_color_description"), core.rgb(168, 0, 168));
    indicator.parameters:addColor("FourBars_color", resources:get("param_FourBars_color_name"), resources:get("param_FourBars_color_description"), core.rgb(0, 0, 255));
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local BP;
local BR;

local first;
local source = nil;

-- Bar size streams
local Body = nil;
local Upper = nil;
local Lower = nil;

-- Streams block
local OneBar = nil;
local TwoBars = nil;
local ThreeBars = nil;
local FourBars = nil;

-- Routine
function Prepare()
    BP = instance.parameters.BP;
    BR = instance.parameters.BR;
    source = instance.source;
    first = source:first() + BP - 1;
    
    Body = instance:addInternalStream(first,0);
    Upper = instance:addInternalStream(first,0);
    Lower = instance:addInternalStream(first,0);
    
    local name = profile:id() .. "(" .. source:name() .. ", " .. BP .. ", " .. BR .. ")";
    instance:name(name);
    OneBar = instance:addStream("OneBar", core.Dot, name .. ".OneBar", "OneBar", instance.parameters.OneBar_color, first);
    TwoBars = instance:addStream("TwoBars", core.Dot, name .. ".TwoBars", "TwoBars", instance.parameters.TwoBars_color, first);
    ThreeBars = instance:addStream("ThreeBars", core.Dot, name .. ".ThreeBars", "ThreeBars", instance.parameters.ThreeBars_color, first);
    FourBars = instance:addStream("FourBars", core.Dot, name .. ".FourBars", "FourBars", instance.parameters.FourBars_color, first);
end

function Averaging(period)
    local range = core.rangeTo(period, BP);
    local b = 0;
    local u = 0;
    local l = 0;

    local i;
    for i = range.from, period, 1 do
        b = b + math.abs(source.close[i] - source.open[i]);
        u = u + source.high[i] - math.max(source.close[i],source.open[i]);
        l = l + math.min(source.close[i],source.open[i])- source.low[i];
    end
    Body[period] = b / BP;
    Upper[period] = u / BP;
    Lower[period] = l / BP;
end

function Sizer(size, avgsize)
    -- sizeLevel 5-very big 4-big 3-medium 2-small 1-very small 0-doji -1-NA
    local sizelevel = -1;
    local minverybig = avgsize * BR * 1.5;
    local minbig = avgsize * BR;
    local minmedium = avgsize * (1/BR);
    local minsmall = avgsize * math.pow(1/BR,2);

    if size >= minverybig then sizelevel = 5;
    elseif size >= minbig then sizelevel = 4;
    elseif size >= minmedium then sizelevel = 3;
    elseif size >= minsmall then sizelevel = 2;
    elseif size < minsmall then sizelevel = 1;
    elseif size == 0 then sizelevel = 0;
    end

    return sizelevel;
end

function GetInside(bar1period, bar2period)
    local inside = -1; --not inside bar
    -- this below inside condition is not just as simple as :p. It will not suitable to check full analysis. For SAMPLE only
    if source.high[bar1period] > source.high[bar2period] and source.low[bar1period] < source.low[bar2period] then inside = 0; end --full inside
    
    return inside;
end

-- According to the note #2, this checks long bar & doji only
function OneBarPattern(period)
    local pattern = -1; -- NA pattern

    local bartype = source.close[period] - source.open[period]; -- + = green bar ; - = red bar
    local b = math.abs(source.close[period] - source.open[period]);
    local u = source.high[period] - math.max(source.close[period],source.open[period]);
    local l = math.min(source.close[period],source.open[period])- source.low[period];

    -- compare above sizes with the averages
    local bodylevel = Sizer(b, Body[period]);
    local upperlevel = Sizer(u, Upper[period]);
    local lowerlevel = Sizer(l, Lower[period]);
  
    --long bar
    if bodylevel>4 and bartype>0 then pattern = 0;  -- very long white
    elseif bodylevel>4 and bartype<0 then pattern = 1;  -- very long black
    -- Doji variants check. ** I assume the very small body as a doji too :p **
    elseif bodylevel<=1 and upperlevel<=2 and lowerlevel<=2 then pattern = 2; -- four price doji
    elseif bodylevel<=1 and upperlevel<=2 and lowerlevel>=3 then pattern = 3; -- dragon fly doji
    elseif bodylevel<=1 and upperlevel>=3 and lowerlevel>=3 then pattern = 4; -- long legged doji
    elseif bodylevel<=1 and upperlevel>=3 and lowerlevel<=2 then pattern = 5; -- gravestone doji
    end

    return pattern;
end

-- According to the note #2, this checks bullish/bearish engulfing only
function TwoBarPattern(period)
    local pattern = -1; -- NA pattern

    --current bar
    local bartype1 = source.close[period] - source.open[period]; -- + = green bar ; - = red bar
    local b1 = math.abs(source.close[period] - source.open[period]);
    local u1 = source.high[period] - math.max(source.close[period],source.open[period]);
    local l1 = math.min(source.close[period],source.open[period])- source.low[period];
    --prior bar
    local bartype2 = source.close[period-1] - source.open[period-1]; -- + = green bar ; - = red bar
    local b2 = math.abs(source.close[period-1] - source.open[period-1]);
    local u2 = source.high[period-1] - math.max(source.close[period-1],source.open[period-1]);
    local l2 = math.min(source.close[period-1],source.open[period-1])- source.low[period-1];

    -- compare above sizes with the averages
    --current bar
    local bodylevel1 = Sizer(b1, Body[period]);
    local upperlevel1 = Sizer(u1, Upper[period]);
    local lowerlevel1 = Sizer(l1, Lower[period]);
    --prior bar
    local bodylevel2 = Sizer(b2, Body[period]);
    local upperlevel2 = Sizer(u2, Upper[period]);
    local lowerlevel2 = Sizer(l2, Lower[period]);
  
    -- Engulfing check
    if bodylevel2>=3 and bartype2>0 and GetInside(period,period-1)>-1 then pattern = 0; --bullish engulfing
    elseif bodylevel2>=3 and bartype2<0 and GetInside(period,period-1)>-1 then pattern = 1; --bearish engulfing
    end

    return pattern;
end

-- Indicator calculation routine
function Update(period)
    if period >= first and source:hasData(period) then
        --averaging first
        Averaging(period);

        
        OneBar[period] = nil;
        TwoBars[period] = nil;
        ThreeBars[period] = nil;
        FourBars[period] = nil;
            
        -- I wish the next update of indicator SDK is able to create label/text object to show the pattern text.
        if OneBarPattern(period) >= 0 then OneBar[period] = source.low[period] - 0.0004 * source.low[period]; end
        if TwoBarPattern(period) >= 0 then TwoBars[period] = source.low[period] - 0.0007 * source.low[period]; end
     
    end
end