-- Id: 1458
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=2023

--+------------------------------------------------------------------+
--|                               Copyright © 2018, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+
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--+------------------------------------------------------------------+

function Init()
	indicator:name("Multiple Moving Average Cross")
	indicator:description("Multiple Moving Average Cross")
	indicator:requiredSource(core.Bar)
	indicator:type(core.Indicator)
	local i

	local LENGHT = {12, 36, 36, 36}
	local B = {16, 128, 255, 128}

	local R = 0
	local G = 255
	local Step = 0

	indicator.parameters:addBoolean("SIGNAL", "Show Signals", "", true)
	indicator.parameters:addBoolean("TEST", "Test AO", "", true)
	indicator.parameters:addInteger("FM", "AO Fast Moving Average", "", 12, 2, 10000)
	indicator.parameters:addInteger("SM", "AO Slow Moving Average", "", 36, 2, 10000)

	for i = 1, 4, 1 do
		indicator.parameters:addGroup("MA " .. i)
		indicator.parameters:addBoolean("Flag" .. i, "Show " .. i .. ". Line ", "", true)
		indicator.parameters:addInteger("F" .. i, "Period", "", LENGHT[i])
		indicator.parameters:addString("M" .. i, "Method for avegage", "", "MVA")
		indicator.parameters:addStringAlternative("M" .. i, "MVA", "", "MVA")
		indicator.parameters:addStringAlternative("M" .. i, "EMA", "", "EMA")
		indicator.parameters:addStringAlternative("M" .. i, "LWMA", "", "LWMA")

		if i == 1 then
			indicator.parameters:addInteger("IN" .. i, "Data Source", "", 4)
		else
			indicator.parameters:addInteger("IN" .. i, "Data Source", "", i)
		end
		indicator.parameters:addIntegerAlternative("IN" .. i, "Open", "", 1)
		indicator.parameters:addIntegerAlternative("IN" .. i, "Low", "", 2)
		indicator.parameters:addIntegerAlternative("IN" .. i, "Close", "", 3)
		indicator.parameters:addIntegerAlternative("IN" .. i, "High", "", 4)
		indicator.parameters:addIntegerAlternative("IN" .. i, "Median", "", 5)
		indicator.parameters:addIntegerAlternative("IN" .. i, "Typical", "", 6)
		indicator.parameters:addIntegerAlternative("IN" .. i, "Weighted ", "", 7)

		R = R + Step
		G = G - Step

		Step = 255 / 4

		indicator.parameters:addColor("S" .. i .. "_color", "Color of " .. i .. " MVA", "", core.rgb(R, G, B[i]))
	end
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 F = {}
local Color = {}
local Flag = {}
local M = {}
local IN = {}
local U = nil
local D = nil
local Signal
local MAX = 0
local AO = nil
local Slow = nil
local Fast = nil
local TEST = nil

local ONEUP = false
local TWOUP = false
local THREEUP = false
local ONEDOWN = false
local TWODOWN = false
local THREEDOWN = false

local first = {}
local source = nil

-- Streams block
local S = {}
local Row = {}

-- Routine
function Prepare(nameOnly)
	source = instance.source

	Signal = instance.parameters.SIGNAL
	TEST = instance.parameters.TEST
	Fast = instance.parameters.FM
	Slow = instance.parameters.SM

	local i

	for i = 1, 4, 1 do
		F[i] = instance.parameters:getInteger("F" .. i)
		Color[i] = instance.parameters:getColor("S" .. i .. "_color")
		Flag[i] = instance.parameters:getBoolean("Flag" .. i)
		M[i] = instance.parameters:getString("M" .. i)
		IN[i] = instance.parameters:getInteger("IN" .. i)
	end

	local name = profile:id() .. "(" .. source:name() .. ")"
	instance:name(name)
	if nameOnly then
		return;
	end

	AO = core.indicators:create("AO", source, Fast, Slow)

	for i = 1, 4, 1 do
		if IN[i] == 1 then
    assert(core.indicators:findIndicator(M[i]) ~= nil, M[i] .. " indicator must be installed");
			Row[i] = core.indicators:create(M[i], source.open, F[i])
		elseif IN[i] == 2 then
			Row[i] = core.indicators:create(M[i], source.low, F[i])
		elseif IN[i] == 3 then
			Row[i] = core.indicators:create(M[i], source.close, F[i])
		elseif IN[i] == 4 then
			Row[i] = core.indicators:create(M[i], source.high, F[i])
		elseif IN[i] == 5 then
			Row[i] = core.indicators:create(M[i], source.median, F[i])
		elseif IN[i] == 6 then
			Row[i] = core.indicators:create(M[i], source.typical, F[i])
		elseif IN[i] == 7 then
			Row[i] = core.indicators:create(M[i], source.weighted, F[i])
		end

		first[i] = Row[i].DATA:first()
	end
	for i = 1, 4, 1 do
		if Flag[i] then
			S[i] = instance:addStream("S" .. i, core.Line, name .. ".S" .. i, F[i] .. ", " .. M[i], Color[i], first[i])
		else
			S[i] = instance:addInternalStream(0, 0)
		end
	end

	if Signal then
		U =
			instance:createTextOutput(
			"U",
			"Up",
			"Wingdings",
			20,
			core.H_Center,
			core.V_Bottom,
			core.rgb(0, 255, 0),
			math.max(first[1], first[2], first[3], first[4])
		)
		D =
			instance:createTextOutput(
			"D",
			"Down",
			"Wingdings",
			20,
			core.H_Center,
			core.V_Top,
			core.rgb(255, 0, 0),
			math.max(first[1], first[2], first[3], first[4])
		)
	end
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode)
	AO:update(mode)

	if period < AO.DATA:first() then
		return
	end

	local i, j, k

	for i = 1, 4 do
		if Flag[i] then
			if period >= first[i] then
				Row[i]:update(mode)
				S[i][period] = Row[i].DATA[period]
			end
		end
	end

	if period < math.max(first[1], first[2], first[3], first[4]) then
		return
	end

	if Signal then
		for i = 1, 3, 1 do
			k = 0
			for j = i + 1, 4, 1 do
				k = k + 1

				if k == 7 then
					break
				end
				if core.crossesOver(S[i], S[j], period) then
					if i == 1 and j == 2 then
						ONEUP = true
						ONEDOWN = false
					end
					if i == 1 and j == 3 then
						TWOUP = true
						TWODOWN = false
					end
					if i == 1 and j == 4 then
						THREEUP = true
						THREEDOWN = false
					end
				end

				if core.crossesUnder(S[i], S[j], period) then
					if i == 1 and j == 2 then
						ONEUP = false
						ONEDOWN = true
					end
					if i == 1 and j == 3 then
						TWOUP = false
						TWODOWN = true
					end
					if i == 1 and j == 4 then
						THREEUP = false
						THREEDOWN = true
					end
				end
			end
		end

		if TEST then
			if AO.DATA[period - 1] < AO.DATA[period] and ONEUP and TWOUP then
				U:set(period, source.low[period], "\225")
				TWOUP = false
			elseif AO.DATA[period - 1] > AO.DATA[period] and THREEDOWN and TWODOWN then
				D:set(period, source.high[period], "\226")
				TWODOWN = false
			end
		else
			if ONEUP and TWOUP then
				U:set(period, source.low[period], "\225")
				TWOUP = false
			elseif THREEDOWN and TWODOWN then
				TWODOWN = false
				D:set(period, source.high[period], "\226")
			end
		end
	end
end