-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=66534

--+------------------------------------------------------------------+
--|                               Copyright © 2020, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                           mario.jemic@gmail.com  |
--|                          https://AppliedMachineLearning.systems  |
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--|                                 Support our efforts by donating  |
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function Init()
    indicator:name("A WAVE INDICATOR")
    indicator:description("")
    indicator:requiredSource(core.Bar)
    indicator:type(core.Oscillator)

    indicator.parameters:addGroup("Calculation")
    indicator.parameters:addInteger("Period", "Period", "", 14)
    indicator.parameters:addInteger("Period1", "1. EMA Period", "", 13)
    indicator.parameters:addInteger("Period2", "2. EMA Period", "", 2)
    indicator.parameters:addInteger("Period3", "3. EMA Period", "", 5)

    indicator.parameters:addGroup("Style")
    indicator.parameters:addColor("color", "Line Color", "", core.rgb(0, 255, 0))
    indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5)
    indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID)
    indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE)

    indicator.parameters:addGroup("OB/OS Levels")
    indicator.parameters:addDouble("overbought", "Overbought Level", "", 70)
    indicator.parameters:addDouble("oversold", "Oversold Level", "", 30)
    indicator.parameters:addColor("level_overboughtsold_color", "Line Color", "", core.rgb(128, 128, 128))
    indicator.parameters:addInteger("level_overboughtsold_width", "Line width", "", 1, 1, 5)
    indicator.parameters:addInteger("level_overboughtsold_style", "Line Style", "", core.LINE_SOLID)
    indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE)

    indicator.parameters:addColor("data3_color", "Data Color", "Color", core.colors().Red);
    indicator.parameters:addInteger("data3_width", "Data Width", "Width", 1, 1, 5);
    indicator.parameters:addInteger("data3_style", "Data Style", "Style", core.LINE_SOLID);
    indicator.parameters:setFlag("data3_style", core.FLAG_LINE_STYLE);
end

local Up, Down, Neutral
local first
local source = nil

local open = nil
local close = nil
local high = nil
local low = nil

local Period
local Period1
local Period2
local Period3

local Data1, Data2, data3
local MA1, MA2, MA3
local VAR1, VAR2, VAR3
local Signal
function Prepare(nameOnly)
    local name = profile:id() .. "(" .. instance.source:name() .. ")"
    instance:name(name)

    if (nameOnly) then
        return
    end

    Up = instance.parameters.Up
    Down = instance.parameters.Down
    Neutral = instance.parameters.Neutral

    Period = instance.parameters.Period
    Period1 = instance.parameters.Period1
    Period2 = instance.parameters.Period2
    Period3 = instance.parameters.Period3

    source = instance.source
    first = source:first() + Period
    VAR1 = instance:addInternalStream(0, 0)
    VAR2 = instance:addInternalStream(0, 0)
    VAR3 = instance:addInternalStream(0, 0)
    Data1 = instance:addInternalStream(0, 0)
    Data2 = instance:addInternalStream(0, 0)

    MA1 = core.indicators:create("EMA", Data1, Period1)
    MA2 = core.indicators:create("EMA", Data2, Period2)
    MA3 = core.indicators:create("EMA", MA2.DATA, Period3)

    open = instance:addStream("openup", core.Line, name, "", core.rgb(0, 0, 0), first)
    high = instance:addStream("highup", core.Line, name, "", core.rgb(0, 0, 0), first)
    low = instance:addStream("lowup", core.Line, name, "", core.rgb(0, 0, 0), first)
    close = instance:addStream("closeup", core.Line, name, "", core.rgb(0, 0, 0), first)
    instance:createCandleGroup("OVERLAY", "OVERLAY", open, high, low, close)

    open:addLevel(
        instance.parameters.oversold,
        instance.parameters.level_overboughtsold_style,
        instance.parameters.level_overboughtsold_width,
        instance.parameters.level_overboughtsold_color
    )
    open:addLevel(
        instance.parameters.overbought,
        instance.parameters.level_overboughtsold_style,
        instance.parameters.level_overboughtsold_width,
        instance.parameters.level_overboughtsold_color
    )

    open:addLevel(50)

    Signal =
        instance:addStream(
        "Signal",
        core.Line,
        "Signal",
        "Signal",
        instance.parameters.color,
        first + Period1 + Period2 + Period3
    )
    Signal:setWidth(instance.parameters.width)
    Signal:setStyle(instance.parameters.style)

    open:setPrecision(math.max(2, instance.source:getPrecision()))
    high:setPrecision(math.max(2, instance.source:getPrecision()))
    low:setPrecision(math.max(2, instance.source:getPrecision()))
    close:setPrecision(math.max(2, instance.source:getPrecision()))
    Signal:setPrecision(math.max(2, instance.source:getPrecision()))

    data3 = instance:addStream("DATA3", core.Line, "DATA3", "DATA3", instance.parameters.data3_color, 0, 0);
    data3:setWidth(instance.parameters.data3_width);
    data3:setStyle(instance.parameters.data3_style);
end

-- Indicator calculation routine
function Update(period, mode)
    VAR1[period] = (2 * source.close[period] + source.high[period] + source.low[period]) / 4

    if period < first then
        return
    end

    VAR2[period] = mathex.min(source.low, period - Period + 1, period)
    VAR3[period] = mathex.max(source.high, period - Period + 1, period)
    Data1[period] = (VAR1[period] - VAR2[period]) / (VAR3[period] - VAR2[period]) * 100

    if period < first + Period1 then
        return
    end

    MA1:update(mode)

    Data2[period] = 0.667 * MA1.DATA[period - 1] + 0.333 * MA1.DATA[period]
    if period < first + Period1 + Period2 then
        return
    end
    MA2:update(mode)

    if MA1.DATA[period] > MA2.DATA[period] then
        open[period] = MA2.DATA[period]
        close[period] = MA1.DATA[period]
    else
        open[period] = MA2.DATA[period]
        close[period] = MA1.DATA[period]
    end

    high[period] = math.max(open[period], close[period])
    low[period] = math.min(open[period], close[period])

    MA3:update(mode)

    if period < first + Period1 + Period2 + Period3 then
        return
    end

    Signal[period] = MA3.DATA[period]

    local ll, hh = mathex.minmax(source, period - 10, period);
    data3[period] = 100 + 100 * (source.close[period] - hh) / (hh - ll);
end