-- Available @ https://fxcodebase.com/code/viewtopic.php?f=17&t=73282

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--|                                                            Copyright © 2023, Gehtsoft USA LLC  | 
--|                                                                         http://fxcodebase.com  |
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--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
--+------------------------------------------------------------------------------------------------+

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function Init()
    indicator:name("Advanced Fractal Moving Average");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
 	indicator.parameters:addGroup("Calculation");	  
	indicator.parameters:addInteger("Period1", "Max Fractal Number", "", 99, 1,1000);
	indicator.parameters:addInteger("Period2", "Averaging Period", "", 99, 1,1000);	
	
	indicator.parameters:addGroup("Line Style");		
    indicator.parameters:addColor("color1", "Up fractal color", "Up fractal color", core.rgb(0,255,0));
    indicator.parameters:addColor("color2", "Down fractal color", "Down fractal color", core.rgb(255,0,0));
    indicator.parameters:addColor("color3", "Consolidated fractal color", "Consolidated fractal color", core.rgb(0,0,255));
    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);
end

local source;
local up, down;
local Period1; 

function Prepare(nameOnly)
    source = instance.source;
    Period1=instance.parameters.Period1
    Period2=instance.parameters.Period2  	
    if  (nameOnly)  then
	return;
	end 		 
  
    local name = profile:id() .. " ( " .. Period1 .. " , " .. Period2 .. " )";
    instance:name(name);
	
    assert(core.indicators:findIndicator("ADVANCED FRACTAL PERIOD") ~= nil, "Please, download and install ADVANCED FRACTAL PERIOD.LUA indicator");
	Indicator = core.indicators:create("ADVANCED FRACTAL PERIOD", source, Period1);
	first=source:first()+Period1+Period2;
	
	
    Up = instance:addStream("Up", core.Line, name, "Up", instance.parameters.color1, first );
    Up:setPrecision(math.max(2, instance.source:getPrecision())); 
    Up:setWidth(instance.parameters.width);
    Up:setStyle(instance.parameters.style);

    Down = instance:addStream("Down", core.Line, name, "Down", instance.parameters.color2, first);
    Down:setPrecision(math.max(2, instance.source:getPrecision())); 
    Down:setWidth(instance.parameters.width);
    Down:setStyle(instance.parameters.style);	
	
    Consolidated = instance:addStream("Consolidated", core.Line, name, "Consolidated", instance.parameters.color3, first);
    Consolidated:setPrecision(math.max(2, instance.source:getPrecision())); 
    Consolidated:setWidth(instance.parameters.width);
    Consolidated:setStyle(instance.parameters.style);	
end

function Update(period, mode)

 
    Indicator:update(mode);
	
	if period <= first then
	return;
	end
	
	local CountUp=0;
	local CountDown=0;	
	
	for i= 0, Period2-1, 1 do
	
	    if   Indicator.DATA:hasData(period-i) then
			if Indicator.Up[period-i]> 0 then
			CountUp=CountUp+1;
			end
		
			if Indicator.Down[period-i]> 0 then	
			CountDown=CountDown+1;
			end
		end
	
	end
	
	
	
	
	local Up_Period=mathex.sum(Indicator.Up, period- Period2+1, period);
	local Down_Period=mathex.sum(Indicator.Down, period- Period2+1, period);	 
    local Consolidated_Period=(Up_Period+Down_Period)/(CountUp+CountDown)
	
	
	Up_Period=Up_Period/CountUp;
	Down_Period=Down_Period/CountDown;		
	
	if period <= Up_Period or  period <= Down_Period then
	return;
	end
	
	
	Up[period]=mathex.avg(source.close, period- Up_Period+1, period);
	Down[period]=mathex.avg(source.close, period- Down_Period+1, period);
    Consolidated[period]=mathex.avg(source.close, period-Consolidated_Period+1, period);
 
 
        
    
end
--+------------------------------------------------------------------------------------------------+
--|                                                                    We appreciate your support. | 
--+------------------------------------------------------------------------------------------------+
--|                                                               Paypal: https://goo.gl/9Rj74e    |
--|                                                             Patreon :  https://goo.gl/GdXWeN   |  
--+------------------------------------------------------------------------------------------------+
--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
--+------------------------------------------------------------------------------------------------+

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