-- Id: 4729
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=7081

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function Init()
    indicator:name("ATR exponential indicator");
    indicator:description("ATR exponential indicator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("Period", "Period", "", 14);

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

local first;
local source = nil;
local Period;
local Temp;
local ATRex=nil;
local pr;

function Prepare(nameOnly)
    source = instance.source;
    Period=instance.parameters.Period;
    first = source:first()+2;
    local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Period .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    ATRex = instance:addStream("ATRex", core.Line, name .. ".ATRex", "ATRex", instance.parameters.clr, first);
    ATRex:setPrecision(math.max(2, instance.source:getPrecision()));
    ATRex:setWidth(instance.parameters.widthLinReg);
    ATRex:setStyle(instance.parameters.styleLinReg);
    pr=2/(Period+1);
end

function Update(period, mode)
   if (period<first) then
   return;
   end
   
    Temp=math.max(source.high[period],source.close[period-1])-math.min(source.low[period],source.close[period-1]);
    ATRex[period]=Temp*pr+ATRex[period-1]*(1-pr);
 
end