-- Id: 5416
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=10451

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function Init()
    indicator:name("AtrVolatility");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("ATRP", "ATR Period", "ATR Period", 12);  
	
	indicator.parameters:addGroup("Levels");
	indicator.parameters:addDouble("Up", "High Volatility Multiplier", "", 1.5);
	indicator.parameters:addDouble("Down", "Low Volatility Multiplier", "",1.5);
	
	
	indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("UP", "Color for High Volatility", "", core.rgb(0, 255, 0));
	 indicator.parameters:addColor("DOWN", "Color for Low Volatility", "", core.rgb(255, 0, 0));
	  indicator.parameters:addColor("NO", "Color for Moderate Volatility", "", core.rgb(255, 128, 0));
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 ATRP;
local Up, Down;

local ATR;
local MVA;
local Type;
local first;
local source = nil;

-- Streams block
local OUT=nil;

-- Routine
function Prepare(nameOnly)
    
    ATRP = instance.parameters.ATRP;
    Up = instance.parameters.Up;	
	Down = instance.parameters.Down;
    source = instance.source;
	
	UP = instance.parameters.UP;
	DOWN = instance.parameters.DOWN;
	NO = instance.parameters.NO;
    
    local name = profile:id() .. "(" .. source:name() .. ", " .. ATRP .. ", " .. Up.. ", " .. Down ..")";
	instance:name(name);
	if nameOnly then
		return;
	end
	ATR=core.indicators:create("ATR", source, ATRP );
	
	first = math.max(  ATR.DATA:first() );
	
    OUT = instance:addStream("TREND", core.Bar, name, "TREND", NO, first);
	 OUT:addLevel(1, core.LINE_NONE, 1, core.rgb(0, 0 , 0));
    OUT:addLevel(0, core.LINE_NONE, 1, core.rgb(0, 0 , 0));
	

end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode)
    if period < first  then
	OUT[period]= 0;	
	return;
	end
	
	 ATR:update(mode);
	 
    OUT[period]= 1;

	local Top, Bottom;	
	Top=  ATR.DATA[period]* Up  ;
	Bottom= ATR.DATA[period]* Down  ;
	
	
	local Size = (source.high[period] - source.low[period]);	
		
		 if Size > Top then
		 OUT:setColor(period, UP);	
		 elseif  Size <   Bottom then
		 OUT:setColor(period, DOWN);
		 else
		 OUT:setColor(period, NO);
		 end
	
   
end