-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=15506
-- Id: 6230

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-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
function Init()
    indicator:name("ATR with Volume indicator");
    indicator:description("ATR with Volume indicator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("N", "Period", "Period", 14, 1, 1000);
    indicator.parameters:addBoolean("UseVolume", "Use volume", "Use volume", true);
    indicator.parameters:addGroup("Style");
    indicator.parameters:addString("Type", "Type of ATR", "", "Histogram");
    indicator.parameters:addStringAlternative("Type", "Line", "", "Line");
    indicator.parameters:addStringAlternative("Type", "Histogram", "", "Histogram");
    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

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local n;
local UseVolume;

local first;
local source = nil;
local tr = nil;
local trFirst = nil;
local tAbs = math.abs;

-- Streams block
local ATR = nil;

-- Routine
function Prepare(nameOnly)
    n = instance.parameters.N;
    UseVolume = instance.parameters.UseVolume;
    source = instance.source;

    local name = profile:id() .. "(" .. source:name() .. ", " .. n .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    tr = instance:addInternalStream(source:first() + 1, 0);
    first = tr:first() + n;
    if instance.parameters.Type=="Line" then
     ATR = instance:addStream("ATR", core.Line, name, "ATR", instance.parameters.clr, first)
     ATR:setWidth(instance.parameters.widthLinReg);
     ATR:setStyle(instance.parameters.styleLinReg);
    else
     ATR = instance:addStream("ATR", core.Bar, name, "ATR", instance.parameters.clr, first)
    end 
    local precision = math.max(2, source:getPrecision());
    ATR:setPrecision(precision);
    trFirst = tr:first();
end

function getTrueRange(period)
    local hl = tAbs(source.high[period] - source.low[period]);
    local hc = tAbs(source.high[period] - source.close[period - 1]);
    local lc = tAbs(source.low[period] - source.close[period - 1]);

    local tr = hl;
    if (tr < hc) then
        tr = hc;
    end
    if (tr < lc) then
        tr = lc;
    end
    return tr;
end

-- Indicator calculation routine
function Update(period)
    if period >= trFirst then
      if UseVolume then
        tr[period] = getTrueRange(period)*source.volume[period];
      else
        tr[period] = getTrueRange(period);
      end  
    end
    if period >= first then
        ATR[period] = mathex.avg(tr, period - n + 1, period);
    end
end