-- Id: 22430
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=66717

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-- Indicator profile initialization routine

function Init()
    indicator:name("Average Penetration Indicator");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period1", "LB Period", "", 63, 2, 2000);
    indicator.parameters:addInteger("Period2", "Average Period", "", 100, 2, 2000);
 
	
	indicator.parameters:addGroup("Style"); 	
    indicator.parameters:addColor("color1", "1. Line Color", "", core.rgb(0, 255, 0));
	indicator.parameters:addInteger("style1", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style1", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width1", "Line Width", "", 1, 1, 5);
	
	
	indicator.parameters:addColor("color2", "2. Line Color", "", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("style2", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style2", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width2", "Line Width", "", 1, 1, 5);
	
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block

local Period1;
local Period2; 
local first;
local source = nil;
 
local Oscillator;  
local Indicator={};
local Low, High;
local Top, Bottom;
-- Routine
 function Prepare(nameOnly)    
 
    Period1= instance.parameters.Period1; 
	Period2= instance.parameters.Period2; 
	
	
	local Parameters= Period1  ..  ", " ..Period2 ;
 
    local name = profile:id() .. "(" ..  instance.source:name()  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

    
	Low = instance:addInternalStream(0, 0);
    High  = instance:addInternalStream(0, 0);
    source = instance.source;
    
  
    MA = core.indicators:create("MVA", source.close , Period2);
    
    first=MA.DATA:first() ; 
 
	Top = instance:addStream("Top" , core.Line, " Top"," Top",instance.parameters.color1, first);
	Top:setWidth(instance.parameters.width1);
    Top:setStyle(instance.parameters.style1);
    
	Bottom = instance:addStream("Bottom" , core.Line, " Bottom"," Bottom",instance.parameters.color2, first);
	Bottom:setWidth(instance.parameters.width2);
    Bottom:setStyle(instance.parameters.style2);
	
	Top:setPrecision(math.max(2, instance.source:getPrecision()));
	Bottom:setPrecision(math.max(2, instance.source:getPrecision()));
	
	
end

-- Indicator calculation routine
function Update(period, mode)

 
 
    MA:update(mode);
	
	
    if period < first then
	return;
	end
	
	if source.low[period]< MA.DATA[period]then
	Low[period]=1;
	else
	Low[period]=0;
	end
	
	if source.high[period]> MA.DATA[period]then
	High[period]=1;
	else
	High[period]=0;
	end
	
	
	if period < first+Period1 then
	return;
	end
		
     Top[period]=mathex.sum(High, period-Period1+1, period);
	 Bottom[period]=mathex.sum(Low, period-Period1+1, period);
				  
end