-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=15030

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-- The indicator corresponds to the Bollinger Bands indicator in MetaTrader.
-- The formula is described in the Kaufman "Trading Systems and Methods" chapter 5 "Trend System" (page 91-94)

-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
function Init()
    indicator:name("Averages Bollinger Band");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Indicator);
    indicator:setTag("group", "Bollinger");

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("N", "Number of Periods", "", 20, 1, 10000);
    indicator.parameters:addDouble("Dev", "Number of standard deviations", "", 2.0, 0.0001, 1000.0);
	 indicator.parameters:addString("Method", "Method", "", "MVA");
    indicator.parameters:addStringAlternative("Method", "MVA", "", "MVA");
    indicator.parameters:addStringAlternative("Method", "EMA", "", "EMA");
    indicator.parameters:addStringAlternative("Method", "Wilder", "", "Wilder");
    indicator.parameters:addStringAlternative("Method", "LWMA", "", "LWMA");
    indicator.parameters:addStringAlternative("Method", "SineWMA", "", "SineWMA");
    indicator.parameters:addStringAlternative("Method", "TriMA", "", "TriMA");
    indicator.parameters:addStringAlternative("Method", "LSMA", "", "LSMA");
    indicator.parameters:addStringAlternative("Method", "SMMA", "", "SMMA");
    indicator.parameters:addStringAlternative("Method", "HMA", "", "HMA");
    indicator.parameters:addStringAlternative("Method", "ZeroLagEMA", "", "ZeroLagEMA");
    indicator.parameters:addStringAlternative("Method", "DEMA", "", "DEMA");
    indicator.parameters:addStringAlternative("Method", "T3", "", "T3");
    indicator.parameters:addStringAlternative("Method", "ITrend", "", "ITrend");
    indicator.parameters:addStringAlternative("Method", "Median", "", "Median");
    indicator.parameters:addStringAlternative("Method", "GeoMean", "", "GeoMean");
    indicator.parameters:addStringAlternative("Method", "REMA", "", "REMA");
    indicator.parameters:addStringAlternative("Method", "ILRS", "", "ILRS");
    indicator.parameters:addStringAlternative("Method", "IE/2", "", "IE/2");
    indicator.parameters:addStringAlternative("Method", "TriMAgen", "", "TriMAgen");
    indicator.parameters:addStringAlternative("Method", "JSmooth", "", "JSmooth");
	indicator.parameters:addStringAlternative("Method", "CMA2", "", "CMA2");
	
	
    indicator.parameters:addGroup("Band Style");
    indicator.parameters:addColor("clrBBP", "Line Color","", core.rgb(255, 0, 0));
    indicator.parameters:addInteger("widthBBB", "Line Width", "", 1, 1, 5);
    indicator.parameters:addInteger("styleBBB", "Line Style","", core.LINE_SOLID);
    indicator.parameters:setFlag("styleBBB", core.FLAG_LEVEL_STYLE);
	
    indicator.parameters:addGroup("Average line");
    indicator.parameters:addBoolean("HideAve", "Hide average line", "", false);
    indicator.parameters:addColor("clrBBA", "Line Color", "", core.rgb(0, 0, 255));
    indicator.parameters:addInteger("widthBBA", "Line Width", "", 1, 1, 5);
    indicator.parameters:addInteger("styleBBA", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("styleBBA", core.FLAG_LEVEL_STYLE);
end

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

local first;
local source = nil;

local AVERAGES;

-- Streams block
local TL = nil;
local BL = nil;
local AL = nil;
local Method;
-- Routine
function Prepare(nameOnly)
  
    Method = instance.parameters.Method;
    N = instance.parameters.N;
    D = instance.parameters.Dev;
    source = instance.source;	
	
	

    local name = profile:id() .. "(" .. source:name() .. ", " .. N .. ", " .. D  .. ", " .. Method.. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
	assert(core.indicators:findIndicator("AVERAGES") ~= nil, "Please, download and install AVERAGES.LUA indicator");
	
	AVERAGES= core.indicators:create("AVERAGES",source, Method,  N);
	
	first = math.max(AVERAGES.DATA:first(period), N) ;
	
	
    TL = instance:addStream("TL", core.Line, name .. ".TL", "TL", instance.parameters.clrBBP, first)
    TL:setWidth(instance.parameters.widthBBB);
    TL:setStyle(instance.parameters.styleBBB);
    BL = instance:addStream("BL", core.Line, name .. ".BL", "BL", instance.parameters.clrBBP, first)
    BL:setWidth(instance.parameters.widthBBB);
    BL:setStyle(instance.parameters.styleBBB);
    if not instance.parameters.HideAve then
        AL = instance:addStream("AL", core.Line, name .. ".AL", "AL", instance.parameters.clrBBA, first);
        AL:setWidth(instance.parameters.widthBBA);
        AL:setStyle(instance.parameters.styleBBA);
    end
end

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

    if period < first then
	return;
	end
	
	AVERAGES:update(mode);
	

		local ml = AVERAGES.DATA[period];
		
		
        local d = mathex.stdev(source, period - N + 1, period);
        local Dd = D * d;
        TL[period] = ml + Dd;
        BL[period] = ml - Dd;
        if AL ~= nil then
            AL[period] = ml;
        end
    end