-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=6400

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function Init()
    indicator:name("Butterworth Moving Average");
    indicator:description("Butterworth Moving Average");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Indicator);

    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 BattMA=nil;
local p1,p2,p3;
local Kf;

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
    BattMA = instance:addStream("BattMA", core.Line, name .. ".BattMA", "BattMA", instance.parameters.clr, first);
    BattMA:setWidth(instance.parameters.widthLinReg);
    BattMA:setStyle(instance.parameters.styleLinReg);
    p1=2/(1+Period);
    Kf=math.sqrt(p1);
    p2=2*(1-Kf);
    p3=(1-Kf)*(1-Kf);
end

function Update(period, mode)
   if (period>first+1) then
    BattMA[period]=p1*source[period]+p2*BattMA[period-1]-p3*BattMA[period-2];
   elseif (period>=first) then
    BattMA[period]=source[period];
   end
end