-- More information about this indicator can be found at:
-- http://fxcodebase.com

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-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
-- TODO: Add minimal and maximal value of numeric parameters and default color of the streams
function Init()
    indicator:name("Cauchy Derivative");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

  	indicator.parameters:addGroup("Calculation");	
    indicator.parameters:addInteger("Period", "Fast MA", "", 13, 1, 2000);
	
	 indicator.parameters:addGroup("Line Style");	
    indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE);
	
	 indicator.parameters:addColor("color", "Line Color", "", core.rgb(0, 0, 255)); 

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 first;
local source = nil; 
local Period;
	
-- Routine
 function Prepare(nameOnly)   
 
	source = instance.source
	
	Period= instance.parameters.Period;
 
    local name = profile:id() .. "(" ..  instance.source:name() .. ", " ..  Period   .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	
 	PC = instance:addInternalStream(0, 0);
	first=source:first()+ Period  ; 
	 
 
	
	
    Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, first );
    Line:setPrecision(math.max(2, instance.source:getPrecision()));
    Line:setWidth(instance.parameters.width);
    Line:setStyle(instance.parameters.style);
    Line:addLevel(0);	
 
end


function Update(period, mode)

	 
     PC[period]=((source.high[period]+source.open[period]+source.close[period]+source.low[period])/4)/source:pipSize();
	 
	 if period <= first then
	 return;
	 end
	 

	
	Line[period]=(MA(period)-MG(period)) -(MA(period-1)-MG(period-1));
	
end


 
 
function MA(period)
 
   local ar= 0;
   local i;
   
   for  i=1, Period, 1  do   
 
      ar =ar+ PC[period-i];
   end 
   return(ar/period);
end


function MG(period)
 
   local  ge= 1;
   for  i=1, Period, 1  do     
      ge=ge*PC[period-i];
    end
   return(math.pow(ge,1.0/Period));
end