-- Id: 8512
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=32171

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function Init()
    indicator:name("Chartmill Value Indicator");
    indicator:description("Chartmill Value Indicator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("Period", "Period", "Period", 14);
	indicator.parameters:addString("Method", "MA Method", "Method" , "MVA");
    indicator.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA");
    indicator.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA");
    indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA");
    indicator.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA");
    indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA");
    indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA");
    indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA");
    indicator.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA");
	
	indicator.parameters:addString("Type", "Calculation Algorithm", "" , "Standard");
    indicator.parameters:addStringAlternative("Type", "Standard", "" , "Standard");
    indicator.parameters:addStringAlternative("Type", "Modified", "" , "Modified");
	indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("CVI_color", "Color of CVI", "Color of CVI", core.rgb(255, 0, 0));
	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:addGroup("OB/OS Levels");	
    indicator.parameters:addDouble("overbought", "Overbought Level","", 0.5);
    indicator.parameters:addDouble("oversold","Oversold Level","", -0.5);
	indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128));
    indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5);
    indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID);
    indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE);
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 Period;

local first;
local source = nil;

-- Streams block
local CVI = nil;
local ATR, VC, Type, Method;
-- Routine
function Prepare(nameOnly)
    Period = instance.parameters.Period;
	Type = instance.parameters.Type;
	Method = instance.parameters.Method;
    source = instance.source;
	

    local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(Period).. ", " .. tostring(Method).. ", " .. tostring(Type) .. ")";
    instance:name(name);

    if (not (nameOnly)) then
        VC = core.indicators:create(Method, source.median, Period);
        ATR = core.indicators:create("ATR", source, Period);
        first = math.max(ATR.DATA:first(), VC.DATA:first());
        CVI = instance:addStream("CVI", core.Line, name, "CVI", instance.parameters.CVI_color, first);
		CVI:setWidth(instance.parameters.width);
        CVI:setStyle(instance.parameters.style);
		CVI:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
		CVI:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);    
		CVI:setPrecision(math.max(2, instance.source:getPrecision()));
    end
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode) 

    VC:update(mode);  
    ATR:update(mode);  
    if period <first then
	return;
	end
 
     if Type == "Standard" then
        CVI[period] = (source.close[period]-VC.DATA[period])/ATR.DATA[period];
	 else	
		CVI[period] = (source.close[period]-VC.DATA[period])/(ATR.DATA[period]* Period ^ 0.5)
     end
end