-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=73492

--+------------------------------------------------------------------------------------------------+
--|                                                            Copyright © 2023, Gehtsoft USA LLC  | 
--|                                                                         http://fxcodebase.com  |
--+------------------------------------------------------------------------------------------------+
--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.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("Converging MA");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
 
  
 	indicator.parameters:addGroup("Calculation");	
 
    indicator.parameters:addInteger("length", "Length", "", 100, 1, 2000);
    indicator.parameters:addInteger("incr", "Increment", "", 10, 1, 2000);
    indicator.parameters:addInteger("fast", "Fast", "", 10, 1, 2000);
    indicator.parameters:addBoolean("continuation", "Continuation", "", false);	
	
    indicator.parameters:addString("Price", "Price Source", "", "close");
    indicator.parameters:addStringAlternative("Price", "OPEN", "", "open");
    indicator.parameters:addStringAlternative("Price", "HIGH", "", "high");
    indicator.parameters:addStringAlternative("Price", "LOW", "", "low");
    indicator.parameters:addStringAlternative("Price","CLOSE", "", "close");
    indicator.parameters:addStringAlternative("Price", "MEDIAN", "", "median");
    indicator.parameters:addStringAlternative("Price", "TYPICAL", "", "typical");
    indicator.parameters:addStringAlternative("Price", "WEIGHTED", "", "weighted");
	
	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("color1", "Fast MA Line Color", "", core.rgb(0, 255, 0)); 
	indicator.parameters:addColor("color2", "Converging MA Line Color", "", core.rgb(255, 0, 0)); 
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 length, incr,fast,Price,continuation; 
local Indicator;
	
-- Routine
 function Prepare(nameOnly)   
 
    
	length=instance.parameters.length;
	incr=instance.parameters.incr;
	fast=instance.parameters.fast;
	Price=instance.parameters.Price;
	continuation=instance.parameters.continuation;
	
	
	k     = 1 / incr
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  length .. "," ..  incr .. "," ..   fast  .. "," ..  Price.. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	
	 
	first=source:first() +length; 
	
	
	alpha = instance:addInternalStream(0, 0);
 	upper = instance:addInternalStream(0, 0);
 	lower = instance:addInternalStream(0, 0); 
	
    fma = instance:addStream("Fast", core.Line, name, "Fast MA", instance.parameters.color1, first );
    fma:setPrecision(math.max(2, instance.source:getPrecision()));
    fma:setWidth(instance.parameters.width);
    fma:setStyle(instance.parameters.style); 
 
    ma = instance:addStream("Converging", core.Line, name, "Converging MA", instance.parameters.color2, first );
    ma:setPrecision(math.max(2, instance.source:getPrecision()));
    ma:setWidth(instance.parameters.width);
    ma:setStyle(instance.parameters.style);
 
end


function Update(period, mode)

 

	if period <= first
	or  not source:hasData(period) 
	then
	return;
	end
	
	
	if period==first then
	ma[period]=mathex.avg(source[Price],period-length+1, period) 
	end
	  
	if continuation  then
	alpha[period]=alpha[period-1];   	
	else
	alpha[period]=0;   
	end
	
    local min, max = mathex.minmax(source,period-length+1, period)
	
	
    ma[period]= ma[period-1] + alpha[period-1] * (source[Price][period] - ma[period-1])
 
	
	
 	upper[period]=max;
 	lower[period]=min;	


    if core.crosses(source[Price],ma, period) then	
	cross=true;	
	else
	cross=false;
    end
	
   if cross then
   alpha[period]=   2 / (length + 1)
   elseif source[Price][period]  > ma[period] and upper[period] > upper[period-1] then
   alpha[period]= alpha[period] + k
   elseif source[Price][period]  < ma[period] and lower[period] < lower[period-1] then
   alpha[period]= alpha[period] + k
   else
   alpha[period]=0;
   end
   
   
 
   if cross then
   fma[period]=mathex.avg(source[Price], period-fma[period-1]+1, period)
   elseif source[Price][period] > ma[period] then
   fma[period]=math.max(source[Price][period], fma[period-1]) + (source[Price][period] - fma[period-1]) / fast
   else
   fma[period]= math.min(source[Price][period], fma[period-1]) + (source[Price][period] - fma[period-1]) / fast
   end
   
end

 


--+------------------------------------------------------------------------------------------------+
--|                                                                    We appreciate your support. | 
--+------------------------------------------------------------------------------------------------+
--|                                                               Paypal: https://goo.gl/9Rj74e    |
--|                                                             Patreon :  https://goo.gl/GdXWeN   |  
--+------------------------------------------------------------------------------------------------+
--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
--+------------------------------------------------------------------------------------------------+


--+------------------------------------------------------------------------------------------------+
--|BitCoin                    : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF                                 |  
--|Ethereum                   : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D                         |  
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--|BitCoin Cash               : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg                                 | 
--|LiteCoin                   : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD                                 |  
--+------------------------------------------------------------------------------------------------+