-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=72121

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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("Curbed High Low");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator); 
	indicator:setTag("replaceSource", "t");
	
    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("Period", "Period", "", 34);
	indicator.parameters:addString("Method", "Method", "Method" , "Direct");
    indicator.parameters:addStringAlternative("Method", "Direct", "Direct" , "Direct");
    indicator.parameters:addStringAlternative("Method", "Revers", "Revers" , "Revers");	
   
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 Up,Down, Neutral;
local first;
local source = nil;

local Price,Period,Method;

local  open=nil;
local  close=nil;
local  high=nil;
local  low=nil;
 


 function Prepare(nameOnly)   
 
    Period= instance.parameters.Period;
	Method= instance.parameters.Method;
    local name = profile:id() .. "(" ..  instance.source:name()  .. ")";
    instance:name(name); 
    

    if   (nameOnly) then
        return;
    end


    Up = instance.parameters.Up;
    Down= instance.parameters.Down; 
 
 
	source = instance.source;
    first= source:first()+Period;

    	
	open = instance:addStream("openup", core.Line, name, "", core.COLOR_LABEL , first);
    high = instance:addStream("highup", core.Line, name, "", core.COLOR_LABEL, first);
    low = instance:addStream("lowup", core.Line, name, "", core.COLOR_LABEL, first);
    close = instance:addStream("closeup", core.Line, name, "", core.COLOR_LABEL, first);
    instance:createCandleGroup("OVERLAY", "OVERLAY", open, high, low, close);
		
end

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

	

	if period < first then	
	return;
	end
	
	local min,max;
	
	if Method=="Direct" then
	min,max= mathex.minmax(source, period-1-Period+1, period-1); 
	else
	max= mathex.min(source.high, period-1-Period+1, period-1);
	min= mathex.max(source.low, period-1-Period+1, period-1);	
	end
	
	if source.high[period]< max then
	high[period] = source.high[period];
	else
		if source.close[period]> source.open[period]then
		high[period] = source.close[period]   
		else
		high[period] = source.open[period]   		
		end
	end
	
	if source.low[period]> min then
	low[period] =  source.low[period];	
	else
		if source.close[period]< source.open[period]then
		low[period] = source.close[period]   
		else
		low[period] = source.open[period]   		
		end
	end	
 
	 
	open[period] = source.open[period]  
	close[period] = source.close[period]  
 
	
 end