-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=3728

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function Init()
    indicator:name("Diff MA indicator");
    indicator:description("Diff MA indicator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("Period", "Period", "", 10);
    indicator.parameters:addString("Price", "Price", "", "close");
    indicator.parameters:addStringAlternative("Price", "close", "", "close");
    indicator.parameters:addStringAlternative("Price", "open", "", "open");
    indicator.parameters:addStringAlternative("Price", "high", "", "high");
    indicator.parameters:addStringAlternative("Price", "low", "", "low");
    indicator.parameters:addStringAlternative("Price", "median", "", "median");
    indicator.parameters:addStringAlternative("Price", "typical", "", "typical");
    indicator.parameters:addStringAlternative("Price", "weighted", "", "weighted");

    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("clrUP", "Color UP", "Color UP", core.rgb(0, 255, 0));
    indicator.parameters:addColor("clrDN", "Color DN", "Color DN", core.rgb(255, 0, 0));
    indicator.parameters:addInteger("width", "width", "width", 1, 1, 5);
    indicator.parameters:addInteger("style", "style", "style", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE);
end

local first;
local source = nil;
local SourcePrice;
local Period;
local Price;
local BuffUP=nil;
local BuffDN=nil;

function Prepare(nameOnly)
    source = instance.source;
    Period=instance.parameters.Period;
    Price=instance.parameters.Price;
    if Price=="close" then
     SourcePrice=source.close;
    elseif Price=="open" then
     SourcePrice=source.open;
    elseif Price=="high" then
     SourcePrice=source.high;
    elseif Price=="low" then
     SourcePrice=source.low;
    elseif Price=="median" then
     SourcePrice=source.median;
    elseif Price=="typical" then
     SourcePrice=source.typical;
    else
     SourcePrice=source.weighted;
    end 
    first = source:first()+Period;
    local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Period .. " " .. instance.parameters.Price .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    BuffUP = instance:addStream("BuffUP", core.Line, name .. ".UP", "UP", instance.parameters.clrUP, first);
    BuffDN = instance:addStream("BuffDN", core.Line, name .. ".DN", "DN", instance.parameters.clrDN, first);
    BuffUP:setWidth(instance.parameters.width);
    BuffUP:setStyle(instance.parameters.style);
    BuffDN:setWidth(instance.parameters.width);
    BuffDN:setStyle(instance.parameters.style);
end

function Update(period, mode)
   if (period<first) then
   return;
   end
   
    local CountUP=0;
    local SumUP=0;
    local CountDN=0;
    local SumDN=0;
    local i=period;
    while i>=first and (CountUP<Period or CountDN<Period) do
     if source.close[i]>source.open[i] and CountUP<Period then
      CountUP=CountUP+1;
      SumUP=SumUP+SourcePrice[i];
     end
     if source.close[i]<source.open[i] and CountDN<Period then
      CountDN=CountDN+1;
      SumDN=SumDN+SourcePrice[i];
     end
     i=i-1;
    end
    if CountUP>0 then
     BuffUP[period]=SumUP/CountUP;
    end 
    if CountDN>0 then
     BuffDN[period]=SumDN/CountDN;
    end 
 
end