-- Id: 12290
-- More information about this indicator can be found at:
--http://fxcodebase.com/code/viewtopic.php?f=17&t=61032


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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("My Stochastic");
    indicator:description("My Stochastic");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);
	indicator.parameters:addGroup("Calculation");	
	indicator.parameters:addInteger("Period", "Period", "",20);
	indicator.parameters:addBoolean("Show", "Show Raw Data", "", false);
    indicator.parameters:addGroup("Style");	
    indicator.parameters:addColor("Filt_color", "Line Color", "Line Color", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE);
	
	indicator.parameters:addColor("Raw_color", "Raw Data Line Color", "Line Color", core.rgb(0, 255, 0));
	indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE);
	
	
	 indicator.parameters:addGroup("OB/OS Levels");	
    indicator.parameters:addDouble("overbought", "Overbought Level","", 0.8);
    indicator.parameters:addDouble("oversold","Oversold Level","", 0.2);
	    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 MyStochastic;
local first;
local source = nil;
local alpha1,a1,b1,c2,c3,c1; 
local Period;
-- Streams block
local Filt = nil;
local HP;
local Show;
-- Routine
function Prepare(nameOnly)
    source = instance.source;
	Period=instance.parameters.Period;
	Show=instance.parameters.Show;
    first = source:first()+2;

    local name = profile:id() .. "(" .. source:name().. ", " .. Period .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
	alpha1 = (math.cos((.707*360 / 48) * math.pi / 180) + 
                  math.sin((.707*360 / 48) * math.pi / 180) - 1) / 
                  math.cos((.707*360 / 48) * math.pi / 180);
				  
	a1 = math.exp(-1.414*3.14159 / 10); 
	 b1 = 2*a1*math.cos(1.414*180 / 10);
	 c2 = b1;
	 c3 = -a1*a1;
	 c1 = 1 - c2 - c3;
	
	HP = instance:addInternalStream(0, 0);
	Filt = instance:addInternalStream(0, 0);
	if Show then
	Stoc = instance:addStream("Raw", core.Line, name, "Raw", instance.parameters.Raw_color, first+2+Period);
    Stoc:setPrecision(math.max(2, instance.source:getPrecision()));
	Stoc:setWidth(instance.parameters.width2);
    Stoc:setStyle(instance.parameters.style2);
	else
	Stoc = instance:addInternalStream(0, 0);
	end

  
        MyStochastic = instance:addStream("MyStochastic", core.Line, name, "MyStochastic", instance.parameters.Filt_color, first+2+Period);
    MyStochastic:setPrecision(math.max(2, instance.source:getPrecision()));
		MyStochastic:setWidth(instance.parameters.width1);
        MyStochastic:setStyle(instance.parameters.style1);
		MyStochastic:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
		MyStochastic:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);    
    
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period)
    if period < first then
	return;
	end
	
	
	--Highpass filter cyclic components whose periods are shorter than 48 bars

HP[period]  =  (1  -   alpha1   /  2)*(1  - alpha1  /  2)*(source[period]  -  2*source[period-1]  +  source[period-2])  +  2*(1  -alpha1)*HP[period-1] - (1 - alpha1)*(1 - alpha1)*HP[period-2];
 
--Smooth with a Super Smoother Filter  

      Filt[period]  = c1*(HP[period] + HP[period-1]) / 2  + c2*Filt[period-1] + c3*Filt[period-2];
	  
	  if period < first+2+Period then
	  return;
	  end
	  
	  local min,max= mathex.minmax(Filt, period-Period+1, period);
	  Stoc[period] = (Filt[period] - min) / (max- min);
      MyStochastic[period] = c1*(Stoc[period] + Stoc[period-1]) / 2 + c2*MyStochastic[period-1] + c3*MyStochastic[period-2];
	  
	  
 
end