-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=58939

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--|                                                                         http://fxcodebase.com  |
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--|                                                                   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("Elastic Volume Weighted Moving Average");
    indicator:description("Elastic Volume Weighted Moving Average");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("Period", "Period", "Period", 14);
	indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("EVWMA_color", "Color of EVWMA", "Color of EVWMA", 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);
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 EVWMA = nil;

-- Routine
function Prepare(nameOnly)
    Period = instance.parameters.Period;
    source = instance.source;
    first = source:first()+1+Period;

    local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(Period) .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
 
        EVWMA = instance:addStream("EVWMA", core.Line, name, "EVWMA", instance.parameters.EVWMA_color, first);
		EVWMA:setWidth(instance.parameters.width);
        EVWMA:setStyle(instance.parameters.style);
        EVWMA:setPrecision(math.max(2, instance.source:getPrecision()));		
    
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period)
    if period <= first then
	return;
	end
	
	local Total = mathex.sum(source.volume, period-Period+1, period);	
	
        EVWMA[period] = ((Total-source.volume[period])*EVWMA[period-1]+ source.volume[period]*source.close[period])/Total;
    
end



--+------------------------------------------------------------------------------------------------+
--|                                                                    We appreciate your support. | 
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--|                                                               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/ |
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--+------------------------------------------------------------------------------------------------+

