-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=72721

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--|                                                        https://AppliedMachineLearning.systems  |
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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("Elasticity of price");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
    indicator.parameters:addInteger("Period", "Period", "", 10, 1, 2000);
 
	
	 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("color", "Line Color", "", core.rgb(0, 0, 255));

    indicator.parameters:addGroup("Levels");	
    indicator.parameters:addDouble("Level1", "1. Level","", 0);
	indicator.parameters:addDouble("Level2", "2. Level","", 1);
	indicator.parameters:addDouble("Level3", "3. Level","", 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 first;
local source = nil;
local Period; 
local Indicator;
	
-- Routine
 function Prepare(nameOnly)   
 
    
	Period=instance.parameters.Period;
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Period  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	
 
	first=source:first()+Period ;  
	
	
    Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, first );
    Line:setPrecision(math.max(2, instance.source:getPrecision()));
    Line:setWidth(instance.parameters.width);
    Line:setStyle(instance.parameters.style);
    Line:addLevel(0);	
	Line:addLevel(instance.parameters.Level1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Line:addLevel(instance.parameters.Level2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Line:addLevel(instance.parameters.Level3, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);	
end


function Update(period, mode) 
	 if period <= first then
	 return;
	 end
	 
    local stdev=mathex.stdev(source, period-Period+1, period);
	local Average=mathex.avg(source,  period-Period+1, period)+(stdev*2)
 
    Line[period]=((Average-source[period])/stdev)/2  
end


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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/ |
--+------------------------------------------------------------------------------------------------+