-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=67353

--+------------------------------------------------------------------+
--|                               Copyright © 2019, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  |
--|                                 Patreon : https://goo.gl/GdXWeN  |
--|                                  Paypal : https://goo.gl/9Rj74e  |
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |
--|               BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg  |
--|           Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D  |
--|                   LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD  |
--+------------------------------------------------------------------+

function AddLevel(id, default, use)
	indicator.parameters:addBoolean("level_use_" .. id, "Use level " .. id, "", use);
	indicator.parameters:addDouble("level_" .. id, "Level " .. id, "", default);
	indicator.parameters:addColor("level_color_" .. id, "Level " .. id .. " color", "", core.rgb(255, 0, 255));
end

function Init()
	indicator:name("Engulfing Fibonacci Expansion")
	indicator:description("Bar Helper")
	indicator:requiredSource(core.Bar)
	indicator:type(core.Indicator)
	indicator.parameters:addGroup("Calculation")
	indicator.parameters:addBoolean("Complet", "Use Complet candle", "", false)
	indicator.parameters:addBoolean("Same", "Same Color Filter", "", false)
	indicator.parameters:addBoolean("ma", "MA Filter", "", false)

	indicator.parameters:addString("Show", "Up/Down Trend Filter", "", "Both")
	indicator.parameters:addStringAlternative("Show", "Both", "", "Both")
	indicator.parameters:addStringAlternative("Show", "Up", "", "Up")
	indicator.parameters:addStringAlternative("Show", "Down", "", "Down")

	indicator.parameters:addInteger("Period", "MA Period", "Period", 50)
	indicator.parameters:addString("Method", "MA Method", "Method", "MVA")
	indicator.parameters:addStringAlternative("Method", "MVA", "MVA", "MVA")
	indicator.parameters:addStringAlternative("Method", "EMA", "EMA", "EMA")
	indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA", "LWMA")
	indicator.parameters:addStringAlternative("Method", "TMA", "TMA", "TMA")
	indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA", "SMMA")
	indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA", "KAMA")
	indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA", "VIDYA")
	indicator.parameters:addStringAlternative("Method", "WMA", "WMA", "WMA")

	indicator.parameters:addGroup("Style")
	indicator.parameters:addColor("Top", "Color of Bullish bar", "Color of Bullish bar", core.rgb(255, 0, 255))
	indicator.parameters:addColor("Bottom", "Color of Bearish bar", "Color of Bearish bar", core.rgb(0, 0, 0))
	indicator.parameters:addString("Type", "Presentation Type", "", "Arrows")
	indicator.parameters:addStringAlternative("Type", "Arrows", "", "Arrows")
	indicator.parameters:addStringAlternative("Type", "Candles Color", "", "Color")
	indicator.parameters:addStringAlternative("Type", "Background", "", "bg")
	indicator.parameters:addColor("UP", "Color of Up Candle", "Color of Up Candle", core.COLOR_UPCANDLE)
	indicator.parameters:addColor("DOWN", "Color of Down Candle", "Color of Down Candle", core.COLOR_DOWNCANDLE)
	indicator.parameters:addInteger("Transparency", "Background transparency (%)", "", 80, 0, 100);

	indicator.parameters:addGroup("Fibonacci Style")
	indicator.parameters:addColor("labels_color", "Labels color", "", core.rgb(255, 0, 255));
	indicator.parameters:addColor("expansion_color", "Expansion trend color", "", core.rgb(255, 0, 255));
	AddLevel(1, -0.618, false);
	AddLevel(2, -0.382, false);
	AddLevel(3, -0.272, false);
	AddLevel(4, 0, false);
	AddLevel(5, 0.236, false);
	AddLevel(6, 0.382, false);
	AddLevel(7, 0.5, false);
	AddLevel(8, 0.618, true);
	AddLevel(9, 0.764, false);
	AddLevel(10, 1.0, true);
	AddLevel(11, 1.272, false);
	AddLevel(12, 1.618, true);
	AddLevel(13, 2.618, false);
	AddLevel(14, 4.236, false);
end

-- Parameters block
local UP, DOWN
local Method
local first
local source = nil
local ma, MA
-- Streams block
local up = nil
local down = nil
local Period
local Same = nil
local Bar = nil
local Type
local open = nil
local close = nil
local high = nil
local low = nil
local Complet
local Show
local signals;
-- Routine
function Prepare(nameOnly)
	source = instance.source
	Complet = instance.parameters.Complet
	Type = instance.parameters.Type
	Same = instance.parameters.Same
	Method = instance.parameters.Method
	ma = instance.parameters.ma
	UP = instance.parameters.UP
	DOWN = instance.parameters.DOWN
	Period = instance.parameters.Period
	Show = instance.parameters.Show

	local name = profile:id() .. "(" .. source:name() .. ")"
	instance:name(name)
	if (nameOnly) then
		return
	end

    assert(core.indicators:findIndicator(Method) ~= nil, Method .. " indicator must be installed");
	MA = core.indicators:create(Method, source.close, Period)

	first = MA.DATA:first()

	signals = instance:addInternalStream(0, 0);
	if Type == "Arrows" then
		down = instance:createTextOutput("Up", "Up", "Wingdings", 20, core.H_Center, core.V_Top, instance.parameters.Bottom, 0)
		up = instance:createTextOutput("Down", "Down", "Wingdings", 20, core.H_Center, core.V_Bottom, instance.parameters.Top, 0)
	elseif Type == "Color" then
		open = instance:addStream("open", core.Line, name, "open", core.rgb(0, 0, 0), source:first())
		high = instance:addStream("high", core.Line, name, "high", core.rgb(0, 0, 0), source:first())
		low = instance:addStream("low", core.Line, name, "low", core.rgb(0, 0, 0), first)
		close = instance:addStream("close", core.Line, name, "close", core.rgb(0, 0, 0), source:first())
		instance:createCandleGroup("Bars", "", open, high, low, close)
	end
	instance:ownerDrawn(true);
end

local up_pen = 1;
local up_brush = 2;
local down_pen = 3;
local down_brush = 4;
local EXPANSION_PEN = 5;
local FONT = 6;
local levels = {};
local init = false;
local Transparency;
local labels_color;

function GetPrice(period)
	if signals[period] == 1 then
		return source.low[period];
	end
	return source.high[period];
end

function Draw(stage, context)
    if stage ~= 0 then
        return;
    end
	if not init then
		if Type == "bg" then
			context:createPen(up_pen, context.SOLID, 1, UP);
			context:createSolidBrush(up_brush, UP);
			context:createPen(down_pen, context.SOLID, 1, DOWN);
			context:createSolidBrush(down_brush, DOWN);
			Transparency = context:convertTransparency(instance.parameters.Transparency);
		end
		labels_color = instance.parameters.labels_color;
		context:createFont(FONT, "Arial", 0, context:pointsToPixels(12), 0)
		context:createPen(EXPANSION_PEN, context.SOLID, 1, instance.parameters.expansion_color);
		for id = 1, 14 do
			if instance.parameters:getBoolean("level_use_" .. id) then
				local level = {};
				level.Value = instance.parameters:getDouble("level_" .. id);
				level.Pen = 6 + id;
				context:createPen(level.Pen, context.SOLID, 1, instance.parameters:getColor("level_color_" .. id));
				levels[#levels + 1] = level;
			end
		end
        init = true;
	end
	if Type == "bg" then
		for p = context:firstBar(), context:lastBar(), 1 do
			local signal = GetSignal(p);
			if signal == 1 then
				local x, x1, x2 = context:positionOfBar(p);
				local _, y1 = context:pointOfPrice(source.high[p]);
				local _, y2 = context:pointOfPrice(source.low[p]);
				context:drawRectangle(up_pen, up_brush, x1, y1, x2, y2, Transparency);
			elseif signal == -1 then
				local x, x1, x2 = context:positionOfBar(p);
				local _, y1 = context:pointOfPrice(source.high[p]);
				local _, y2 = context:pointOfPrice(source.low[p]);
				context:drawRectangle(down_pen, down_brush, x1, y1, x2, y2, Transparency);
			end
		end
	end
	local signal3 = signals:getBookmark(3);
	if signal3 == -1 then
		return
	end
	local signal2 = signals:getBookmark(2);
	local signal1 = signals:getBookmark(1);
	local x3 = context:positionOfBar(signal3);
	local x2 = context:positionOfBar(signal2);
	local x1 = context:positionOfBar(signal1);
	local price3 = GetPrice(signal3);
	local _, y3 = context:pointOfPrice(price3);
	local price2 = GetPrice(signal2);
	local _, y2 = context:pointOfPrice(price2);
	local price1 = GetPrice(signal1);
	local _, y1 = context:pointOfPrice(price1);
	local dist = price3 - price2;
	context:drawLine(EXPANSION_PEN, x3, y3, x2, y2);
	context:drawLine(EXPANSION_PEN, x2, y2, x1, y1);
	for _, level in ipairs(levels) do
		local _, y = context:pointOfPrice(price1 - dist * level.Value);
		context:drawLine(level.Pen, x3, y, context:right(), y);
		local text = tostring(level.Value);
		local w, h = context:measureText(FONT, text, 0)
		context:drawText(FONT, text, labels_color, -1, x3, y - h, x3 + w, y, 0)
	end
end

function GetSignal(period)
	if period < first + 1 then
		return nil;
	end
	if Same and
			((source.close[period] > source.open[period] and source.close[period - 1] < source.open[period - 1]) or
				(source.close[period] < source.open[period] and source.close[period - 1] > source.open[period - 1]))
	then
		return nil;
	end

	local Filter = nil
	if ma then
		MA:update(mode)
		if source.close[period] > MA.DATA[period] then
			Filter = true
		elseif source.close[period] < MA.DATA[period] then
			Filter = false
		end
	end

	if (B1(period) or B2(period)) and (Filter == nil or Filter == true) and Show ~= "Down" then
		return 1;
	end

	if (S1(period) or S2(period)) and (Filter == nil or Filter == false) and Show ~= "Up" then
		return -1;
	end
	return nil;
end

function AddSignal(period, signal)
	signals:setBookmark(3, signals:getBookmark(2))
	signals:setBookmark(2, signals:getBookmark(1))
	signals:setBookmark(1, period)
	signals[period] = signal
end

function Update(period, mode)
	if Type == "Arrows" then
		up:setNoData(period)
		down:setNoData(period)
		local signal = GetSignal(period);
		if signal == 1 then
			up:set(period, source.low[period], "\225")
			AddSignal(period, signal);
		elseif signal == -1 then
			down:set(period, source.high[period], "\226")
			AddSignal(period, signal);
		end
	elseif Type == "Color" then
		high[period] = source.high[period]
		low[period] = source.low[period]
		close[period] = source.close[period]
		open[period] = source.open[period]

		if source.close[period] > source.open[period] then
			open:setColor(period, UP)
		else
			open:setColor(period, DOWN)
		end
		local signal = GetSignal(period);
		if signal == 1 then
			open:setColor(period, instance.parameters.Top)
			AddSignal(period, signal);
		elseif signal == -1 then
			open:setColor(period, instance.parameters.Bottom)
			AddSignal(period, signal);
		end
	end
end

function B1(period)
	if not Complet then
		return false
	end

	if source.low[period] <= math.min(source.low[period - 1], source.high[period - 1]) and
			source.close[period] > math.max(source.low[period - 1], source.high[period - 1])
	then
		return true
	end
end

function S1(period)
	if not Complet then
		return false
	end

	if source.high[period] >= math.max(source.low[period - 1], source.high[period - 1]) and
			source.close[period] < math.min(source.low[period - 1], source.high[period - 1])
	then
		return true
	end
end

function B2(period)
	if Complet then
		return false
	end

	if source.open[period] <= math.min(source.open[period - 1], source.close[period - 1]) and
			source.close[period] > math.max(source.open[period - 1], source.close[period - 1])
	then
		return true
	end
end

function S2(period)
	if Complet then
		return false
	end

	if source.open[period] >= math.max(source.open[period - 1], source.close[period - 1]) and
			source.close[period] < math.min(source.open[period - 1], source.close[period - 1])
	then
		return true
	end
end