-- Id: 15583
-- More information about this indicator can be found at:
--http://fxcodebase.com/code/viewtopic.php?f=17&t=63209

--+------------------------------------------------------------------+
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--|                                            http://fxcodebase.com |
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--|                                      Developed by : Mario Jemic  |
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function Init()
    indicator:name("Fibonacci Levels Price Proximity");
    indicator:description("Automatic Fib or Gann levels base on Fractal H/L values");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

    indicator.parameters:addGroup("Parameters");
   
    indicator.parameters:addString("M", "Lines Method", "", "F");
    indicator.parameters:addStringAlternative("M", "Fibonacci", "", "F");
    indicator.parameters:addStringAlternative("M", "Gann", "", "G");
	indicator.parameters:addStringAlternative("M", "Custom", "", "C");
	
    indicator.parameters:addString("L", "Levels number", "", "3");
    indicator.parameters:addStringAlternative("L", "3 Lines", "", "3");
    indicator.parameters:addStringAlternative("L", "3 Lines (alt)", "", "3a");
    indicator.parameters:addStringAlternative("L", "5 Lines", "", "5");
    indicator.parameters:addStringAlternative("L", "7 Lines", "", "7");
    indicator.parameters:addStringAlternative("L", "9 Lines", "", "9");
    indicator.parameters:addInteger("E", "Number of bars to show lines after the latest bar char", "", 5, 1, 100);

    indicator.parameters:addBoolean("Flip", "Use L-H instead H-L", "", false);	
	
	indicator.parameters:addGroup("Custom Levels");
	indicator.parameters:addDouble("L1", "1. Level", "", -0.236);
	indicator.parameters:addDouble("L2", "2. Level", "", 0);
	indicator.parameters:addDouble("L3", "3. Level", "", 0.236);
	indicator.parameters:addDouble("L4", "4. Level", "", 0.382);
	indicator.parameters:addDouble("L5", "5. Level", "", 0.5);
	indicator.parameters:addDouble("L6", "6. Level", "", 0.618);
	indicator.parameters:addDouble("L7", "7. Level", "", 0.764);
	indicator.parameters:addDouble("L8", "8. Level", "", 1);
	indicator.parameters:addDouble("L9", "9. Level", "", 1.272);
	
 
	
    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("L_color", "Color of level lines", "", core.rgb(255, 255, 0));
    indicator.parameters:addInteger("L_width", "Width of level lines", "", 1, 1, 5);
    indicator.parameters:addInteger("L_style", "Style level lines", "", core.LINE_SOLID);
    indicator.parameters:setFlag("L_style", core.FLAG_LINE_STYLE);
    indicator.parameters:addColor("M_color", "Time marker color", "", core.rgb(255, 0, 0));
    indicator.parameters:addInteger("M_width", "Width of level lines", "", 1, 1, 5);
    indicator.parameters:addInteger("M_style", "Style level lines", "", core.LINE_DOT);
    indicator.parameters:setFlag("M_style", core.FLAG_LINE_STYLE);
    indicator.parameters:addBoolean("ShowLabels", "Show Line Labels", "", true);
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 N;
local M;
local L;
local E;
local L_color;
local L_width;
local L_style;
local M_color;
local M_width;
local M_style;
local ShowLabels;
local Flip;
--local T_color;

local first;
local source = nil;
local barSize;
local format;

-- Streams block
local D = nil;
local Signal;
-- Routine
function Prepare(nameOnly)
 
    M = instance.parameters.M;
    L = instance.parameters.L;
    E = instance.parameters.E;
    L_color = instance.parameters.L_color;
    L_width = instance.parameters.L_width;
    L_style = instance.parameters.L_style;
    M_color = instance.parameters.M_color;
    M_width = instance.parameters.M_width;
    M_style = instance.parameters.M_style;
    ShowLabels = instance.parameters.ShowLabels;	
    Flip = instance.parameters.Flip;
	
    source = instance.source;

    local name = profile:id() .. "(" .. source:name()  .. ", " .. M .. ", " .. L .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
	Signal = instance:addInternalStream(0, 0);
	
    local s, e;
    s, e = core.getcandle(source:barSize(), core.now(), 0);
    barSize = math.floor(((e - s) * 1440) + 0.5) / 1440;

    first = source:first()+4 ;
    format = "%.3f=%." .. 2 .. "f";
end

local MIN = nil;
local MAX = nil;
local P = nil;
local levels = nil;
local index = nil;

-- Indicator calculation routine
function Update(period)
 
    if period < first then
	return;
	end
	
	
	Signal[period-2]=0;
	
	
	    curr = source.high[period - 2];
        if (curr >= source.high[period - 4] and curr >= source.high[period - 3] and
            curr >= source.high[period - 1] and curr >= source.high[period]) then
		Signal[period-2]=1;	
        end
		
        curr = source.low[period - 2];
        if (curr <= source.low[period - 4] and curr <= source.low[period - 3] and
            curr <= source.low[period - 1] and curr <= source.low[period]) then
        Signal[period-2]=-1;	     
        end
	
       if  period < source:size() - 1 then	   
	   return;
	   end
	   
	 
	   
	   Calculate(period-2);
	
end

function Find(Start)
 
 
   local X1=nil;
   local X2=nil;
  for period =Start, first, -1 do
  
		  if Signal[period]~=0 then 
				  if X1== nil then
				  X1=period;	  
				  elseif X2== nil then
				  X2=period;	  
				  end
		  end
	  
	  if X1~= nil and X2~= nil then
	  break;
	  end
  
  end
  
  return X2, X1;
  
end


function Calculate(period)

   X1, X2 =  Find(period); 

   if X1== nil then
   return;
   end
   
      --  core.host:execute ("removeAll");
   

        local min, max, minp, maxp, p, k, v, f, t, price, d, label;		
		
        min,max, minp, maxp = mathex.minmax(source, X1, X2);
        p = math.min(minp, maxp);
        if MIN == nil or
           MIN ~= min or MAX ~= max or P ~= p then
            MIN = min;
            MAX = max;
            d = max - min;
            P = p;

            if levels == nil then
                CalcLevels();
            end
            local idx;
            idx = index[L];

            f = source:date(p);
            t = source:date(source:size() - 1) + ((E - 1) * barSize);

            for k, v in pairs(idx) do
                if Flip then
                    price = max - d * levels[v];
                else
                    price = min + d * levels[v];
                end    
				
                label = string.format(format,levels[v],  (source.close[source.close:size()-1]- price )/source:pipSize() );
                core.host:execute("drawLine", k, f, price, t, price, L_color, L_style, L_width, label);
                if ShowLabels then
                    core.host:execute("drawLabel", k, t, price, label);
                end
            end
            core.host:execute("drawLine", 10, f, min, f, max, M_color, M_style, M_width);
        end
 
	
	
end	

function CalcLevels()
    levels = {};
    index = {};
    if M == "F" then
        levels[1] = -0.236;
        levels[2] = 0;
        levels[3] = 0.236;
        levels[4] = 0.382;
        levels[5] = 0.5;
        levels[6] = 0.618;
        levels[7] = 0.764;
        levels[8] = 1;
        levels[9] = 1.272;
        index["3"] = {4, 5, 6};
        index["3a"] = {2, 5, 8};
        index["5"] = {2, 4, 5, 6, 8};
        index["7"] = {2, 3, 4, 5, 6, 7, 8};
        index["9"] = {1, 2, 3, 4, 5, 6, 7, 8, 9};
    elseif  M== "G" then
        levels[1] = 0;
        levels[2] = 0.125;
        levels[3] = 0.25;
        levels[4] = 0.375;
        levels[5] = 0.5;
        levels[6] = 0.625;
        levels[7] = 0.75;
        levels[8] = 0.875;
        levels[9] = 1;
        index["3"] = {3, 5, 7};
        index["3a"] = {1, 5, 9};
        index["5"] = {1, 3, 5, 7, 9};
        index["7"] = {1, 3, 4, 5, 6, 7, 9};
        index["9"] = {1, 2, 3, 4, 5, 6, 7, 8, 9};
	elseif  M== "C" then	
	
	    levels[1] = instance.parameters.L1;
        levels[2] = instance.parameters.L2;
        levels[3] = instance.parameters.L3;
        levels[4] = instance.parameters.L4;
        levels[5] = instance.parameters.L5;
        levels[6] = instance.parameters.L6;
        levels[7] = instance.parameters.L7;
        levels[8] = instance.parameters.L8;
        levels[9] = instance.parameters.L9;
        index["3"] = {4, 5, 6};
        index["3a"] = {2, 5, 8};
        index["5"] = {2, 4, 5, 6, 8};
        index["7"] = {2, 3, 4, 5, 6, 7, 8};
        index["9"] = {1, 2, 3, 4, 5, 6, 7, 8, 9};
    end

end