-- Id: 19744
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=1719

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function Init()
    indicator:name("Bigger timeframe Flat/Trend indicator");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addString("BS", "Time frame to calculate indicator", "", "D1");
    indicator.parameters:setFlag("BS", core.FLAG_PERIODS);
    indicator.parameters:addInteger("MACD_Fast", "MACD_Fast", "Period for fast MACD", 12);
    indicator.parameters:addInteger("MACD_Slow", "MACD_Slow", "Period for slow MACD", 26);
    indicator.parameters:addInteger("MACD_MA", "MACD_MA", "Period for signal MACD", 9);

    indicator.parameters:addGroup("Display");
    indicator.parameters:addColor("clrUP", "UP trend", "UP trend", core.rgb(0, 255, 0));
    indicator.parameters:addColor("clrDN", "DN trend", "DN trend", core.rgb(255, 0, 0));
    indicator.parameters:addColor("clrFL", "Flat", "Flat", core.rgb(0, 0, 255));

end

local source;                   -- the source
local bf_data = nil;          -- the high/low data
local MACD_Fast;
local MACD_Slow;
local MACD_MA;
local BS;
local bf_length;                 -- length of the bigger frame in seconds
local dates;                    -- candle dates
local host;
local buffUP=nil;
local buffDN=nil;
local buffFL=nil;
local day_offset;
local week_offset;
local extent;
local FlatTrend;

function Prepare(nameOnly)
    source = instance.source;
    host = core.host;

    day_offset = host:execute("getTradingDayOffset");
    week_offset = host:execute("getTradingWeekOffset");

    BS = instance.parameters.BS;
    MACD_Fast = instance.parameters.MACD_Fast;
    MACD_Slow = instance.parameters.MACD_Slow;
    MACD_MA = instance.parameters.MACD_MA;
    extent = MACD_Slow*2;
	
	local name = profile:id() .. "(" .. source:name() .. "," .. BS .. "," .. MACD_Fast .. "," .. MACD_Slow .. "," .. MACD_MA .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
	 assert(core.indicators:findIndicator("FLATTREND") ~= nil, "Please, download and install FLATTREND.LUA indicator");    

    local s, e, s1, e1;

    s, e = core.getcandle(source:barSize(), core.now(), 0, 0);
    s1, e1 = core.getcandle(BS, core.now(), 0, 0);
    assert ((e - s) <= (e1 - s1), "The chosen time frame must be bigger than the chart time frame!");
    bf_length = math.floor((e1 - s1) * 86400 + 0.5);

    
	 
    buffUP = instance:addStream("UP", core.Bar, name .. ".UP", "UP", instance.parameters.clrUP, 0);
    buffDN = instance:addStream("DN", core.Bar, name .. ".DN", "DN", instance.parameters.clrDN, 0);
    buffFL = instance:addStream("FL", core.Bar, name .. ".Flat", "Flat", instance.parameters.clrFL, 0);
	
	buffUP:setPrecision(math.max(2, instance.source:getPrecision()));
	buffDN:setPrecision(math.max(2, instance.source:getPrecision()));
	buffFL:setPrecision(math.max(2, instance.source:getPrecision()));
end


local loading = false;
local loadingFrom, loadingTo;
local pday = nil;

-- the function which is called to calculate the period
function Update(period, mode)
    -- get date and time of the hi/lo candle in the reference data
    local bf_candle;
    bf_candle = core.getcandle(BS, source:date(period), day_offset, week_offset);

    -- if data for the specific candle are still loading
    -- then do nothing
    if loading and bf_candle >= loadingFrom and (loadingTo == 0 or bf_candle <= loadingTo) then
        return ;
    end

    -- if the period is before the source start
    -- the do nothing
    if period < source:first() then
        return ;
    end

    -- if data is not loaded yet at all
    -- load the data
    if bf_data == nil then
        -- there is no data at all, load initial data
        local to, t;
        local from;

        if (source:isAlive()) then
            -- if the source is subscribed for updates
            -- then subscribe the current collection as well
            to = 0;
        else
            -- else load up to the last currently available date
            t, to = core.getcandle(BS, source:date(period), day_offset, week_offset);
        end

        from = core.getcandle(BS, source:date(source:first()), day_offset, week_offset);
        buffUP:setBookmark(1, period);
        -- shift so the bigger frame data is able to provide us with the stoch data at the first period
        from = math.floor(from * 86400 - (bf_length * extent) + 0.5) / 86400;
        local nontrading, nontradingend;
        nontrading, nontradingend = core.isnontrading(from, day_offset);
        if nontrading then
            -- if it is non-trading, shift for two days to skip the non-trading periods
            from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400;
        end
        loading = true;
        loadingFrom = from;
        loadingTo = to;
        bf_data = host:execute("getHistory", 1, source:instrument(), BS, loadingFrom, to, source:isBid());
        FlatTrend = core.indicators:create("FLATTREND", bf_data.close, MACD_Fast, MACD_Slow, MACD_MA);
        return ;
    end

    -- check whether the requested candle is before
    -- the reference collection start
    if (bf_candle < bf_data:date(0)) then
        buffUP:setBookmark(1, period);
        if loading then
            return ;
        end
        -- shift so the bigger frame data is able to provide us with the stoch data at the first period
        from = math.floor(bf_candle * 86400 - (bf_length * extent) + 0.5) / 86400;
        local nontrading, nontradingend;
        nontrading, nontradingend = core.isnontrading(from, day_offset);
        if nontrading then
            -- if it is non-trading, shift for two days to skip the non-trading periods
            from = math.floor((from - 2) * 86400 - (bf_length * extent) + 0.5) / 86400;
        end
        loading = true;
        loadingFrom = from;
        loadingTo = bf_data:date(0);
        host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo);
        return ;
    end

    -- check whether the requested candle is after
    -- the reference collection end
    if (not(source:isAlive()) and bf_candle > bf_data:date(bf_data:size() - 1)) then
        buffUP:setBookmark(1, period);
        if loading then
            return ;
        end
        loading = true;
        loadingFrom = bf_data:date(bf_data:size() - 1);
        loadingTo = bf_candle;
        host:execute("extendHistory", 1, bf_data, loadingFrom, loadingTo);
        return ;
    end

    FlatTrend:update(mode);
    local p;
    p = findDateFast(bf_data, bf_candle, true);
    if p == -1 then
        return ;
    end
    if FlatTrend:getStream(0):hasData(p) then
        buffUP[period] = FlatTrend:getStream(0)[p];
    end
    if FlatTrend:getStream(1):hasData(p) then
        buffDN[period] = FlatTrend:getStream(1)[p];
    end
    if FlatTrend:getStream(2):hasData(p) then
        buffFL[period] = FlatTrend:getStream(2)[p];
    end
end

-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
    local period;

    pday = nil;
    period = buffUP:getBookmark(1);

    if (period < 0) then
        period = 0;
    end
    loading = false;
    instance:updateFrom(period);
end

function findDateFast(stream, date, precise)
    local datesec = nil;
    local periodsec = nil;
    local min, max, mid;

    datesec = math.floor(date * 86400 + 0.5)

    min = 0;
    max = stream:size() - 1;

    while true do
        mid = math.floor((min + max) / 2);
        periodsec = math.floor(stream:date(mid) * 86400 + 0.5);
        if datesec == periodsec then
            return mid;
        elseif datesec > periodsec then
            min = mid + 1;
        else
            max = mid - 1;
        end
        if min > max then
            if precise then
                return -1;
            else
                return min - 1;
            end
        end
    end
end