-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=73207

--+------------------------------------------------------------------------------------------------+
--|                                                            Copyright © 2023, Gehtsoft USA LLC  | 
--|                                                                         http://fxcodebase.com  |
--+------------------------------------------------------------------------------------------------+
--|                                                                   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("FX Forecaster");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
 
    indicator.parameters:addInteger("Period", "Period", "", 10, 1, 2000);
    indicator.parameters:addInteger("Period1", "Fast MA", "", 9, 1, 2000);
    indicator.parameters:addInteger("Period2", "Slow MA", "", 45, 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("color1", "1. Line Color", "", core.rgb(0, 255, 0)); 
	 indicator.parameters:addColor("color2", "2. Line Color", "", core.rgb(255, 0, 0)); 
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;

	
-- Routine
 function Prepare(nameOnly)   
 
 	Period=instance.parameters.Period;   
	Period1=instance.parameters.Period1;
	Period2=instance.parameters.Period2;
	TF=instance.parameters.TF;
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Period.. "," ..  Period1.. "," ..  Period2  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	

	first=source:first()+Period ; 
	
	
	Value = instance:addInternalStream(0, 0);
 	Fish = instance:addInternalStream(0, 0);
	
	Indicator1= core.indicators:create("MVA", Fish, Period1);	
	Indicator2= core.indicators:create("MVA", Indicator1.DATA, Period2);	
	
	FIRST=math.max(Indicator1.DATA:first(), Indicator2.DATA:first());
	
    Line1 = instance:addStream("Line1", core.Line, name, "1. Line", instance.parameters.color1, FIRST );
    Line1:setPrecision(math.max(2, instance.source:getPrecision()));
    Line1:setWidth(instance.parameters.width);
    Line1:setStyle(instance.parameters.style);
    Line1:addLevel(0);	
 
    Line2 = instance:addStream("Line2", core.Line, name, "2. Line", instance.parameters.color2, FIRST );
    Line2:setPrecision(math.max(2, instance.source:getPrecision()));
    Line2:setWidth(instance.parameters.width);
    Line2:setStyle(instance.parameters.style);
    Line2:addLevel(0);	
end


function Update(period, mode)



	if period <= first
	or  not source:hasData(period) 
	then
	return;
	end
	

    local min, max=mathex.minmax(source, period-Period+1, period);	
	
	 Value[period]=0.33*2*((source.close[period]-min)/(max-min)-0.5) + 0.67*Value[period-1]
	 Value[period]=math.min(math.max(Value[period],-0.999),0.999)
	 Fish[period]=0.5*math.log((1+Value[period])/(1-Value[period]))+0.5*Fish[period-1]	
	  	
	Indicator1:update(mode);  
	Indicator2:update(mode); 

    if period<= FIRST then
    return;
    end 	
	
	
	Line1[period]=Indicator1.DATA[period];
	Line2[period]=Indicator2.DATA[period];	
end

 

--+------------------------------------------------------------------------------------------------+
--|                                                                    We appreciate your support. | 
--+------------------------------------------------------------------------------------------------+
--|                                                               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/ |
--+------------------------------------------------------------------------------------------------+


--+------------------------------------------------------------------------------------------------+
--|BitCoin                    : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF                                 |  
--|Ethereum                   : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D                         |  
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--|SHIB Address               : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735                         |              
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--|BitCoin Cash               : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg                                 | 
--|LiteCoin                   : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD                                 |  
--+------------------------------------------------------------------------------------------------+