-- Available @ https://fxcodebase.com/code/viewtopic.php?f=17&t=74473

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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("Isotonic Regression");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Indicator); 
 
	
	 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, 255, 255)); 

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)   
 
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name()   .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

	first=source:first() ; 
	 
	
	
    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);	
 
end


function Update(period, mode)

 

	if period < first
	or  not source:hasData(period) 
	then	
	return;
	end 
	Line[period]= isotonicRegression(period, source);		
end

 
function isotonicRegression(period, data) 
  
   if period==first then
   return data[period];
   end
    -- Iterate over the remaining points

        local previous = Line[period-1];
        local current = source[period]

        -- Ensure monotonicity
        local result = math.max(previous,current )
  
    return result
end

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