-- Id: 12360
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=61075

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function Init()
    indicator:name("Hurst Bands");
    indicator:description("Hurst Bands");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
    indicator.parameters:addGroup("Calculation");	
    indicator.parameters:addInteger("length", "Length", "Length", 10, 1, 2000);
    indicator.parameters:addInteger("smooth", "MA Length for Close", "MA Length for Close", 1, 1, 2000);
	indicator.parameters:addDouble("InnerValue", "Inner Value", "Inner Value", 1.6);
    indicator.parameters:addDouble("OuterValue", "Outer Value", "Outer Value", 2.6);
    indicator.parameters:addDouble("ExtremeValue", "Extreme Value", "Extreme Value", 4.2);
	
	indicator.parameters:addBoolean("showExtremeBands", "Display Extreme Bands", "", true);
	indicator.parameters:addBoolean("showOuterBand", "Display OuterBand", "", true);
	indicator.parameters:addBoolean("showInnerBand", "Display InnerBand", "", true);
	indicator.parameters:addBoolean("showClosingPriceLine", "Plot Close price", "", true);
	
	indicator.parameters:addGroup("Style");	
    indicator.parameters:addColor("CenterLine_color", "Color of CenterLine", "Color of CenterLine", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE);
	
  
    indicator.parameters:addColor("UpperExtremeBand_color", "Color of UpperExtremeBand", "Color of UpperExtremeBand", core.rgb(0, 255, 255));
	indicator.parameters:addInteger("width3", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style3", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style3", core.FLAG_LINE_STYLE);
	
	
    indicator.parameters:addColor("LowerExtremeBand_color", "Color of LowerExtremeBand", "Color of LowerExtremeBand", core.rgb(0, 255, 255));
	indicator.parameters:addInteger("width4", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style4", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style4", core.FLAG_LINE_STYLE);
	
	
    indicator.parameters:addColor("UpperOuterBand_color", "Color of UpperOuterBand", "Color of UpperOuterBand", core.rgb(128, 128, 128));
	indicator.parameters:addInteger("width5", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style5", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style5", core.FLAG_LINE_STYLE);
	
    indicator.parameters:addColor("LowerOuterBand_color", "Color of LowerOuterBand", "Color of LowerOuterBand", core.rgb(128, 128, 128));
	indicator.parameters:addInteger("width6", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style6", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style6", core.FLAG_LINE_STYLE);
	
	
    indicator.parameters:addColor("UpperInnerBand_color", "Color of UpperInnerBand", "Color of UpperInnerBand", core.rgb(255, 255, 0));
	indicator.parameters:addInteger("width7", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style7", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style7", core.FLAG_LINE_STYLE);
	
	
    indicator.parameters:addColor("LowerInnerBand_color", "Color of LowerInnerBand", "Color of LowerInnerBand", core.rgb(255, 255, 0));
	indicator.parameters:addInteger("width8", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style8", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style8", core.FLAG_LINE_STYLE);
	
	
    indicator.parameters:addColor("FlowPrice_color", "Color of FlowPrice", "Color of FlowPrice", core.rgb(0, 0, 255));
	indicator.parameters:addInteger("width9", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style9", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style9", core.FLAG_LINE_STYLE);
	
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 length;
local InnerValue;
local OuterValue;
local ExtremeValue;
local showClosingPriceLine;
local showExtremeBands;
local smooth;
local first;
local source = nil;
 local displacement;
local FlowValue;
-- Streams block
local UpperExtremeBand = nil;
local LowerExtremeBand = nil;
local UpperOuterBand = nil;
local LowerOuterBand = nil;
local UpperInnerBand = nil;
local LowerInnerBand = nil;
local FlowPrice = nil;
local MVA;
local CMA;
local showOuterBand;
local showInnerBand;
-- Routine
function Prepare(nameOnly)
    length = instance.parameters.length;
	showOuterBand = instance.parameters.showOuterBand;
	showInnerBand = instance.parameters.showInnerBand;
	smooth = instance.parameters.smooth;
    InnerValue = instance.parameters.InnerValue;
    OuterValue = instance.parameters.OuterValue;
    ExtremeValue = instance.parameters.ExtremeValue;
	showExtremeBands = instance.parameters.showExtremeBands;
	showClosingPriceLine = instance.parameters.showClosingPriceLine;
	displacement = (length / 2) + 1
    source = instance.source;

    local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(length).. ", " .. tostring(smooth)  .. ", " .. tostring(InnerValue) .. ", " .. tostring(OuterValue) .. ", " .. tostring(ExtremeValue) .. ")";
    instance:name(name);

    if (not (nameOnly)) then
		MVA = core.indicators:create("MVA", source.median,length );
		first = MVA.DATA:first()+displacement;
        CMA = instance:addStream("CenterLine", core.Line, name .. ".CenterLine", "CenterLine", instance.parameters.CenterLine_color, first);
		CMA:setWidth(instance.parameters.width1);
        CMA:setStyle(instance.parameters.style1);
		
       
		if showExtremeBands then
        UpperExtremeBand = instance:addStream("UpperExtremeBand", core.Line, name .. ".UpperExtremeBand", "UpperExtremeBand", instance.parameters.UpperExtremeBand_color, first);
		UpperExtremeBand:setWidth(instance.parameters.width3);
        UpperExtremeBand:setStyle(instance.parameters.style3);
        LowerExtremeBand = instance:addStream("LowerExtremeBand", core.Line, name .. ".LowerExtremeBand", "LowerExtremeBand", instance.parameters.LowerExtremeBand_color, first);
		LowerExtremeBand:setWidth(instance.parameters.width4);
        LowerExtremeBand:setStyle(instance.parameters.style4);
		else
		UpperExtremeBand= instance:addInternalStream(0, 0);
		LowerExtremeBand= instance:addInternalStream(0, 0);
		end
		
		
		if showOuterBand then
        UpperOuterBand = instance:addStream("UpperOuterBand", core.Line, name .. ".UpperOuterBand", "UpperOuterBand", instance.parameters.UpperOuterBand_color, first);
		UpperOuterBand:setWidth(instance.parameters.width5);
        UpperOuterBand:setStyle(instance.parameters.style5);
		
        LowerOuterBand = instance:addStream("LowerOuterBand", core.Line, name .. ".LowerOuterBand", "LowerOuterBand", instance.parameters.LowerOuterBand_color, first);
		LowerOuterBand:setWidth(instance.parameters.width6);
        LowerOuterBand:setStyle(instance.parameters.style6);
		
		else
		UpperOuterBand= instance:addInternalStream(0, 0);
		LowerOuterBand= instance:addInternalStream(0, 0);
		end
		
		
		if showInnerBand then
        UpperInnerBand = instance:addStream("UpperInnerBand", core.Line, name .. ".UpperInnerBand", "UpperInnerBand", instance.parameters.UpperInnerBand_color, first);
		UpperInnerBand:setWidth(instance.parameters.width7);
        UpperInnerBand:setStyle(instance.parameters.style7);
		
        LowerInnerBand = instance:addStream("LowerInnerBand", core.Line, name .. ".LowerInnerBand", "LowerInnerBand", instance.parameters.LowerInnerBand_color, first);
		LowerInnerBand:setWidth(instance.parameters.width8);
        LowerInnerBand:setStyle(instance.parameters.style8);
		else
		LowerInnerBand= instance:addInternalStream(0, 0);
		UpperInnerBand= instance:addInternalStream(0, 0);
		end
		
		FlowValue= instance:addInternalStream(0, 0)
		SMA= core.indicators:create("MVA", FlowValue,smooth );
		
		
		if showClosingPriceLine then
        FlowPrice = instance:addStream("FlowPrice", core.Line, name .. ".FlowPrice", "FlowPrice", instance.parameters.FlowPrice_color, SMA.DATA:first());
		FlowPrice:setWidth(instance.parameters.width9);
        FlowPrice:setStyle(instance.parameters.style9);
		else
		FlowPrice= instance:addInternalStream(0, 0);
		end
    end
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode)


    MVA:update(mode);
    if period  < first or not source:hasData(period) then
	return;
	end
	
	
	CMA[period]= MVA.DATA[period-displacement];
	
	
	local ExtremeBand = CMA[period] * ExtremeValue / 100
    local OuterBand   = CMA[period] * OuterValue / 100
    local InnerBand   = CMA[period] * InnerValue / 100
	
	
	UpperExtremeBand[period]= CMA[period] +ExtremeBand;
	LowerExtremeBand[period]= CMA[period] -ExtremeBand;	
	UpperOuterBand[period]=    CMA[period] + OuterBand;
	LowerOuterBand[period]=    CMA[period] - OuterBand;
	UpperInnerBand[period]=   CMA[period] + InnerBand;
	LowerInnerBand[period]=    CMA[period] - InnerBand;



	 if source.close[period] > source.close[period-1] then
	 FlowValue[period]=  source.high[period];
	 elseif source.close[period] < source.close[period-1] then
	 FlowValue[period]= source.low [period]
	 else
	 FlowValue[period]=source.median[period]
	 end
	 
	 
     SMA:update(mode); 
	 if period < SMA.DATA:first() then
	 return;
	 end

        FlowPrice[period] = SMA.DATA[period];
   
end