-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=71733

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-- Indicator profile initialization routine

function Init()
    indicator:name("Improved RSI");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period", "Period", "", 14, 1, 2000);
 
 
	
	indicator.parameters:addGroup("Style"); 	
    indicator.parameters:addColor("color", "Line Color", "", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5);
	
	
	indicator.parameters:addGroup("Levels");	
    indicator.parameters:addDouble("Level1", "1. Level","", 1);
	indicator.parameters:addDouble("Level2", "2. Level","", -1)  
	indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128));
    indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5);
    indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID);
    indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE);	
	
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block

 
local Period; 
local first;
local source = nil;
 
local Oscillator;  
local PIx2;
-- Routine
 function Prepare(nameOnly)   
 
 
    Period= instance.parameters.Period;
	
	
	local Parameters= Period;
 
    local name = profile:id() .. "(" ..  instance.source:name() ..  ", " ..  Parameters .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

 	PIx2 = 2 * math.pi   
			
    source = instance.source; 
    first=source:first()+Period;
 
	Oscillator = instance:addStream("Oscillator" , core.Line, " Oscillator"," Oscillator",instance.parameters.color, first);
	Oscillator:setWidth(instance.parameters.width);
    Oscillator:setStyle(instance.parameters.style);
    Oscillator:setPrecision(math.max(2, source:getPrecision()));
	
	Oscillator:addLevel(0, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Oscillator:addLevel(instance.parameters.Level1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Oscillator:addLevel(instance.parameters.Level2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);	
end

-- Indicator calculation routine
function Update(period, mode)

 
	if period < first
	then
	return;
	end
	   
 
    local cu = 0.0
    local cd = 0.0
    for i = 1, Period, 1 do
    	change = source[period-i+1] - source[period - i]
    	absChange = math.abs(change)
    	cosPart = math.cos(PIx2 * i / (Period + 1))
    
    	if change < 0 then
    		cu = cu + (1 - cosPart) * absChange
    	elseif change > 0 then
    		cd = cd + (1 - cosPart) * absChange
        end
	end	
   
	
	
	
		
     Oscillator[period]= (cu - cd) / (cu + cd);
				  
end