-- Id: 12338
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=3696

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

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("SignalPeriod", "SignalPeriod", "", 15);
    indicator.parameters:addString("BS", "Time frame", "", "D1");
    indicator.parameters:setFlag("BS", core.FLAG_PERIODS);

    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("UP", "Color for UP", "Color for UP", core.rgb(0,255,0));
    indicator.parameters:addColor("DN", "Color for DN", "Color for DN", core.rgb(255,0,0));
    indicator.parameters:addColor("SignalClr", "Color for Signal line", "Color for Signal line", core.rgb(255,255,0));
end

local source;                   -- the source
local bf_data = nil;          -- the high/low data
local BS;
local bf_length;                 -- length of the bigger frame in seconds
local dates;                    -- candle dates
local host;
local day_offset;
local week_offset;
local extent;
local up;
local down;
local UpBars;
local DnBars;
local Signal=nil;
local Bars;
local SignalPeriod;
local first;

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

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

    BS = instance.parameters.BS;
    SignalPeriod = instance.parameters.SignalPeriod;
    extent = 20;

    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);

    local name = profile:id() .. "(" .. source:name() .. "," .. BS .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    Bars = instance:addInternalStream(first, 0);
    UpBars = instance:addStream("UpBars", core.Bar, name .. ".UP", "UP", instance.parameters.UP, 0);
    UpBars:setPrecision(math.max(2, instance.source:getPrecision()));
    DnBars = instance:addStream("DnBars", core.Bar, name .. ".DN", "DN", instance.parameters.DN, 0);
    DnBars:setPrecision(math.max(2, instance.source:getPrecision()));
    Signal = instance:addStream("Signal", core.Line, name .. ".Signal", "Signal", instance.parameters.SignalClr, 0);
    Signal: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);
        UpBars: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());
        return ;
    end

    -- check whether the requested candle is before
    -- the reference collection start
    if (bf_candle < bf_data:date(0)) then
        UpBars: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
        UpBars: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

    local p;
    p = core.findDate (bf_data, bf_candle, true);
    if p == -1 then
        return ;
    end
    
    local bf_candle2;
    if period<source:size()-1 then
     bf_candle2 = core.getcandle(BS, source:date(period+1), day_offset, week_offset);
    else
     bf_candle2=bf_candle;
    end 
    local p2;
    p2 = core.findDate (bf_data, bf_candle2, true);
    if p2 == -1 then
        return ;
    end
    local ii;
    local UP_Count=0;
    local DN_Count=0;
    for ii=p,p2-1,1 do
     if bf_data.open[ii]<bf_data.close[ii] then
      UP_Count=UP_Count+1;
     elseif bf_data.open[ii]>bf_data.close[ii] then
      DN_Count=DN_Count+1;
     end
    end
    Bars[period]=UP_Count-DN_Count;
    if Bars[period]>0 then
     UpBars[period]=Bars[period];
     DnBars[period]=nil; 
    elseif Bars[period]<0 then
     DnBars[period]=Bars[period];
     UpBars[period]=nil; 
    end 
    
    if period>first+SignalPeriod then
     Signal[period]=core.avg(Bars,core.rangeTo(period,SignalPeriod));
    end
    
end

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

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

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