-- Id: 3363

-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=3683

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--+------------------------------------------------------------------+
function Init()
    indicator:name("Kaufman efficiency ratio indicator");
    indicator:description("Kaufman efficiency ratio indicator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("Period", "Period", "", 10);

    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("clr", "Color", "Color", core.rgb(255, 255, 0));
end

local first;
local source = nil;
local Period;
local DiffPrice;
local KER=nil;

function Prepare(nameOnly)
    source = instance.source;
    Period=instance.parameters.Period;
    first = source:first()+2;
    DiffPrice = instance:addInternalStream(first, 0);
    local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Period .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
	
    KER = instance:addStream("KER", core.Bar, name .. ".KER", "KER", instance.parameters.clr, first+Period);
    KER:setPrecision(math.max(2, instance.source:getPrecision()));
end

function Update(period, mode)
   if period>first then
    DiffPrice[period]=math.abs(source.close[period]-source.close[period-1]);
   end
   if period>first+Period then
    local Vol=core.avg(DiffPrice,core.rangeTo(period,Period));
    if Vol~=0 then
     KER[period]=math.abs(source.close[period]-source.close[period-Period])/Vol;
    else
     KER[period]=nil;
    end 
   end 
end