-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=32542
-- Id: 8618

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function Init()
    indicator:name("Laguerre volume oscillator");
    indicator:description("Laguerre volume oscillator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
    
    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addDouble("gamma", "gamma", "", 0.618);
    indicator.parameters:addDouble("HighLevel", "HighLevel", "", 0.75);
    indicator.parameters:addDouble("MiddleLevel", "MiddleLevel", "", 0.5);
    indicator.parameters:addDouble("LowLevel", "LowLevel", "", 0.25);

    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("clr", "Color", "Color", core.rgb(255, 255, 0));
    indicator.parameters:addColor("Lclr", "Level color", "Level color", core.rgb(128, 128, 128));
    indicator.parameters:addInteger("widthLinReg", "Line width", "Line width", 1, 1, 5);
    indicator.parameters:addInteger("styleLinReg", "Line style", "Line style", core.LINE_SOLID);
    indicator.parameters:setFlag("styleLinReg", core.FLAG_LINE_STYLE);
end

local first;
local source = nil;
local gamma;
local HighLevel;
local MiddleLevel;
local LowLevel;
local L0, L1, L2, L3;
local LV=nil;

function Prepare(nameOnly)
    source = instance.source;
    gamma=instance.parameters.gamma;
    HighLevel=instance.parameters.HighLevel;
    MiddleLevel=instance.parameters.MiddleLevel;
    LowLevel=instance.parameters.LowLevel;
    first = source:first()+2;
    local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.gamma .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    L0=instance:addInternalStream(first, 0);
    L1=instance:addInternalStream(first, 0);
    L2=instance:addInternalStream(first, 0);
    L3=instance:addInternalStream(first, 0);
    LV = instance:addStream("LV", core.Line, name .. ".LV", "LV", instance.parameters.clr, first);
    LV:setPrecision(math.max(2, instance.source:getPrecision()));
    LV:setWidth(instance.parameters.widthLinReg);
    LV:setStyle(instance.parameters.styleLinReg);
    LV:addLevel(HighLevel, core.LINE_DASH, 1, instance.parameters.Lclr);
    LV:addLevel(MiddleLevel, core.LINE_DASH, 1, instance.parameters.Lclr);
    LV:addLevel(LowLevel, core.LINE_DASH, 1, instance.parameters.Lclr);
end

function Update(period, mode)
   if period>first then
    L0[period]=(1-gamma)*source.volume[period]+gamma*L0[period-1];
    L1[period]=L0[period-1]+gamma*(L1[period-1]-L0[period]);
    L2[period]=L1[period-1]+gamma*(L2[period-1]-L1[period]);
    L3[period]=L2[period-1]+gamma*(L3[period-1]-L2[period]);
    local CU, CD = 0, 0;
    if L0[period]>=L1[period] then
     CU=L0[period]-L1[period];
    else
     CD=L1[period]-L0[period];
    end
    if L1[period]>=L2[period] then
     CU=CU+L1[period]-L2[period];
    else
     CD=CD+L2[period]-L1[period];
    end
    if L2[period]>=L3[period] then
     CU=CU+L2[period]-L3[period];
    else
     CD=CD+L3[period]-L2[period];
    end
    if CU+CD~=0 then
     LV[period]=CU/(CU+CD);
    else
     LV[period]=0;
    end
   elseif period==first then
    L0[period]=source.volume[period]; 
    L1[period]=source.volume[period]; 
    L2[period]=source.volume[period]; 
    L3[period]=source.volume[period]; 
   end 
end