-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=73501

--+------------------------------------------------------------------------------------------------+
--|                                                            Copyright © 2023, Gehtsoft USA LLC  | 
--|                                                                         http://fxcodebase.com  |
--+------------------------------------------------------------------------------------------------+
--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
--+------------------------------------------------------------------------------------------------+

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--|                                                             Patreon :  https://goo.gl/GdXWeN   |  
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-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
-- TODO: Add minimal and maximal value of numeric parameters and default color of the streams
function Init()
    indicator:name("Generic Laguerre");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
 
    indicator.parameters:addDouble("Gamma", "Gamma", "", 0.7);
    indicator.parameters:addInteger("Repetition", "Repetition Number", "", 4);	
	 indicator.parameters:addGroup("Line Style");	
    indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE);
	
	 indicator.parameters:addColor("color", "Line Color", "", core.rgb(0, 255, 255)); 
	 
    indicator.parameters:addGroup("Levels");	
    indicator.parameters:addDouble("Level1", "1. Level","", 0.8);
	indicator.parameters:addDouble("Level2", "2. Level","", 0.5); 
	indicator.parameters:addDouble("Level3", "3. Level","", 0.2);	
	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
-- 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 first;
local source = nil;
local Gamma;  
local L={};	
-- Routine
 function Prepare(nameOnly)   
 
    
	Gamma=instance.parameters.Gamma;
	Repetition=instance.parameters.Repetition;
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Gamma .. "," ..  Repetition .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	
 
	first=source:first() ; 
	
	for i= 1, Repetition, 1 do
	L[i] = instance:addInternalStream(0, 0); 
	end
	
	
    Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, first );
    Line:setPrecision(math.max(2, instance.source:getPrecision()));
    Line:setWidth(instance.parameters.width);
    Line:setStyle(instance.parameters.style);
    Line:addLevel(0);	

	Line:addLevel(instance.parameters.Level1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); 
	Line:addLevel(instance.parameters.Level2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); 
	Line:addLevel(instance.parameters.Level3, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color); 	
end


function Update(period, mode) 

	if period <= first
	or  not source:hasData(period) 
	then
	return;
	end
 
		
		for i= 1, Repetition, 1 do
			if i==1 then
			L[i][period] = (1 - Gamma) * source[period] + Gamma * L[i][period-1]
			else
			L[i][period] = -Gamma * L[i-1][period] + L[i-1][period-1] + Gamma * L[i][period-1];
			end
		end
 

        local  CU = 0;
        local CD = 0;

		for i= 1, Repetition-1, 1 do
			
			if (L[i][period] >= L[i+1][period]) then
			CU = CU +  L[i][period] - L[i+1][period];
			else
			CD = CD +  L[i+1][period] - L[i][period];
			end
		end
		     
 

	if (CU + CD ~=  0) then  	
	Line[period]= CU / (CU + CD);
	else
	Line[period]=Line[period-1];
	end
	
end

 


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--|                                                                    We appreciate your support. | 
--+------------------------------------------------------------------------------------------------+
--|                                                               Paypal: https://goo.gl/9Rj74e    |
--|                                                             Patreon :  https://goo.gl/GdXWeN   |  
--+------------------------------------------------------------------------------------------------+
--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
--+------------------------------------------------------------------------------------------------+


--+------------------------------------------------------------------------------------------------+
--|BitCoin                    : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF                                 |  
--|Ethereum                   : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D                         |  
--|SOL Address                : 4tJXw7JfwF3KUPSzrTm1CoVq6Xu4hYd1vLk3VF2mjMYh                       |
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--|SHIB Address               : 0x1817D9ebb000025609Bf5D61E269C64DC84DA735                         |              
--|Binance(ERC20 & BSC only)  : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c                         | 
--|BitCoin Cash               : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg                                 | 
--|LiteCoin                   : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD                                 |  
--+------------------------------------------------------------------------------------------------+