-- Id: 5243
-- More information about this indicator can be found at:
-- http://fxcodebase.com/

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function Init()
    indicator:name("MACD Divergence")
    indicator:description("")
    indicator:requiredSource(core.Bar)
    indicator:type(core.Oscillator)
    indicator.parameters:addGroup("Calculation")
    indicator.parameters:addInteger("MACD_Short", "Period of short EMA for MACD", "", 12)
    indicator.parameters:addInteger("MACD_Long", "Period of long EMA for MACD", "", 26)
    indicator.parameters:addInteger("MACD_Signal", "Signal period of MACD", "", 9)
    indicator.parameters:addBoolean(
        "I",
        "Indicator mode",
        "Keep true value to display labels and lines. Set this parameter to false when the indicator is used in another indicator.",
        true
    )
    indicator.parameters:addGroup("Style")
    indicator.parameters:addColor("UP_D_color", "Color of Uptrend Divergence line", "", core.rgb(0, 128, 0))
    indicator.parameters:addColor("DN_D_color", "Color of Downtrend Divergence line", "", core.rgb(128, 0, 0))
    indicator.parameters:addColor("UP_color", "Color of Uptrend", "", core.rgb(255, 0, 0))
    indicator.parameters:addColor("DN_color", "Color of Downtend", "", core.rgb(0, 255, 0))
    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)

    indicator.parameters:addGroup("Zero Line")

    indicator.parameters:addColor("zero_color", "Line Color", "", core.rgb(128, 128, 128))
    indicator.parameters:addInteger("zero_width", "Line width", "", 1, 1, 5)
    indicator.parameters:addInteger("zero_style", "Line Style", "", core.LINE_SOLID)
    indicator.parameters:setFlag("zero_style", core.FLAG_LEVEL_STYLE)
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local I
local DD
local UP_color
local DN_color

local first
local source = nil

-- Streams block
local D = nil
local UP = nil
local DN = nil
local MACD = nil
local lineid = nil
local Zero
-- Routine
function Prepare(nameOnly)
    I = instance.parameters.I
    DD = instance.parameters.DD
    UP_color = instance.parameters.UP_color
    DN_color = instance.parameters.DN_color
    source = instance.source

    local name =
        profile:id() ..
        "(" ..
            source:name() ..
                ", " ..
                    instance.parameters.MACD_Short ..
                        ", " .. instance.parameters.MACD_Long .. ", " .. instance.parameters.MACD_Signal .. ")"
    instance:name(name)
    if nameOnly then
        return;
    end
    MACD = 
        core.indicators:create(
        "MACD",
        source.close,
        instance.parameters.MACD_Short,
        instance.parameters.MACD_Long,
        instance.parameters.MACD_Signal
    )
    first = MACD.HISTOGRAM:first()
    D = instance:addStream("MACD", core.Bar, name .. ".MACD", "MACD", instance.parameters.UP_D_color, first, -1)
    D:setPrecision(math.max(2, instance.source:getPrecision()));
    if I then
        UP =
            instance:createTextOutput(
            "Up",
            "Up",
            "Wingdings",
            10,
            core.H_Center,
            core.V_Top,
            instance.parameters.UP_color,
            -1
        )
        DN =
            instance:createTextOutput(
            "Dn",
            "Dn",
            "Wingdings",
            10,
            core.H_Center,
            core.V_Bottom,
            instance.parameters.DN_color,
            -1
        )
    else
        UP = instance:addStream("UP", core.Bar, name .. ".UP", "UP", instance.parameters.UP_D_color, first, -1)
    UP:setPrecision(math.max(2, instance.source:getPrecision()));
        DN = instance:addStream("DN", core.Bar, name .. ".DN", "DN", instance.parameters.DN_D_color, first, -1)
    DN:setPrecision(math.max(2, instance.source:getPrecision()));
    end

    D:addLevel(0, instance.parameters.zero_style, instance.parameters.zero_width, instance.parameters.zero_color)
end

local pperiod = nil
local pperiod1 = nil
local line_id = 0

-- Indicator calculation routine
function Update(period, mode)
    -- if recaclulation started - remove all
    if pperiod ~= nil and pperiod > period then
        core.host:execute("removeAll")
    end
    pperiod = period
    -- process only candles which are already closed closed.
    if pperiod1 ~= nil and pperiod1 == source:serial(period) then
        return
    end
    pperiod1 = source:serial(period)
    period = period - 1

    MACD:update(mode)
    if period >= first then
        D[period] = MACD.HISTOGRAM[period]
        if D[period] < 0 then
            D:setColor(period, instance.parameters.DN_D_color)
        else
            D:setColor(period, instance.parameters.UP_D_color)
        end
        if period >= first + 2 then
            processBullish(period - 2)
            processBearish(period - 2)
        end
    end
end

function processBullish(period)
    if isTrough(period) then
        local curr, prev
        curr = period
        prev = prevTrough(period)
        if prev ~= nil then
            if MACD.HISTOGRAM[curr] > MACD.HISTOGRAM[prev] and source.low[curr] < source.low[prev] then
                if I then
                    DN:set(curr, MACD.HISTOGRAM[curr], "\225", "Classic bullish")
                    line_id = line_id + 1
                    core.host:execute(
                        "drawLine",
                        line_id,
                        source:date(prev),
                        MACD.HISTOGRAM[prev],
                        source:date(curr),
                        MACD.HISTOGRAM[curr],
                        DN_color,
                        instance.parameters.styleLinReg,
                        instance.parameters.widthLinReg
                    )
                else
                    DN[period] = curr - prev
                end
            elseif MACD.HISTOGRAM[curr] < MACD.HISTOGRAM[prev] and source.low[curr] > source.low[prev] then
                if I then
                    DN:set(curr, MACD.HISTOGRAM[curr], "\225", "Reversal bullish")
                    line_id = line_id + 1
                    core.host:execute(
                        "drawLine",
                        line_id,
                        source:date(prev),
                        MACD.HISTOGRAM[prev],
                        source:date(curr),
                        MACD.HISTOGRAM[curr],
                        DN_color,
                        instance.parameters.styleLinReg,
                        instance.parameters.widthLinReg
                    )
                else
                    DN[period] = -(curr - prev)
                end
            end
        end
    end
end

function isTrough(period)
    local i
    if
        MACD.HISTOGRAM[period] < 0 and MACD.HISTOGRAM[period] < MACD.HISTOGRAM[period - 1] and
            MACD.HISTOGRAM[period] < MACD.HISTOGRAM[period + 1]
     then
        for i = period - 1, first, -1 do
            if MACD.HISTOGRAM[i] > 0 then
                return true
            elseif MACD.HISTOGRAM[period] > MACD.HISTOGRAM[i] then
                return false
            end
        end
    end
    return false
end

function prevTrough(period)
    local i
    for i = period - 5, first, -1 do
        if
            MACD.HISTOGRAM[i] <= MACD.HISTOGRAM[i - 1] and MACD.HISTOGRAM[i] < MACD.HISTOGRAM[i - 2] and
                MACD.HISTOGRAM[i] <= MACD.HISTOGRAM[i + 1] and
                MACD.HISTOGRAM[i] < MACD.HISTOGRAM[i + 2]
         then
            return i
        end
    end
    return nil
end

function processBearish(period)
    if isPeak(period) then
        local curr, prev
        curr = period
        prev = prevPeak(period)
        if prev ~= nil then
            if MACD.HISTOGRAM[curr] < MACD.HISTOGRAM[prev] and source.high[curr] > source.high[prev] then
                if I then
                    UP:set(curr, MACD.HISTOGRAM[curr], "\226", "Classic bearish")
                    line_id = line_id + 1
                    core.host:execute(
                        "drawLine",
                        line_id,
                        source:date(prev),
                        MACD.HISTOGRAM[prev],
                        source:date(curr),
                        MACD.HISTOGRAM[curr],
                        UP_color,
                        instance.parameters.styleLinReg,
                        instance.parameters.widthLinReg
                    )
                else
                    UP[period] = curr - prev
                end
            elseif MACD.HISTOGRAM[curr] > MACD.HISTOGRAM[prev] and source.high[curr] < source.high[prev] then
                if I then
                    UP:set(curr, MACD.HISTOGRAM[curr], "\226", "Reversal bearish")
                    line_id = line_id + 1
                    core.host:execute(
                        "drawLine",
                        line_id,
                        source:date(prev),
                        MACD.HISTOGRAM[prev],
                        source:date(curr),
                        MACD.HISTOGRAM[curr],
                        UP_color,
                        instance.parameters.styleLinReg,
                        instance.parameters.widthLinReg
                    )
                else
                    UP[period] = -(curr - prev)
                end
            end
        end
    end
end

function isPeak(period)
    local i
    if
        MACD.HISTOGRAM[period] > 0 and MACD.HISTOGRAM[period] > MACD.HISTOGRAM[period - 1] and
            MACD.HISTOGRAM[period] > MACD.HISTOGRAM[period + 1]
     then
        for i = period - 1, first, -1 do
            if MACD.HISTOGRAM[i] < 0 then
                return true
            elseif MACD.HISTOGRAM[period] < MACD.HISTOGRAM[i] then
                return false
            end
        end
    end
    return false
end

function prevPeak(period)
    local i
    for i = period - 5, first, -1 do
        if
            MACD.HISTOGRAM[i] >= MACD.HISTOGRAM[i - 1] and MACD.HISTOGRAM[i] > MACD.HISTOGRAM[i - 2] and
                MACD.HISTOGRAM[i] >= MACD.HISTOGRAM[i + 1] and
                MACD.HISTOGRAM[i] > MACD.HISTOGRAM[i + 2]
         then
            return i
        end
    end
    return nil
end