-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=67269
-- Id: 

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function Init()
    indicator:name("MACD price projection line");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Indicator);
    indicator:setTag("group", "Classic Oscillators");

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addDouble("SN", "Short MA PPeriod","", 12, 2, 1000);
    indicator.parameters:addDouble("LN", "Long MA Period", "", 26, 2, 1000);
    indicator.parameters:addDouble("IN", "Signal Line Period", "", 9, 2, 1000);
 
	
	
	indicator.parameters:addColor("color", "Projection Line Color","", core.rgb(128, 128, 128));
    indicator.parameters:addInteger("width", "Line Width","", 1, 1, 5);
    indicator.parameters:addInteger("style", "Line Style","", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE);
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local SN;
local LN;
local IN;

local first={}; 
local source = nil;

local EMAS = nil;
local EMAL = nil;
local MVAI = nil;

-- Streams block
local MACD = nil;
local SIGNAL = nil;
local HISTOGRAM = nil;
local k={};
local internal={};
local value={};
local Projection;
-- Routine
function Prepare(nameOnly)
    SN = instance.parameters.SN;
    LN = instance.parameters.LN;
    IN = instance.parameters.IN;
    source = instance.source;

    -- Check parameters
    if (LN <= SN) then
       error("The short EMA period must be smaller than long EMA period");
    end
	
	 k["SN"] = 2.0 / (SN + 1.0);
     k["LN"] = 2.0 / (LN + 1.0); 
     k["IN"] = 2.0 / (IN + 1.0);
	 
	 first["SN"]=  source:first()+math.floor(SN * 1.5);
	 first["LN"]=  source:first()+math.floor(LN * 1.5)
	 first["MACD"]=  math.max(first["SN"], first["LN"]);
	  first["SIGNAL"]= first["MACD"] + math.floor(IN * 1.5)
	 
    -- Base name of the indicator.
    local name = profile:id() .. "(" .. source:name() .. ", " .. SN .. ", " .. LN .. ", " .. IN .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    internal["SN"] = instance:addInternalStream(0, 0);
    internal["LN"] = instance:addInternalStream(0, 0);
    internal["IN"] = instance:addInternalStream(0, 0);

    local precision = math.max(2, source:getPrecision());
    
    -- Create the output stream for the MACD. The first period is equal to the
    -- biggest first period of source EMA streams
   
    MACD  = instance:addInternalStream(0, 0);
    SIGNAL = instance:addInternalStream(0, 0);
    HISTOGRAM  = instance:addInternalStream(0, 0);
	
	Projection = instance:addStream("Projection", core.Line, name .. ".Projection", "Projection", instance.parameters.color,  first["SIGNAL"],1);
    Projection:setWidth(instance.parameters.width);
    Projection:setStyle(instance.parameters.style);
    Projection:setPrecision(precision);
	
	 
 
end

-- Indicator calculation routine
function Update(period)

    value["SN"]=0;
	value["LN"]=0;
	value["IN"]=0;
	
    if (period == first["SN"]) then
            value["SN"] = source[period];
    else
            value["SN"] = internal["SN"][period - 1];
     end
		
	if (period == first["LN"]) then
            value["LN"] = source[period];
    else
            value["LN"] = internal["LN"][period - 1];
     end


   

    internal["SN"][period] = (1 - k["SN"]) * value["SN"] + k["SN"] * source[period];
	internal["LN"][period] = (1 - k["LN"]) * value["LN"] + k["LN"] * source[period];

	
    if (period< first["MACD"]) then
    return;
    end
	
         MACD[period] = internal["SN"][period] - internal["LN"][period];
  

    if (period < first["SIGNAL"]) then
	return;
	end
	
	
	 if (period == first["SIGNAL"]) then
            value["IN"] =  MACD[period];
    else
            value["IN"] = internal["IN"][period - 1];
     end	 
		
		
    internal["IN"][period] = (1 - k["IN"]) * value["IN"] + k["IN"] * MACD[period];
	
	
     SIGNAL[period] = internal["IN"][period];
        
     HISTOGRAM[period] = MACD[period] - SIGNAL[period];
	 
	 
	 --> Calculation for MACD Price Projection line
    --P.Price(time+1) = {{[SL(time)]-[(1-SF1)*EMA1(time)]+[(1-SF2)*EMA2(time)]}/(SF1-SF2)}
    --> (SIGNAL[period]-((1-k["SN"])*internal["SN"][period])+((1-k["LN"])*internal["LN"][period]))

	Projection[period+1]=(SIGNAL[period]-((1-k["SN"])*internal["SN"][period])+((1-k["LN"])*internal["LN"][period]))/(k["SN"]-k["LN"]);
 

end