--+------------------------------------------------------------------+
--|                               Copyright © 2020, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                           mario.jemic@gmail.com  |
--|                          https://AppliedMachineLearning.systems  |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  |
--|                                   Paypal: https://goo.gl/9Rj74e  |
--|                                  Patreon: https://goo.gl/GdXWeN  |
--+------------------------------------------------------------------+

function Init()
	indicator:name("MACD RSI Stochastic Dots")
	indicator:description("")
	indicator:requiredSource(core.Bar)
	indicator:type(core.Indicator)

	indicator.parameters:addGroup("MACD Calculation")
	indicator.parameters:addString("Price1", "Data Source", "", "close")
	indicator.parameters:addStringAlternative("Price1", "Open", "", "open")
	indicator.parameters:addStringAlternative("Price1", "High", "", "high")
	indicator.parameters:addStringAlternative("Price1", "Low", "", "low")
	indicator.parameters:addStringAlternative("Price1", "Close", "", "close")
	indicator.parameters:addStringAlternative("Price1", "Median", "", "median")
	indicator.parameters:addStringAlternative("Price1", "Typical", "", "typical")
	indicator.parameters:addStringAlternative("Price1", "Weighted ", "", "weighted")

	indicator.parameters:addInteger("SN", "Short EMA", "", 12, 2, 1000)
	indicator.parameters:addInteger("LN", "Long EMA", "", 26, 2, 1000)
	indicator.parameters:addInteger("IN", "Signal Line", "", 9, 2, 1000)

	indicator.parameters:addGroup("RSI Calculation")
	indicator.parameters:addString("Price2", "Data Source", "", "close")
	indicator.parameters:addStringAlternative("Price2", "Open", "", "open")
	indicator.parameters:addStringAlternative("Price2", "High", "", "high")
	indicator.parameters:addStringAlternative("Price2", "Low", "", "low")
	indicator.parameters:addStringAlternative("Price2", "Close", "", "close")
	indicator.parameters:addStringAlternative("Price2", "Median", "", "median")
	indicator.parameters:addStringAlternative("Price2", "Typical", "", "typical")
	indicator.parameters:addStringAlternative("Price2", "Weighted ", "", "weighted")
	indicator.parameters:addInteger("RP", "Period", "", 14, 2, 1000)

	indicator.parameters:addGroup("Stochastic Calculation")

	indicator.parameters:addInteger("K", "Number of periods for %K", "The number of periods for %K.", 5, 2, 1000)
	indicator.parameters:addInteger("SD", "%D slowing periods", "The number of periods for slow %D.", 3, 2, 1000)
	indicator.parameters:addInteger("D", "Number of periods for %D", "The number of periods for %D.", 3, 2, 1000)

	indicator.parameters:addString("MVAT_K", "Smoothing type for %K", "The type of smoothing algorithm for %K.", "MVA")
	indicator.parameters:addStringAlternative("MVAT_K", "MVA", "MVA", "MVA")
	indicator.parameters:addStringAlternative("MVAT_K", "EMA", "EMA", "EMA")
	indicator.parameters:addStringAlternative("MVAT_K", "MetaTrader", "The MetaTrader algorithm.", "MT")
	indicator.parameters:addStringAlternative("MVAT_K", "LWMA", "", "LWMA")
	indicator.parameters:addStringAlternative("MVAT_K", "KAMA", "", "KAMA")
	indicator.parameters:addStringAlternative("MVAT_K", "SMMA", "", "SMMA")
	indicator.parameters:addStringAlternative("MVAT_K", "TMA", "", "TMA")
	indicator.parameters:addStringAlternative("MVAT_K", "VIDYA", "", "VIDYA")
	indicator.parameters:addStringAlternative("MVAT_K", "WMA", "", "WMA")

	indicator.parameters:addString("MVAT_D", "Smoothing type for %D", "The type of smoothing algorithm for %D.", "MVA")
	indicator.parameters:addStringAlternative("MVAT_D", "MVA", "MVA", "MVA")
	indicator.parameters:addStringAlternative("MVAT_D", "EMA", "EMA", "EMA")
	indicator.parameters:addStringAlternative("MVAT_D", "LWMA", "", "LWMA")
	indicator.parameters:addStringAlternative("MVAT_D", "KAMA", "", "KAMA")
	indicator.parameters:addStringAlternative("MVAT_D", "SMMA", "", "SMMA")
	indicator.parameters:addStringAlternative("MVAT_D", "TMA", "", "TMA")
	indicator.parameters:addStringAlternative("MVAT_D", "VIDYA", "", "VIDYA")
	indicator.parameters:addStringAlternative("MVAT_D", "WMA", "", "WMA")

	indicator.parameters:addGroup("ADX Calculation")
	indicator.parameters:addInteger("Period", "Period", "", 14)
	indicator.parameters:addDouble("Alpha1", "Alpha1", "", 0.25)
	indicator.parameters:addDouble("Alpha2", "Alpha2", "", 0.33)
	indicator.parameters:addDouble("Level", "Level", "", 20)

	indicator.parameters:addGroup("CCI Calculation")
	indicator.parameters:addInteger("CCIPeriod", "Period", "", 14, 2, 1000)

	indicator.parameters:addGroup("SAR Calculation")
	indicator.parameters:addDouble("Step", "Step", "", 0.02)
	indicator.parameters:addDouble("Max", "Max", "", 0.2)

	indicator.parameters:addDouble("shift", "Shift for the dots, pips", "", 2);

	indicator.parameters:addGroup("Selector")
	indicator.parameters:addBoolean("One", "Use MACD Filter", "", true)
	indicator.parameters:addBoolean("Two", "Use RSI Filter", "", true)
	indicator.parameters:addBoolean("Three", "Use Stochastic Filter", "", true)
	indicator.parameters:addBoolean("Four", "Use CCI Filter", "", true)
	indicator.parameters:addBoolean("Fifth", "Use ADX Filter", "", true)
	indicator.parameters:addBoolean("Sixth", "Use PSAR Filter", "", true)

	indicator.parameters:addGroup("Style")
	indicator.parameters:addColor("Up", "Up color", "", core.rgb(0, 255, 0))
	indicator.parameters:addColor("Dn", "Down color", "", core.rgb(255, 0, 0))
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 Price1, Price2

local open = nil
local close = nil
local high = nil
local low = nil

local SN, LN, IN = nil
local MACD

local RSI
local RP

local SAR, Step, Max

local k
local d
local sd
local averageTypeK = nil
local averageTypeD = nil

local STOCHASTIC

local CCI, CCIPeriod
local One, Two, Three, Four, Fifth, Sixth
local Alpha1, Alpha2, Period, ADX, Level, shift
local stream;

function Prepare(nameOnly)
	k = instance.parameters.K
	d = instance.parameters.D
	sd = instance.parameters.SD
	CCIPeriod = instance.parameters.CCIPeriod

	averageTypeK = instance.parameters.MVAT_K
	averageTypeD = instance.parameters.MVAT_D

	RP = instance.parameters.RP
	IN = instance.parameters.IN
	SN = instance.parameters.SN
	LN = instance.parameters.LN
	Price1 = instance.parameters.Price1
	Price2 = instance.parameters.Price2

	Alpha1 = instance.parameters.Alpha1
	Alpha2 = instance.parameters.Alpha2
	Period = instance.parameters.Period
	Level = instance.parameters.Level

	One = instance.parameters.One
	Two = instance.parameters.Two
	Three = instance.parameters.Three
	Four = instance.parameters.Four
	Fifth = instance.parameters.Fifth
	Sixth = instance.parameters.Sixth

	Step = instance.parameters.Step
	Max = instance.parameters.Max

	if (LN <= SN) then
		error("The short EMA period must be smaller than long EMA period")
	end

	assert(core.indicators:findIndicator("SMOOTHED_ADX") ~= nil, "Please, download and install SMOOTHED_ADX.LUA indicator")

	source = instance.source

	local name = profile:id() .. "(" .. source:name() .. ", " .. source:barSize() .. " MACD:  " .. Price1 .. ", " .. SN .. ", " .. LN .. ", " .. IN ..
		" RSI: " .. Price2 .. ", " .. RP .. " Stochastic: " .. k .. ", " .. sd .. ", " .. d .. ", " .. averageTypeK .. ", " .. averageTypeD .. 
		" CCI: " .. CCIPeriod .. " ADX: " .. Period .. ", " .. Alpha1 .. ", " .. Alpha2 .. ")"
	instance:name(name)

	if (nameOnly) then
		return
	end

	MACD = core.indicators:create("MACD", source[Price1], SN, LN, IN)
	RSI = core.indicators:create("RSI", source[Price2], RP)
	STOCHASTIC = core.indicators:create("STOCHASTIC", source, k, sd, d, averageTypeK, averageTypeD)
	CCI = core.indicators:create("CCI", source, CCIPeriod)
	ADX = core.indicators:create("SMOOTHED_ADX", source, Period, Alpha1, Alpha2)
	SAR = core.indicators:create("SAR", source, Step, Max)
	first = math.max(RSI.DATA:first(), MACD.SIGNAL:first(), STOCHASTIC.D:first(), CCI.DATA:first(), ADX.DATA:first())
	shift = instance.parameters.shift;

	stream = instance:addStream("stream", core.Dot, "Out", "Out", core.rgb(0, 0, 0), 0, 0);
end

-- Indicator calculation routine
function Update(period, mode)
	MACD:update(mode)
	RSI:update(mode)
	STOCHASTIC:update(mode)
	CCI:update(mode)
	ADX:update(mode)
	SAR:update(mode)

	if period < first then
		return
	end

	local ONE = nil
	local TWO = nil
	local THREE = nil
	local FOUR = nil
	local FIVE = 0
	local SIX = nil

	if One then
		if MACD.MACD[period] > MACD.SIGNAL[period] then
			ONE = true
		elseif MACD.MACD[period] < MACD.SIGNAL[period] then
			ONE = false
		end
	end

	if Two then
		if RSI.DATA[period] > 50 then
			TWO = true
		elseif RSI.DATA[period] < 50 then
			TWO = false
		end
	end

	if Three then
		if STOCHASTIC.K[period] > STOCHASTIC.D[period] then
			THREE = true
		elseif STOCHASTIC.K[period] < STOCHASTIC.D[period] then
			THREE = false
		end
	end

	if Four then
		if CCI.DATA[period] > 0 then
			FOUR = true
		elseif CCI.DATA[period] < 0 then
			FOUR = false
		end
	end

	if Fifth then
		if ADX.ADX[period] > Level then
			if ADX.DIP[period] > Level and ADX.DIP[period] > ADX.DIM[period] then
				FIVE = 1
			elseif ADX.DIM[period] > Level and ADX.DIP[period] < ADX.DIM[period] then
				FIVE = -1
			else
				FIVE = 0
			end
		else
			FIVE = 0
		end
	else
		FIVE = 0
	end

	if Sixth then
		if SAR.DN:hasData(period) then
			SIX = true
		elseif SAR.UP:hasData(period) then
			SIX = false
		end
	end

	if (ONE == true or One == false) and (TWO == true or Two == false) and (THREE == true or Three == false) and
			(FOUR == true or Four == false) and
			(FIVE == 1 or Fifth == false) and
			(SIX == true or Sixth == false)
	 then
		stream[period] = source.high[period] + shift * source:pipSize();
		stream:setColor(period, instance.parameters.Up)
	elseif (ONE == false or One == false) and (TWO == false or Two == false) and (THREE == false or Three == false) and
			(FOUR == false or Four == false) and
			(FIVE == -1 or Fifth == false) and
			(SIX == false or Sixth == false)
	 then
		stream[period] = source.low[period] - shift * source:pipSize();
		stream:setColor(period, instance.parameters.Dn)
	end
end