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-- Available @ http://fxcodebase.com/code/viewtopic.php?f=17&t=25319 

-- 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("Custom MACD RSI Stochastic Overlay");
    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:addDouble("MB", "Buy Level", "", 0.0001);
	indicator.parameters:addDouble("MS", "Sell Level", "", -0.0001);
	
		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:addDouble("RB", "Buy Level", "", 70);
	indicator.parameters:addDouble("RS", "Sell Level", "", 30);
		
	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:addDouble("SB", "Buy Level", "", 50);
	indicator.parameters:addDouble("SS", "Sell Level", "", 50);

	
	indicator.parameters:addGroup("CCI Calculation");
	indicator.parameters:addInteger("CPeriod", "CCI Period", "CCI Period", 14);
	indicator.parameters:addDouble("CB", "Buy Level", "", 100);
	indicator.parameters:addDouble("CS", "Sell Level", "", -100)
	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:addGroup("Style");
	indicator.parameters:addColor("Up", "Up color", "", core.rgb(0, 255, 0));
	indicator.parameters:addColor("Dn", "Down color", "", core.rgb(255, 0, 0));
	indicator.parameters:addColor("No", "Neutral color", "", core.rgb(128, 128, 128));

	
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 SN, LN, IN= nil;
local MACD;

local RSI;
local RP;


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

local MB,MS ,RB,RS,SB,SS;

local STOCHASTIC;
local Signal;

local One, Two, Three, Four;


local  open=nil;
local  close=nil;
local  high=nil;
local  low=nil;
local CPeriod, CB,SC;
 

function Prepare()
    k = instance.parameters.K;
    d = instance.parameters.D;
    sd = instance.parameters.SD;
	
	CB = instance.parameters.CB;
	CS = instance.parameters.CS;
	CPeriod = instance.parameters.CPeriod;
	
	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;
	
	MB = instance.parameters.MB;
	MS = instance.parameters.MS;
	RB = instance.parameters.RB;
	RS = instance.parameters.RS;
	SB = instance.parameters.SB;
	SS = instance.parameters.SS;
	
	One= instance.parameters.One;
	Two= instance.parameters.Two;
	Three= instance.parameters.Three;
	Four= instance.parameters.Four;
	if (LN <= SN) then
       error("The short EMA period must be smaller than long EMA period");
    end
	

	source = instance.source;
	
	
	
		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, CPeriod);
   
    local name = profile:id() .. "(" .. source:name() .. ", "..source:barSize() 
	.." MACD:  ".. Price1 .. ", " .. SN..", " .. LN .. ", " .. IN 
	.." RSI: ".. Price2..", ".. RP
	.. " Stochastic: " .. k .. ", " .. sd .. ", " .. d .. ", " .. averageTypeK .. ", " .. averageTypeD
	.. " CCI: " .. CPeriod
	.. ")";
    instance:name(name);
	
	
	first= math.max(RSI.DATA:first(), MACD.SIGNAL:first(),STOCHASTIC.D:first(), CCI.DATA:first());

    Signal = instance:addInternalStream(source:first(), 0);	
	
	open = instance:addStream("openup", core.Line, name, "", core.rgb(0, 0, 0), first);
    high = instance:addStream("highup", core.Line, name, "", core.rgb(0, 0, 0), first);
    low = instance:addStream("lowup", core.Line, name, "", core.rgb(0, 0, 0), first);
    close = instance:addStream("closeup", core.Line, name, "", core.rgb(0, 0, 0), first);
    instance:createCandleGroup("OVERLAY", "OVERLAY", open, high, low, close);
	
		
end

-- Indicator calculation routine
function Update(period, mode)

	open[period] = source.open[period];
	close[period] = source.close[period];
	high[period] = source.high[period];
	low[period] = source.low[period];
	
	
			   MACD:update(mode);
			   RSI:update(mode);
			   STOCHASTIC:update(mode);
			   CCI:update(mode);
			   
	
			if period < first then
			return;
			end
	

    local ONE=nil;
	local TWO=nil;
	local THREE=nil;
	local FOUR=nil;
	
		if One then
			if MACD.MACD[period] > MB then
			ONE = true;
			elseif MACD.MACD[period] < MS  then
			ONE = false;
			end
        end
		
		if Two then
		   if RSI.DATA[period] > RB then
			TWO = true;
			elseif RSI.DATA[period] < RS then
			TWO = false;
			end  
		end
		
		if Three then
		    if STOCHASTIC.K[period] > SB then
			THREE = true;
			elseif STOCHASTIC.K[period] < SS then
			THREE = false;
			end  
		end
 		
		if Four then
		    if CCI.DATA[period] > CB then
			FOUR = true;
			elseif CCI.DATA[period] < CS then
			FOUR = false;
			end  
		end
		 
		
		if One == false   and  Two == false  and Three == false and Four == false then
		open:setColor(period, instance.parameters.No);	   
		elseif  (ONE == true or One == false)  and  ( TWO == true or Two == false) and ( THREE == true or Three == false)   and ( FOUR == true or Four == false)   then		
		open: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) then
		open:setColor(period, instance.parameters.Dn);
		else
		open:setColor(period, instance.parameters.No);
		end
		
	 
 end