-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=1050

--+------------------------------------------------------------------+
--|                               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  |
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |
--|                BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg  |
--|           Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D  |
--|                   LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD  |
--+------------------------------------------------------------------+

local Modules = {};

function Init()
	indicator:name("Moving Average Convergence/Divergence")
	indicator:description("A trend-following momentum indicator that shows the relationship between two moving averages of prices.")
	indicator:requiredSource(core.Tick)
	indicator:type(core.Oscillator)

	indicator.parameters:addGroup("Selection")
	indicator.parameters:addBoolean("H", "Histogram On", "", true)
	indicator.parameters:addBoolean("M", "Macd On", "", true)
	indicator.parameters:addBoolean("S", "Signal On", "", true)

	indicator.parameters:addGroup("Calculation")
	indicator.parameters:addInteger("SN", "Short EMA", "The period of the short EMA.", 12, 2, 1000)
	indicator.parameters:addInteger("LN", "Long EMA", "The period of the long EMA.", 26, 2, 1000)
	indicator.parameters:addInteger("IN", "Signal line", "The number of periods for the signal line.", 9, 2, 1000)

	indicator.parameters:addGroup("Style")
	indicator.parameters:addColor("MACD_color", "MACD color", "The color of MACD.", core.rgb(255, 0, 0))
	indicator.parameters:addColor("SIGNAL_color", "Signal color", "The color of SIGNAL.", core.rgb(0, 0, 255))

	indicator.parameters:addColor("UP", "Up Histogram  in Up Trend", "The color of Up Histogram.", core.rgb(0, 255, 0))
	indicator.parameters:addColor("UPDOWN", "Down Histogram in Up Trend", "The color of Up Histogram.", core.rgb(0, 200, 0))

	indicator.parameters:addColor("DOWNUP", "Up Histogram in Down Trend", "The color of Down Histogram.", core.rgb(255, 0, 0))
	indicator.parameters:addColor("DOWN", "Down Histogram in Down Trend", "The color of Down Histogram.", core.rgb(200, 0, 0))
	signaler:Init(indicator.parameters);
end

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

local firstPeriodMACD

local firstPeriodSIGNAL
local source = nil

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

-- Streams block
local MACD = nil
local SIGNALOUT = nil
local SIGNAL = nil
local HISTOGRAM = nil
local OUT

-- Routine
function Prepare(nameOnly)
	signaler:Prepare(nameOnly);
	SN = instance.parameters.SN
	LN = instance.parameters.LN
	IN = instance.parameters.IN
	M = instance.parameters.M
	H = instance.parameters.H
	S = instance.parameters.S
	source = instance.source

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

	-- Base name of the indicator.
	local name = profile:id() .. "(" .. source:name() .. ", " .. SN .. ", " .. LN .. ", " .. IN .. ")"
	instance:name(name)
	if nameOnly then
		return
	end
	-- Create short and long EMAs for the source
	EMAS = core.indicators:create("EMA", source, SN)
	EMAL = core.indicators:create("EMA", source, LN)

	MACD = instance:addInternalStream(0, 0)
	SIGNAL = instance:addInternalStream(0, 0)

	-- Create the output stream for the MACD. The first period is equal to the
	-- biggest first period of source EMA streams
	firstPeriodMACD = EMAL.DATA:first()
	OUT = instance:addStream("MACD", core.Line, name .. ".MACD", "MACD", instance.parameters.MACD_color, firstPeriodMACD)

	OUT:setPrecision(math.max(2, instance.source:getPrecision()))

	-- Create MVA for the MACD output stream.
	MVAI = core.indicators:create("MVA", MACD, IN)
	-- Create output for the signal and histogram
	firstPeriodSIGNAL = MVAI.DATA:first()

	SIGNALOUT = instance:addStream("SIGNAL", core.Line, name .. ".SIGNAL", "SIGNAL", instance.parameters.SIGNAL_color, firstPeriodSIGNAL)
	SIGNALOUT:setPrecision(math.max(2, instance.source:getPrecision()))
	HISTOGRAM = instance:addStream("HISTOGRAM", core.Bar, name .. "HISTOGRAM", "HISTOGRAM", instance.parameters.UP, firstPeriodSIGNAL)
	HISTOGRAM:setPrecision(math.max(2, instance.source:getPrecision()))
end

local last_signal;
-- Indicator calculation routine
function Update(period, mode)
	-- and update short and long EMAs for the source.
	EMAS:update(mode)
	EMAL:update(mode)

	if (period >= firstPeriodMACD) then
		-- calculate MACD output
		MACD[period] = EMAS.DATA[period] - EMAL.DATA[period]

		if (M) then
			OUT[period] = MACD[period]
		end
	end

	-- update MVA on the MACD
	MVAI:update(mode)
	if (period >= firstPeriodSIGNAL) then
		SIGNAL[period] = MVAI.DATA[period]
		if (S) then
			SIGNALOUT[period] = SIGNAL[period]
		end
		-- calculate histogram as a difference between MACD and signal
		if (H) then
			HISTOGRAM[period] = MACD[period] - SIGNAL[period]

			if HISTOGRAM[period] > 0 then
				if HISTOGRAM[period] > HISTOGRAM[period - 1] then
					HISTOGRAM:setColor(period, instance.parameters.UP)
				else
					HISTOGRAM:setColor(period, instance.parameters.UPDOWN)
				end
			else
				if HISTOGRAM[period] < HISTOGRAM[period - 1] then
					HISTOGRAM:setColor(period, instance.parameters.DOWN)
				else
					HISTOGRAM:setColor(period, instance.parameters.DOWNUP)
				end
			end
		end
	end
	if period == source:size() - 1 and last_signal ~= source:serial(period) then
		if core.crossesOver(MACD, 0, period) then
			signaler:Signal("MACD crossed over 0");
			last_signal = source:serial(period);
		elseif core.crossesUnder(MACD, 0, period) then
			signaler:Signal("MACD crossed under 0");
			last_signal = source:serial(period);
		end
	end
end

function AsyncOperationFinished(cookie, successful, message, message1, message2)
	signaler:AsyncOperationFinished(cookie, successful, message, message1, message2);
end

signaler = {};
signaler.Name = "Signaler";
signaler.Debug = false;
signaler.Version = "1.7";

signaler._show_alert = nil;
signaler._sound_file = nil;
signaler._recurrent_sound = nil;
signaler._email = nil;
signaler._ids_start = nil;
signaler._advanced_alert_timer = nil;
signaler._tz = nil;
signaler._alerts = {};
signaler._commands = {};

function signaler:trace(str) if not self.Debug then return; end core.host:trace(self.Name .. ": " .. str); end
function signaler:OnNewModule(module) end
function signaler:RegisterModule(modules) for _, module in pairs(modules) do self:OnNewModule(module); module:OnNewModule(self); end modules[#modules + 1] = self; self._ids_start = (#modules) * 100; end

function signaler:ToJSON(item)
    local json = {};
    function json:AddStr(name, value)
        local separator = "";
        if self.str ~= nil then
            separator = ",";
        else
            self.str = "";
        end
        self.str = self.str .. string.format("%s\"%s\":\"%s\"", separator, tostring(name), tostring(value));
    end
    function json:AddNumber(name, value)
        local separator = "";
        if self.str ~= nil then
            separator = ",";
        else
            self.str = "";
        end
        self.str = self.str .. string.format("%s\"%s\":%f", separator, tostring(name), value or 0);
    end
    function json:AddBool(name, value)
        local separator = "";
        if self.str ~= nil then
            separator = ",";
        else
            self.str = "";
        end
        self.str = self.str .. string.format("%s\"%s\":%s", separator, tostring(name), value and "true" or "false");
    end
    function json:ToString()
        return "{" .. (self.str or "") .. "}";
    end
    
    local first = true;
    for idx,t in pairs(item) do
        local stype = type(t)
        if stype == "number" then
            json:AddNumber(idx, t);
        elseif stype == "string" then
            json:AddStr(idx, t);
        elseif stype == "boolean" then
            json:AddBool(idx, t);
        elseif stype == "function" or stype == "table" then
            --do nothing
        else
            core.host:trace(tostring(idx) .. " " .. tostring(stype));
        end
    end
    return json:ToString();
end

function signaler:ArrayToJSON(arr)
    local str = "[";
    for i, t in ipairs(self._alerts) do
        local json = self:ToJSON(t);
        if str == "[" then
            str = str .. json;
        else
            str = str .. "," .. json;
        end
    end
    return str .. "]";
end

function signaler:AsyncOperationFinished(cookie, success, message, message1, message2)
    if cookie == self._advanced_alert_timer and (self.last_req == nil or not self.last_req:loading()) then
        if #self._alerts > 0 then
            local data = self:ArrayToJSON(self._alerts);
            self._alerts = {};
            
            self.last_req = http_lua.createRequest();
            local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}',
                self._advanced_alert_key, string.gsub(self.StrategyName or "", '"', '\\"'), data);
            self.last_req:setRequestHeader("Content-Type", "application/json");
            self.last_req:setRequestHeader("Content-Length", tostring(string.len(query)));

            self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query);
        elseif #self._commands > 0 then
            local data = self:ArrayToJSON(self._commands);
            self._commands = {};
            
            self.last_req = http_lua.createRequest();
            local query = string.format('{"Key":"%s","StrategyName":"%s","Platform":"FXTS2","Notifications":%s}',
                self._external_executer_key, string.gsub(self.StrategyName or "", '"', '\\"'), data);
            self.last_req:setRequestHeader("Content-Type", "application/json");
            self.last_req:setRequestHeader("Content-Length", tostring(string.len(query)));

            self.last_req:start("http://profitrobots.com/api/v1/notification", "POST", query);
        end
    end
end

function signaler:FormatEmail(source, period, message)
    --format email subject
    local subject = message .. "(" .. source:instrument() .. ")";
    --format email text
    local delim = "\013\010";
    local signalDescr = "Signal: " .. (self.StrategyName or "");
    local symbolDescr = "Symbol: " .. source:instrument();
    local messageDescr = "Message: " .. message;
    local ttime = core.dateToTable(core.host:execute("convertTime", core.TZ_EST, self._ToTime, source:date(period)));
    local dateDescr = string.format("Time:  %02i/%02i %02i:%02i", ttime.month, ttime.day, ttime.hour, ttime.min);
    local priceDescr = "Price: " .. source[period];
    local text = "You have received this message because the following signal alert was received:"
        .. delim .. signalDescr .. delim .. symbolDescr .. delim .. messageDescr .. delim .. dateDescr .. delim .. priceDescr;
    return subject, text;
end

function signaler:Signal(message, source)
    if source == nil then
        if instance.source ~= nil then
            source = instance.source;
        elseif instance.bid ~= nil then
            source = instance.bid;
        else
            local pane = core.host.Window.CurrentPane;
            source = pane.Data:getStream(0);
        end
    end
    if self._show_alert then
        terminal:alertMessage(source:instrument(), source[NOW], message, source:date(NOW));
    end

    if self._sound_file ~= nil then
        terminal:alertSound(self._sound_file, self._recurrent_sound);
    end

    if self._email ~= nil then
        terminal:alertEmail(self._email, profile:id().. " : " .. message, self:FormatEmail(source, NOW, message));
    end

    if self._advanced_alert_key ~= nil then
        self:AlertTelegram(message, source:instrument(), source:barSize());
    end

    if self._signaler_debug_alert then
        core.host:trace(message);
    end

    if self._show_popup then
        local subject, text = self:FormatEmail(source, NOW, message);
        core.host:execute("prompt", self._ids_start + 2, subject, text);
    end

    if self._dde_alerts then
        dde_server:set(self.dde_topic, self.dde_alerts, message);
    end
end

function signaler:SendCommand(command)
    if self._external_executer_key == nil or core.host.Trading:getTradingProperty("isSimulation") or command == "" then
        return;
    end
    local command = 
    {
        Text = command
    };
    self._commands[#self._commands + 1] = command;
end

function signaler:AlertTelegram(message, instrument, timeframe)
    if core.host.Trading:getTradingProperty("isSimulation") then
        return;
    end
    local alert = {};
    alert.Text = message or "";
    alert.Instrument = instrument or "";
    alert.TimeFrame = timeframe or "";
    self._alerts[#self._alerts + 1] = alert;
end

function signaler:Init(parameters)
    parameters:addInteger("signaler_ToTime", "Convert the date to", "", 6)
    parameters:addIntegerAlternative("signaler_ToTime", "EST", "", 1)
    parameters:addIntegerAlternative("signaler_ToTime", "UTC", "", 2)
    parameters:addIntegerAlternative("signaler_ToTime", "Local", "", 3)
    parameters:addIntegerAlternative("signaler_ToTime", "Server", "", 4)
    parameters:addIntegerAlternative("signaler_ToTime", "Financial", "", 5)
    parameters:addIntegerAlternative("signaler_ToTime", "Display", "", 6)
    
    parameters:addBoolean("signaler_show_alert", "Show Alert", "", true);
    parameters:addBoolean("signaler_play_sound", "Play Sound", "", false);
    parameters:addFile("signaler_sound_file", "Sound File", "", "");
    parameters:setFlag("signaler_sound_file", core.FLAG_SOUND);
    parameters:addBoolean("signaler_recurrent_sound", "Recurrent Sound", "", true);
    parameters:addBoolean("signaler_send_email", "Send Email", "", false);
    parameters:addString("signaler_email", "Email", "", "");
    parameters:setFlag("signaler_email", core.FLAG_EMAIL);
    if indicator ~= nil and strategy == nil then
        parameters:addBoolean("signaler_show_popup", "Show Popup", "", false);
    end
    parameters:addBoolean("signaler_debug_alert", "Print Into Log", "", false);
    if DDEAlertsSupport then
        parameters:addBoolean("signaler_dde_export", "DDE Export", "You can export the alert into the Excel or any other application with DDE support (=Service Name|DDE Topic!Alerts)", false);
        parameters:addString("signaler_dde_service", "Service Name", "The service name must be unique amoung all running instances of the strategy", "TS2ALERTS");
        parameters:addString("signaler_dde_topic", "DDE Topic", "", "");
    end

    parameters:addGroup("  Telegram/Discord/Other platforms");
    parameters:addBoolean("use_advanced_alert", "Send Advanced Alert", "Telegram/Discord/other platform (like MT4)", false)
	parameters:addString("advanced_alert_key", "Advanced Alert Key",
        "You can get a key via @profit_robots_bot Telegram Bot. Visit ProfitRobots.com for discord/other platform keys", "");

    parameters:addGroup("  Trade coping");
    parameters:addBoolean("use_external_executer", "Send Command To Another Platform", "Like MT4/MT5/FXTS2", false)
    parameters:addString("external_executer_key", "Platform Key", "You can get a key on ProfitRobots.com", "");
end

function signaler:Prepare(name_only)
    self._ToTime = instance.parameters.signaler_ToTime
    if self._ToTime == 1 then
        self._ToTime = core.TZ_EST
    elseif self._ToTime == 2 then
        self._ToTime = core.TZ_UTC
    elseif self._ToTime == 3 then
        self._ToTime = core.TZ_LOCAL
    elseif self._ToTime == 4 then
        self._ToTime = core.TZ_SERVER
    elseif self._ToTime == 5 then
        self._ToTime = core.TZ_FINANCIAL
    elseif self._ToTime == 6 then
        self._ToTime = core.TZ_TS
    end
    self._dde_alerts = instance.parameters.signaler_dde_export;
    if self._dde_alerts then
        assert(instance.parameters.signaler_dde_topic ~= "", "You need to specify the DDE topic");
        require("ddeserver_lua");
        self.dde_server = ddeserver_lua.new(instance.parameters.signaler_dde_service);
        self.dde_topic = self.dde_server:addTopic(instance.parameters.signaler_dde_topic);
        self.dde_alerts = self.dde_server:addValue(self.dde_topic, "Alerts");
    end

    if instance.parameters.signaler_play_sound then
        self._sound_file = instance.parameters.signaler_sound_file;
        assert(self._sound_file ~= "", "Sound file must be chosen");
    end
    self._show_alert = instance.parameters.signaler_show_alert;
    self._recurrent_sound = instance.parameters.signaler_recurrent_sound;
    self._show_popup = instance.parameters.signaler_show_popup;
    self._signaler_debug_alert = instance.parameters.signaler_debug_alert;
    if instance.parameters.signaler_send_email then
        self._email = instance.parameters.signaler_email;
        assert(self._email ~= "", "E-mail address must be specified");
    end
    --do what you usually do in prepare
    if name_only then
        return;
    end

    if instance.parameters.advanced_alert_key ~= "" and instance.parameters.use_advanced_alert then
        self._advanced_alert_key = instance.parameters.advanced_alert_key;
    end
    if instance.parameters.external_executer_key ~= "" and instance.parameters.use_external_executer then
        self._external_executer_key = instance.parameters.external_executer_key;
    end
    if self.external_executer_key ~= nil or self._advanced_alert_key ~= nil then
        require("http_lua");
        self._advanced_alert_timer = self._ids_start + 1;
        core.host:execute("setTimer", self._advanced_alert_timer, 1);
    end
end

function signaler:ReleaseInstance()
    if self.dde_server ~= nil then
        self.dde_server:close();
    end
end

signaler:RegisterModule(Modules);