-- More information about this indicator can be found at:
--http://fxcodebase.com/code/viewtopic.php?f=17&t=69634

--+------------------------------------------------------------------+
--|                               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  |
--+------------------------------------------------------------------+

-- Places a wick on the reversal candle (Mean Renko Bars View doesn't do that)
function Init()
    indicator:name("Mean Renko Bars View Alt")
    indicator:description(
        "A chart where a new brick is added only when the price moves up or down by more than a predefined amount"
    )
    indicator:requiredSource(core.Tick)
    indicator:type(core.View)

    indicator.parameters:addGroup("Calculation")
    indicator.parameters:addString("instrument", "Instrument", "", "EUR/USD")
    indicator.parameters:setFlag("instrument", core.FLAG_INSTRUMENTS)
    indicator.parameters:addString("frame", "Time Frame", "", "m15")
    indicator.parameters:setFlag("frame", core.FLAG_PERIODS)
    indicator.parameters:addBoolean("type", "Price Type", "", true)
    indicator.parameters:setFlag("type", core.FLAG_BIDASK)
    indicator.parameters:addInteger("Step", "Step (Pips)", "", 2)
    indicator.parameters:addDouble("OpeningPricePercentage", "Opening Price Percentage (%)", "", 50, 0, 100)
    indicator.parameters:addDouble("ReversalPercentage", "Reversal Percentage (%)", "", 200, 0, 1000)

    indicator.parameters:addBoolean("Smoothed", "Smoothed", "", true)

    indicator.parameters:addGroup("Range")
    indicator.parameters:addDate("from", "From", "", -1000)
    indicator.parameters:addDate("to", "To", "", 0)
    indicator.parameters:setFlag("to", core.FLAG_DATE_OR_NULL)
end

local loading
local instrument
local frame
local StepPips
local history
local open, high, low, close
local iopen, ihigh, ilow, iclose
local offer
local offset
local OneSecond
local LastTime
local OpeningPricePercentage
local Smoothed
local ReversalPercentage
local Last

--open:setColor(current, Forward);
-- initializes the instance of the indicator
function Prepare(onlyName)
    instrument = instance.parameters.instrument

    OpeningPricePercentage = instance.parameters.OpeningPricePercentage
    --TrueHistory = instance.parameters.TrueHistory;
    ReversalPercentage = instance.parameters.ReversalPercentage
    Smoothed = instance.parameters.Smoothed
    frame = instance.parameters.frame

    local name = profile:id() .. "(" .. instrument .. "." .. frame .. ")"
    instance:name(name)

    if onlyName then
        return
    end

    -- check whether the instrument is available
    local offers = core.host:findTable("offers")
    local enum = offers:enumerator()
    local row

    row = enum:next()
    while row ~= nil do
        if row.Instrument == instrument then
            break
        end
        row = enum:next()
    end

    assert(row ~= nil, "Instrument not found")

    offer = row.OfferID

    instance:initView(instrument, row.Digits, row.PointSize, false, instance.parameters.to == 0)

    loading = true
    history =
        core.host:execute(
        "getHistory",
        1000,
        instrument,
        frame,
        instance.parameters.from,
        instance.parameters.to,
        instance.parameters.type
    )
    if instance.parameters.to == 0 then
        core.host:execute("subscribeTradeEvents", 2000, "offers")
    end
    StepPips = instance.parameters.Step * history:pipSize()

    core.host:execute("setStatus", "Loading")
    open = instance:addStream("open", core.Line, name .. "." .. "open", "open", 0, 0, 0)
    high = instance:addStream("high", core.Line, name .. "." .. "high", "high", 0, 0, 0)
    low = instance:addStream("low", core.Line, name .. "." .. "low", "low", 0, 0, 0)
    close = instance:addStream("close", core.Line, name .. "." .. "close", "close", 0, 0, 0)
    instance:createCandleGroup("Renko", "Renko", open, high, low, close, nil, frame)

    OneSecond = 1 / 86400
end

function Update(period)
end

function AsyncOperationFinished(cookie, success, message, message1, message2)
    if cookie == 1000 then
        handleHistory()
        core.host:execute("setStatus", "")
    elseif cookie == 2000 then
        if message == offer then
            handleUpdate()
        end
    end
end

local lastDirection

function calcFirstValueValue(current, i)
    local source = history
    local open_val = math.floor(source[0] / StepPips) * StepPips
    while source[i] > open_val + StepPips do
        current = current + 1
        if current == 0 then
            instance:addViewBar(source:date(0))
        else
            instance:addViewBar(open:date(current - 1) + OneSecond)
        end
        open[current] = open_val
        close[current] = open[current] + StepPips
        low[current] = open[current]
        high[current] = close[current]
        lastDirection = 1
        open_val = open_val + StepPips
    end
    open_val = math.floor(source[0] / StepPips) * StepPips
    while source[i] < open_val - StepPips do
        current = current + 1
        if current == 0 then
            instance:addViewBar(source:date(0))
        else
            instance:addViewBar(open:date(current - 1) + OneSecond)
        end
        open[current] = open_val
        close[current] = open[current] - StepPips
        high[current] = open[current]
        low[current] = close[current]
        lastDirection = -1
        open_val = open_val - StepPips
    end

    return current
end

function calcValue(current, i)
    if current == -1 then
        return calcFirstValueValue(current, i)
    end

    local min, max
    local source = history
    if lastDirection == 1 then
        while source[i] > close[current] + StepPips do
            current = current + 1
            if open:date(current - 1) < source:date(i) then
                instance:addViewBar(source:date(i))
            else
                instance:addViewBar(open:date(current - 1) + OneSecond)
            end

            if Smoothed then
                if close[current - 1] > open[current - 1] then
                    open[current] = open[current - 1] + (StepPips / 100) * OpeningPricePercentage
                else
                    open[current] = close[current - 1] + (StepPips / 100) * OpeningPricePercentage
                end
            else
                if close[current - 1] > open[current - 1] then
                    open[current] = open[current - 1] + (StepPips / 100) * OpeningPricePercentage
                else
                    open[current] = open[current - 1] - (StepPips / 100) * OpeningPricePercentage
                end
            end

            close[current] = open[current] + StepPips

            low[current] = math.min(open[current], close[current])

            high[current] = math.max(open[current], close[current])
        end
        if source[i] < close[current] - (ReversalPercentage / 100) * StepPips then
            local hh = high[current];
            high[current] = math.max(open[current], close[current]);

            lastDirection = -1
            while source[i] < close[current] - StepPips do
                current = current + 1
                if open:date(current - 1) < source:date(i) then
                    instance:addViewBar(source:date(i))
                else
                    instance:addViewBar(open:date(current - 1) + OneSecond)
                end

                if Smoothed then
                    if close[current - 1] > open[current - 1] then
                        open[current] = close[current - 1] - (StepPips / 100) * OpeningPricePercentage
                    else
                        open[current] = open[current - 1] - (StepPips / 100) * OpeningPricePercentage
                    end
                else
                    if close[current - 1] > open[current - 1] then
                        open[current] = open[current - 1] + (StepPips / 100) * OpeningPricePercentage
                    else
                        open[current] = open[current - 1] - (StepPips / 100) * OpeningPricePercentage
                    end
                end
                close[current] = open[current] - StepPips

                low[current] = math.min(open[current], close[current])
                if hh ~= nil then
                    high[current] = hh;
                    hh = nil;
                else
                    high[current] = math.max(open[current], close[current])
                end
            end
        end
    end

    if lastDirection == -1 then
        while source[i] < close[current] - StepPips do
            current = current + 1
            if open:date(current - 1) < source:date(i) then
                instance:addViewBar(source:date(i))
            else
                instance:addViewBar(open:date(current - 1) + OneSecond)
            end

            if Smoothed then
                if close[current - 1] < open[current - 1] then
                    open[current] = open[current - 1] - (StepPips / 100) * OpeningPricePercentage
                else
                    open[current] = close[current - 1] - (StepPips / 100) * OpeningPricePercentage
                end
            else
                if close[current - 1] < open[current - 1] then
                    open[current] = open[current - 1] - (StepPips / 100) * OpeningPricePercentage
                else
                    open[current] = open[current - 1] + (StepPips / 100) * OpeningPricePercentage
                end
            end

            close[current] = open[current] - StepPips

            low[current] = math.min(open[current], close[current])

            high[current] = math.max(open[current], close[current])
        end

        if source[i] > close[current] + (ReversalPercentage / 100) * StepPips then
            local ll = low[current];
            low[current] = math.min(open[current], close[current]);
            lastDirection = 1
            while source[i] > close[current] + StepPips do
                current = current + 1
                if open:date(current - 1) < source:date(i) then
                    instance:addViewBar(source:date(i))
                else
                    instance:addViewBar(open:date(current - 1) + OneSecond)
                end

                if Smoothed then
                    if close[current - 1] < open[current - 1] then
                        open[current] = close[current - 1] + (StepPips / 100) * OpeningPricePercentage
                    else
                        open[current] = open[current - 1] + (StepPips / 100) * OpeningPricePercentage
                    end
                else
                    if close[current - 1] < open[current - 1] then
                        open[current] = open[current - 1] - (StepPips / 100) * OpeningPricePercentage
                    else
                        open[current] = open[current - 1] + (StepPips / 100) * OpeningPricePercentage
                    end
                end

                close[current] = open[current] + StepPips
                if ll ~= nil then
                    low[current] = ll;
                    ll = nil;
                else
                    low[current] = math.min(open[current], close[current])
                end

                high[current] = math.max(open[current], close[current])
            end
        end
    end

    if low[current] == 0 then
        low[current] = math.min(open[current], close[current])
    end

    low[current] = math.min(low[current], source[i])

    high[current] = math.max(high[current], source[i])
    return current
end

function handleHistory()
    local s = history:size() - 1
    local i
    local current = open:size() - 1
    for i = 1, s, 1 do
        current = calcValue(current, i)
    end
    loading = false
    LastTime = history:date(history:size() - 1)
end

function handleUpdate()
    if not loading and history:size() > 0 then
        if history:date(history:size() - 1) ~= LastTime then
            calcValue(open:size() - 1, history:size() - 2)
            LastTime = history:date(history:size() - 1)
        end
    end
end