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-- Available @ http://fxcodebase.com/code/viewtopic.php?f=17&t=4449


-- 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("Mogalef");
    indicator:description("Mogalef");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

	
	 indicator.parameters:addGroup("Calculation");	
    indicator.parameters:addInteger("LRL", "Linear Regression Length", "Linear Regression Length", 3);
    indicator.parameters:addInteger("SDL", "Standard Deviation Length", "Standard Deviation Length", 7);
	indicator.parameters:addInteger("Multiplier", "Standard Deviation Multiplier", "Linear Regression Multiplier", 2);
	
	
    indicator.parameters:addGroup("Style");	
    indicator.parameters:addColor("Top_color", "Color of Top", "", core.rgb(0, 255, 0));
    indicator.parameters:addColor("Median_color", "Color of Median", "", core.rgb(255, 0, 0));
    indicator.parameters:addColor("Bottom_color", "Color of Bottom", "", core.rgb(0, 0, 255));
	
	indicator.parameters:addInteger("Top_width", "Top Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("Top_style", "Top Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("Top_style", core.FLAG_LINE_STYLE);
	
	indicator.parameters:addInteger("Bottom_width", "Bottom Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("Bottom_style", "Bottom Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("Bottom_style", core.FLAG_LINE_STYLE);
	
	indicator.parameters:addInteger("Median_width", "Median Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("Median_style", "Median Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("Median_style", core.FLAG_LINE_STYLE);
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 LRL;
local SDL;

local first;
local source = nil;

-- Streams block
local Top = nil;
local Median = nil;
local Bottom = nil;
local Multiplier;
local DEV; 
local PRICE;

local RAW;

-- Routine
function Prepare()
    Multiplier = instance.parameters.Multiplier;
    LRL = instance.parameters.LRL;
    SDL = instance.parameters.SDL;
    source = instance.source;
    first = source:first();
	
	PRICE= instance:addInternalStream (first, 0);
    DEV= instance:addInternalStream (first, 0);
	RAW= instance:addInternalStream (first, 0);
	
    local name = profile:id() .. "(" .. source:name() .. ", " .. LRL .. ", " .. SDL .. ")";
    instance:name(name);
    Top = instance:addStream("Top", core.Line, name .. ".Top", "Top", instance.parameters.Top_color, first);
    Median = instance:addStream("Median", core.Line, name .. ".Median", "Median", instance.parameters.Median_color, first+math.max(LRL,SDL));
    Bottom = instance:addStream("Bottom", core.Line, name .. ".Bottom", "Bottom", instance.parameters.Bottom_color, first+math.max(LRL,SDL));
	
	Top:setWidth(instance.parameters.Top_width);
    Top:setStyle(instance.parameters.Top_style);
	
	Bottom:setWidth(instance.parameters.Bottom_width);
    Bottom:setStyle(instance.parameters.Bottom_style);
	
	Median:setWidth(instance.parameters.Median_width);
    Median:setStyle(instance.parameters.Median_style);
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period)
    if period >= first and source:hasData(period) then
	
	PRICE[period]= (source.open[period] + source.low[period] + source.high[period] + (2 * source.close[period])) / 5
	
	 if period < first+math.max(LRL,SDL) then 
            return;
     end
	
	RAW[period]=mathex.lreg (PRICE, period-LRL+1, period);
	
	DEV[period]= mathex.stdev (PRICE, period-SDL+1, period);
	
	
        Top[period] = RAW[period]+Multiplier*DEV[period];       
        Bottom[period] = RAW[period]-Multiplier*DEV[period];
		 Median[period]=RAW[period];
		
		
		if Median[period]<Top[period-1] and  Median[period]  > Bottom[period-1] then 
		        DEV[period]= DEV[period-1];
			    Top[period] = Top[period-1];			
				Bottom[period] =Bottom[period-1];
				Median[period]= Median[period-1];
		end
    end
end