-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=1721

--+------------------------------------------------------------------+
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--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |                    
--|                                          mario.jemic@gmail.com   |
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--+------------------------------------------------------------------+
function Init()
    indicator:name("NonLagDot indicator");
    indicator:description("NonLagDot indicator");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Indicator);
    
    indicator.parameters:addInteger("Length", "Length", "Length", 10);
    indicator.parameters:addInteger("Filter", "Filter", "Filter", 0);
    indicator.parameters:addInteger("ColorBarBack", "ColorBarBack", "ColorBarBack", 2);
    indicator.parameters:addDouble("Deviation", "Deviation", "Deviation", 0);

    indicator.parameters:addColor("clrUP", "UP color", "UP color", core.rgb(0, 0, 255));
    indicator.parameters:addColor("clrDN", "DN color", "DN color", core.rgb(255, 0, 0));
end

local first;
local source = nil;
local Length;
local Filter;
local ColorBarBack;
local Deviation;
local buffUP=nil;
local buffDN=nil;
local trend;
local buff;
local Coeff;
local Phase;
local Len;

function Prepare(nameOnly)
    source = instance.source;
    Length=instance.parameters.Length;
    Filter=instance.parameters.Filter;
    ColorBarBack=instance.parameters.ColorBarBack;
    Deviation=instance.parameters.Deviation;
    trend = instance:addInternalStream(0, 0);
    buff = instance:addInternalStream(0, 0);
 
    local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.Length .. ", " .. instance.parameters.Filter .. ", " .. instance.parameters.ColorBarBack .. ", " .. instance.parameters.Deviation .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
 
    Coeff=3.*math.pi;
    Phase=Length-1;
    Len=Length*4.+Phase;
	first = source:first()+Len;
	buffUp = instance:createTextOutput ("Up", "Up", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clrUP, first);
    buffDn = instance:createTextOutput ("Dn", "Dn", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clrDN, first);
end

function Update(period, mode)
    if (period<first ) then
	return;
	end
	
	
     local Weight=0;
     local Sum=0;
     local t=0;
     for i=0,Len-1,1 do
      local g=1./(Coeff*t+1.);
      if t<=0.5 then
       g=1.;
      end
      local beta=math.cos(math.pi*t);
      local alpha=g*beta;
      Sum=Sum+alpha*source[period-i];
      Weight=Weight+alpha;
      if t<1. then
       t=t+1./(Phase-1.);
      elseif t<Len-1. then
       t=t+7./(4.*Length-1.);
      end
     end
     if Weight>0. then
      buff[period]=(1.+Deviation/100.)*Sum/Weight;
     end
     if Filter>0. then
      if math.abs(buff[period]-buff[period-1])<Filter*source:pipSize() then
       buff[period]=buff[period-1];
      end
     end
     trend[period]=trend[period-1];
     if buff[period]-buff[period-1]>Filter*source:pipSize() then
      trend[period]=1;
     end
     if buff[period-1]-buff[period]>Filter*source:pipSize() then
      trend[period]=-1;
     end
     if trend[period]>0 then
      buffUp:set(period, buff[period], "\159", "");
	   buffDn:setNoData (period);
      if trend[period-ColorBarBack]<0 then
       buffUp:set(period-ColorBarBack, buff[period-ColorBarBack], "\159", "");
	   buffDn:setNoData (period-ColorBarBack);
      end
     end
     if trend[period]<0 then
      buffDn:set(period, buff[period], "\159", "");
	   buffUp:setNoData (period);
      if trend[period-ColorBarBack]>0 then
       buffDn:set(period-ColorBarBack, buff[period-ColorBarBack], "\159", "");
	   buffUp:setNoData (period-ColorBarBack);
      end
     end
 
end