-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=2231

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function Init()
    indicator:name("NonLagMA indicator");
    indicator:description("NonLagMA indicator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
    
    indicator.parameters:addInteger("Length", "Length", "Length", 9);
    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;


local  open=nil;
local  close=nil;
local  high=nil;
local  low=nil;

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

function Update(period, mode)


    open[period] = source.open[period];
	close[period] = source.close[period];
	high[period] = source.high[period];
	low[period] = source.low[period];
	
    if (period<first) then
	open:setColor(period, instance.parameters.clrNE);	
	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.close[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	
     open:setColor(period,  instance.parameters.clrUP);
      if trend[period-ColorBarBack]<0 then
       open:setColor(period-ColorBarBack,  instance.parameters.clrUP);
      end
    elseif  trend[period]<0  then
  	 open:setColor(period,  instance.parameters.clrDN);
     if trend[period-ColorBarBack]>0 then
      open:setColor(period-ColorBarBack,  instance.parameters.clrDN);
     end
		else
	   open:setColor(period, instance.parameters.clrNE);			
		end

end