-- Id: 7433
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=23559

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-- 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("Normalization");
    indicator:description("Normalization");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
	
	 indicator.parameters:addGroup("Calcultion");
    indicator.parameters:addInteger("SP", "Smoothing Period", "Smoothing Period", 8);
    indicator.parameters:addInteger("Period", "Normalization Period", "Period", 50);
	indicator.parameters:addString("Mode", "Calculation Mode", "", "HR");
    indicator.parameters:addStringAlternative("Mode", "Standard Deviation", "", "SD");
    indicator.parameters:addStringAlternative("Mode", "ATR", "", "ATR");
    indicator.parameters:addStringAlternative("Mode", "Historical Range", "", "HR");
	indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("Normalization_color", "Color of Normalization", "Color of Normalization", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("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 Period;

local first;
local source = nil;

-- Streams block
local Normalization = nil;
local MA, ATR, Mode, SP;

-- Routine
function Prepare(nameOnly)
    Period = instance.parameters.Period;
	SP = instance.parameters.SP;
	Mode = instance.parameters.Mode;
    source = instance.source;
    first = source:first()+Period;
	
	  local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(SP).. ", " .. tostring(Period) .. ")";
    instance:name(name);

	
	if   (nameOnly) then
        return;
    end
	
	MA = core.indicators:create("MVA",source.close, SP);

	
	if Mode == "ATR" then
	ATR= core.indicators:create("ATR",source, Period);		
	first =ATR.DATA:first();
    else
	first =MA.DATA:first()+Period;	
	end

  
    if (not (nameOnly)) then
        Normalization = instance:addStream("Normalization", core.Line, name, "Normalization", instance.parameters.Normalization_color, first);
    Normalization:setPrecision(math.max(2, instance.source:getPrecision()));
		Normalization:setWidth(instance.parameters.width);
        Normalization:setStyle(instance.parameters.style);
    end
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode)
    if period >= first and source:hasData(period) then
	
	    MA:update(mode);	
		
		if Mode == "SD" then
        Normalization[period] = MA.DATA[period]/ mathex.stdev (source.close, period-Period+1, period);
		elseif Mode == "ATR" then
		ATR:update(mode);
		Normalization[period] = MA.DATA[period]/ ATR.DATA[period];
		else		
		local min, max;
		min,max=mathex.minmax(MA.DATA, period-Period+1, period);
		Normalization[period] = ((MA.DATA[period] - min)/ (max-min))*100; 		
		end
    end
end