-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=67270

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-- Indicator profile initialization routine

function Init()
    indicator:name("Normalized Detrended-Price-Oscillator");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period", "Period", "", 7, 1, 2000);
	indicator.parameters:addInteger("Lookback", "Lookback Period", "", 135, 1, 2000);
	indicator.parameters:addDouble("SF", "SF", "", 50, 1, 2000);

 
    indicator.parameters:addGroup("OB/OS Levels");	
    indicator.parameters:addDouble("overbought", "Overbought Level","", 60);
    indicator.parameters:addDouble("oversold","Oversold Level","", -60);
	indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128));
    indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5);
    indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID);
    indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE);
	
	indicator.parameters:addGroup("Style"); 	
    indicator.parameters:addColor("color", "Line Color", "", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5);
	
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local Lookback;
local Period; 
local first;
local source = nil;
local SF; 
local Oscillator;  
local Data;

-- Routine
 function Prepare(nameOnly)   
 
  
    Period = instance.parameters.Period;
	Lookback = instance.parameters.Lookback;	
	SF = instance.parameters.SF;
	
	
	local Parameters= Period;
 
    local name = profile:id() .. "(" ..  instance.source:name() .. ", " ..  Period  .. ", " ..  Lookback .. ", " ..  SF  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

    
			
    source = instance.source;
    first=source:first()+Period;
	
	Data= instance:addInternalStream(0, 0);

	
	Oscillator = instance:addStream("DPO" , core.Line, "DP-DPO","DP-DPO",instance.parameters.color, first+Lookback);
	Oscillator:setWidth(instance.parameters.width);
    Oscillator:setStyle(instance.parameters.style);
    Oscillator:setPrecision(math.max(2, source:getPrecision()));
	
	Oscillator:addLevel(instance.parameters.oversold, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Oscillator:addLevel(instance.parameters.overbought, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);  
	
	
end

-- Indicator calculation routine
function Update(period)

     if period < first then
	return;
	end
	
    
	local Average=mathex.avg(source, period-Period+1, period);
	Data[period]=SF*(source[period]-Average);
	
	
	if period < first +Lookback then
	return;
	end
	
	local min,max=mathex.minmax(Data, period-Lookback+1, period);

    Oscillator[period]=Data[period]/(math.max(math.abs(min),math.abs(max))/100);
	
	
				  
end