-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=73243

--+------------------------------------------------------------------------------------------------+
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--|                                                                         http://fxcodebase.com  |
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--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
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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("Normalized Twiggs Money Flow");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
 
    indicator.parameters:addInteger("Period1", "Fast MA", "", 20, 1, 2000);
    indicator.parameters:addInteger("Period2", "Slow MA", "", 200, 1, 2000);
	
	indicator.parameters:addGroup("Line Style");	
    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);
	
	indicator.parameters:addColor("color", "Line Color", "", core.rgb(0, 255, 255)); 
	
	
    indicator.parameters:addGroup("Levels");	
    indicator.parameters:addDouble("Level1", "1. Level","", 100);
	indicator.parameters:addDouble("Level2", "2. Level","", 50);
	indicator.parameters:addDouble("Level3", "3. Level","", 0); 
	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);		
	
	
		

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 first;
local source = nil;
local Period1, Period2,TF; 
local Indicator;
	
-- Routine
 function Prepare(nameOnly)   
 
    
	Period1=instance.parameters.Period1;
	Period2=instance.parameters.Period2; 
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Period1.. "," ..  Period2  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	

	first=source:first()+1; 
	
	
	MF = instance:addInternalStream(0, 0);
    FinalMF = instance:addInternalStream(0, 0); 
	MA1= core.indicators:create("MVA", MF, Period1);	
	MA2= core.indicators:create("MVA", source.volume, Period1);	
	
	MA3= core.indicators:create("MVA", FinalMF, Period2);	
	
    Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, MA3.DATA:first() );
    Line:setPrecision(math.max(2, instance.source:getPrecision()));
    Line:setWidth(instance.parameters.width);
    Line:setStyle(instance.parameters.style); 
	Line:addLevel(instance.parameters.Level1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
 	Line:addLevel(instance.parameters.Level2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Line:addLevel(instance.parameters.Level3, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);

end

--[[

 

 
 
 

 
 
 
AverageIndicator = average[200](Indicator)
StandardDeviation = STD[200](Indicator)
UpperBand = AverageIndicator + (2 * StandardDeviation)
LowerBand = AverageIndicator - (2 * StandardDeviation)
 
 
 
 
]]

function Update(period, mode)



	if period <= first
	or  not source:hasData(period) 
	then
	return;
	end
	
    local TRL = math.min(source.low[period], source.close[period-1]);
    local TRH = math.max(source.high[period], source.close[period-1]);
	
    local BuySellPressure = ((source.close[period] - TRL) - (TRH - source.close[period]));
    local TrueRange = (TRH - TRL);
	
    MF[period] = (BuySellPressure / TrueRange) * source.volume[period];	  
	
	
	MA1:update(mode);
	MA2:update(mode); 	
	
	if period <= MA1.DATA:first()
	or  not source:hasData(period) 
	then
	return;
	end
	
    FinalMF[period] = MA1.DATA[period] / MA2.DATA[period]	

	if period <= MA3.DATA:first()
	or  not source:hasData(period) 
	then
	return;
	end
	
	MA3:update(mode);
	local StandardDeviation= mathex.stdev(FinalMF, period-Period2+1, period);
	
	local UpperBand = MA3.DATA[period] + (2 * StandardDeviation)
	local LowerBand = MA3.DATA[period] - (2 * StandardDeviation)	
	
	Line[period]=  ((FinalMF[period] - LowerBand) / (UpperBand - LowerBand)) * 100;
	
end

 


--+------------------------------------------------------------------------------------------------+
--|                                                                    We appreciate your support. | 
--+------------------------------------------------------------------------------------------------+
--|                                                               Paypal: https://goo.gl/9Rj74e    |
--|                                                             Patreon :  https://goo.gl/GdXWeN   |  
--+------------------------------------------------------------------------------------------------+
--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
--+------------------------------------------------------------------------------------------------+


--+------------------------------------------------------------------------------------------------+
--|BitCoin                    : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF                                 |  
--|Ethereum                   : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D                         |  
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--|BitCoin Cash               : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg                                 | 
--|LiteCoin                   : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD                                 |  
--+------------------------------------------------------------------------------------------------+