-- Id: 3291
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=3611

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function Init()
    indicator:name("OHLC Volume indicator");
    indicator:description("OHLC Volume indicator");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("clrUP", "Color UP", "Color UP", core.rgb(0, 255, 0));
    indicator.parameters:addColor("clrDN", "Color DN", "Color DN", core.rgb(255, 0, 0));
    indicator.parameters:addInteger("width", "width", "width", 1, 1, 5);
    indicator.parameters:addInteger("style", "style", "style", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE);
end

local first;
local source = nil;
local BuffUP=nil;
local BuffDN=nil;

function Prepare(nameOnly)
    source = instance.source;
    first = source:first()+2;
    local name = profile:id() .. "(" .. source:name() .. ")";
    instance:name(name);
    if nameOnly then
        return;
    end
    BuffUP = instance:addStream("BuffUP", core.Line, name .. ".UP volume", "UP volume", instance.parameters.clrUP, first);
    BuffUP:setPrecision(math.max(2, instance.source:getPrecision()));
    BuffDN = instance:addStream("BuffDN", core.Line, name .. ".DN volume", "DN volume", instance.parameters.clrDN, first);
    BuffDN:setPrecision(math.max(2, instance.source:getPrecision()));
    BuffUP:setWidth(instance.parameters.width);
    BuffUP:setStyle(instance.parameters.style);
    BuffDN:setWidth(instance.parameters.width);
    BuffDN:setStyle(instance.parameters.style);
end

function Update(period, mode)
   if (period>first) then
    local UPcoeff=source.high[period]-source.open[period];
    local DNcoeff=source.close[period]-source.low[period];
    BuffUP[period]=source.volume[period]*UPcoeff/(UPcoeff+DNcoeff);
    BuffDN[period]=source.volume[period]*DNcoeff/(UPcoeff+DNcoeff);
   end 
end