-- Id: 23824
-- Id: 23526
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=67229

--+------------------------------------------------------------------+
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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("Other Instrument Average")
	indicator:description("Other Instrument Average")
	indicator:requiredSource(core.Tick)
	indicator:type(core.Oscillator)

	indicator.parameters:addGroup("Calculation")
	indicator.parameters:addBoolean("Simple", "Use Simple Mode", "", false)
	indicator.parameters:addGroup("Style")
	indicator.parameters:addColor("color1", "1. Line Color", "Line Color", core.rgb(0, 255, 0))

	indicator.parameters:addInteger("width1", "Line width", "Line width", 1, 1, 5)
	indicator.parameters:addInteger("style1", "Line style", "Line style", core.LINE_SOLID)
	indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE)

	indicator.parameters:addColor("color2", "2. Line Color", "Line Color", core.rgb(255, 0, 0))
	indicator.parameters:addInteger("width2", "Line width", "Line width", 1, 1, 5)
	indicator.parameters:addInteger("style2", "Line style", "Line style", core.LINE_SOLID)
	indicator.parameters:setFlag("style2", 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 pauto = "(%a%a%a)/(%a%a%a)"

local Source = {}
local loading = {}
local source
local Count
local Point = {}
local Position1 = {}
local Position2 = {}
local Line1, Line2
local dayoffset, weekoffset
local Simple

function getInstrumentList(First, Second)
	local list = {}
	local point = {}
	local position1 = {}
	local position2 = {}

	local count = 0
	local row, enum

	enum = core.host:findTable("offers"):enumerator()
	row = enum:next()
	while row ~= nil do
		first, second = string.match(row.Instrument, pauto)

		if
			(second == First or first == First or first == Second or second == Second) and
				not (First ~= first and second ~= Second)
		 then
			count = count + 1
			list[count] = row.Instrument
			point[count] = row.PointSize

			if First == first then
				position1[count] = 1
			elseif First == second then
				position1[count] = 2
			end

			if Second == first then
				position2[count] = 1
			elseif Second == second then
				position2[count] = 2
			end
		end

		row = enum:next()
	end

	return list, count, point, position1, position2
end

-- Routine
function Prepare(nameOnly)
	local name = profile:id() .. "(" .. instance.source:name() .. ")"
	instance:name(name)

	if (nameOnly) then
		return
	end

	Simple = instance.parameters.Simple

	dayoffset = core.host:execute("getTradingDayOffset")
	weekoffset = core.host:execute("getTradingWeekOffset")

	source = instance.source

	local First, Second = string.match(source:instrument(), pauto)

	Pair, Count, Point, Position1, Position2 = getInstrumentList(First, Second)

	local ID = 0
	Color = instance.parameters.Color

	for i = 1, Count, 1 do
		ID = ID + 1
		if source:barSize() == "t1" then
			Source[i] = core.host:execute("getHistory1", 20000 + ID, Pair[i], source:barSize(), source:size() + 1000, 0, source:isBid());
		else
			Source[i] = core.host:execute("getSyncHistory", Pair[i], source:barSize(), source:isBid(), 1, 20000 + ID, 10000 + ID)
		end
		loading[i] = true
	end

	Line1 = instance:addStream("Line1", core.Line, name .. First, First, instance.parameters.color1, source:first())
    Line1:setPrecision(math.max(2, instance.source:getPrecision()));
	Line1:setWidth(instance.parameters.width1)
	Line1:setStyle(instance.parameters.style1)

	Line2 = instance:addStream("Line2", core.Line, name .. Second, Second, instance.parameters.color2, source:first())
    Line2:setPrecision(math.max(2, instance.source:getPrecision()));
	Line2:setWidth(instance.parameters.width2)
	Line2:setStyle(instance.parameters.style2)
end

-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
	local i
	local ID = 0

	for i = 1, Count, 1 do
		ID = ID + 1
		if cookie == (10000 + ID) then
			loading[i] = true
		elseif cookie == (20000 + ID) then
			loading[i] = false
		end
	end

	local FLAG = false
	local Number = 0

	for i = 1, Count, 1 do
		if loading[i] then
			FLAG = true
			Number = Number + 1
		end
	end

	if FLAG then
		core.host:execute("setStatus", "  Loading " .. (Count - Number) .. " / " .. Count)
	else
		core.host:execute("setStatus", "Loaded")
		instance:updateFrom(0)
	end

	return core.ASYNC_REDRAW
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period)
	if period < source:first() then
		return
	end

	local FLAG = false
	local i

	for i = 1, Count, 1 do
		if loading[i] then
			FLAG = true
		end
	end

	if FLAG then
		return
	end

	local Value1 = 0
	local Count1 = 0

	local Value2 = 0
	local Count2 = 0

	local p = {}
	for i = 1, Count, 1 do
		p[i] = Initialization(i, period)

		if p[i] ~= false and Source[i]:hasData(p[i]) then
			if Simple then
				if Position1[1] == 1 or Position1[2] == 2 then
					Value1 = Value1 + Source[i]:tick(p[i])
					Count1 = Count1 + 1
				end

				if Position2[1] == 1 or Position2[2] == 2 then
					Value2 = Value2 + Source[i]:tick(p[i])
					Count2 = Count1 + 1
				end
			else
				if Position1[1] == 1 then
					Value1 = Value1 + Source[i]:tick(p[i])
					Count1 = Count1 + 1
				elseif Position1[1] == 2 then
					Value1 = Value1 + (1 / Source[i]:tick(p[i]))
					Count1 = Count1 + 1
				end

				if Position2[1] == 1 then
					Value2 = Value2 + Source[i]:tick(p[i])
					Count2 = Count1 + 1
				elseif Position2[2] == 2 then
					Value2 = Value2 + (1 / Source[i]:tick(p[i]))
					Count2 = Count1 + 1
				end
			end
		end
	end

	if Count1 ~= 0 then
		Line1[period] = Value1 / Count1
	end

	if Count2 ~= 0 then
		Line2[period] = Value2 / Count2
	end
end

function Initialization(id, period)
	local Candle
	Candle = core.getcandle(source:barSize(), source:date(period), dayoffset, weekoffset)

	if loading[id] or Source[id]:size() == 0 then
		return false
	end

	if period < source:first() then
		return false
	end

	local p = core.findDate(Source[id], Candle, false)

	-- candle is not found
	if p < 0 then
		return false
	else
		return p
	end
end