-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=71868

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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("Price cyclicality model");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
    indicator.parameters:addDouble("Alpha", "Alpha", "", 0.33, 0.01, 2000);
    indicator.parameters:addInteger("MaShortPeriod", "Short MA Period", "", 20, 1, 2000);
    indicator.parameters:addInteger("MaLongPeriod", "Long MA Period", "", 50, 1, 2000);	
    indicator.parameters:addInteger("CyclePeriod", "Short MA Period", "", 10, 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, 0, 255)); 

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 Alpha, MaShortPeriod,MaLongPeriod, CyclePeriod; 
local maLong,maShort;
	
-- Routine
 function Prepare(nameOnly)   
 
    
	Alpha=instance.parameters.Alpha;
	MaShortPeriod=instance.parameters.MaShortPeriod;
	MaLongPeriod=instance.parameters.MaLongPeriod;
	CyclePeriod=instance.parameters.CyclePeriod;
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Alpha.. "," ..  MaLongPeriod.. "," ..  MaShortPeriod  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	
	maShort= core.indicators:create("MVA", source, MaShortPeriod);
	maLong= core.indicators:create("MVA", source, MaLongPeriod);	
	first=math.max(maShort.DATA:first(),maLong.DATA:first()) ; 
	
    Delta = instance:addInternalStream(0, 0);
	
	
    Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, first+CyclePeriod );
    Line:setPrecision(math.max(2, instance.source:getPrecision()));
    Line:setWidth(instance.parameters.width);
    Line:setStyle(instance.parameters.style);
    Line:addLevel(0);	
 
end


function Update(period, mode)

	maLong:update(mode); 
	maShort:update(mode); 

	 if period < first then
	 return;
	 end
	 
    local Count=0;	 
 
   Delta[period] = maShort.DATA[period] - maLong.DATA[period];


 	 if period < first+CyclePeriod then
	 return;
	 end
  
    local min,max=mathex.minmax(Delta, period-CyclePeriod+1, period);

    local delta = 100.0 * (max - Delta[period]) / (max - min); 

    Line[period] = Alpha * (delta - Line[period - 1]) + Line[period - 1]; 
	
end