-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=72182

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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 MA Correlation");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
	
	
	indicator.parameters:addString("Method", "MA Method", "Method" , "MVA");
    indicator.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA");
    indicator.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA");
    indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA");
    indicator.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA");
    indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA");
    indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA");
    indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA");
    indicator.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA");
	
	local MA_List={ 1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233};
	
	
	for i= 1, 12, 1 do
    indicator.parameters:addInteger("Period"..i, i.. ". MA Period", "", MA_List[i], 1, 2000);
	end
 
	
	 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("color1", "1. Line Color", "", core.rgb(0, 255, 0)); 
	 indicator.parameters:addColor("color2", "2. Line Color", "", core.rgb(255, 0, 0)); 
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 Period={}; 
local Indicator={};
	
-- Routine
 function Prepare(nameOnly)   
 
    
	Method=instance.parameters.Method;
	source = instance.source
 
    for i= 1, 12, 1 do
	Period[i]= instance.parameters:getInteger("Period" .. i)
    end
   
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Method  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

	first=source:first() ; 
	
    for i= 1, 12, 1 do	
	Indicator[i]= core.indicators:create(Method, source, Period[i]);
	first=math.max(Indicator[i].DATA:first() ,first ); 
	end
	 
	
    Line1 = instance:addStream("Line1", core.Line, name,  "1. Line", instance.parameters.color1, first );
    Line1:setPrecision(math.max(2, instance.source:getPrecision()));
    Line1:setWidth(instance.parameters.width);
    Line1:setStyle(instance.parameters.style);
    Line1:addLevel(0);	
 
    Line2 = instance:addStream("Line2", core.Line, name,   "2. Line", instance.parameters.color2, first );
    Line2:setPrecision(math.max(2, instance.source:getPrecision()));
    Line2:setWidth(instance.parameters.width);
    Line2:setStyle(instance.parameters.style);
    Line2:addLevel(0);	
	
end


function Update(period, mode)
    
	for i= 1, 12, 1 do	
	Indicator[i]:update(mode); 
	end  

	 if period <= first then
	 return;
	 end
	 
    
       	
	local Price_MA=0;	
	local Price_MA_Sum=0;
	
	local MA_MA=0;	
	local MA_MA_Sum=0;	
	
	local Delta;
	for i= 2, 12, 1 do	
	
	Delta=source[period]- Indicator[i].DATA[period] ;
    Price_MA=Price_MA+Delta;	
	Price_MA_Sum=Price_MA_Sum+math.abs(Delta);
	
	
	Delta=Indicator[i-1].DATA[period]-Indicator[i].DATA[period];
    MA_MA=MA_MA+Delta;	
	MA_MA_Sum=MA_MA_Sum+math.abs(Delta);	
	
	end  
	
	
 

	
	Line1[period]=  100 * Price_MA / Price_MA_Sum;
	Line2[period]=  100 * MA_MA / MA_MA_Sum;	
end