-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=13904
-- Id: 5898

--+------------------------------------------------------------------+
--|                               Copyright © 2018, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  |
--|                                   Paypal: https://goo.gl/9Rj74e  |
--|                    Patreon : https://www.patreon.com/mariojemic  |
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |
--|               BitCoin Cash : 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg  |
--|           Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D  |
--|                   LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD  |
--+------------------------------------------------------------------+

function Init()
    indicator:name("Quantitative Daily Range Indicator")
    indicator:description("")
    indicator:requiredSource(core.Bar)
    indicator:type(core.Indicator)
    indicator.parameters:addGroup("Calculation")

    indicator.parameters:addInteger("Period", "Period", "", 100)
    indicator.parameters:addBoolean("Current", "Use Current Period", "", false)

    indicator.parameters:addGroup("Style")
    indicator.parameters:addColor("Up", "Up Lines color", "", core.rgb(0, 255, 0))
    indicator.parameters:addColor("Dn", "Down Lines color", "", core.rgb(255, 0, 0))

    indicator.parameters:addInteger("UW", "Up Lines width", "", 1, 1, 5)
    indicator.parameters:addInteger("US", "Up Lines style", "", core.LINE_SOLID)
    indicator.parameters:setFlag("US", core.FLAG_LINE_STYLE)

    indicator.parameters:addInteger("DW", "Down Lines width", "", 1, 1, 5)
    indicator.parameters:addInteger("DS", "Down Lines style", "", core.LINE_SOLID)
    indicator.parameters:setFlag("DS", core.FLAG_LINE_STYLE)
end

local Current
local ArrowSize
local font
local source
local B
local day_offset, week_offset
local dummy
local stream = nil
local host
local first
local E, P, T
local ID
local l
local Price = {}
function Prepare(nameOnly)
    ArrowSize = instance.parameters.ArrowSize
    B = instance.parameters.B
    Period = instance.parameters.Period
    Current = instance.parameters.Current

    local name = profile:id() .. ", " .. instance.source:name() .. "," .. Period

    source = instance.source
    first = source:first()
    host = core.host

    day_offset = host:execute("getTradingDayOffset")
    week_offset = host:execute("getTradingWeekOffset")

    local s, e

    s, e = core.getcandle(source:barSize(), core.now(), 0)
    l = e - s

    assert(source:barSize() ~= "t1", "Indicator not working on Tick Data")

    name = name .. ")"
    instance:name(name)
    if nameOnly then
        return;
    end

    dummy = instance:addInternalStream(0, 0)
    if source:barSize() == "m1" then
        P = 1 / 1440
    elseif source:barSize() == "m5" then
        P = 5 / 1440
    elseif source:barSize() == "m15" then
        P = 15 / 1440
    elseif source:barSize() == "m30" then
        P = 30 / 1440
    elseif source:barSize() == "H1" then
        P = 1 / 24
    elseif source:barSize() == "H2" then
        P = 2 / 24
    elseif source:barSize() == "H3" then
        P = 3 / 24
    elseif source:barSize() == "H4" then
        P = 4 / 24
    elseif source:barSize() == "H6" then
        P = 6 / 24
    elseif source:barSize() == "H8" then
        P = 8 / 24
    elseif source:barSize() == "D1" then
        P = 1
    elseif source:barSize() == "W1" then
        P = 5
    elseif source:barSize() == "M1" then
        P = 20
    end

    E = P / 252
    T = E / 4

    --	 font = core.host:execute("createFont", "Ariel", ArrowSize, true, false);

    stream = nil
end

function Update(period)
    if period < source:size() - 1 then
        return
    end

    if stream == nil then
        stream = {}
        stream[1] = registerStream(1, "D1", Period, true)
    -- stream[2] = registerStream(2, "D1", Period, false);
    end

    if not stream[1].close:hasData(stream[1].close:size() - 1 - Period + 1) or stream[1].close:size() - 1 < Period then
        return
    end

    local u, v
    local Dev = mathex.stdev(stream[1].close, stream[1].close:size() - 1 - Period + 1, stream[1]:size() - 1)
    u = 1 + (Dev * math.sqrt(T))
    v = 1 - (Dev * math.sqrt(T))

    local PERIOD
    if Current then
        PERIOD = stream[1].close:size() - 1
    else
        PERIOD = stream[1].close:size() - 2
    end

    local LAST = stream[1].close[PERIOD]

    local U1 = LAST * u
    local U2 = U1 * u
    local U3 = U2 * u
    local U4 = U3 * u

    LAST = stream[1].close[PERIOD]

    local L1 = LAST * v
    local L2 = L1 * v
    local L3 = L2 * v
    local L4 = L3 * v

    old, new = core.getcandle("D1", source:date(period), day_offset, week_offset)

    local id = 0
    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        U1,
        new,
        U1,
        instance.parameters.Up,
        instance.parameters.US,
        instance.parameters.UW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, U1, "U1")
    id = id + 1
    core.host:execute("drawLabel", id, new, U1, string.format("%." .. 4 .. "f", U1))

    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        U2,
        new,
        U2,
        instance.parameters.Up,
        instance.parameters.US,
        instance.parameters.UW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, U2, "U2")
    id = id + 1
    core.host:execute("drawLabel", id, new, U2, string.format("%." .. 4 .. "f", U2))

    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        U3,
        new,
        U3,
        instance.parameters.Up,
        instance.parameters.US,
        instance.parameters.UW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, U3, "U3")
    id = id + 1
    core.host:execute("drawLabel", id, new, U3, string.format("%." .. 4 .. "f", U3))

    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        U4,
        new,
        U4,
        instance.parameters.Up,
        instance.parameters.US,
        instance.parameters.UW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, U4, "U4")
    id = id + 1
    core.host:execute("drawLabel", id, new, U4, string.format("%." .. 4 .. "f", U4))

    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        L1,
        new,
        L1,
        instance.parameters.Dn,
        instance.parameters.DS,
        instance.parameters.DW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, L1, "L1")
    id = id + 1
    core.host:execute("drawLabel", id, new, L1, string.format("%." .. 4 .. "f", L1))

    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        L2,
        new,
        L2,
        instance.parameters.Dn,
        instance.parameters.DS,
        instance.parameters.DW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, L2, "L2")
    id = id + 1
    core.host:execute("drawLabel", id, new, L2, string.format("%." .. 4 .. "f", L2))

    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        L3,
        new,
        L3,
        instance.parameters.Dn,
        instance.parameters.DS,
        instance.parameters.DW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, L3, "L3")
    id = id + 1
    core.host:execute("drawLabel", id, new, L3, string.format("%." .. 4 .. "f", L3))

    id = id + 1
    core.host:execute(
        "drawLine",
        id,
        old,
        L4,
        new,
        L4,
        instance.parameters.Dn,
        instance.parameters.DS,
        instance.parameters.DW
    )
    id = id + 1
    core.host:execute("drawLabel", id, old, L4, "L4")
    id = id + 1
    core.host:execute("drawLabel", id, new, L4, string.format("%." .. 4 .. "f", L4))
end

function ReleaseInstance()
    core.host:execute("deleteFont", font)
end

local streams = {}

-- register stream
-- @param barSize       Stream's bar size
-- @param extent        The size of the required exten
-- @return the stream reference
function registerStream(id, barSize, extent, bidask)
    local stream = {}
    local s1, e1, length
    local from, to

    s1, e1 = core.getcandle(barSize, core.now(), 0, 0)
    length = math.floor((e1 - s1) * 86400 + 0.5)

    -- the size of the source
    if barSize == source:barSize() then
        stream.data = source
        stream.barSize = barSize
        stream.external = false
        stream.length = length
        stream.loading = false
        stream.extent = extent
        stream.loading = false
    else
        stream.data = nil
        stream.barSize = barSize
        stream.external = true
        stream.length = length
        stream.loading = false
        stream.extent = extent
        local from, dataFrom
        from, dataFrom = getFrom(barSize, length, extent)
        if (source:isAlive()) then
            to = 0
        else
            t, to = core.getcandle(barSize, source:date(source:size() - 1), day_offset, week_offset)
        end
        stream.loading = true
        stream.loadingFrom = from
        stream.dataFrom = dataFrom
        stream.data = host:execute("getHistory", id, source:instrument(), barSize, from, to, bidask)
        setBookmark(0)
    end
    streams[id] = stream
    return stream.data
end

function getPeriod(id, period)
    local stream = streams[id]
    assert(stream ~= nil, "Stream is not registered")
    local candle, from, dataFrom, to
    if stream.external then
        candle = core.getcandle(stream.barSize, source:date(period), day_offset, week_offset)
        if candle < stream.dataFrom then
            setBookmark(period)
            if stream.loading then
                return -1, true
            end
            from, dataFrom = getFrom(stream.barSize, stream.length, stream.extent)
            stream.loading = true
            stream.loadingFrom = from
            stream.dataFrom = dataFrom
            host:execute("extendHistory", id, stream.data, from, stream.data:date(0))
            return -1, true
        end

        if (not (source:isAlive()) and candle > stream.data:date(stream.data:size() - 1)) then
            setBookmark(period)
            if stream.loading then
                return -1, true
            end
            stream.loading = true
            from = bf_data:date(bf_data:size() - 1)
            to = candle
            host:execute("extendHistory", id, stream.data, from, to)
        end

        local p
        p = core.findDate(stream.data, candle, true)
        return p, stream.loading
    else
        return period
    end
end

function setBookmark(period)
    local bm
    bm = dummy:getBookmark(1)
    if bm < 0 then
        bm = period
    else
        bm = math.min(period, bm)
    end
    dummy:setBookmark(1, bm)
end

-- get the from date for the stream using bar size and extent and taking the non-trading periods
-- into account
function getFrom(barSize, length, extent)
    local from, loadFrom
    local nontrading, nontradingend

    from = core.getcandle(barSize, source:date(source:first()), day_offset, week_offset)
    loadFrom = math.floor(from * 86400 - 2 * length * extent + 0.5) / 86400
    nontrading, nontradingend = core.isnontrading(from, day_offset)
    if nontrading then
        -- if it is non-trading, shift for two days to skip the non-trading periods
        loadFrom = math.floor((loadFrom - 2) * 86400 - 2 * length * extent + 0.5) / 86400
    end
    return loadFrom, from
end

-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
    local period
    local stream = streams[cookie]
    if stream == nil then
        return
    end
    stream.loading = false
    period = dummy:getBookmark(1)
    if (period < 0) then
        period = 0
    end
    loading = false
    instance:updateFrom(period)
end