-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=58797
-- Id: 9631

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function Init()
    indicator:name("Range bars");
    indicator:description("Builds the bars with the same size.");
    indicator:requiredSource(core.Tick);
    indicator:type(core.View);

    indicator.parameters:addGroup("Price Parameters");
    indicator.parameters:addString("instrument", "Instrument", "", "EUR/USD");
    indicator.parameters:setFlag("instrument", core.FLAG_INSTRUMENTS);
    indicator.parameters:addString("frame", "Timeframe", "Timeframe", "H1");
    indicator.parameters:setFlag("frame", core.FLAG_BARPERIODS);
    indicator.parameters:addBoolean("type", "Price type", "Price type", true);
    indicator.parameters:setFlag("type", core.FLAG_BIDASK);
    indicator.parameters:addInteger("Range", "Range", "", 100);

    indicator.parameters:addGroup("Range");
    indicator.parameters:addDate("from", "Date From", "", -1000);
    indicator.parameters:addDate("to", "Date to", "", 0);
    indicator.parameters:setFlag("to", core.FLAG_DATE_OR_NULL);
end

local loading;
local instrument;
local frame;
local Range, RangePip;
local history;
local open, high, low, close, volume;
local offer;
local offset;
local sumvolume, lasthistorytime;

-- initializes the instance of the indicator
function Prepare(onlyName)
    instrument = instance.parameters.instrument;
    Range = instance.parameters.Range;

    local name = profile:id() .. "(" .. instrument .. "." ..
                                 ")";
    instance:name(name);

    if onlyName then
        return ;
    end

    -- check whether the instrument is available
    local offers = core.host:findTable("offers");
    local enum = offers:enumerator();
    local row;

    row = enum:next();
    while row ~= nil do
        if row.Instrument == instrument then
            break;
        end
        row = enum:next();
    end

    assert(row ~= nil, "Instrument is not found");

    offer = row.OfferID;

    instance:initView(instrument, row.Digits, row.PointSize, false, instance.parameters.to == 0);

    loading = true;
    history = core.host:execute("getHistory", 1000, instrument, instance.parameters.frame, instance.parameters.from, instance.parameters.to, instance.parameters.type);
    RangePip = Range*history:pipSize();
    if instance.parameters.to == 0 then
        core.host:execute("subscribeTradeEvents", 2000, "offers");
    end

    open = instance:addStream("open", core.Line, name .. ".open", "open", 0, 0, 0);
    high = instance:addStream("high", core.Line, name .. ".high", "high", 0, 0, 0);
    low = instance:addStream("low", core.Line, name .. ".low", "low", 0, 0, 0);
    close = instance:addStream("close", core.Line, name .. ".close", "close", 0, 0, 0);
    volume = instance:addStream("volume", core.Line, name .. ".volume", "volume", 0, 0, 0);
    sumvolume = instance:addInternalStream(0, 0);
    lasthistorytime = instance:addInternalStream(0, 0);

    instance:createCandleGroup("candle", "candle", open, high, low, close, volume, "");
end

function Update(period, mode)
    -- shall never be called, ignore the call
end

function AsyncOperationFinished(cookie, success, message, message1, message2)
    if cookie == 1000 then
        handleHistory();
    elseif cookie == 2000 then
        if message == offer then
            handleUpdate();
        end
    end
end

function handleHistory()
    local s = history:size() - 1;
    local i;
    local prevcandle = 0;
    local cstart, cend, cdate;
    local current = open:size();
    local source=history;
    instance:addViewBar(source:date(0));
    open[current]=source.open[0];
    high[current]=source.high[0];
    low[current]=source.low[0];
    close[current]=source.close[0];
    volume[current]=source.volume[0];

    for i = 1, s, 1 do
        cdate = history:date(i);
        
        if high[current]-low[current]>=RangePip then
         current=current+1;
         instance:addViewBar(source:date(i));
         open[current]=close[current-1];
         high[current]=source.high[i];
         low[current]=source.low[i];
         close[current]=source.close[i];
         sumvolume[current]=0;
         lasthistorytime[current]=source:date(i);
        else
	 if source.high[i]>high[current] then
	  high[current]=source.high[i];
	 end 
	 if source.low[i]<low[current] then
	  low[current]=source.low[i];
	 end
	 close[current]=source.close[i];
         if lasthistorytime[current]~=source:date(i) then
          sumvolume[current]=sumvolume[current]+source.volume[i-1];
         lasthistorytime[current]=source:date(i);
         end
         volume[current]=sumvolume[current]+source.volume[i];
        end
    end    
        
    loading = false;
end

function handleUpdate()
  if not loading and history:size() > 0 then
    local i = history:size() - 1;
    local current = open:size() - 1;
    local source=history;

    if high[current]-low[current]>=RangePip then
     current=current+1;
     instance:addViewBar(source:date(i));
     open[current]=close[current-1];
     high[current]=source.high[i];
     low[current]=source.low[i];
     close[current]=source.close[i];
     sumvolume[current]=0;
     lasthistorytime[current]=source:date(i);
    else
     if source.high[i]>high[current] then
      high[current]=source.high[i];
     end 
     if source.low[i]<low[current] then
      low[current]=source.low[i];
     end
     close[current]=source.close[i];
     if lasthistorytime[current]~=source:date(i) then
      sumvolume[current]=sumvolume[current]+source.volume[i-1];
      lasthistorytime[current]=source:date(i);
     end
     volume[current]=sumvolume[current]+source.volume[i];
    end
  end 
end