-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=69040

--+------------------------------------------------------------------+
--|                               Copyright © 2019, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                          mario.jemic@gmail.com   |
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--+------------------------------------------------------------------+

function Init()
    indicator:name("Rolling Pivots Indicator")
    indicator:description("The indicator shows pivot point and the last period levels")
    indicator:requiredSource(core.Bar)
    indicator:type(core.Indicator)
    indicator:setTag("group", "Support/Resistance")

    indicator.parameters:addGroup("Parameters")
    indicator.parameters:addString("CalcMode", "Calculation mode", "The mode of pivot calculation.", "Pivot")
    indicator.parameters:addStringAlternative("CalcMode", "Classic Pivot", "", "Pivot")
    indicator.parameters:addStringAlternative("CalcMode", "Camarilla", "", "Camarilla")
    indicator.parameters:addStringAlternative("CalcMode", "Woodie", "", "Woodie")
    indicator.parameters:addStringAlternative("CalcMode", "Fibonacci", "", "Fibonacci")
    indicator.parameters:addStringAlternative("CalcMode", "Floor", "", "Floor")
    indicator.parameters:addStringAlternative("CalcMode", "Fibonacci Retracement", "", "FibonacciR")

    indicator.parameters:addGroup("Style")
    indicator.parameters:addString("LabelLoc", "Line labels location", "Defines the location of line labels.", "E")
    indicator.parameters:addStringAlternative("LabelLoc", "At the end", "", "E")
    indicator.parameters:addStringAlternative("LabelLoc", "At the beginning", "", "B")
    indicator.parameters:addStringAlternative("LabelLoc", "At both", "", "A")

    indicator.parameters:addColor(
        "clrP",
        string.format("%s color", "Pivot"),
        string.format("The color of the %s.", "pivot line"),
        core.rgb(192, 192, 192)
    )
    indicator.parameters:addInteger(
        "widthP",
        string.format("%s width", "Pivot"),
        string.format("The width of the %s.", "pivot line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleP",
        string.format("%s style", "Pivot"),
        string.format("The style of the %s.", "pivot line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleP", core.FLAG_LEVEL_STYLE)

    indicator.parameters:addColor(
        "clrS1",
        string.format("%s color", "S1"),
        string.format("The color of the %s.", "first support line"),
        core.rgb(255, 0, 0)
    )
    indicator.parameters:addInteger(
        "widthS1",
        string.format("%s width", "S1"),
        string.format("The width of the %s.", "first support line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleS1",
        string.format("%s style", "S1"),
        string.format("The style of the %s.", "first support line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleS1", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showS1", "Show S1", "Show the first support line.", true)

    indicator.parameters:addColor(
        "clrS2",
        string.format("%s color", "S2"),
        string.format("The color of the %s.", "second support line"),
        core.rgb(224, 0, 0)
    )
    indicator.parameters:addInteger(
        "widthS2",
        string.format("The width of the %s.", "S2"),
        string.format("The width of the %s.", "second support line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleS2",
        string.format("%s style", "S2"),
        string.format("The style of the %s.", "second support line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleS2", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showS2", "Show S2", "Show the second support line.", true)

    indicator.parameters:addColor(
        "clrS3",
        string.format("%s color", "S3"),
        string.format("The color of the %s.", "third support line"),
        core.rgb(192, 0, 0)
    )
    indicator.parameters:addInteger(
        "widthS3",
        string.format("The width of the %s.", "S3"),
        string.format("The width of the %s.", "third support line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleS3",
        string.format("%s style", "S3"),
        string.format("The style of the %s.", "third support line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleS3", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showS3", "Show S3", "Show the third support line.", true)

    indicator.parameters:addColor(
        "clrS4",
        string.format("%s color", "S4"),
        string.format("The color of the %s.", "fourth support line"),
        core.rgb(160, 0, 0)
    )
    indicator.parameters:addInteger(
        "widthS4",
        string.format("The width of the %s.", "S4"),
        string.format("The width of the %s.", "fourth support line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleS4",
        string.format("%s style", "S4"),
        string.format("The style of the %s.", "fourth support line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleS4", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showS4", "Show S4", "Show the fourth support line.", true)

    indicator.parameters:addColor(
        "clrR1",
        string.format("%s color", "R1"),
        string.format("The color of the %s.", "first resistance line"),
        core.rgb(0, 255, 0)
    )
    indicator.parameters:addInteger(
        "widthR1",
        string.format("The width of the %s.", "R1"),
        string.format("The width of the %s.", "first resistance line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleR1",
        string.format("%s style", "R1"),
        string.format("The style of the %s.", "first resistance line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleR1", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showR1", "Show R1", "Show the first resistance line.", true)

    indicator.parameters:addColor(
        "clrR2",
        string.format("%s color", "R2"),
        string.format("The color of the %s.", "second resistance line"),
        core.rgb(0, 224, 0)
    )
    indicator.parameters:addInteger(
        "widthR2",
        string.format("The width of the %s.", "R2"),
        string.format("The width of the %s.", "second resistance line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleR2",
        string.format("%s style", "R2"),
        string.format("The style of the %s.", "second resistance line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleR2", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showR2", "Show R2", "Show the second resistance line.", true)

    indicator.parameters:addColor(
        "clrR3",
        string.format("%s color", "R3"),
        string.format("The color of the %s.", "third resistance line"),
        core.rgb(0, 192, 0)
    )
    indicator.parameters:addInteger(
        "widthR3",
        string.format("The width of the %s.", "R3"),
        string.format("The width of the %s.", "third resistance line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleR3",
        string.format("%s style", "R3"),
        string.format("The style of the %s.", "third resistance line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleR3", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showR3", "Show R3", "Show the third resistance line.", true)

    indicator.parameters:addColor(
        "clrR4",
        string.format("%s color", "R4"),
        string.format("The color of the %s.", "fourth resistance line"),
        core.rgb(0, 160, 0)
    )
    indicator.parameters:addInteger(
        "widthR4",
        string.format("The width of the %s.", "R4"),
        string.format("The width of the %s.", "fourth resistance line"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleR4",
        string.format("%s style", "R4"),
        string.format("The style of the %s.", "fourth resistance line"),
        core.LINE_SOLID
    )
    indicator.parameters:setFlag("styleR4", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addBoolean("showR4", "Show R4", "Show the fourth resistance line.", true)

    indicator.parameters:addBoolean(
        "ShowMP",
        "Show midpoint lines",
        "Defines whether the midpoint lines are shown.",
        false
    )
    indicator.parameters:addColor(
        "clrMP",
        string.format("%s color", "Midpoint lines"),
        string.format("The color of the %s.", "midpoint lines"),
        core.rgb(128, 128, 128)
    )
    indicator.parameters:addInteger(
        "widthMP",
        string.format("The width of the %s.", "Midpoint lines"),
        string.format("The width of the %s.", "midpoint lines"),
        1,
        1,
        5
    )
    indicator.parameters:addInteger(
        "styleMP",
        string.format("%s style", "Midpoint lines"),
        string.format("The style of the %s.", "midpoint lines"),
        core.LINE_DOT
    )
    indicator.parameters:setFlag("styleMP", core.FLAG_LEVEL_STYLE)
end

local P
local H
local L
local D
local source
local instr
local host
local offset
local weekoffset

local RP = 0
local S1 = 1
local S2 = 2
local S3 = 3
local S4 = 4
local R1 = 5
local R2 = 6
local R3 = 7
local R4 = 8
local PID = 9
local name = {}
local show = {}
local clr = {}
local width = {}
local style = {}
local stream = {}
local fibr = {}

local clrP
local widthP
local styleP

local O_PIVOT = 1
local O_CAM = 2
local O_WOOD = 3
local O_FIB = 4
local O_FLOOR = 5
local O_FIBR = 6
local CalcMode

local ShowMP
local clrMP
local widthMP
local styleMP
local O_END = 1
local O_BEG = 2
local O_BOTH = 3
local LabelLoc
local eps

function Prepare(onlyName)
    host = core.host
    offset = host:execute("getTradingDayOffset")
    weekoffset = host:execute("getTradingWeekOffset")

    source = instance.source
    instr = source:instrument()
    clrP = instance.parameters.clrP
    widthP = instance.parameters.widthP
    styleP = instance.parameters.styleP
    ShowMP = instance.parameters.ShowMP
    clrMP = instance.parameters.clrMP
    widthMP = instance.parameters.widthMP
    styleMP = instance.parameters.styleMP

    local precision = source:getPrecision()
    if precision > 0 then
        eps = math.pow(10, -precision)
    else
        eps = 1
    end

    name[RP] = "P"
    name[S1] = "S1"
    name[S2] = "S2"
    name[S3] = "S3"
    name[S4] = "S4"
    name[R1] = "R1"
    name[R2] = "R2"
    name[R3] = "R3"
    name[R4] = "R4"
    show[S1] = instance.parameters.showS1
    show[S2] = instance.parameters.showS2
    show[S3] = instance.parameters.showS3
    show[S4] = instance.parameters.showS4
    show[R1] = instance.parameters.showR1
    show[R2] = instance.parameters.showR2
    show[R3] = instance.parameters.showR3
    show[R4] = instance.parameters.showR4
    clr[S1] = instance.parameters.clrS1
    clr[S2] = instance.parameters.clrS2
    clr[S3] = instance.parameters.clrS3
    clr[S4] = instance.parameters.clrS4
    clr[R1] = instance.parameters.clrR1
    clr[R2] = instance.parameters.clrR2
    clr[R3] = instance.parameters.clrR3
    clr[R4] = instance.parameters.clrR4
    width[S1] = instance.parameters.widthS1
    width[S2] = instance.parameters.widthS2
    width[S3] = instance.parameters.widthS3
    width[S4] = instance.parameters.widthS4
    width[R1] = instance.parameters.widthR1
    width[R2] = instance.parameters.widthR2
    width[R3] = instance.parameters.widthR3
    width[R4] = instance.parameters.widthR4
    style[S1] = instance.parameters.styleS1
    style[S2] = instance.parameters.styleS2
    style[S3] = instance.parameters.styleS3
    style[S4] = instance.parameters.styleS4
    style[R1] = instance.parameters.styleR1
    style[R2] = instance.parameters.styleR2
    style[R3] = instance.parameters.styleR3
    style[R4] = instance.parameters.styleR4

    fibr[S4] = -0.272
    fibr[S3] = 0
    fibr[S2] = 0.236
    fibr[S1] = 0.382
    fibr[R1] = 0.618
    fibr[R2] = 0.764
    fibr[R3] = 1
    fibr[R4] = 1.272

    if instance.parameters.CalcMode == "Pivot" then
        CalcMode = O_PIVOT
    elseif instance.parameters.CalcMode == "Camarilla" then
        CalcMode = O_CAM
    elseif instance.parameters.CalcMode == "Woodie" then
        CalcMode = O_WOOD
    elseif instance.parameters.CalcMode == "Fibonacci" then
        CalcMode = O_FIB
    elseif instance.parameters.CalcMode == "Floor" then
        CalcMode = O_FLOOR
    elseif instance.parameters.CalcMode == "FibonacciR" then
        CalcMode = O_FIBR
    else
        assert(false, "Unknown calculation mode" .. ": " .. instance.parameters.CalcMode)
    end

    if instance.parameters.LabelLoc == "E" then
        LabelLoc = O_END
    elseif instance.parameters.LabelLoc == "B" then
        LabelLoc = O_BEG
    elseif instance.parameters.LabelLoc == "A" then
        LabelLoc = O_BOTH
    else
        assert(false, "Unknown label location" .. ": " .. instance.parameters.LabelLoc)
    end

    -- create streams
    local sname
    sname = profile:id() .. "(" .. source:name() .. "," .. instance.parameters.CalcMode .. ")"
    instance:name(sname)

    if onlyName then
        return
    end

    P = instance:addStream("P", core.Line, sname .. "." .. "P", "P", clrP, 0)
    P:setWidth(widthP)
    P:setStyle(styleP)

    H = instance:addInternalStream(0, 0)
    L = instance:addInternalStream(0, 0)
    for i = S1, R4, 1 do
        if show[i] then
            stream[i] = instance:addStream(name[i], core.Line, sname .. "." .. name[i], name[i], clr[i], 0)
            stream[i]:setWidth(width[i])
            stream[i]:setStyle(style[i])
        end
    end
end

local d = {}

function Update(period, mode)

    local prev_i = core.findDate(source, source:date(period) - 1.0, false);
    if prev_i <= 0 then
        return;
    end
    if CalcMode == O_PIVOT or CalcMode == O_FIB or CalcMode == O_FLOOR then
        P[period] = (source.high[prev_i] + source.close[prev_i] + source.low[prev_i]) / 3
    elseif CalcMode == O_CAM then
        P[period] = source.close[prev_i]
    elseif CalcMode == O_FIBR then
        P[period] = (source.high[prev_i] + source.low[prev_i]) / 2
    elseif CalcMode == O_WOOD then
        local open
        if (prev_i == source:size() - 1) then
            open = source.open[prev_i]
        else
            open = source.open[prev_i + 1]
        end
        P[period] = (source.high[prev_i] + source.low[prev_i] + open * 2) / 4
    end
    H[period] = source.high[prev_i]
    L[period] = source.low[prev_i]

    CalculateLevels(period)
    for i = S1, R4, 1 do
        if show[i] and d[i] ~= 0 then
            stream[i][period] = d[i]
        end
    end
end

function AsyncOperationFinished(cookie)
end

function initCalculateLevel(period)
    local h, l, p, r

    p = P[period]
    h = H[period]
    l = L[period]
    r = h - l
    return h, l, p, r
end

function CalculateLevels(period)
    local h, l, p, r = initCalculateLevel(period)

    if CalcMode == O_PIVOT then
        d[R4] = p + r * 3
        d[R3] = p + r * 2
        d[R2] = p + r
        d[R1] = p * 2 - l

        d[S1] = p * 2 - h
        d[S2] = p - r
        d[S3] = p - r * 2
        d[S4] = p - r * 3
    elseif CalcMode == O_CAM then
        d[R4] = p + r * 1.1 / 2
        d[R3] = p + r * 1.1 / 4
        d[R2] = p + r * 1.1 / 6
        d[R1] = p + r * 1.1 / 12

        d[S1] = p - r * 1.1 / 12
        d[S2] = p - r * 1.1 / 6
        d[S3] = p - r * 1.1 / 4
        d[S4] = p - r * 1.1 / 2
    elseif CalcMode == O_WOOD then
        d[R4] = h + (2 * (p - l) + r)
        d[R3] = h + 2 * (p - l)
        d[R2] = p + r
        d[R1] = p * 2 - l

        d[S1] = p * 2 - h
        d[S2] = p - r
        d[S3] = l - 2 * (h - p)
        d[S4] = l - (r + 2 * (h - p))
    elseif CalcMode == O_FIB then
        d[R4] = p + 1.618 * (h - l)
        d[R3] = p + 1 * (h - l)
        d[R2] = p + 0.618 * (h - l)
        d[R1] = p + 0.382 * (h - l)

        d[S1] = p - 0.382 * (h - l)
        d[S2] = p - 0.618 * (h - l)
        d[S3] = p - 1 * (h - l)
        d[S4] = p - 1.618 * (h - l)
    elseif CalcMode == O_FLOOR then
        d[R4] = 0
        d[R3] = h + (p - l) * 2
        d[R2] = p + r
        d[R1] = p * 2 - l

        d[S1] = p * 2 - h
        d[S2] = p - r
        d[S3] = l - (h - p) * 2
        d[S4] = 0
    elseif CalcMode == O_FIBR then
        d[R4] = l + (h - l) * fibr[R4]
        d[R3] = l + (h - l) * fibr[R3]
        d[R2] = l + (h - l) * fibr[R2]
        d[R1] = l + (h - l) * fibr[R1]

        d[S1] = l + (h - l) * fibr[S1]
        d[S2] = l + (h - l) * fibr[S2]
        d[S3] = l + (h - l) * fibr[S3]
        d[S4] = l + (h - l) * fibr[S4]
    end
end

function round(num, idp)
    local mult = 10 ^ (idp or 0)
    return math.floor(num * mult + 0.5) / mult
end