-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=69779

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--|                                      Developed by : Mario Jemic  |
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--|                           https://AppliedMachineLearning.systems |
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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("Moving Average Envelope (New Version)")
    indicator:description("")
    indicator:requiredSource(core.Tick)
    indicator:type(core.Indicator)

    indicator.parameters:addGroup("Shift Calculation")
    indicator.parameters:addBoolean("Shift", "Half Period shift", "", true)
    indicator.parameters:addInteger("SX", "Shift in periods", "Postive is future, negative is past", 0)
    indicator.parameters:addInteger("SY", "Shift in points", "", 0)

    indicator.parameters:addGroup("Calculation")

    indicator.parameters:addInteger("N", "Number of periods for Moving Average", "", 14)
    indicator.parameters:addString(
        "MET",
        "Moving Average Method",
        "The methods marked by an asterisk (*) require the appropriate indicators to be loaded.",
        "MVA"
    )
    indicator.parameters:addStringAlternative("MET", "MVA", "", "MVA")
    indicator.parameters:addStringAlternative("MET", "EMA", "", "EMA")
    indicator.parameters:addStringAlternative("MET", "LWMA", "", "LWMA")
    indicator.parameters:addStringAlternative("MET", "SMMA*", "", "SMMA")
    indicator.parameters:addStringAlternative("MET", "Vidya (1995)*", "", "VIDYA")
    indicator.parameters:addStringAlternative("MET", "Vidya (1992)*", "", "VIDYA92")
    indicator.parameters:addStringAlternative("MET", "Wilders*", "", "WMA")

    indicator.parameters:addDouble("B", "Band Width", "", 25)
    indicator.parameters:addString("BWU", "Band Width Units", "", "%%")
    indicator.parameters:addStringAlternative("BWU", "In 1/100 of percent", "", "%%")
    indicator.parameters:addStringAlternative("BWU", "In pips", "", "pip(s)")

    indicator.parameters:addGroup("Style")
    indicator.parameters:addBoolean("SM", "Show MA line", "", true)
    indicator.parameters:addColor("MVA_color", "Color of MA line", "", core.rgb(255, 0, 0))

    indicator.parameters:addInteger("style1", "Line Style", "", core.LINE_SOLID)
    indicator.parameters:setFlag("style1", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addInteger("width1", "Line Width", "", 3, 1, 5)

    indicator.parameters:addColor("B_color", "Color of Band", "", core.rgb(0, 0, 255))

    indicator.parameters:addInteger("style2", "Line Style", "", core.LINE_SOLID)
    indicator.parameters:setFlag("style2", core.FLAG_LEVEL_STYLE)
    indicator.parameters:addInteger("width2", "Line Width", "", 3, 1, 5)
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 N
local B
local BWU
local MET
local SM
local Shift
local first
local source = nil
local IND

-- Streams block
local MVA = nil
local UB = nil
local LB = nil
local SX, SY

-- Routine
function Prepare(nameOnly)
    N = instance.parameters.N
    B = instance.parameters.B
    BWU = instance.parameters.BWU
    MET = instance.parameters.MET
    SM = instance.parameters.SM
    Shift = instance.parameters.Shift

    source = instance.source
    assert(core.indicators:findIndicator(MET) ~= nil, MET .. " indicator must be installed")
    IND = core.indicators:create(MET, source, N)
    first = IND.DATA:first() + 1
    SX = instance.parameters.SX
    if Shift then
        if SX >= 0 then
            SX = SX + 1;
        else
            SX = SX - 1;
        end
    end
    SY = instance.parameters.SY

    local name = profile:id() .. "(" .. source:name() .. "," .. MET .. "(" .. N .. ")," .. B .. BWU .. ")"
    instance:name(name)

    if (nameOnly) then
        return
    end

    if BWU == "%%" then
        BWU = 1
    else
        BWU = 2
        B = B * source:pipSize()
    end

    if SM then
        MVA = instance:addStream("MVA", core.Line, name .. ".MVA", "MVA", instance.parameters.MVA_color, first, SX)
        MVA:setPrecision(math.max(10, source:getPrecision()))
        MVA:setWidth(instance.parameters.width1)
        MVA:setStyle(instance.parameters.style1)
    end
    UB = instance:addStream("UB", core.Line, name .. ".UB", "UB", instance.parameters.B_color, first, SX)
    LB = instance:addStream("LB", core.Line, name .. ".LB", "LB", instance.parameters.B_color, first, SX)

    UB:setPrecision(math.max(10, source:getPrecision()))
    LB:setPrecision(math.max(10, source:getPrecision()))

    UB:setWidth(instance.parameters.width2)
    UB:setStyle(instance.parameters.style2)
    LB:setWidth(instance.parameters.width2)
    LB:setStyle(instance.parameters.style2)
end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode)
    IND:update(mode)

    if period < first then
        return
    end

    local d

    if Shift then
        d = (IND.DATA[period - 1] + IND.DATA[period]) / 2
    else
        d = IND.DATA[period]
    end

    local s
    if BWU == 1 then
        s = d * B / 10000
    else
        s = B
    end

    if SM then
        MVA[period + SX] = d + SY
    end
    UB[period + SX] = d + s + SY
    LB[period + SX] = d - s + SY
end