-- Id: 21412
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=28&t=61403

--+------------------------------------------------------------------+
--|                               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://goo.gl/GdXWeN  |  
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |  
--|                BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg  | 
--|           Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D  |  
--|                   LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD  |  
--+------------------------------------------------------------------+

-- Indicator profile initialization routine

function Init()
    indicator:name("Sample Skewness");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period", "Period", "", 14, 2, 2000);
 
	
	indicator.parameters:addGroup("Style"); 	
    indicator.parameters:addColor("color", "Line Color", "", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("style", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width", "Line Width", "", 3, 1, 5);
	
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block

local Period; 
local first;
local source = nil;
 
local Oscillator;  
 
local  SampleMean;
local Numerator;
-- Routine
 function Prepare(nameOnly)   
 
    local name = profile:id() .. "(" ..  instance.source:name()  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

    Period = instance.parameters.Period ; 
			
    source = instance.source;
    first=source:first()+Period;
	
	 
   
	Numerator = instance:addInternalStream(0, 0);
	Denominator = instance:addInternalStream(0, 0);
 
	Oscillator = instance:addStream("Oscillator" , core.Line, " Oscillator"," Oscillator",instance.parameters.color, first);
    Oscillator:setPrecision(math.max(2, instance.source:getPrecision()));
	Oscillator:setWidth(instance.parameters.width);
    Oscillator:setStyle(instance.parameters.style);
    
	
	
end

-- Indicator calculation routine
function Update(period, mode)

 
  
	
    if period < first then
	return;
	end
	
	 local SampleMean =mathex.avg(source, period-Period+1, period);
	 
	 local  Numerator=0;
	 local Denominator=0;
	 
	 for i= 0, Period-1, 1 do 
	 Numerator=Numerator +(source[period-i]- SampleMean)^3;
	 Denominator=Denominator+(source[period-i]- SampleMean)^2;
     end
 
		
     Oscillator[period]=((Period/(Period-2))*(Period-1)^(1/2))* ( Numerator/ (  (Denominator  )^(3/2)));
				  
end