-- Id: 9114
-- More information about this indicator can be found at:
--http://fxcodebase.com/code/viewtopic.php?f=17&t=36328


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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("Spread Oscillator");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
	
    indicator.parameters:addGroup("Selection"); 	 
    indicator.parameters:addString("p1", "1. Instrumet", "", "");
    indicator.parameters:setFlag("p1", core.FLAG_INSTRUMENTS );
	
	indicator.parameters:addString("p2", "2. Instrumet", "", "");
    indicator.parameters:setFlag("p2", core.FLAG_INSTRUMENTS );
	
	
	indicator.parameters:addGroup("Calculation");
	indicator.parameters:addInteger("One", "Short Period", "", 5);
	indicator.parameters:addInteger("Two", "Long Period", "", 15);
	
	indicator.parameters:addGroup("Style"); 	
    indicator.parameters:addColor("EMA_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);
	
	indicator.parameters:addGroup("Zero Line");	
    indicator.parameters:addDouble("Zero", "Zero Level","", 0);
	 indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128));
    indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5);
    indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID);
    indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE);
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 first;
	local source = nil;
	local BS;
	local host;
	local offset;
	local weekoffset;
	local SourceData={};
	local loading = { };
	local Indicator;
-- Streams block
    local EMA = nil;
	local Raw;
	
local p1, p2;
local One, Two;
local ONE, TWO;
-- Routine
function Prepare(nameOnly)
    
    source = instance.source;
    first = source:first();
	One = instance.parameters.One;
	Two = instance.parameters.Two;
	
	p1 = instance.parameters.p1;
	p2  = instance.parameters.p2;	
   
   
   local name = profile:id() .. "(" .. source:name() .. ", " .. tostring(p1).. ", " .. tostring(p2) .. ", " .. tostring(One).. ", " .. tostring(Two).. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
	 host = core.host;
    offset = host:execute("getTradingDayOffset");
    weekoffset = host:execute("getTradingWeekOffset");
    BS = source:barSize();
	SourceData[1]=core.host:execute("getSyncHistory", p1, BS, source:isBid(), math.max(One, Two), 201, 101);
	loading[1]=true;
	SourceData[2]=core.host:execute("getSyncHistory", p2, BS, source:isBid(), math.max(One, Two), 202, 102);
	loading[2]=true;
		
    
	
	Raw = instance:addInternalStream(0, 0);
	
	ONE = core.indicators:create("EMA", Raw, One);
	TWO = core.indicators:create("EMA", Raw, Two);

 
	   

        EMA = instance:addStream("ST", core.Line, name, "Spread Oscillator", instance.parameters.EMA_color, first);
    EMA:setPrecision(math.max(2, instance.source:getPrecision()));
		EMA:setWidth(instance.parameters.width);
        EMA:setStyle(instance.parameters.style);
 
end


function   Initialization(period)

    local Candle;
    Candle = core.getcandle(BS, source:date(period), offset, weekoffset);

  
    if loading[1] or loading[2] or SourceData[1]:size() == 0  or SourceData[2]:size() == 0 then
        return false, false ;
    end

    
	
    if period < source:first() then
        return false, false;
    end

    local r1 = core.findDate(SourceData[1], Candle, false);
	local r2 = core.findDate(SourceData[2], Candle, false);

    -- candle is not found
    if r1 < 0 or r2 < 0 then
        return false, false;
	else return r1, r2;	
    end
	
end	

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

        local r1,r2;
		r1,r2=  Initialization(period) 
		
		local r3,r4;
		r3,r4=  Initialization(period-math.max(One, Two)) 
     
	    if not r1 or not r2 or not r3 or not r4 then
		return;
		end		
		
		 
    
	    if  not SourceData[1].close:hasData(r1)  or not  SourceData[2].close:hasData(r2)
		or not SourceData[1].close:hasData(r3)  or not  SourceData[2].close:hasData(r4)
		then
		return;
		end
		
				
		
        Raw[period]= (SourceData[1].close[r1]/SourceData[2].close[r2])*100;
		
		ONE:update(mode);
		TWO:update(mode);
		
		if period < ONE.DATA:first()
		or  period < TWO.DATA:first()
		then
		return;
		end
	
      EMA[period]=TWO.DATA[period]-ONE.DATA[period];
end

-- the function is called when the async operation is finished
function AsyncOperationFinished(cookie)
    if cookie == 101 then
        loading[1] = true;
      
    elseif cookie == 102 then
        loading[2] = true;
    end
	
	  if cookie == 201 then
        loading[1] = false;
      
    elseif cookie == 202 then
        loading[2] = false;
    end
	
	if not loading[1] and  not loading[2] then
	  instance:updateFrom(0);
	  end
end