-- Id: 11049
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=870

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function Init()
    indicator:name("Standard Deviation Indicator  with Alert");
    indicator:description("Technical indicator named Standard Deviation (StdDev) measures the market volatility.");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);

    indicator.parameters:addGroup("Mode");
    indicator.parameters:addString("Live", "End of Turn / Live", "", "Live");
    indicator.parameters:addStringAlternative("Live", "End of Turn", "", "End of Turn");
    indicator.parameters:addStringAlternative("Live", "Live", "", "Live");

    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("N", "N", "Period", 20);
    indicator.parameters:addString("Method", "Method", "", "MVA");
    indicator.parameters:addStringAlternative("Method", "MVA", "", "MVA");
    indicator.parameters:addStringAlternative("Method", "EMA", "", "EMA");
    indicator.parameters:addStringAlternative("Method", "KAMA", "", "KAMA");
    indicator.parameters:addStringAlternative("Method", "LWMA", "", "LWMA");
    indicator.parameters:addStringAlternative("Method", "TMA", "", "TMA");
    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("clrStdDev", "Color of StdDev", "Color of StdDev", core.rgb(0, 255, 0));

    indicator.parameters:addGroup("Triger Level Style");

    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);

    indicator.parameters:addGroup("Alert Style");
    indicator.parameters:addColor("Up", "Up Trend Color", "", core.rgb(0, 0, 255));
    indicator.parameters:addColor("Down", "Down Trend Color", "", core.rgb(0, 0, 255));
    indicator.parameters:addInteger("Size", "Label Size", "", 10, 1, 100);

    indicator.parameters:addGroup("Alerts Sound");
    indicator.parameters:addBoolean("PlaySound", "Play Sound", "", false);
    indicator.parameters:addBoolean("RecurrentSound", "Recurrent Sound", "", false);

    indicator.parameters:addGroup("Alerts Email");
    indicator.parameters:addBoolean("SendEmail", "Send Email", "", false);
    indicator.parameters:addString("Email", "Email", "", "");
    indicator.parameters:setFlag("Email", core.FLAG_EMAIL);
    indicator.parameters:addBoolean("Show", "Show Dialog box Alert", "", true);

    Parameters (1, "1. Level", 0);
    Parameters (2, "2. Level", 0);
    Parameters (3, "3. Level", 0)
end

function Parameters(id, Label, Level)
    indicator.parameters:addGroup(Label .. " Alert");

    indicator.parameters:addBoolean("ON" .. id, "Show " .. Label .. " Alert", "", false);

    indicator.parameters:addDouble("Level" .. id, id .. ". Level ", "", Level);
    indicator.parameters:addFile("Up" .. id, Label .. " Cross Over Sound", "", "");
    indicator.parameters:setFlag("Up" .. id, core.FLAG_SOUND);

    indicator.parameters:addFile("Down" .. id, Label .. " Cross Under Sound", "", "");
    indicator.parameters:setFlag("Down" .. id, core.FLAG_SOUND);

    indicator.parameters:addString("Label" .. id, "Label", "", Label);
end

local Number = 3;
local Level = {};
local first;
local source = nil;
local MA;
local N;
local Method;

local Up = {};
local Down = {};
local Label = {};
local ON = {};
local Line;
local up = {};
local down = {};
local Size;
local Email;
local SendEmail;
local RecurrentSound, SoundFile;
local Show;
local Alert;
local Indicator;
local PlaySound;
local Live;
local FIRST = true;

local U = {};
local D = {};

function Prepare(nameOnly)
    source = instance.source;

    FIRST = true;
    Show = instance.parameters.Show;
    Live = instance.parameters.Live;

    for i = 1, Number, 1 do
        Level[i] = instance.parameters:getDouble("Level" .. i);
    end

    N = instance.parameters.N;
    Method = instance.parameters.Method;

    local name = profile:id() .. "(" .. source:name() .. ", " .. N .. ", " .. Method .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
    assert(core.indicators:findIndicator(Method) ~= nil, Method .. " indicator must be installed");
    MA = core.indicators:create(Method, source, N);
    first = MA.DATA:first() + N;
	
	
    StdDev = instance:addStream("StdDev", core.Line, name .. ".StdDev", "StdDev", instance.parameters.clrStdDev, first);

    StdDev:setPrecision(math.max(2, instance.source:getPrecision()));

    Initialization();

    if Level[1] ~= 0 and Level[1] ~= nil and ON[1] then
        StdDev:addLevel(Level[1], instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
    end
    if Level[2] ~= 0 and Level[2] ~= nil and ON[2] then
        StdDev:addLevel(Level[2], instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
    end
    if Level[3] ~= 0 and Level[3] ~= nil and ON[3] then
        StdDev:addLevel(Level[3], instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
    end
end

function Initialization ()
    Size = instance.parameters.Size;
    SendEmail = instance.parameters.SendEmail;

    local i;
    for i = 1, Number, 1 do
        Label[i] = instance.parameters:getString("Label" .. i);
        ON[i] = instance.parameters:getBoolean("ON" .. i);
    end

    if SendEmail then
        Email = instance.parameters.Email;
    else
        Email = nil;
    end
    assert(not(SendEmail) or (SendEmail and Email ~= ""), "E-mail address must be specified");

    PlaySound = instance.parameters.PlaySound;
    if PlaySound then
        for i = 1, Number, 1 do
            Up[i] = instance.parameters:getString("Up" .. i);
            Down[i] = instance.parameters:getString("Down" .. i);
        end
    else
        for i = 1, Number, 1 do
            Up[i] = nil;
            Down[i] = nil;
        end
    end
    for i = 1, Number, 1 do
        assert(not(PlaySound) or (PlaySound and Up[i] ~= "") or (PlaySound and Up[i] ~= ""), "Sound file must be chosen");
        assert(not(PlaySound) or (PlaySound and Down[i] ~= "") or (PlaySound and Down[i] ~= ""), "Sound file must be chosen");
    end

    RecurrentSound = instance.parameters.RecurrentSound;

    for i = 1, Number, 1 do
        U[i] = nil;
        D[i] = nil;

        if ON[i] then
            up[i] = instance:createTextOutput("Up", "Up", "Wingdings", Size, core.H_Center, core.V_Center, instance.parameters.Up, 0);
            down[i] = instance:createTextOutput("Dn", "Dn", "Wingdings", Size, core.H_Center, core.V_Center, instance.parameters.Down, 0);
        end
    end
end

function Update(period, mode)
    Calculation(period, mode);

    if (period < first) then
        return;
    end

    local i;
    for i = 1, Number, 1 do
        if ON[i] then
            down[i]:setNoData(period);
            up[i]:setNoData(period);
        end
    end

    Activate(1, period);
    Activate(2, period);
    Activate(3, period);
end

function Activate(id, period)
   local Shift = 0;

    if Live ~= "Live" then
        period = period - 1;
        Shift = 1;
    end

    if ON[id] and Level[id] ~= 0 then
        if StdDev[period] > Level[id] and StdDev[period - 1] <= Level[id] then
            up[id]:set(period, Level[id], "\108");
            D[id] = nil;
            if U[id] ~= source:serial(period) and period == source:size() - 1 - Shift and not FIRST then
                U[id] = source:serial(period);
                SoundAlert(Up[id]);
                EmailAlert(Label[id], " Cross Over", period, id);
                if Show then
                    Pop(Label[id], Level[id] .. " Cross Over ");
                end
            end
        elseif StdDev[period] < Level[id] and StdDev[period - 1] >= Level[id] then
            down[id]:set(period, Level[id], "\108");
            U[id] = nil;
            if D[id] ~= source:serial(period) and period == source:size() - 1 - Shift and not FIRST then
                D[id] = source:serial(period);
                SoundAlert(Down[id]);
                EmailAlert(Label[id], " Cross Under", period, id);
                if Show then
                    Pop(Label[id], Level[id] .. " Cross Under ");
                end
            end
        end
    end

    if FIRST then
        FIRST = false;
    end
end

function AsyncOperationFinished (cookie, success, message)
end

function Pop(label, note)
    core.host:execute("prompt", 1, label, " ( " .. source:instrument() .. " : " .. source:barSize() .. " ) "  ..   label .. " : " .. note);
end

function SoundAlert(Sound)
    if not PlaySound then
        return;
    end

    terminal:alertSound(Sound, RecurrentSound);
end

function EmailAlert(label, Subject, period)
    if not SendEmail then
        return
    end

    local date = source:date(period);
    local DATA = core.dateToTable(date);
    local delim = "\013\010";
    local Note = profile:id() .. delim .. " Label : " .. label  .. delim .. " Alert : " .. Subject;
    local Symbol = "Instrument : " .. source:instrument();
    local Time = " Date : " .. DATA.month .. " / " .. DATA.day .. " Time:  " .. DATA.hour .. " / " .. DATA.min .. " / " .. DATA.sec;
    local level = "Level : " ..  Level[id];
    local text = Note .. delim .. Symbol .. delim .. Time .. delim .. level;
    terminal:alertEmail(Email, profile:id(), text);
end

function Calculation(period, mode)
    MA:update(mode);
    if (period < first ) then
        return;
    end
    local dAmount = 0.;
    local dMovingAverage = MA.DATA[period];
    local i;
    for i = 0, N, 1 do
        dAmount = dAmount + math.pow((source[period - i] - dMovingAverage), 2);
    end
    StdDev[period] = math.sqrt(dAmount / N);
end