-- Id: 22465
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=66831

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-- Indicator profile initialization routine

function Init()
    indicator:name("Stiffness Indicator");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);
	
	indicator.parameters:addGroup("MA Calculation"); 
    indicator.parameters:addInteger("Period1", "Period", "", 100, 1, 2000);
 
	indicator.parameters:addString("Price1", "Power Price", "", "close");
	indicator.parameters:addStringAlternative("Price1","CLOSE", "", "close");
    indicator.parameters:addStringAlternative("Price1", "OPEN", "", "open");
    indicator.parameters:addStringAlternative("Price1", "HIGH", "", "high");
    indicator.parameters:addStringAlternative("Price1", "LOW", "", "low");    
    indicator.parameters:addStringAlternative("Price1", "MEDIAN", "", "median");
    indicator.parameters:addStringAlternative("Price1", "TYPICAL", "", "typical");
    indicator.parameters:addStringAlternative("Price1", "WEIGHTED", "", "weighted");
	
	indicator.parameters:addString("Method1", "MA Method", "Method" , "MVA");
    indicator.parameters:addStringAlternative("Method1", "MVA", "MVA" , "MVA");
    indicator.parameters:addStringAlternative("Method1", "EMA", "EMA" , "EMA");
     indicator.parameters:addStringAlternative("Method1", "LWMA", "LWMA" , "LWMA");
    indicator.parameters:addStringAlternative("Method1", "TMA", "TMA" , "TMA");
    indicator.parameters:addStringAlternative("Method1", "SMMA", "SMMA" , "SMMA");
    indicator.parameters:addStringAlternative("Method1", "KAMA", "KAMA" , "KAMA");
    indicator.parameters:addStringAlternative("Method1", "VIDYA", "VIDYA" , "VIDYA");
    indicator.parameters:addStringAlternative("Method1", "WMA", "WMA" , "WMA");
	
	
 
  
	indicator.parameters:addInteger("Period3", "Summation Period", "", 60, 1, 2000);
	
	indicator.parameters:addGroup("Signal MA Calculation"); 
    indicator.parameters:addInteger("Period2", "Period", "", 3, 1, 2000);
 
	indicator.parameters:addString("Method2", "MA Method", "Method" , "MVA");
    indicator.parameters:addStringAlternative("Method2", "MVA", "MVA" , "MVA");
    indicator.parameters:addStringAlternative("Method2", "EMA", "EMA" , "EMA");
     indicator.parameters:addStringAlternative("Method2", "LWMA", "LWMA" , "LWMA");
    indicator.parameters:addStringAlternative("Method2", "TMA", "TMA" , "TMA");
    indicator.parameters:addStringAlternative("Method2", "SMMA", "SMMA" , "SMMA");
    indicator.parameters:addStringAlternative("Method2", "KAMA", "KAMA" , "KAMA");
    indicator.parameters:addStringAlternative("Method2", "VIDYA", "VIDYA" , "VIDYA");
    indicator.parameters:addStringAlternative("Method2", "WMA", "WMA" , "WMA");
	
	indicator.parameters:addGroup("Stiffness Line Style"); 	
    indicator.parameters:addColor("color1", "Line Color", "", core.rgb(0, 255, 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:addGroup("Signal Line Style"); 	
    indicator.parameters:addColor("color2", "Line Color", "", core.rgb(255, 0, 0));
	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
-- Parameters block

local Method1, Price1, Period1;
local Method2, Price2, Period2; 
local  Period3 ; 
local first;
local source = nil;
 
local Stiffness, Signal;
local Data;
-- Routine
 function Prepare(nameOnly)   
 
 
 
 
 
    Period1= instance.parameters.Period1;
    Method1= instance.parameters.Method1;
    Price1 = instance.parameters.Price1;
	
	Period2= instance.parameters.Period2;
    Method2= instance.parameters.Method2;
     
	
	Period3= instance.parameters.Period3; 
	
	
	local Parameters= Period1 ..  ", " .. Method1 ..  ", " .. Price1..  ", " .. Period3 ..  ", " ..Period2 ..  ", " .. Method2  ;
 
    local name = profile:id() .. "(" ..  instance.source:name()  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

    
			
    source = instance.source;
	
	Data = instance:addInternalStream(0, 0); 
  
    assert(core.indicators:findIndicator(Method1) ~= nil, Method1 .. " indicator must be installed");
    MA1 = core.indicators:create(Method1, source , Period1);
    
    
    first=MA1.DATA:first()+Period3;
	
	 
   
 
	Stiffness = instance:addStream("Stiffness" , core.Line, " Stiffness"," Stiffness",instance.parameters.color1, first );
    Stiffness:setPrecision(math.max(2, instance.source:getPrecision()));
	Stiffness:setWidth(instance.parameters.width1);
    Stiffness:setStyle(instance.parameters.style1);
	
	
    assert(core.indicators:findIndicator(Method2) ~= nil, Method2 .. " indicator must be installed");
	MA2 = core.indicators:create(Method2, Stiffness, Period2);
    
	
	Signal = instance:addStream("Signal" , core.Line, " Signal"," Signal",instance.parameters.color2,  MA2.DATA:first() );
    Signal:setPrecision(math.max(2, instance.source:getPrecision()));
	Signal:setWidth(instance.parameters.width2);
    Signal:setStyle(instance.parameters.style2);
end

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

 
 
    MA1:update(mode);
    
	
	
	if period < MA1.DATA:first() then
	return;
	end
	
	local Temp= MA1.DATA[period]-0.2*mathex.stdev(source, period-Period1+1, period);
	
	if source[period]> Temp then
	Data[period]=1;
	else
	Data[period]=0;
	end
	
	
    if period < first then
	return;
	end
	
	
	
	
	local P= mathex.sum(Data, period-Period3+1, period)
	
		
     Stiffness[period]=P*Period1/Period3;
	 
	 
	 MA2:update(mode);
	 
	 
	if period <  MA2.DATA:first() then
	return;
	end
	
	Signal[period]= MA2.DATA[period];
	

	
end