-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=71553

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--|BitCoin Address            : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF                                 |
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--|Binance(ERC20 & BSC only)  : 0xe84751063de8ade7c5fbff5e73f6502f02af4e2c                         |                                                  |   
--+------------------------------------------------------------------------------------------------+

-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
function Init()
      indicator:name("MACD based on Trailing POC");
    indicator:description("MACD based on Trailing POC");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
      indicator.parameters:addGroup("Calculation"); 

    indicator.parameters:addInteger("BoxSize", "Size of price box in pips", "", 5);  
	
	indicator.parameters:addString("TF1"  , "Short Time Frame ", "", "H4");
    indicator.parameters:setFlag("TF1"  , core.FLAG_PERIODS);

	indicator.parameters:addString("TF2"  , "Long Time Frame ", "", "H8");
    indicator.parameters:setFlag("TF2"  , core.FLAG_PERIODS);

	indicator.parameters:addString("TF3"  , "Signal Time Frame ", "", "H6");
    indicator.parameters:setFlag("TF3"  , core.FLAG_PERIODS);	
	  indicator.parameters:addGroup("Style");
 
    indicator.parameters:addColor("color1", "Short Line Color", "", core.rgb(0, 255, 0));
    indicator.parameters:addColor("color2", "Long Line Color", "", core.rgb(255, 0, 0));	
    indicator.parameters:addColor("color3", "Historgam Color", "", core.rgb(0, 0, 255));	
    indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE);
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block 
local source;
local first;   
local Line1,Line2,Line3;
local TF1,TF2,TF3;
local BoxSize;
local BOX; 
-- Routine
 function Prepare(nameOnly)  
    TF1 = instance.parameters.TF1; 
    TF2 = instance.parameters.TF2; 
    TF3 = instance.parameters.TF3; 	
    source = instance.source;
    first = source:first(); 
	
    local name = profile:id() .. "(" .. source:name()  .. ", " .. TF1.. ", " .. TF2.. ", " .. TF3.. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
 
    BoxSize = instance.parameters.BoxSize;  
	BOX = BoxSize* source:pipSize ();	
	 
    Line1 = instance:addStream("Line1" , core.Line, "1. Line","1. Line",instance.parameters.color1, first );
    Line1:setWidth(instance.parameters.width);
    Line1:setStyle(instance.parameters.style);
	
    Line2 = instance:addStream("Line2" , core.Line, "2. Line","2. Line",instance.parameters.color2, first );
    Line2:setWidth(instance.parameters.width);
    Line2:setStyle(instance.parameters.style);	


    Line3 = instance:addStream("Line3" , core.Bar, "Histogram","Histogram",instance.parameters.color3, first );
 
end

local Average=0;
local Count=0;

-- Indicator calculation routine
function Update(period)
 
  
  
Line1[period]=MP1( period, TF1)-MP1( period, TF2);
Line2[period]=MP2(Line1, period, TF3);  
Line3[period]=Line1[period]-Line2[period];
end

function MP1 (  period,TF)


	s1, e2 = core.getcandle(TF, 0, 0, 0);
    BarSize= e2-s1;	 
  local Return=0;
  local End = source:date(period);
  local Start=End-BarSize;
  
  
  if Start < source:date(source:first()) then
  Start = source:date(source:first());
  end 
  
    local i, j;
 local min, max;
	 
	  
 
 local x= core.findDate(source, Start, false);
 local y= core.findDate(source, End, false);
 
  if   (x <= 0  or y < 0) then
  return 0;
  end
 


  if   (x <= first  or y > source:size()-1) then
  return 0;
  end
	min, max= mathex.minmax(source, x, y);
  
							   
	local POC;	
	local Profile={};
 
 

	
	for j= x , y, 1 do	

                   
						   
						   local Count = 0;
						   for i = min, max , BOX  do
							  
							  Count = Count+1;
							  if Profile[Count] == nil then 
							  Profile[Count]=0;
							  end
							  
							 
							  
							 
							  if i >= source.low[j] and i  + BOX  <=  source.high[j]  or  i <= source.low[j] and i  + BOX  >=  source.low[j]   or  i <= source.high[j] and i  + BOX  >=  source.high[j] then					  
								Profile[Count]= Profile[Count]+1;		
                                 
							  end 
							 
							   
							  if i== min then					  
							  POC=Count;
							  elseif Profile[POC] <  Profile[Count] then  
							  POC=Count;					 
							  end
							  
							   
								 
								  
			                        
									Return=min+ POC*BOX
									
							 
						   end				   
						   
					end		
					
				 
					  
 
	
    if Count~=0 then	
	Return= Average/Count;
	end					          
	
	  return Return;	
  
end

function MP2 ( data, period,TF)


	s1, e2 = core.getcandle(TF, 0, 0, 0);
    BarSize= e2-s1;	 
  local Return=0;
  local End = source:date(period);
  local Start=End-BarSize;
  
  
  if Start < source:date(source:first()) then
  Start = source:date(source:first());
  end 
  
    local i, j;
 local min, max;
	 
	  
 
 local x= core.findDate(source, Start, false);
 local y= core.findDate(source, End, false);
 
  if   (x <= 0  or y < 0) then
  return 0;
  end
 


  if   (x <= first  or y > source:size()-1) then
  return 0;
  end
	min, max= mathex.minmax(data, x, y);
  
							   
	local POC=1;	
	local Profile={};
 
 

	
	for j= x , y, 1 do	

                   
						   
						   local Count = 0;
						   for i = min, max , BOX  do
							  
							  Count = Count+1;
							  if Profile[Count] == nil then 
							  Profile[Count]=0;
							  end
							  
							 
							  
							 
--							  if i >= source.low[j] and i  + BOX  <=  source.high[j]  or  i <= source.low[j] and i  + BOX  >=  source.low[j]   or  i <= source.high[j] and i  + BOX  >=  source.high[j] then					  
							  if i >= data[j]       and i  + BOX  <=  data[j]         or  i <= data[j]       and i  + BOX  >=  data[j]         or  i <= data[j]        and i  + BOX  >=  data[j] then		
								Profile[Count]= Profile[Count]+1;		
                                 
							  end 
							 
							   
							  if i== min then					  
							  POC=Count;
							  elseif Profile[POC] <  Profile[Count] then  
							  POC=Count;					 
							  end
							  
							   
								 
								  
			                        
									Return=min+ POC*BOX
									
							 
						   end				   
						   
					end		
					
				 
					  
 
	
    if Count~=0 then	
	Return= Average/Count;
	end					          
	
	  return Return;	
  
end