-- Available @ https://fxcodebase.com/code/viewtopic.php?f=17&t=75099

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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("Trend Strength Index");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
 
    indicator.parameters:addInteger("Period", "Period", "", 25, 1, 2000); 
 
    indicator.parameters:addInteger("Period1", "Fast MA", "", 13, 1, 2000);
    indicator.parameters:addInteger("Period2", "Slow MA", "", 25, 1, 2000);
	
	indicator.parameters:addString("Method", "MA Method", "Method" , "EMA");
    indicator.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA");
    indicator.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA");
    indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA");
    indicator.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA");
    indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA");
    indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA");
    indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA");
    indicator.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA");	
	
	indicator.parameters:addGroup("Line Style");	
    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);
	
	indicator.parameters:addColor("color", "Line Color", "", core.rgb(0, 255, 255)); 

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 Period, Period1, Period2,Method; 
local Indicator;
	
-- Routine
 function Prepare(nameOnly)   
 
    Period=instance.parameters.Period;
	Period1=instance.parameters.Period1;
	Period2=instance.parameters.Period2;
	Method=instance.parameters.Method;
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Period .. "," ..  Period1.. "," ..  Period2 .. "," ..   Method .. ")";
    instance:name(name); 

 

	assert(core.indicators:findIndicator("PEARSON CORRELATION COEFFICIENT") ~= nil, "Please, download and install PEARSON CORRELATION COEFFICIENT.LUA indicator");
	
    if   (nameOnly) then
        return;
    end
 
	PEARSON_CORRELATION_COEFFICIENT= core.indicators:create("PEARSON CORRELATION COEFFICIENT", source, Period );
	AbsCorrelation = instance:addInternalStream(0, 0);
	
	Indicator1= core.indicators:create(Method, PEARSON_CORRELATION_COEFFICIENT.DATA, Period1 );
	Indicator1A= core.indicators:create(Method, AbsCorrelation, Period1 );	
	
	Indicator2= core.indicators:create(Method, Indicator1.DATA, Period2 );
	Indicator2A= core.indicators:create(Method, Indicator1A.DATA, Period2 );		
	first=source:first()+Period  ; 
	
	

 
	
	
    Line = instance:addStream("Line", core.Line, name, "Line", instance.parameters.color, first+Period1+Period2 );
    Line:setPrecision(math.max(2, instance.source:getPrecision()));
    Line:setWidth(instance.parameters.width);
    Line:setStyle(instance.parameters.style);
    --Line:addLevel(0);	
 
end




function Update(period, mode)


    if period <= source:first()
	or  not source:hasData(period) 
	then
	return;
	end

    PEARSON_CORRELATION_COEFFICIENT:update(mode);  
	AbsCorrelation[period]=math.abs(PEARSON_CORRELATION_COEFFICIENT.DATA[period]);
	
	
    if period <= first
	or  not source:hasData(period) 
	then
	return;
	end	  
	
	
	Indicator1:update(mode); 
	Indicator1A:update(mode); 
 
	
	if period <= first + Period1
	or  not source:hasData(period) 
	then
	return;
	end			
	
	
	Indicator2:update(mode); 
	Indicator2A:update(mode); 
	
	if period <= first + Period1 +Period2
	or  not source:hasData(period) 
	then
	return;
	end		
    
	Line[period]=  100*(Indicator2.DATA[period]/Indicator2A.DATA[period]);
 
	end
	
 
	
 
	
 

 
 
 
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