-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=72536

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-- Indicator profile initialization routine

function Init()
    indicator:name("Trend Trader Strategy Indicator");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
 
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Length", "Period", "", 21, 1, 2000);
    indicator.parameters:addDouble("Multiplier", "Multiplier", "", 3, 0.000001, 2000); 
 
 
	indicator.parameters:addGroup("Style"); 	
    indicator.parameters:addColor("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:addColor("Up", "Up Color", "Color", core.rgb(0, 255, 0));
	indicator.parameters:addColor("Down", "Down Color", "Color", core.rgb(255, 0, 0));
	indicator.parameters:addColor("Neutral", "Median Color", "Color", core.rgb(0, 0, 255));	
	
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block

local Length, Multiplier; 
local first;
local source = nil;
 
local Oscillator;  
local Indicator={};

-- Routine
 function Prepare(nameOnly)   
 
 
 
 
    Up= instance.parameters.Up;
	Down= instance.parameters.Down;
	Neutral= instance.parameters.Neutral;
    Length= instance.parameters.Length;
    Multiplier = instance.parameters.Multiplier;
	
	
	local Parameters= Length ..  ", " .. Multiplier;
 
    local name = profile:id() .. "(" ..  instance.source:name()  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

    
			
    source = instance.source;
    
  
    atr = core.indicators:create("ATR", source, 1);
    wma = core.indicators:create("WMA", atr.DATA, Length); 
    first=wma.DATA:first();
 
	
	
	Line = instance:addStream("Line" , core.Line, " Line"," Line",instance.parameters.color, first);
	Line:setWidth(instance.parameters.width);
    Line:setStyle(instance.parameters.style);
    Line:setPrecision(math.max(2, source:getPrecision()));
	

	open = instance:addStream("openup", core.Line, name, "", core.COLOR_LABEL , first);
    high = instance:addStream("highup", core.Line, name, "", core.COLOR_LABEL, first);
    low = instance:addStream("lowup", core.Line, name, "", core.COLOR_LABEL, first);
    close = instance:addStream("closeup", core.Line, name, "", core.COLOR_LABEL, first);
    instance:createCandleGroup("OVERLAY", "OVERLAY", open, high, low, close);	
end

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

 
 
    atr:update(mode);
    wma:update(mode);


	open[period] = source.open[period]  
	close[period] = source.close[period] 	
	high[period] = source.high[period]  
	low[period] = source.low[period] 
	
    open:setColor(period,  Neutral);	
	
    if period < first then
	return;
	end
	
	
	local lowestC, highestC = mathex.minmax(source, period-1-Length+1 , period-1);
		
    local hiLimit = highestC -(wma.DATA[period-1] * Multiplier)
    local loLimit = lowestC + (wma.DATA[period-1] * Multiplier)
	
	
	Line[period]=Line[period-1];
	 if source.close[period] > hiLimit and source.close[period] > loLimit then
	 Line[period] =  hiLimit;
	 end

	 if source.close[period] < loLimit and source.close[period] < hiLimit then
	 Line[period] =  loLimit;
	 end				  
	 
	 
    if source.close[period] > Line[period] then
    open:setColor(period,  Up);	
	else
    open:setColor(period,  Down);		
	end
end