-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=17&t=73065

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--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
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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("True Range Adjusted ​Exponential ​Moving ​Average");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

  

 	indicator.parameters:addGroup("Calculation");	
    indicator.parameters:addInteger("Periods", "MA Length", "", 40, 1, 2000);
    indicator.parameters:addInteger("Pds", "Lookback Period", "", 40, 1, 2000);
    indicator.parameters:addInteger("Mltp", "Multiplier", "", 10, 1, 2000);
	
	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 Periods, Pds,Mltp; 
local Mltp1;

-- Routine
 function Prepare(nameOnly)   
 

	Periods=instance.parameters.Periods;
	Pds=instance.parameters.Pds;
	Mltp=instance.parameters.Mltp;	
    Mltp1    = 2.0 / (Periods + 1.0)	
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Periods.. "," ..  Pds.. "," ..  Mltp  .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
	
	 
	first=source:first() +1; 
	
	
	TR = instance:addInternalStream(0, 0);
 
	
	
    TRAdjEMA = instance:addStream("TRAdjEMA", core.Line, name, "TRAdjEMA", instance.parameters.color, first + Pds );
    TRAdjEMA:setPrecision(math.max(2, instance.source:getPrecision()));
    TRAdjEMA:setWidth(instance.parameters.width);
    TRAdjEMA:setStyle(instance.parameters.style);
    TRAdjEMA:addLevel(0);	

end


function Update(period, mode)



	 if period <= first  then
	 return;
	 end 

	TR[period]=math.max(source.high[period] - source.low[period], math.abs(source.high[period] - source.close[period-1]), math.abs(source.low[period] - source.close[period-1]));
	
	
	 if period <= first + Pds then
	 return;
	 end 
	 
    local LLV, HHV      = mathex.minmax(TR, period-Pds+1, period); 
    local TRAdj    = (TR[period] - LLV) / (HHV - LLV);
    local  Mltp2    = TRAdj * Mltp;
    local Rate     = Mltp1 * (1.0 + Mltp2); 
    TRAdjEMA[period]= TRAdjEMA[period-1] + Rate * (source.close[period] - TRAdjEMA[period-1])
	
end


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--+------------------------------------------------------------------------------------------------+
--|                                                                   Developed by : Mario Jemic   |                    
--|                                                                       mario.jemic@gmail.com    |
--|                                                        https://AppliedMachineLearning.systems  |
--|                                                                       https://mario-jemic.com/ |
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