-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=68700

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-- Indicator profile initialization routine

function Init()
    indicator:name("Variance");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period", "Period", "", 14, 1, 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);
	
end

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

 
local Period; 
local first;
local source = nil;
 
local Oscillator;  


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


    if   (nameOnly) then
        return;
    end

    
			
    source = instance.source; 
    first=source:first()+Period;
	
	-- Average= instance:addInternalStream(0, 0);
   
 
	Oscillator = instance:addStream("Oscillator" , core.Line, " Oscillator"," Oscillator",instance.parameters.color, first);
	Oscillator:setWidth(instance.parameters.width);
    Oscillator:setStyle(instance.parameters.style);
    Oscillator:setPrecision(math.max(2, source:getPrecision()));
	
	
end

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

 
	if period < source:first() 
	then
	return;
	end
 
 
	local m=0
	local s=0
	local oldm=0
	for k=0,Period-1,  1 do	 
	oldm = m;
	m    = m+(source[period-k]-m)/(1.0+k);
	s    = s+(source[period-k]-m)*(source[k]-oldm);
	end 
		
     Oscillator[period]=(s/(Period-1))
				  
end