-- Id: 14166
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=893

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-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
function Init()
    indicator:name("Volty Channel Stop Indicator Overlay");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("MA_N", "Moving Average Period", "", 1);
    indicator.parameters:addString("MA_M", "Moving Average Method", "The methods marked by an asterisk (*) require the appropriate indicators to be loaded.", "MVA");
    indicator.parameters:addStringAlternative("MA_M", "MVA", "", "MVA");
    indicator.parameters:addStringAlternative("MA_M", "EMA", "", "EMA");
    indicator.parameters:addStringAlternative("MA_M", "LWMA", "", "LWMA");
    indicator.parameters:addStringAlternative("MA_M", "SMMA*", "", "SMMA");
    indicator.parameters:addStringAlternative("MA_M", "Vidya (1995)*", "", "VIDYA");
    indicator.parameters:addStringAlternative("MA_M", "Vidya (1992)*", "", "VIDYA92");
    indicator.parameters:addStringAlternative("MA_M", "Wilders*", "", "WMA");
    indicator.parameters:addInteger("ATR_N", "ATR period", "", 10);
    indicator.parameters:addDouble("VF", "Volatility's Factor or Multiplier", "", 4);
    indicator.parameters:addInteger("OF", "Offset factor", "", 0);
    indicator.parameters:addString("P", "Price", "The price to the indicator apply to", "C");
    indicator.parameters:addStringAlternative("P", "Open", "", "O");
    indicator.parameters:addStringAlternative("P", "High", "", "H");
    indicator.parameters:addStringAlternative("P", "Low", "", "L");
    indicator.parameters:addStringAlternative("P", "Close", "", "C");
    indicator.parameters:addStringAlternative("P", "Median", "", "M");
    indicator.parameters:addStringAlternative("P", "Typical", "", "T");
    indicator.parameters:addStringAlternative("P", "Weighted", "", "W");
    indicator.parameters:addBoolean("HiLoE", "Use High/Low envelope", "", false);
    indicator.parameters:addBoolean("HiLoB", "Hi/Lo Break", "", true);	
	
	indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("UpBuffer_color", "Color of Up", "", core.rgb(0, 255, 0));
    indicator.parameters:addColor("DnBuffer_color", "Color of Dn", "", core.rgb(255, 0, 0));
    indicator.parameters:addColor("UpSignal_color", "Color of Up Signal", "", core.rgb(0, 255, 0));
    indicator.parameters:addColor("DnSignal_color", "Color of Dn Signal", "", core.rgb(255, 0, 0));
	indicator.parameters:addColor("Neutral", "Color of Neutral", "", core.rgb(128, 128, 128));

end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local MA_N;
local MA_M;
local ATR_N;
local VF;
local OF;
local P;
local HiLoE;
local HiLoB;
local first;
local source = nil;

-- Streams block
 
local UpSignal = nil;
local DnSignal = nil;
local SMin = nil;
local SMax = nil;
local Trend = nil;
local BPRICE;
local SPRICE;
local ATR;
local Buffer;
local Signal;
local UpBuffer, DnBuffer;
local font;

local  open=nil;
local  close=nil;
local  high=nil;
local  low=nil;
local Neutral;
-- Routine
function Prepare(nameOnly)
    MA_N = instance.parameters.MA_N;
    MA_M = instance.parameters.MA_M;
    ATR_N = instance.parameters.ATR_N;
    VF = instance.parameters.VF;
    OF = instance.parameters.OF;
    P = instance.parameters.P;
    HiLoE = instance.parameters.HiLoE;
    HiLoB = instance.parameters.HiLoB;
	Signal= instance.parameters.Signal;
	Neutral= instance.parameters.Neutral;
    source = instance.source;
    local bsrc, ssrc;

    if HiLoE then
        bsrc = source.high;
        ssrc = source.low;
    else
        if P == "O" then
            bsrc = source.open;
            ssrc = source.open;
        elseif P == "H" then
            bsrc = source.high;
            ssrc = source.high;
        elseif P == "L" then
            bsrc = source.low;
            ssrc = source.low;
        elseif P == "C" then
            bsrc = source.close;
            ssrc = source.close;
        elseif P == "M" then
            bsrc = source.median;
            ssrc = source.median;
        elseif P == "T" then
            bsrc = source.typical;
            ssrc = source.typical;
        elseif P == "W" then
            bsrc = source.weighted;
            ssrc = source.weighted;
        end
    end
	
	local name = profile:id() .. "(" .. source:name() .. ", " .. MA_N .. ", " .. MA_M .. ", " .. ATR_N .. ", " .. VF .. ", " .. OF .. ", " .. P .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end

    assert(core.indicators:findIndicator(MA_M) ~= nil, MA_M .. " indicator must be installed");
    BPRICE = core.indicators:create(MA_M, bsrc, MA_N);
    SPRICE = core.indicators:create(MA_M, ssrc, MA_N);
    ATR = core.indicators:create("ATR", source, ATR_N);

    first = source:first() + MA_N + ATR_N;

    
	 
	Buffer= instance:addInternalStream(first, 0);
	
	 	
	open = instance:addStream("open", core.Line, name, "", core.rgb(0, 0, 0), first);
    high = instance:addStream("high", core.Line, name, "", core.rgb(0, 0, 0), first);
    low = instance:addStream("low", core.Line, name, "", core.rgb(0, 0, 0), first);
    close = instance:addStream("close", core.Line, name, "", core.rgb(0, 0, 0), first);
    instance:createCandleGroup("OVERLAY", "OVERLAY", open, high, low, close);
 
	
	 
    SMin = instance:addInternalStream(0, 0);
    SMax = instance:addInternalStream(0, 0);
    Trend = instance:addInternalStream(0, 0);
	UpBuffer = instance:addInternalStream(0, 0);
    DnBuffer= instance:addInternalStream(0, 0);
	
end

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



    open[period] = source.open[period];
	close[period] = source.close[period];
	high[period] = source.high[period];
	low[period] = source.low[period];
	
    BPRICE:update(mode);
    SPRICE:update(mode);
    ATR:update(mode);
    if period < first then
	open:setColor(period, Neutral);	
	return;
	end
	
	
        local bprice, sprice, atr;
        bprice = BPRICE.DATA[period];
        sprice = SPRICE.DATA[period];
        atr = ATR.DATA[period];

        SMax[period] = bprice + VF * atr;
        SMin[period] = sprice - VF * atr;
		
        Trend[period] = Trend[period - 1];
		
        if (HiLoB) then
            if source.high[period] > SMax[period - 1] then
                Trend[period] = 1;
            end
            if source.low[period] < SMin[period - 1] then
                Trend[period] = -1;
            end
        else
            if bprice > SMax[period - 1] then
                Trend[period] = 1;
            end
            if sprice < SMin[period - 1] then
                Trend[period] = -1;
            end
        end
     
			if Trend[period] > 0 then
				if SMin[period] < SMin[period - 1] then
					SMin[period] = SMin[period - 1];
				end
				UpBuffer[period] = SMin[period] - (OF - 1) * atr;
				if UpBuffer[period] < UpBuffer[period - 1] and UpBuffer:hasData(period - 1)  then
					UpBuffer[period] = UpBuffer[period - 1];
				end
				
				Buffer[period]= UpBuffer[period];
				
				if Trend[period] ~= Trend[period - 1] and Trend[period - 1] ~= 0 then 
					 Buffer:setBreak (period, true);
				end				
				
			elseif Trend[period] < 0 then
				if SMax[period] > SMax[period - 1] then
					SMax[period] = SMax[period - 1];
				end
				DnBuffer[period] = SMax[period] + (OF - 1) * atr;
				if DnBuffer[period] > DnBuffer[period - 1] and DnBuffer:hasData(period - 1) then
					DnBuffer[period] = DnBuffer[period - 1];
				end
				
				Buffer[period]= DnBuffer[period];
				
				if Trend[period] ~= Trend[period - 1] and Trend[period - 1] ~= 0 then 
					  Buffer:setBreak (period, true);
				end
			else
            Buffer[period]= Buffer[period]-1;			
			end	
			
			 
			if Trend[period]== 1 then
			open:setColor(period, instance.parameters.UpBuffer_color);
			elseif Trend[period]== -1 then
			open:setColor(period, instance.parameters.DnBuffer_color);
			else
			open:setColor(period, instance.parameters.Neutral);
			end
    
		
end