-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=61802
--+------------------------------------------------------------------+
--|                               Copyright © 2020, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                           mario.jemic@gmail.com  |
--|                          https://AppliedMachineLearning.systems  |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  |
--|                                   Paypal: https://goo.gl/9Rj74e  |
--|                                  Patreon: https://goo.gl/GdXWeN  |
--+------------------------------------------------------------------+

function Init()
    indicator:name("Real Volume Divergence Markers")
    indicator:description("Real Volume Divergence Markers")
    indicator:requiredSource(core.Bar)
    indicator:type(core.Indicator)
    indicator.parameters:addGroup("Calculation")
    indicator.parameters:addInteger("Volume", "Continuous Volume", "Continuous Volume", 2)
    indicator.parameters:addInteger("Price", "Continuous Price", "Continuous Price", 2)
    indicator.parameters:addBoolean("Live", "Live", "Live", false)

    indicator.parameters:addGroup("Style")
    indicator.parameters:addColor("color", "Color of Label", "Color of Label", core.rgb(0, 0, 0))
    indicator.parameters:addInteger("Size", "Font Size", "Font Size", 15)
end

local Volume
local Price
local Live

local first
local source = nil
local Size, font
local color

function ReleaseInstance()
    core.host:execute("deleteFont", font)
end

function Prepare(nameOnly)
    Volume = instance.parameters.Volume
    Price = instance.parameters.Price
    Live = instance.parameters.Live
    Size = instance.parameters.Size
    color = instance.parameters.color
    source = instance.source
    first = source:first()

    local name =
        profile:id() ..
        "(" .. source:name() .. ", " .. tostring(Volume) .. ", " .. tostring(Price) .. ", " .. tostring(Live) .. ")"
    instance:name(name)

    if nameOnly then
        return
    end
    font = core.host:execute("createFont", "Wingdings", Size, false, false)
end

function Update(period, mode)
    if period < first or not source:hasData(period) then
        return
    end

    if not Live and period == source:size() - 1 then
        return
    end

    local dir = CalculatePrice(period)
    if dir == nil then
        core.host:execute("removeLabel", source:serial(period))
        return
    end
    if CalculateVolume(period, dir) then
        core.host:execute(
            "drawLabel1",
            source:serial(period),
            source:date(period),
            core.CR_CHART,
            source.close[period],
            core.CR_CHART,
            core.H_Center,
            core.V_Center,
            font,
            color,
            "\108"
        )
    else
        core.host:execute("removeLabel", source:serial(period))
    end
end

function CalculatePrice(X)
    local up = 0
    local down = 0
    for period = X, X - Price + 1, -1 do
        if
            math.abs(source.open[period] - source.close[period]) >
                math.abs(source.open[period - 1] - source.close[period - 1])
         then
            up = up + 1
        end
    end

    for period = X, X - Price + 1, -1 do
        if
            math.abs(source.open[period] - source.close[period]) <
                math.abs(source.open[period - 1] - source.close[period - 1])
         then
            down = down + 1
        end
    end

    if (Price == up) then
        return true
    elseif (Price == down) then
        return false
    else
        return nil
    end
end

function FindStream()
    for i = 0, core.host.Window.Panes:getCount() - 1 do
        local pane = core.host.Window.Panes:get(i);
        for ii = 0, pane.Data:getStreamCount() - 1 do
            local stream = pane.Data:getStream(ii);
            if string.sub(stream:name(), 1, 11) == "Real Volume" then
                return stream;
            end
        end
    end
    return nil;
end

function CalculateVolume(X, dir)
    local vol = FindStream();
    assert(vol ~= nil, "Real Volume not found on the chart");

    local counter = 0
    if (dir == true) then
        for period = X, X - Volume + 1, -1 do
            if vol[period] < vol[period - 1] then
                counter = counter + 1
            end
        end
    elseif (dir == false) then
        for period = X, X - Volume + 1, -1 do
            if vol[period] > vol[period - 1] then
                counter = counter + 1
            end
        end
    end
    
    if (counter == Volume) then
        return true
    else
        return false
    end
end