-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=2349

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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("Volume Weighted Average Price (VWAP)");
    indicator:description("Volume Weighted Average Price (VWAP)");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
   indicator:setTag("group", "Volume Indicators");
   
   indicator.parameters:addGroup("Band Parameters");
   indicator.parameters:addBoolean("BAND", "Show Bands", "" , true);   
    Add(1,1);
	Add(2,2);
	Add(3,3);
	Add(4,4);
	Add(5,5);
	
   indicator.parameters:addGroup("VWAP Parameters");
  
    indicator.parameters:addString("Price", "Price Source", "", "close");
    indicator.parameters:addStringAlternative("Price", "OPEN", "", "open");
    indicator.parameters:addStringAlternative("Price", "HIGH", "", "high");
    indicator.parameters:addStringAlternative("Price", "LOW", "", "low");
    indicator.parameters:addStringAlternative("Price","CLOSE", "", "close");
    indicator.parameters:addStringAlternative("Price", "MEDIAN", "", "median");
    indicator.parameters:addStringAlternative("Price", "TYPICAL", "", "typical");
    indicator.parameters:addStringAlternative("Price", "WEIGHTED", "", "weighted");	
   
   indicator.parameters:addGroup("Style Parameters");
   indicator.parameters:addColor("VAMA_color", "Color of VWAP Central Line", "", core.rgb(0, 0, 255));
    indicator.parameters:addInteger("width","Width", "", 1, 1, 5);
    indicator.parameters:addInteger("style", "Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE);
    
   
   AddStyle( 1,  core.rgb(128, 128, 128))
   AddStyle( 2,  core.rgb(255, 0, 0))
   AddStyle( 3,  core.rgb(255, 128, 0))
   AddStyle( 4,  core.rgb(128, 255, 0))
   AddStyle( 5,  core.rgb(0, 255, 0))
   
end

function AddStyle( id, Color) 

   indicator.parameters:addColor("Color"..id, id ..". Deviation Band Color ", "", Color);
    indicator.parameters:addInteger("Width"..id,"Width", "", 1, 1, 5);
    indicator.parameters:addInteger("Style"..id, "Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("Style"..id, core.FLAG_LINE_STYLE);

end

function Add( id, Level)

indicator.parameters:addBoolean("On"..id , "Show ".. id ..". Deviation Band", "", true);
indicator.parameters:addDouble("Level"..id, id .. ". Multiplier",  "", Level);

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
local On={};
local first;
local source = nil;
local PriceTimesVolume;
local VAMA = nil;
local host;
local offset;
local weekoffset;
local s=nil
local e=nil;
local START=nil;
local Price;
local RAW;
local DEV;
local UP={};
local DOWN={};
local BAND;
local Level={};
local Style={};
local Width={};
local Color={};
function Prepare(nameOnly)  
   Price=instance.parameters.Price;
   
   Type=instance.parameters.Type;
   BAND=instance.parameters.BAND;
    source = instance.source;
    first = source:first();
	
	local name = profile:id() .. "(" .. source:name() .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
	local i;
	for i= 1, 5 ,1 do
	Level[i]=  instance.parameters:getDouble ("Level"..i);
	On[i]=  instance.parameters:getBoolean ("On"..i);
	Style[i]=  instance.parameters:getDouble ("Style"..i);
    Width[i]=  instance.parameters:getDouble ("Width"..i);
    Color[i]=  instance.parameters:getDouble ("Color"..i);
	
	if BAND then
   
		   RAW=instance:addInternalStream (0, 0)
		   if On[i] then
		   UP[i] = instance:addStream("UP"..i , core.Line, name,  i , Color[i], first);
		   UP[i]:setWidth(Width[i]);
		   UP[i]:setStyle(Style[i]);
		   
		   DOWN[i] = instance:addStream("DOWN"..i , core.Line, name,  i , Color[i], first);
		   DOWN[i]:setWidth(Width[i]);
		   DOWN[i]:setStyle(Style[i]);
		   end

		   end
	end
   
    
   
   host = core.host;
   offset = host:execute("getTradingDayOffset");
    weekoffset = host:execute("getTradingWeekOffset");
   
   PriceTimesVolume = instance:addInternalStream(first,0);   

    
    VAMA = instance:addStream("VAMA", core.Line, name, "VAMA", instance.parameters.VAMA_color, first);
   VAMA:setWidth(instance.parameters.width);
    VAMA:setStyle(instance.parameters.style);
   
   

end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period)
    if period< first or not  source:hasData(period) then
	return;
	end
   
    local i;
             if core.getcandle("D1", source:date(period),0, 0) ~= s then
             s, e = core.getcandle("D1", source:date(period),0, 0);
             START = core.findDate (source, s, false);    
             end
    
        PriceTimesVolume[period]=source[Price][period] *source.volume[period];
      
       if START ~= -1 then      
            VAMA[period] = core.sum(PriceTimesVolume,core.range(START,period))/core.sum(source.volume,core.range(START, period));   
            
            if BAND then
            RAW[period] = source[Price][period]-VAMA[period];
            DEV=core.stdev (RAW, core.range(START, period));
			
					for i= 1,5,1 do			
						if On[i] then
						UP[i][period]=  VAMA[period] + DEV*Level[i];
						DOWN[i][period]=VAMA[period] - DEV*Level[i];
						end
					end
            end
      
    end
   
end