-- Id: 14583

-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=62412

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--[[Twiggs Money Flow is a proprietary indicator. 
Readers are permitted to explain/describe Twiggs Money Flow on other websites/publications and/or to include/reproduce the formula in other software,
 provided that they display a hyperlink to this web page.
 http://www.incrediblecharts.com/indicators/twiggs_money_flow.php
]]
function Init()
    indicator:name("Twiggs Money Flow with Real volume/Transactions");
    indicator:description("Twiggs Money Flow with Real volume/Transactions");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);

    indicator.parameters:addString("Ind", "Type of indicator", "", "Volume");
    indicator.parameters:addStringAlternative("Ind", "Volume", "", "Volume");
    indicator.parameters:addStringAlternative("Ind", "Transactions", "", "Transactions");
    indicator.parameters:addInteger("PERIOD", "Period", "Period", 21);
    indicator.parameters:addColor("TMF_color", "Color of TMF", "Color of TMF", core.rgb(255, 0, 0));
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 PERIOD;

local first;
local source = nil;

-- Streams block
local TMF = nil;
local EMA={};

local ADV;
local Ind;

local FirstStart;
local LastTime;

-- Routine
function Prepare(nameOnly)
    PERIOD = instance.parameters.PERIOD;
    source = instance.source;

    local name = profile:id() .. "(" .. source:name() .. ", " .. PERIOD .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end	
	
	ADV= instance:addInternalStream (0, 0);

     if instance.parameters.Ind=="Volume" then
      Ind=core.indicators:create("REAL VOLUME", source);
     else
      Ind=core.indicators:create("TRANSACTIONS", source);
     end
     FirstStart=true;
     LastTime=0;
	
    EMA["VOLUME"] = core.indicators:create("WMA", Ind.DATA, PERIOD);	
	 EMA["ADV"] = core.indicators:create("WMA", ADV, PERIOD);	
    first = math.max( EMA["VOLUME"].DATA:first(), EMA["ADV"].DATA:first());

   
	
    TMF = instance:addStream("TMF", core.Line, name, "TMF", instance.parameters.TMF_color, first);
    TMF:setPrecision(math.max(2, instance.source:getPrecision()));
end

function AsyncOperationFinished(cookie, success, message)

end

-- Indicator calculation routine
-- TODO: Add your code for calculation output values
function Update(period, mode)
    if period < first or not source:hasData(period) then
	return;
	end

        Ind:update(mode);
        if not(Ind.DATA:hasData(period)) then
            if period==first then
                FirstStart=true;
            end    
            return;
        elseif FirstStart then
            FirstStart=false;
            instance:updateFrom(first);    
        elseif LastTime~=source:date(period) and period==source:size()-1 then
            LastTime=source:date(period);
            instance:updateFrom(period-10);
        end
	
	local TRH = math.max ( source.high[period], source.close[period-1]);
    local TRL  = math.min ( source.low[period],  source.close[period-1]);
	local TR=TRH-TRL;
	
	ADV[period]=((source.close[period]-TRL)-(TRH-source.close[period]))/ TR*Ind.DATA[period];
	
	if period < EMA["ADV"].DATA:first() then
	return;
	end
	
	 EMA["ADV"]:update(mode);
	EMA["VOLUME"]:update(mode);
	
	if EMA["VOLUME"].DATA[period]==0 then 
	TMF[period]=0;
	else
	TMF[period] =  EMA["ADV"].DATA[period]/EMA["VOLUME"].DATA[period];
	end    
end