-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=68887
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-- Indicator profile initialization routine

function Init()
    indicator:name("Z distance from VWAP");
    indicator:description("");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period", "Period", "", 20, 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);
	
	 indicator.parameters:addGroup("OB/OS Levels");	
    indicator.parameters:addDouble("overbought1", "1. Overbought Level","", 2.5);
    indicator.parameters:addDouble("oversold1","1. Oversold Level","", -2.5);
	
	indicator.parameters:addDouble("overbought2", "2. Overbought Level","", 2);
    indicator.parameters:addDouble("oversold2","2. Oversold Level","", -2);
	indicator.parameters:addColor("level_overboughtsold_color", "Line Color","", core.rgb(128, 128, 128));
    indicator.parameters:addInteger("level_overboughtsold_width","Line width","", 1, 1, 5);
    indicator.parameters:addInteger("level_overboughtsold_style", "Line Style","", core.LINE_SOLID);
    indicator.parameters:setFlag("level_overboughtsold_style", core.FLAG_LEVEL_STYLE);
	
end

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

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

    Oscillator:addLevel(instance.parameters.oversold1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Oscillator:addLevel(instance.parameters.overbought1, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);  
	Oscillator:addLevel(instance.parameters.oversold2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);
	Oscillator:addLevel(instance.parameters.overbought2, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);  
	Oscillator:addLevel(0, instance.parameters.level_overboughtsold_style, instance.parameters.level_overboughtsold_width, instance.parameters.level_overboughtsold_color);  
end

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

 
	if period < source:first() 
	then
	return;
	end
	
	PV[period]=source.close[period]*source.volume[period];
	
	
    if period < first then
	return;
	end
	
	local mean= mathex.sum(PV, period-Period+1, period)/ mathex.sum(source.volume, period-Period+1, period);
	
	Data[period]=math.pow(source.close[period]-mean, 2);
	
	
	 if period < first +Period then
	return;
	end
	local sma= mathex.avg(Data, period-Period+1, period);
	local vwapsd = math.sqrt(sma);
	
    Oscillator[period]= (source.close[period]-mean)/vwapsd;
				  
end