-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=70037

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-- Indicator profile initialization routine

function Init()
    indicator:name("ZeroLag Bollinger Bands");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Indicator);
	
	indicator.parameters:addGroup("Calculation"); 
    indicator.parameters:addInteger("Period", "Period", "", 20, 1, 2000);
	indicator.parameters:addDouble("Deviation", "Deviation", "", 2 );
	
	indicator.parameters:addString("Method", "MA Method", "Method" , "EMA");
    indicator.parameters:addStringAlternative("Method", "MVA", "MVA" , "MVA");
    indicator.parameters:addStringAlternative("Method", "EMA", "EMA" , "EMA");
 indicator.parameters:addStringAlternative("Method", "LWMA", "LWMA" , "LWMA");
    indicator.parameters:addStringAlternative("Method", "TMA", "TMA" , "TMA");
    indicator.parameters:addStringAlternative("Method", "SMMA", "SMMA" , "SMMA");
    indicator.parameters:addStringAlternative("Method", "KAMA", "KAMA" , "KAMA");
    indicator.parameters:addStringAlternative("Method", "VIDYA", "VIDYA" , "VIDYA");
    indicator.parameters:addStringAlternative("Method", "WMA", "WMA" , "WMA");
 
	
	indicator.parameters:addGroup("Top Line Style"); 	
    indicator.parameters:addColor("color1", "Line Color", "", core.rgb(0, 255, 0));
	indicator.parameters:addInteger("style1", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style1", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width1", "Line Width", "", 3, 1, 5);
	
	indicator.parameters:addGroup("Bottom Line Style"); 	
    indicator.parameters:addColor("color2", "Line Color", "", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("style2", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style2", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width2", "Line Width", "", 3, 1, 5);
	
	indicator.parameters:addGroup("Central Line Style"); 	
    indicator.parameters:addColor("color3", "Line Color", "", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("style3", "Line Style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style3", core.FLAG_LEVEL_STYLE);	
	indicator.parameters:addInteger("width3", "Line Width", "", 3, 1, 5);
	
end

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

 
local Period ,Deviation,Method; 
local first;
local source = nil;
local Lag;
local Top, Bottom, Central;
local Data;
local MA;
-- Routine
 function Prepare(nameOnly)   
 
 
    Period= instance.parameters.Period;
    Deviation= instance.parameters.Deviation;
	Method= instance.parameters.Method;
	
	
	local Parameters= Period..", "..Deviation..", "..Method;
 
    local name = profile:id() .. "(" ..  instance.source:name() ..  ", " ..  Parameters .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end

    Lag = round((Period-1)/2, 0); 
			
    source = instance.source; 
    first=source:first() + Lag;
	
	Data= instance:addInternalStream(0, 0);
	
	MA = core.indicators:create(Method, Data, Period)
   
 
	Top = instance:addStream("Top" , core.Line, " Top"," Top",instance.parameters.color1, first+Period );
	Top:setWidth(instance.parameters.width1);
    Top:setStyle(instance.parameters.style1);
    Top:setPrecision(math.max(2, source:getPrecision()));
	
	Bottom = instance:addStream("Bottom" , core.Line, " Bottom"," Bottom",instance.parameters.color2, first+Period );
	Bottom:setWidth(instance.parameters.width2);
    Bottom:setStyle(instance.parameters.style2);
    Bottom:setPrecision(math.max(2, source:getPrecision()));
	
	
	Central = instance:addStream("Central" , core.Line, " Central"," Central",instance.parameters.color3, first+Period );
	Central:setWidth(instance.parameters.width3);
    Central:setStyle(instance.parameters.style3);
    Central:setPrecision(math.max(2, source:getPrecision()));
	
	
end

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

 
	if period < first
	then
	return;
	end
	 
	Data[period] = (source[period] + (source[period]-source[period-Lag]));
    
 
    MA:update(mode);
	
	if period < first+Period
	then
	return;
	end
	 
	 local std= mathex.stdev (Data, period-Period+1, period);	
     Central[period]= MA.DATA[period];
	 Top[period]= MA.DATA[period] + std*Deviation;
	 Bottom[period]= MA.DATA[period] - std*Deviation;
	 
				  
end

function round(num, idp)
  if idp and idp>0 then
    local mult = 10^idp
    return math.floor(num * mult + 0.5) / mult
  end
  return math.floor(num + 0.5)
end


--[[
 


ZLEMA = exponentialaverage[period](data)
BolUp = ZLEMA+STD[period]*dev
BolDn = ZLEMA-STD[period]*dev

RETURN ZLEMA as "ZeroLag EMA", BolUp as "Bollinger Up ZLEMA", BolDn as "Bollinger Down ZLEMA"
]]