-- Id: 11789
-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=60727

--+------------------------------------------------------------------+
--|                               Copyright © 2018, Gehtsoft USA LLC |
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                      Developed by : Mario Jemic  |
--|                                          mario.jemic@gmail.com   |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  |
--|                                    Paypal: https://goo.gl/9Rj74e |
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--+------------------------------------------------------------------+

-- Indicator profile initialization routine
function Init()
    indicator:name("ZigZag Channel")
    indicator:description(" ")
    indicator:requiredSource(core.Bar)
    indicator:type(core.Indicator)
    indicator.parameters:addGroup("Calculation")
    indicator.parameters:addInteger(
        "Depth",
        "Depth",
        "the minimal amount of bars where there will not be the second maximum",
        12
    )
    indicator.parameters:addInteger(
        "Deviation",
        "Deviation",
        "Distance in pips to eliminate the second maximum in the last Depth periods",
        5
    )
    indicator.parameters:addInteger("Backstep", "Backstep", "The minimal amount of bars between maximums/minimums", 3)

    indicator.parameters:addInteger("Period", "Period", "Period", 1)

    indicator.parameters:addGroup("Zig Zag Line Style")
    indicator.parameters:addColor("Zig_color", "Up swing color", "Up swing color", core.rgb(0, 255, 0))
    indicator.parameters:addColor("Zag_color", "Down swing color", "Down swing color", core.rgb(255, 0, 0))
    indicator.parameters:addInteger("widthZigZag", "Line width", "Line width", 1, 1, 5)
    indicator.parameters:addInteger("styleZigZag", "Line style", "Line style", core.LINE_SOLID)
    indicator.parameters:setFlag("styleZigZag", core.FLAG_LEVEL_STYLE)

    indicator.parameters:addGroup("Line Style")
    indicator.parameters:addColor("UpColor", "Up Line color", "Up Line color", core.rgb(0, 255, 0))
    indicator.parameters:addColor("DownColor", "Down Line color", "Down Line color", core.rgb(255, 0, 0))
    indicator.parameters:addInteger("Width", "Line width", "Line width", 1, 1, 5)
    indicator.parameters:addInteger("Style", "Line style", "Line style", core.LINE_SOLID)
    indicator.parameters:setFlag("Style", core.FLAG_LEVEL_STYLE)
end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- Parameters block
local Depth
local Deviation
local Backstep

local first
local source = nil
local Period
-- Streams block
local ZigC
local ZagC
local out
local HighMap = nil
local LowMap = nil
local TextBuff = nil
local AverageBuff = nil
local pipSize
local Flag
local format

local Width, UpColor, DownColor, Style
-- Routine
function Prepare(nameOnly)
    Depth = instance.parameters.Depth
    Deviation = instance.parameters.Deviation
    Backstep = instance.parameters.Backstep
    Period = instance.parameters.Period
    source = instance.source
    first = source:first()

    Width = instance.parameters.Width
    UpColor = instance.parameters.UpColor
    DownColor = instance.parameters.DownColor
    Style = instance.parameters.Style

    format = "%." .. 1 .. "f"

    local name =
        profile:id() ..
        "(" .. source:name() .. ", " .. Depth .. ", " .. Deviation .. ", " .. Backstep .. ", " .. Period .. ")"
    instance:name(name)

    if (nameOnly) then
        return
    end

    out = instance:addStream("out", core.Line, name, "Up", instance.parameters.Zig_color, first)
    out:setWidth(instance.parameters.widthZigZag)
    out:setStyle(instance.parameters.styleZigZag)
    ZigC = instance.parameters.Zig_color
    ZagC = instance.parameters.Zag_color

    HighMap = instance:addInternalStream(0, 0)
    LowMap = instance:addInternalStream(0, 0)
    SearchMode = instance:addInternalStream(0, 0)
    Peak = instance:addInternalStream(0, 0)
    Flag = instance:addInternalStream(0, 0)
    pipSize = source:pipSize()

    instance:ownerDrawn(true)
end

local searchBoth = 0
local searchPeak = 1
local searchLawn = -1
local lastlow = nil
local lashhigh = nil

-- optimization hint
local peak_count = 0

function RegisterPeak(period, mode, peak)
    peak_count = peak_count + 1
    out:setBookmark(peak_count, period)
    SearchMode[period] = mode
    Peak[period] = peak
end

function ReplaceLastPeak(period, mode, peak)
    --peak_count = peak_count + 1;
    out:setBookmark(peak_count, period)
    SearchMode[period] = mode
    Peak[period] = peak
end

function GetPeak(offset)
    local peak
    peak = peak_count + offset
    if peak < 1 then
        return -1
    end
    peak = out:getBookmark(peak)
    if peak < 0 then
        return -1
    end
    return peak
end

local lastperiod = -1

function DeleteLabels(startBar, endBar)
    local i
    for i = startBar, endBar, 1 do
        -- TextBuff:setNoData(i);
        -- AverageBuff:setNoData(i);
        Flag[i] = 0
    end
    return
end

function TextFormat(bars, pips)
    return "" .. math.abs(bars) + 1 .. " bars, " .. math.floor(math.abs(pips) / pipSize * 10 + 0.5) / 10 .. " pips"
end

function Update(period, mode)
    -- calculate zigzag for the completed candle ONLY
    period = period - 1
    Flag[period] = 0

    if period == lastperiod then
        return
    end

    if period < lastperiod or period <= first then
        lastlow = nil
        lasthigh = nil
        peak_count = 0
    end

    lastperiod = period

    if period >= Depth then
        -- fill high/low maps
        local range = period - Depth + 1
        local val
        local i
        -- get the lowest low for the last depth periods
        val = mathex.min(source.low, range, period)
        if val == lastlow then
            -- if lowest low is not changed - ignore it
            val = nil
        else
            -- keep it
            lastlow = val
            -- if current low is higher for more than Deviation pips, ignore
            if (source.low[period] - val) > (source:pipSize() * Deviation) then
                val = nil
            else
                -- check for the previous backstep lows
                for i = period - 1, period - Backstep + 1, -1 do
                    if (LowMap[i] ~= 0) and (LowMap[i] > val) then
                        LowMap[i] = 0
                    end
                end
            end
        end
        if source.low[period] == val then
            LowMap[period] = val
        else
            LowMap[period] = 0
        end
        -- get the lowest low for the last depth periods
        val = mathex.max(source.high, range, period)
        if val == lasthigh then
            -- if lowest low is not changed - ignore it
            val = nil
        else
            -- keep it
            lasthigh = val
            -- if current low is higher for more than Deviation pips, ignore
            if (val - source.high[period]) > (source:pipSize() * Deviation) then
                val = nil
            else
                -- check for the previous backstep lows
                for i = period - 1, period - Backstep + 1, -1 do
                    if (HighMap[i] ~= 0) and (HighMap[i] < val) then
                        HighMap[i] = 0
                    end
                end
            end
        end

        if source.high[period] == val then
            HighMap[period] = val
        else
            HighMap[period] = 0
        end

        local start
        local last_peak
        local last_peak_i
        local prev_peak
        local searchMode = searchBoth

        i = GetPeak(-4)
        if i == -1 then
            prev_peak = nil
        else
            prev_peak = i
        end

        start = Depth
        i = GetPeak(-3)
        if i == -1 then
            last_peak_i = nil
            last_peak = nil
        else
            last_peak_i = i
            last_peak = Peak[i]
            searchMode = SearchMode[i]
            start = i
        end

        peak_count = peak_count - 3

        for i = start, period, 1 do
            if searchMode == searchBoth then
                if (HighMap[i] ~= 0) then
                    last_peak_i = i
                    last_peak = HighMap[i]
                    searchMode = searchLawn
                    RegisterPeak(i, searchMode, last_peak)
                elseif (LowMap[i] ~= 0) then
                    last_peak_i = i
                    last_peak = LowMap[i]
                    searchMode = searchPeak
                    RegisterPeak(i, searchMode, last_peak)
                end
            elseif searchMode == searchPeak then
                if (LowMap[i] ~= 0 and LowMap[i] < last_peak) then
                    last_peak = LowMap[i]
                    last_peak_i = i
                    if prev_peak ~= nil then
                        if Peak[prev_peak] > LowMap[i] then
                            core.drawLine(out, core.range(prev_peak, i), Peak[prev_peak], prev_peak, LowMap[i], i, ZagC)
                            out:setColor(prev_peak, ZigC)
                            DeleteLabels(prev_peak + 1, i)
                            --TextBuff:set(i, LowMap[i], TextFormat(i-prev_peak, Peak[prev_peak]-LowMap[i]));
                            Flag[i] = -1
                        else
                            core.drawLine(out, core.range(prev_peak, i), Peak[prev_peak], prev_peak, LowMap[i], i, ZigC)
                            out:setColor(prev_peak, ZagC)
                            DeleteLabels(prev_peak + 1, i)
                            --TextBuff:set(i, LowMap[i], TextFormat(i-prev_peak, Peak[prev_peak]-LowMap[i]));
                            Flag[i] = -1
                        end
                    end
                    ReplaceLastPeak(i, searchMode, last_peak)
                end
                if HighMap[i] ~= 0 and LowMap[i] == 0 then
                    core.drawLine(out, core.range(last_peak_i, i), last_peak, last_peak_i, HighMap[i], i, ZigC)
                    out:setColor(last_peak_i, ZagC)
                    DeleteLabels(last_peak_i + 1, i)
                    --TextBuff:set(i, HighMap[i], TextFormat(i-last_peak_i, HighMap[i]-last_peak));
                    Flag[i] = 1
                    prev_peak = last_peak_i
                    last_peak = HighMap[i]
                    last_peak_i = i
                    searchMode = searchLawn
                    RegisterPeak(i, searchMode, last_peak)
                end
            elseif searchMode == searchLawn then
                if (HighMap[i] ~= 0 and HighMap[i] > last_peak) then
                    last_peak = HighMap[i]
                    last_peak_i = i
                    if prev_peak ~= nil then
                        core.drawLine(out, core.range(prev_peak, i), Peak[prev_peak], prev_peak, HighMap[i], i, ZigC)
                        out:setColor(prev_peak, ZagC)
                        DeleteLabels(prev_peak + 1, i)
                        -- TextBuff:set(i, HighMap[i], TextFormat(i-prev_peak, HighMap[i]-Peak[prev_peak]));
                        Flag[i] = 1
                    end
                    ReplaceLastPeak(i, searchMode, last_peak)
                end
                if LowMap[i] ~= 0 and HighMap[i] == 0 then
                    if last_peak > LowMap[i] then
                        core.drawLine(out, core.range(last_peak_i, i), last_peak, last_peak_i, LowMap[i], i, ZagC)
                        out:setColor(last_peak_i, ZigC)
                        DeleteLabels(last_peak_i + 1, i)
                        -- TextBuff:set(i, LowMap[i], TextFormat(i-last_peak_i, last_peak-LowMap[i]));
                        Flag[i] = -1
                    else
                        core.drawLine(out, core.range(last_peak_i, i), last_peak, last_peak_i, LowMap[i], i, ZigC)
                        out:setColor(last_peak_i, ZagC)
                        DeleteLabels(last_peak_i + 1, i)
                        -- TextBuff:set(i, LowMap[i], TextFormat(i-last_peak_i, last_peak-LowMap[i]));
                        Flag[i] = -1
                    end
                    prev_peak = last_peak_i
                    last_peak = LowMap[i]
                    last_peak_i = i
                    searchMode = searchPeak
                    RegisterPeak(i, searchMode, last_peak)
                end
            end
        end
    end
end

local Init = true
function Draw(stage, context)
    if stage ~= 2 then
        return
    end

    context:setClipRectangle(context:left(), context:top(), context:right(), context:bottom())

    if Init then
        context:createPen(1, context:convertPenStyle(Style), Width, UpColor)
        context:createPen(2, context:convertPenStyle(Style), Width, DownColor)

        Init = false
    end
    local iFirst = first
    local iLast = source:size() - 2

    local Up = {}
    local Down = {}
    local Total = 0

    for i = iLast, iFirst, -1 do
        if (Flag[i] == 1 or Flag[i] == -1) then
            Total = Total + 1
            if Total > Period then
                if Flag[i] == 1 then
                    Up[table.getn(Up) + 1] = i
                end

                if Flag[i] == -1 then
                    Down[table.getn(Down) + 1] = i
                end
            end
        end

        if Total == Period + 4 then
            break
        end
    end

    Lines(Up, Down, context)
end

function Lines(Up, Down, context)
    if Up == nil or Down == nil or table.getn(Up) < 2 or table.getn(Down) < 2 then
        return
    end

    local tx1, x = context:positionOfBar(Up[1])
    local tx2, x = context:positionOfBar(Up[2])
    local bx1, x = context:positionOfBar(Down[1])
    local bx2, x = context:positionOfBar(Down[2])

    local visible, ty1 = context:pointOfPrice(source.high[Up[1]])
    local visible, ty2 = context:pointOfPrice(source.high[Up[2]])

    local visible, by1 = context:pointOfPrice(source.low[Down[1]])
    local visible, by2 = context:pointOfPrice(source.low[Down[2]])

    local itx1, ity1, itx2, ity2 =
        math2d.lineRectangleIntersection(
        context:left(),
        context:top(),
        context:right(),
        context:bottom(),
        tx2,
        ty2,
        tx1,
        ty1
    )
    local ibx1, iby1, ibx2, iby2 =
        math2d.lineRectangleIntersection(
        context:left(),
        context:top(),
        context:right(),
        context:bottom(),
        bx2,
        by2,
        bx1,
        by1
    )

    local tx, ty, bx, by

    x2 = math.max(itx2, itx1)
    if x2 == itx2 then
        y2 = ity2
    else
        y2 = ity1
    end

    x4 = math.max(ibx2, ibx1)
    if x4 == ibx2 then
        y4 = iby2
    else
        y4 = iby1
    end

    x1 = tx2
    y1 = ty2
    x3 = bx2
    y3 = by2

    context:drawLine(1, x1, y1, x2, y2)
    context:drawLine(2, x3, y3, x4, y4)
end