-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=66279

--+------------------------------------------------------------------+
--|                               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 |
--+------------------------------------------------------------------+
--|                                Patreon :  https://goo.gl/GdXWeN  |  
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |  
--|                BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg  | 
--|           Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D  |  
--|                   LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD  |  
--+------------------------------------------------------------------+


-- Indicator profile initialization routine
function Init()
    indicator:name("ZigZag Cycle Info");
    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:addGroup("Calculation");
	indicator.parameters:addInteger("Period", "Period in Candles", "0 for All", 0);
	
	
	indicator.parameters:addGroup("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("Placement");

	
	indicator.parameters:addString("X", " X Placement","" , "Right");
    indicator.parameters:addStringAlternative("X", "Right", "Right" , "Right");
    indicator.parameters:addStringAlternative("X", "Left", "Left" , "Left"); 
    indicator.parameters:addInteger("ShiftY", "Vertical Shift","" , 25);
	
	
		indicator.parameters:addGroup("Style");
   indicator.parameters:addColor("Label", "Label Color", "", core.rgb(0, 0, 0)); 
   indicator.parameters:addInteger("Size", "Font Size", "", 20);
    indicator.parameters:addColor("color", "Line Color", "", core.rgb(255, 0, 0));
 
end

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

local first;
local FIRST;
local source = nil;
local Period;
-- Streams block
local ZigC;
local ZagC;
local out;
local HighMap = nil;
local LowMap = nil;
local pipSize;
local Flag;

local ZigZag;


local X;
local Label;
local Size;
local ShiftY;


local NumberOfCycles;
local MaxSize;
local MinSize;

local AvgUp;
local AvgDown;
local Avg;
-- 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();
	


    local name = profile:id() .. "(" .. source:name() .. ", " .. Depth .. ", " .. Deviation .. ", " .. Backstep .. ")";
    instance:name(name);
	
	
	if   (nameOnly) then
        return;
    end
	
	NumberOfCycles=0;
	MaxSize=0;
    MinSize=0;
	
	AvgUp=0;
	AvgDown=0;
	Avg=0;
	
	
	X=instance.parameters.X;  
	ShiftY=instance.parameters.ShiftY;
    Label=instance.parameters.Label;
	Size=instance.parameters.Size; 
	
	
    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();
	
	
	ZigZag = instance:addInternalStream(0, 0);
	
	instance:ownerDrawn(true);
	
	
	  core.host:execute ("setTimer", 1, 1);
end


local NumberOfCycles=0;
local NumberOfCyclesUp=0;
local NumberOfCyclesDown=0;
function AsyncOperationFinished(cookie)




				if cookie== 1 then

				NumberOfCycles=0;
				MaxSize=0;
				MinSize=0;
				
				AvgUp=0;
				AvgDown=0;
				Avg=0;
				
			
				NumberOfCyclesUp=0;
				NumberOfCyclesDown=0;


				if Period== 0 then
				FIRST=first;
				else
				FIRST=math.max(first,source:size()-1-Period);
				end


								for period =source:size()-1, FIRST, -1 do


										if Flag[period]~= 0 then
										NumberOfCycles=NumberOfCycles+1;

										MaxSize= math.max(math.abs(ZigZag[period]/pipSize),MaxSize);


											if MinSize==0 then
											MinSize=math.abs(ZigZag[period])/pipSize;
											elseif ZigZag[period]~=0 then
											MinSize= math.min(math.abs(ZigZag[period]/pipSize),MinSize);
											end
											
											                if Flag[period] == 1 then
															AvgUp=AvgUp+math.abs(ZigZag[period])/pipSize;
															NumberOfCyclesUp=NumberOfCyclesUp+1;
															end
															if Flag[period] == -1 then
				                                            AvgDown=AvgDown+math.abs(ZigZag[period])/pipSize;
															NumberOfCyclesDown=NumberOfCyclesDown+1;
															end
				                                            Avg=Avg+math.abs(ZigZag[period])/pipSize;
											
										end



								end
				if NumberOfCycles ~=0 then				  
                Avg=Avg/NumberOfCycles;
				else
				Avg=0;
				end
				
				if NumberOfCyclesUp~=0 then
				AvgUp=AvgUp/NumberOfCyclesUp;
				else
				AvgUp=0;
				end
				
				if NumberOfCyclesDown ~=0 then
				AvgDown=AvgDown/NumberOfCyclesDown;
				else
				AvgDown=0;
				end
				
				
		end		


end


function ReleaseInstance()
core.host:execute ("killTimer", 1);
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
  Flag[i]=0;
  ZigZag[i]=0;
 end
 return;
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 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;
							
							ZigZag[i]=Peak[prev_peak]- LowMap[i];
                        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;
							ZigZag[i]=Peak[prev_peak]- LowMap[i];
                        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;
					ZigZag[i]=last_peak-HighMap[i];
                    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;
						ZigZag[i]=Peak[prev_peak]- HighMap[i];
                    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;
						ZigZag[i]=last_peak- LowMap[i];
                    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;
						ZigZag[i]=last_peak- LowMap[i];
						
                    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());    
   -- context:pixelsToPoints (instance.parameters.TextSize)
   if Init  then
   context:createFont (1, "Arial", context:pointsToPixels (Size), context:pointsToPixels (Size), 0);
   Init=false;
   end
   
      
  
  
   if NumberOfCycles~=0 then
   Text=  "Number of Cycles : " .. NumberOfCycles;
	 
   i=1;	 
   width, height = context:measureText (1, Text, 0);
   context:drawText (1,  Text, Label, -1,  iX(context,width,0,1) ,  iY(context,height,i,0) ,iX(context,width,0,2),iY(context,height,i,1), 0 );	
	
   end
   
   
    if MaxSize~=0 then
   Text=  "Max Size : " .. round(MaxSize, 1);
	 
   i=5;	 
   width, height = context:measureText (1, Text, 0);
   context:drawText (1,  Text, Label, -1,  iX(context,width,0,1) ,  iY(context,height,i,0) ,iX(context,width,0,2),iY(context,height,i,1), 0 );	
	
   end
   
   
    if MinSize~=0 then
   Text=  "Min Size : " .. round(MinSize, 1);
	 
   i=6;	 
   width, height = context:measureText (1, Text, 0);
   context:drawText (1,  Text, Label, -1,  iX(context,width,0,1) ,  iY(context,height,i,0) ,iX(context,width,0,2),iY(context,height,i,1), 0 );	
	
   end
   
   
    if Avg~=0 then
   Text=  "Average Cycle: " .. round(Avg, 1);
	 
   i=2;	 
   width, height = context:measureText (1, Text, 0);
   context:drawText (1,  Text, Label, -1,  iX(context,width,0,1) ,  iY(context,height,i,0) ,iX(context,width,0,2),iY(context,height,i,1), 0 );	
	
   end
   
   
    if AvgUp~=0 then
   Text=  "Average Up Cycle: " ..round(AvgUp, 1);
	 
   i=3;	 
   width, height = context:measureText (1, Text, 0);
   context:drawText (1,  Text, Label, -1,  iX(context,width,0,1) ,  iY(context,height,i,0) ,iX(context,width,0,2),iY(context,height,i,1), 0 );	
	
   end
   
   
    if AvgDown~=0 then
   Text=  "Average Down Cycle: " ..round(AvgDown, 1);
	 
   i=4;	 
   width, height = context:measureText (1, Text, 0);
   context:drawText (1,  Text, Label, -1,  iX(context,width,0,1) ,  iY(context,height,i,0) ,iX(context,width,0,2),iY(context,height,i,1), 0 );	
	
   end
   
   
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

function iX(context, width,Shift,x)

	if X== "Left" then
	return  context:left()+ Shift*width +  width*(x-1) ;
	else
	return context:right() - width*Shift -  width*(1-(x-1));
	end
end



function iY(context, height,Index , Line)

	
		return context:top()+Index*height +ShiftY + Line *height;

end