-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=59571

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function Init()
    indicator:name("ZigZag with Fibonacci");
    indicator:description("Automatic Fib or Gann levels on the base of H/L values");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);
     indicator.parameters:addGroup("Zig Zag Parameters");
    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:addColor("ZigZag_color", "Color of ZigZag", "Color of ZigZag", core.rgb(255, 0, 0));
	
	
	 indicator.parameters:addGroup("Fibonacci/Gann Parameters");
    indicator.parameters:addBoolean("Show", "Show Lines", "", true);
    indicator.parameters:addString("M", "Lines Method", "", "F");
    indicator.parameters:addStringAlternative("M", "Fibonacci", "", "F");
    indicator.parameters:addStringAlternative("M", "Gann", "", "G");
    indicator.parameters:addString("L", "Levels number", "", "3");
    indicator.parameters:addStringAlternative("L", "3 Lines", "", "3");
    indicator.parameters:addStringAlternative("L", "3 Lines (alt)", "", "3a");
    indicator.parameters:addStringAlternative("L", "5 Lines", "", "5");
    indicator.parameters:addStringAlternative("L", "7 Lines", "", "7");
    indicator.parameters:addStringAlternative("L", "9 Lines", "", "9");
   -- indicator.parameters:addInteger("E", "Number of bars to show lines after the latest bar char", "", 20, 1, 100);
    indicator.parameters:addGroup("Style");
    indicator.parameters:addColor("L_color", "Color of level lines", "", core.rgb(255, 255, 0));
    indicator.parameters:addInteger("L_width", "Width of level lines", "", 1, 1, 5);
    indicator.parameters:addInteger("L_style", "Style level lines", "", core.LINE_SOLID);
    indicator.parameters:setFlag("L_style", core.FLAG_LINE_STYLE);
    indicator.parameters:addColor("M_color", "Time marker color", "", core.rgb(255, 0, 0));
    indicator.parameters:addInteger("M_width", "Width of level lines", "", 1, 1, 5);
    indicator.parameters:addInteger("M_style", "Style level lines", "", core.LINE_DOT);
    indicator.parameters:setFlag("M_style", core.FLAG_LINE_STYLE);
    indicator.parameters:addBoolean("ShowLabels", "Show Line Labels", "", true);
	
	indicator.parameters:addColor("Color", "Font color", "", core.rgb(0, 0, 0));
	indicator.parameters:addInteger("Size", "Font Size", "", 10);
	
	indicator.parameters:addBoolean("ShowZigZag", "Show ZigZag Line", "", true);
    indicator.parameters:addBoolean("Extend", "Extend Lines", "", true);
	
 
     
end

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

local Show;
local M;
local L;
local E;
local L_color;
local L_width;
local L_style;
local M_color;
local M_width;
local M_style;
local ShowLabels;
local Extend, Size, Color,ShowZigZag;
 
local barSize;
local format;

local first;
local source = nil;

-- Streams block
local ZigZag = nil;
local HighMap = nil;
local LowMap = nil;
local Zig;
-- Routine
 function Prepare(nameOnly)   
   Extend = instance.parameters.Extend;
	Size = instance.parameters.Size;
	Color = instance.parameters.Color;
	ShowZigZag = instance.parameters.ShowZigZag;
     
    Show = instance.parameters.Show;
    M = instance.parameters.M;
    L = instance.parameters.L;
   -- E = instance.parameters.E;
    L_color = instance.parameters.L_color;
    L_width = instance.parameters.L_width;
    L_style = instance.parameters.L_style;
    M_color = instance.parameters.M_color;
    M_width = instance.parameters.M_width;
    M_style = instance.parameters.M_style;
    ShowLabels = instance.parameters.ShowLabels;
    
    source = instance.source;
    local s, e;
    s, e = core.getcandle(source:barSize(), core.now(), 0);
    barSize = math.floor(((e - s) * 1440) + 0.5) / 1440;
	
	  
  
    format = "%.3f=%." .. source:getPrecision() .. "f";

    Depth = instance.parameters.Depth;
    Deviation = instance.parameters.Deviation;
    Backstep = instance.parameters.Backstep;
	
	
	 local name = profile:id() .. "(" .. source:name() .. ", " .. Depth .. ", " .. Deviation .. ", " .. Backstep .. ", " .. M .. ", " .. L  .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
    
    Zig = core.indicators:create("ZIGZAG", source, Depth,Deviation,Backstep);
    first = Zig.DATA:first();

   
	
	if ShowZigZag then
    ZigZag = instance:addStream("ZigZag", core.Line, name, "ZigZag", instance.parameters.ZigZag_color, first);
	else
	 ZigZag  = instance:addInternalStream(0, 0);
	end
    HighMap = instance:addInternalStream(0, 0);
    LowMap = instance:addInternalStream(0, 0);
	
	if   Show then
	instance:ownerDrawn(true);
	else
	instance:ownerDrawn(false);
	end
end

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

-- optimization hint
local g_last_peak_date = nil;
local g_last_peak = nil;
local g_prev_peak_date = nil;
local g_searchMode = nil;
local MIN = nil;
local MAX = nil;
local P = nil;
local levels = nil;
local index = nil;


function Update(period, mode)



Zig:update(mode);

if period < first then
return;
end

if Zig.DATA[period]==0
or Zig.DATA[period]==nil
 then
ZigZag[period]=nil;
else
ZigZag[period]= Zig.DATA[period];
end



end

local init = false;

function Draw(stage, context)
 

   if stage ~= 2 then
   return;
   end
   --period
   
   
       if not init then
	  
	 
	   context:createPen (1, context:convertPenStyle (L_width),L_width, L_color);	   
	   context:createPen (2, context:convertPenStyle (M_width),M_width, M_color);
	   context:createFont (3, "Arial", Size, Size, context.LEFT);
            init = true;
        end


local min, max, minp, maxp;
local p1=nil;
local p2=nil;


  
		
		for i= source:size()-2, first, -1 do  
		
		        if Zig.DATA[i]==0
				or Zig.DATA[i]==nil
				 then
				ZigZag[i]=nil;
				else
				ZigZag[i]= Zig.DATA[i];
				end
				
           
				if p1== nil 
				and   ZigZag[i+1] ~= nil and ZigZag[i] ~= nil and ZigZag[i-1] ~= nil 
				and   ZigZag[i+1] ~= 0 and ZigZag[i] ~= 0 and ZigZag[i-1] ~= 0 
				then
					 if ZigZag[i]> ZigZag[i-1] and
					 ZigZag[i]> ZigZag[i+1] 
					 then
					  p1 =i;						
					 end
				end

				if p2== nil 
				and   ZigZag[i+1] ~= nil and ZigZag[i] ~= nil and ZigZag[i-1] ~= nil
				and   ZigZag[i+1] ~= 0 and ZigZag[i] ~= 0 and ZigZag[i-1] ~= 0
				then
					 if ZigZag[i]< ZigZag[i-1] and
					 ZigZag[i]< ZigZag[i+1] 
					 then
					  p2 =i;
						
					 end
				end

				if p1~= nil and  p2~= nil then
				break;
				end
			
		end

local Direction;

if  ZigZag[p1]> ZigZag[p2] then
min=ZigZag[p2];
max=ZigZag[p1];
minp=p2;
maxp=p1;
Direction=1;
elseif ZigZag[p1]> ZigZag[p2] then
min=ZigZag[p1];
max=ZigZag[p2];
minp=p1;
maxp=p2;
Direction=-1;
else
return;
end

CalculateLevels( min, max, minp, maxp,Direction,context);
end


function CalculateLevels( min, max, minp, maxp,Direction,context)
   local N=10;
    
        local  p, k, v, f, t, price, d, label;
      
        p = math.min(minp, maxp);
       
            MIN = min;
            MAX = max;
            d = max - min;
            P = p;

            if levels == nil then
                CalcLevels(Direction);
            end
            local idx;
            idx = index[L];

         
			
			 if Extend then
				t=context:right ();
                f, x1, x2 = context:positionOfBar (p);			 
				else
				t=  context:positionOfBar (source:size()-1);
                 f, x1, x2 = context:positionOfBar (p);	
			   end	 

            for k, v in pairs(idx) do
			    if Direction == -1 then
                price = min +d * levels[v];
				else
				 price = max - d * levels[v];
				end
				--i
				
                label = string.format(format, levels[v], price);               
				
				visible1, y1 =  context:pointOfPrice (price);
				
					 context:drawLine (1, f, y1, t, y1);
					 
                if ShowLabels then
                    
                    local width, height = context:measureText (3, label, context.LEFT);
				   context:drawText (3, label, Color, -1, f, y1-height, f+width, y1, context.LEFT);
				end
            end
          
     
                visible1, y1 =  context:pointOfPrice (min);
			   visible2, y2 =  context:pointOfPrice (max);
			 context:drawLine (2,  f, y1, f, y2);
end


function CalcLevels()
    levels = {};
    index = {};
	
    if M == "F" then
        levels[1] = -0.236;
        levels[2] = 0;
        levels[3] = 0.236;
        levels[4] = 0.382;
        levels[5] = 0.5;
        levels[6] = 0.618;
        levels[7] = 0.764;
        levels[8] = 1;
        levels[9] = 1.272;
        index["3"] = {4, 5, 6};
        index["3a"] = {2, 5, 8};
        index["5"] = {2, 4, 5, 6, 8};
        index["7"] = {2, 3, 4, 5, 6, 7, 8};
        index["9"] = {1, 2, 3, 4, 5, 6, 7, 8, 9};
    else
        levels[1] = 0;
        levels[2] = 0.125;
        levels[3] = 0.25;
        levels[4] = 0.375;
        levels[5] = 0.5;
        levels[6] = 0.625;
        levels[7] = 0.75;
        levels[8] = 0.875;
        levels[9] = 1;
        index["3"] = {3, 5, 7};
        index["3a"] = {1, 5, 9};
        index["5"] = {1, 3, 5, 7, 9};
        index["7"] = {1, 3, 4, 5, 6, 7, 9};
        index["9"] = {1, 2, 3, 4, 5, 6, 7, 8, 9};
    end

end