-- Id: 858
-- More information about this indicator can be found at:
-- http://fxcodebase.com/

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--+------------------------------------------------------------------+
function Init()
    strategy:name("MA Corss with the confirmation by the distance between lines");
	strategy:setTag("NonOptimizableParameters", "Email,SendEmail,SoundFile,RecurrentSound,PlaySound,ShowAlert");
    strategy:description("The signal checks for the Moving Average crosses confirmed by the distance between the MA lines");

    strategy.parameters:addGroup("Parameter");

    strategy.parameters:addInteger("FMA_N", "Fast Moving Average Period", "", 5);
    strategy.parameters:addString("FMA_M", "Fast Moving Average Method", "The methods marked by an asterisk (*) require the appropriate strategys to be loaded.", "MVA");
    strategy.parameters:addStringAlternative("FMA_M", "MVA", "", "MVA");
    strategy.parameters:addStringAlternative("FMA_M", "EMA", "", "EMA");
    strategy.parameters:addStringAlternative("FMA_M", "LWMA", "", "LWMA");
    strategy.parameters:addStringAlternative("FMA_M", "TMA", "", "TMA");
    strategy.parameters:addStringAlternative("FMA_M", "SMMA*", "", "SMMA");
    strategy.parameters:addStringAlternative("FMA_M", "Vidya (1995)*", "", "VIDYA");
    strategy.parameters:addStringAlternative("FMA_M", "Vidya (1992)*", "", "VIDYA92");
    strategy.parameters:addStringAlternative("FMA_M", "Wilders*", "", "WMA");
    strategy.parameters:addStringAlternative("FMA_M", "TEMA*", "", "TEMA1");
    strategy.parameters:addString("FMA_P", "Fast Moving Average Price", "", "C");
    strategy.parameters:addStringAlternative("FMA_P", "Open", "", "O");
    strategy.parameters:addStringAlternative("FMA_P", "High", "", "H");
    strategy.parameters:addStringAlternative("FMA_P", "Low", "", "L");
    strategy.parameters:addStringAlternative("FMA_P", "Close", "", "C");
    strategy.parameters:addStringAlternative("FMA_P", "Median", "", "M");
    strategy.parameters:addStringAlternative("FMA_P", "Typical", "", "T");
    strategy.parameters:addStringAlternative("FMA_P", "Weighted", "", "W");

    strategy.parameters:addInteger("SMA_N", "Slow Moving Average Period", "", 20);
    strategy.parameters:addString("SMA_M", "Slow Moving Average Method", "The methods marked by an asterisk (*) require the appropriate strategys to be loaded.", "MVA");
    strategy.parameters:addStringAlternative("SMA_M", "MVA", "", "MVA");
    strategy.parameters:addStringAlternative("SMA_M", "EMA", "", "EMA");
    strategy.parameters:addStringAlternative("SMA_M", "LWMA", "", "LWMA");
    strategy.parameters:addStringAlternative("SMA_M", "TMA", "", "TMA");
    strategy.parameters:addStringAlternative("SMA_M", "SMMA*", "", "SMMA");
    strategy.parameters:addStringAlternative("SMA_M", "Vidya (1995)*", "", "VIDYA");
    strategy.parameters:addStringAlternative("SMA_M", "Vidya (1992)*", "", "VIDYA92");
    strategy.parameters:addStringAlternative("SMA_M", "Wilders*", "", "WMA");
    strategy.parameters:addStringAlternative("SMA_M", "TEMA*", "", "TEMA1");

    strategy.parameters:addString("SMA_P", "Slow Moving Average Price", "", "C");
    strategy.parameters:addStringAlternative("SMA_P", "Open", "", "O");
    strategy.parameters:addStringAlternative("SMA_P", "High", "", "H");
    strategy.parameters:addStringAlternative("SMA_P", "Low", "", "L");
    strategy.parameters:addStringAlternative("SMA_P", "Close", "", "C");
    strategy.parameters:addStringAlternative("SMA_P", "Median", "", "M");
    strategy.parameters:addStringAlternative("SMA_P", "Typical", "", "T");
    strategy.parameters:addStringAlternative("SMA_P", "Weighted", "", "W");

    strategy.parameters:addInteger("Dist", "Distance between MA (points) to confirm", "", 10);
    strategy.parameters:addInteger("ConfN", "Number of bars to confirm", "Use 0 to confirm on the same bar only", 3);

    strategy.parameters:addString("Type", "Type of the price", "", "Bid");
    strategy.parameters:addStringAlternative("Type", "Bid", "", "Bid");
    strategy.parameters:addStringAlternative("Type", "Ask", "", "Ask");

    strategy.parameters:addString("Period", "Time frame", "", "m1");
    strategy.parameters:setFlag("Period", core.FLAG_PERIODS);

    strategy.parameters:addGroup("Signal");

    strategy.parameters:addBoolean("ShowAlert", "Show Alert", "", true);
    strategy.parameters:addBoolean("PlaySound", "Play Sound", "", false);
    strategy.parameters:addFile("SoundFile", "Sound File", "", "");
end

local SoundFile;
local FMA, SMA;
local Dist;
local ConfN;
local BUY, SELL;
local gSource = nil;        -- the source stream
local first;

function CreateIndicator(method, n, price)
    local source;
    if not(gSource:isBar()) then
        source = gSource;
    elseif price == "O" then
        source = gSource.open;
    elseif price == "H" then
        source = gSource.high;
    elseif price == "L" then
        source = gSource.low;
    elseif price == "C" then
        source = gSource.close;
    elseif price == "M" then
        source = gSource.median;
    elseif price == "T" then
        source = gSource.typical;
    elseif price == "W" then
        source = gSource.weighted;
    end
    assert(core.indicators:findIndicator(method) ~= nil, method .. " indicator must be installed");
    return core.indicators:create(method, source, n);
end


function Prepare()
    local FastN, SlowN;

    -- collect parameters
    FMA_N = instance.parameters.FMA_N;
    SMA_N = instance.parameters.SMA_N;
    Dist = instance.parameters.Dist;
    ConfN = instance.parameters.ConfN;

    assert(FMA_N < SMA_N, "Fast MA must be faster than slow MA");

    ShowAlert = instance.parameters.ShowAlert;

    if instance.parameters.PlaySound then
        SoundFile = instance.parameters.SoundFile;
    else
        SoundFile = nil;
    end

    assert(not(PlaySound) or (PlaySound and SoundFile ~= ""), "Sound File must be specified");

    BUY = "BUY";
    SELL = "SELL";

    local fastsource, slowsource;

    ExtSetupSignal(profile:id() .. ":", ShowAlert);
    if instance.parameters.Period == "t1" then
        gSource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == "Bid", "close");
    else
        gSource = ExtSubscribe(1, nil, instance.parameters.Period, instance.parameters.Type == "Bid", "bar");
    end

    FMA = CreateIndicator(instance.parameters.FMA_M, instance.parameters.FMA_N, instance.parameters.FMA_P);
    SMA = CreateIndicator(instance.parameters.SMA_M, instance.parameters.SMA_N, instance.parameters.SMA_P);

    first = math.max(FMA.DATA:first(), SMA.DATA:first()) + 1;

    local pip;
    pip = gSource:pipSize();
    if pip > 1 then
        -- workaround for bug in Marketscope Apr, 10 release
        -- for a  history returned via getHistory() the pipSize returns precision
        -- instead of pipsize
        Dist = math.pow(10, -pip) * Dist;
    else
        Dist = pip * Dist;
    end

    local name = profile:id() .. "(" .. instance.bid:instrument()  .. "(" .. instance.parameters.Period  .. ")," ..
                                        instance.parameters.FMA_M .. "(" .. instance.parameters.FMA_N .. ")," ..
                                        instance.parameters.SMA_M .. "(" .. instance.parameters.SMA_N .. ")," ..
                                        Dist .. "," .. ConfN .. ")";

    instance:name(name);
end

local CurrDist = nil;
local Signal = nil;
local PrevDate = nil;

-- when tick source is updated
function ExtUpdate(id, source, period)
    -- update moving average
    FMA:update(core.UpdateLast);
    SMA:update(core.UpdateLast);

    if period <= first then
        return ;
    end

    if CurrDist ~= nil and PrevDate < gSource:date(period) then
        CurrDist = CurrDist + 1;
    end

    PrevDate = gSource:date(period);

    if core.crossesOver(FMA.DATA, SMA.DATA, period) then
         CurrDist = 0;
         Signal = 1;
    elseif core.crossesOver(SMA.DATA, FMA.DATA, period) then
         CurrDist = 0;
         Signal = -1;
    end

    if CurrDist ~= nil and CurrDist < ConfN then
        if Signal > 0 then
            if (FMA.DATA[period] - SMA.DATA[period]) >= Dist then
                ExtSignal(gSource, period, BUY, SoundFile);
                CurrDist = nil;
            end
        else
            if (SMA.DATA[period] - FMA.DATA[period]) >= Dist then
                ExtSignal(gSource, period, SELL, SoundFile);
                CurrDist = nil;
            end
        end
    end
end

dofile(core.app_path() .. "\\strategies\\standard\\include\\helper.lua");