-- Available @ https://fxcodebase.com/code/viewtopic.php?f=31&t=74773

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-- Indicator profile initialization routine
-- Defines indicator profile properties and indicator parameters
-- TODO: Add minimal and maximal value of numeric parameters and default color of the streams
function Init()
    indicator:name("Volatility band");
    indicator:description("");
    indicator:requiredSource(core.Tick);
    indicator:type(core.Oscillator);

  
 	indicator.parameters:addGroup("Calculation");	
 
    indicator.parameters:addInteger("Period", "Period", "", 10, 1, 2000); 
    indicator.parameters:addDouble("Multiplier", "Multiplier", "", 2, 0, 2000); 
	
	 indicator.parameters:addGroup("Line Style");	
    indicator.parameters:addInteger("width", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style", core.FLAG_LINE_STYLE);
	
	 indicator.parameters:addColor("color", "Line Color", "", core.rgb(0, 255, 255)); 

end

-- Indicator instance initialization routine
-- Processes indicator parameters and creates output streams
-- TODO: Refine the first period calculation for each of the output streams.
-- TODO: Calculate all constants, create instances all subsequent indicators and load all required libraries
-- Parameters block
 
	
local first;
local source = nil;
local Period1, Period2,TF; 
local Indicator;
	
-- Routine
 function Prepare(nameOnly)   
 
    
	Period=instance.parameters.Period;
	Multiplier=instance.parameters.Multiplier;
	source = instance.source
 
    local name = profile:id() .. "(" ..  instance.source:name().. "," ..  Period  .. "," ..  Multiplier .. ")";
    instance:name(name); 


    if   (nameOnly) then
        return;
    end
 
	first=source:first() +Period; 
	
	 
 
	
	
    VolatilityBand = instance:addStream("VolatilityBand", core.Bar, name, "Volatility band", instance.parameters.color, first );
    VolatilityBand:setPrecision(math.max(2, instance.source:getPrecision())); 
    VolatilityBand:addLevel(0);	
 
end


function Update(period, mode)

	 

	if period <= first
	or  not source:hasData(period) 
	then
	return;
	end
	  
    local stdev = mathex.stdev(source, period - Period + 1, period);	  	
	VolatilityBand[period]= stdev*Multiplier*2; 	
end

 


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