-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=48&p=157949#p157949

-- +------------------------------------------------------------------------------------------------+
-- |                                                              Copyright 2025, Gehtsoft USA LLC  | 
-- |                                                                         http://fxcodebase.com  |
-- |                                                               Paypal:  https://goo.gl/9Rj74e   |
-- +------------------------------------------------------------------------------------------------+
-- |                                                                   Developed by : Mario Jemic   |                    
-- |                                                                       mario.jemic@gmail.com    |
-- |                                                                       https://mario-jemic.com/ | 
-- |                                                             Patreon :  http://tiny.cc/1ybwxz   |   
-- |                                                      Buy Me a Coffee:  http://tiny.cc/bj7vxz   |  
-- +-----------------+----------------------+-------------------------------------------------------+
-- |  Cryptocurrency |  Network             |  Address                                              |
-- +-----------------+----------------------+-------------------------------------------------------+
-- |  BTC            |  BTC                 |  16F5k43RXibTmna4np8bPVgmXM1CzjXFJJ                   | 
-- |  SOL            |  SOL                 |  3nh5rpUKopcYLNU4zGCdUFAkM3iRQq8VVUmuzVG6VDf2         | 
-- |  ETH            |  ERC20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           |
-- |  BNB            |  BEP20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           | 
-- |  USDT           |  BEP20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           | 
-- |  XRP            |  BEP20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           | 
-- +-----------------+----------------------+-------------------------------------------------------+ 

function Init()
  indicator:name("Lyapunov HP oscillator")
  indicator:description("Lyapunov HP oscillator")
  indicator:requiredSource(core.Tick)
  indicator:type(core.Oscillator)

  indicator.parameters:addGroup("Calculation")
  indicator.parameters:addInteger("Filter", "Filter", "", 7)
  indicator.parameters:addInteger("L_Period", "Lyapunov period", "", 525)

  indicator.parameters:addBoolean("nonrepaint", "Non-repainting mode", "", false)

  indicator.parameters:addGroup("Style")
  indicator.parameters:addColor("clr", "Color", "Color", core.rgb(255, 255, 0))
  indicator.parameters:addInteger("widthLinReg", "Line width", "Line width", 1, 1, 5)
  indicator.parameters:addInteger("styleLinReg", "Line style", "Line style", core.LINE_SOLID)
  indicator.parameters:setFlag("styleLinReg", core.FLAG_LINE_STYLE)
end

local first
local source = nil
local MA_Period
local Filter
local L_Period
local L_Time
local Lyapunov_HP = nil
local Lambda
local hpf, a, b, c
local nonrepaint

function Prepare(nameOnly)
  source = instance.source
  Filter = instance.parameters.Filter
  L_Period = instance.parameters.L_Period
  nonrepaint = instance.parameters.nonrepaint
  first = source:first() + L_Period
  local name =
    profile:id() ..
    "(" .. source:name() .. ", " .. instance.parameters.Filter .. ", " .. instance.parameters.L_Period .. ")"
  instance:name(name)
  if nameOnly then
    return
  end
  hpf = instance:addInternalStream(first, 0)
  a = instance:addInternalStream(first, 0)
  b = instance:addInternalStream(first, 0)
  c = instance:addInternalStream(first, 0)
  Lyapunov_HP =
    instance:addStream("Lyapunov_HP", core.Line, name .. ".Lyapunov_HP", "Lyapunov_HP", instance.parameters.clr, first)
  Lyapunov_HP:setPrecision(math.max(2, instance.source:getPrecision()))
  Lyapunov_HP:setWidth(instance.parameters.widthLinReg)
  Lyapunov_HP:setStyle(instance.parameters.styleLinReg)
  Lambda = 0.0625 / math.pow(math.sin(math.pi / Filter), 4)
end

function Update(period, mode)
  if period > first and period == source:size() - 1 then
    if nonrepaint then
      period = period - 1;
    end
    a[period] = 1 + Lambda
    b[period] = -2 * Lambda
    c[period] = Lambda
    local i
    for i = first, period - 1, 1 do
      a[i] = 6 * Lambda + 1
      b[i] = -4 * Lambda
      c[i] = Lambda
    end
    a[period - 1] = 5 * Lambda + 1
    a[first] = 1 + Lambda
    a[first + 1] = 5 * Lambda + 1
    b[first + 1] = -2 * Lambda
    b[first] = 0
    c[first + 1] = 0
    c[first] = 0

    local H1, H2, H3, H4, H5, HH1, HH2, HH3, HH4, HH5, HB, HC, Z = 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0

    for i = period, first, -1 do
      Z = a[i] - H4 * H1 - HH5 * HH2
      HB = b[i]
      HH1 = H1
      H1 = (HB - H4 * H2) / Z
      b[i] = H1
      HC = c[i]
      HH2 = H2
      H2 = HC / Z
      c[i] = H2
      a[i] = (source[i] - HH3 * HH5 - H3 * H4) / Z
      HH3 = H3
      H3 = a[i]
      H4 = HB - H5 * HH1
      HH5 = H5
      H5 = HC
    end

    H2 = 0
    H1 = a[first + 1]
    hpf[first + 1] = H1

    for i = first + 2, period, 1 do
      hpf[i] = a[i] - b[i] * H1 - c[i] * H2
      H2 = H1
      H1 = hpf[i]
    end

    for i = period, first + 1, -1 do
      Lyapunov_HP[i] = math.log(math.abs(hpf[i] / hpf[i - 1])) * 100000
    end
  end
end
-- More information about this indicator can be found at:
-- https://fxcodebase.com/code/viewtopic.php?f=48&p=157949#p157949

-- +------------------------------------------------------------------------------------------------+
-- |                                                              Copyright 2025, Gehtsoft USA LLC  | 
-- |                                                                         http://fxcodebase.com  |
-- |                                                               Paypal:  https://goo.gl/9Rj74e   |
-- +------------------------------------------------------------------------------------------------+
-- |                                                                   Developed by : Mario Jemic   |                    
-- |                                                                       mario.jemic@gmail.com    |
-- |                                                                       https://mario-jemic.com/ | 
-- |                                                             Patreon :  http://tiny.cc/1ybwxz   |   
-- |                                                      Buy Me a Coffee:  http://tiny.cc/bj7vxz   |  
-- +-----------------+----------------------+-------------------------------------------------------+
-- |  Cryptocurrency |  Network             |  Address                                              |
-- +-----------------+----------------------+-------------------------------------------------------+
-- |  BTC            |  BTC                 |  16F5k43RXibTmna4np8bPVgmXM1CzjXFJJ                   | 
-- |  SOL            |  SOL                 |  3nh5rpUKopcYLNU4zGCdUFAkM3iRQq8VVUmuzVG6VDf2         | 
-- |  ETH            |  ERC20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           |
-- |  BNB            |  BEP20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           | 
-- |  USDT           |  BEP20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           | 
-- |  XRP            |  BEP20               |  0xe53aab6bc468a963a02d1319660ee60cf80fc8e7           | 
-- +-----------------+----------------------+-------------------------------------------------------+