// More information about this indicator can be found at:
// http://fxcodebase.com/code/viewtopic.php?f=38&t=68601

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#property copyright "Copyright © 2019, Gehtsoft USA LLC"
#property link      "http://fxcodebase.com"
#property strict

// Bar overlay template v.1.0.0

#property indicator_separate_window
#property indicator_buffers 4

enum ShowMethod
{
   MethodLine, // Line
   MethodCandle // Candle
};

input string Base = "USD"; // Base
input string Group_1 = "====="; // Group 1
input bool       On1 = true; // Use this pair
input string Select1 = "EURUSD"; // Pair
input double Weight1 = 1; // Weight
input string Group_2 = "====="; // Group 2
input bool       On2 = true; // Use this pair
input string Select2 = "USDJPY"; // Pair
input double Weight2 = 1; // Weight
input string Group_3 = "====="; // Group 3
input bool       On3 = true; // Use this pair
input string Select3 = "GBPUSD"; // Pair
input double Weight3 = 1; // Weight
input string Group_4 = "====="; // Group 4
input bool       On4 = true; // Use this pair
input string Select4 = "USDCHF"; // Pair
input double Weight4 = 1; // Weight
input string Group_5 = "====="; // Group 5
input bool       On5 = true; // Use this pair
input string Select5 = "AUDUSD"; // Pair
input double Weight5 = 1; // Weight
input string Group_6 = "====="; // Group 6
input bool       On6 = true; // Use this pair
input string Select6 = "NZDUSD"; // Pair
input double Weight6 = 1; // Weight
input string Group_7 = "====="; // Group 7
input bool       On7 = true; // Use this pair
input string Select7 = "USDCAD"; // Pair
input double Weight7 = 1; // Weight

input ShowMethod Method = MethodLine; // Index Method
input color LineColor = Red; // Line color

// Candles stream v.1.2
class CandleStreams
{
public:
   double OpenStream[];
   double CloseStream[];
   double HighStream[];
   double LowStream[];

   void Clear(const int index)
   {
      OpenStream[index] = EMPTY_VALUE;
      CloseStream[index] = EMPTY_VALUE;
      HighStream[index] = EMPTY_VALUE;
      LowStream[index] = EMPTY_VALUE;
   }

   int RegisterStreams(const int id, const color clr)
   {
      SetIndexStyle(id + 0, DRAW_LINE, STYLE_SOLID, 5, clr);
      SetIndexBuffer(id + 0, OpenStream);
      SetIndexLabel(id + 0, "Open");
      SetIndexStyle(id + 1, DRAW_LINE, STYLE_SOLID, 5, clr);
      SetIndexBuffer(id + 1, CloseStream);
      SetIndexLabel(id + 1, "Close");
      SetIndexStyle(id + 2, DRAW_LINE, STYLE_SOLID, 1, clr);
      SetIndexBuffer(id + 2, HighStream);
      SetIndexLabel(id + 2, "High");
      SetIndexStyle(id + 3, DRAW_LINE, STYLE_SOLID, 1, clr);
      SetIndexBuffer(id + 3, LowStream);
      SetIndexLabel(id + 3, "Low");
      return id + 4;
   }

   void AddTick(const int index, const double val)
   {
      if (OpenStream[index] == EMPTY_VALUE)
      {
         Set(index, val, val, val, val);
         return;
      }
      HighStream[index] = MathMax(HighStream[index], val);
      LowStream[index] = MathMin(LowStream[index], val);
      CloseStream[index] = val;
   }

   void Set(const int index, const double open, const double high, const double low, const double close)
   {
      OpenStream[index] = open;
      HighStream[index] = high;
      LowStream[index] = low;
      CloseStream[index] = close;
   }
};

CandleStreams Up;
double out[];

class Instrument
{
public:
   string Symbol;
   double Weight;
   double InitialValue;
   Instrument(string symbol, double weight)
   {
      Symbol = symbol;
      Weight = weight;
      InitialValue = 1;
   }
};

Instrument* items[];

int init()
{
   IndicatorShortName("Average rates");
   IndicatorDigits(Digits);

   if (Method == MethodLine)
   {
      SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 1, LineColor);
      SetIndexBuffer(0, out);
      SetIndexLabel(0, "Line");
   }
   else
   {
      int id = Up.RegisterStreams(0, LineColor);
   }
   if (On1)
   {
      int size = ArraySize(items);
      ArrayResize(items, size + 1);
      int index = StringFind(Select1, Base);
      if (index == -1)
      {
         Print("Wrong instrument: " + Select1);
         return INIT_FAILED;
      }
      items[size] = new Instrument(Select1, index == 0 ? Weight1 : -Weight1);
   }
   if (On2)
   {
      int size = ArraySize(items);
      ArrayResize(items, size + 1);
      int index = StringFind(Select2, Base);
      if (index == -1)
      {
         Print("Wrong instrument: " + Select2);
         return INIT_FAILED;
      }
      items[size] = new Instrument(Select2, index == 0 ? Weight2 : -Weight2);
   }
   if (On3)
   {
      int size = ArraySize(items);
      ArrayResize(items, size + 1);
      int index = StringFind(Select3, Base);
      if (index == -1)
      {
         Print("Wrong instrument: " + Select3);
         return INIT_FAILED;
      }
      items[size] = new Instrument(Select3, index == 0 ? Weight3 : -Weight3);
   }
   if (On4)
   {
      int size = ArraySize(items);
      ArrayResize(items, size + 1);
      int index = StringFind(Select4, Base);
      if (index == -1)
      {
         Print("Wrong instrument: " + Select4);
         return INIT_FAILED;
      }
      items[size] = new Instrument(Select4, index == 0 ? Weight4 : -Weight4);
   }
   if (On5)
   {
      int size = ArraySize(items);
      ArrayResize(items, size + 1);
      int index = StringFind(Select5, Base);
      if (index == -1)
      {
         Print("Wrong instrument: " + Select5);
         return INIT_FAILED;
      }
      items[size] = new Instrument(Select5, index == 0 ? Weight5 : -Weight5);
   }
   if (On6)
   {
      int size = ArraySize(items);
      ArrayResize(items, size + 1);
      int index = StringFind(Select6, Base);
      if (index == -1)
      {
         Print("Wrong instrument: " + Select6);
         return INIT_FAILED;
      }
      items[size] = new Instrument(Select6, index == 0 ? Weight6 : -Weight6);
   }
   if (On7)
   {
      int size = ArraySize(items);
      ArrayResize(items, size + 1);
      int index = StringFind(Select7, Base);
      if (index == -1)
      {
         Print("Wrong instrument: " + Select7);
         return INIT_FAILED;
      }
      items[size] = new Instrument(Select7, index == 0 ? Weight7 : -Weight7);
   }
   
   return 0;
}

int deinit()
{
   for (int i = 0; i < ArraySize(items); ++i)
   {
      delete items[i];
   }
   ArrayResize(items, 0);
   return 0;
}

int start()
{
   if (Bars <= 3) 
      return 0;
   int ExtCountedBars = IndicatorCounted();
   if (ExtCountedBars < 0) 
      return -1;
   int limit = Bars - 1;
   if (ExtCountedBars > 0) 
      limit = Bars - ExtCountedBars - 1;
   
   for (int pos = limit; pos >= 0; --pos)
   {
      if (Method == MethodCandle)
         Up.Clear(pos);

      double NumeratorClose = 100;
      double NumeratorOpen = 100;
      double NumeratorHigh = 100;
      double NumeratorLow = 100;
      double SCALEFACTOR = 100;
      if (pos == Bars - 1)
      {
         for (int i = 0; i < ArraySize(items); ++i)
         {
            Instrument* item = items[i];
            int index = iBarShift(item.Symbol, _Period, Time[pos]);
            if (index < 0)
               continue;
            item.InitialValue = iClose(item.Symbol, _Period, index);
         }
      }
      else
      {
         int N = ArraySize(items);
         for (int i = 0; i < N; ++i)
         {
            Instrument* item = items[i];
            int index = iBarShift(item.Symbol, _Period, Time[pos]);
            if (index < 0)
               continue;
            double close = iClose(item.Symbol, _Period, index);
            double open = iOpen(item.Symbol, _Period, index);
            double high = iHigh(item.Symbol, _Period, index);
            double low = iLow(item.Symbol, _Period, index);
            NumeratorClose = NumeratorClose * MathPow(close / item.InitialValue, item.Weight / N);
            NumeratorOpen = NumeratorOpen * MathPow(open / item.InitialValue, item.Weight / N);
            NumeratorHigh = NumeratorHigh * MathPow(high / item.InitialValue, item.Weight / N);
            NumeratorLow = NumeratorLow * MathPow(low / item.InitialValue, item.Weight / N);
         }
      }
      if (Method == MethodCandle)
         Up.Set(pos, NumeratorOpen * SCALEFACTOR, NumeratorHigh * SCALEFACTOR, NumeratorLow * SCALEFACTOR, NumeratorClose * SCALEFACTOR);
      else
         out[pos] = NumeratorClose * SCALEFACTOR;
   }
   return 0;
}