-- More information about this indicator can be found at:
-- http://fxcodebase.com/code/viewtopic.php?f=17&t=1418

--+------------------------------------------------------------------+
--|                               Copyright © 2018, Gehtsoft USA LLC | 
--|                                            http://fxcodebase.com |
--+------------------------------------------------------------------+
--|                                 Support our efforts by donating  | 
--|                                    Paypal: https://goo.gl/9Rj74e |
--|                    BitCoin : 15VCJTLaz12Amr7adHSBtL9v8XomURo9RF  |  
--|                BitCoin Cash: 1BEtS465S3Su438Kc58h2sqvVvHK9Mijtg  | 
--|           Ethereum : 0x8C110cD61538fb6d7A2B47858F0c0AaBd663068D  |  
--|                   LiteCoin : LLU8PSY2vsq7B9kRELLZQcKf5nJQrdeqwD  |  
--+------------------------------------------------------------------+

function Init()
    indicator:name("Kaufman CCI");
    indicator:description("Kaufman CCI");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Oscillator);
    indicator.parameters:addGroup("Calculation");
    indicator.parameters:addInteger("periodAMA", "periodAMA", "period of AMA", 10);
    indicator.parameters:addInteger("nfast", "nfast", "nfast", 2);
    indicator.parameters:addInteger("nslow", "nslow", "nslow", 15);
    indicator.parameters:addDouble("G", "G", "G", 6);
    indicator.parameters:addDouble("dK", "dK", "dK", 10000);
    indicator.parameters:addInteger("CCI", "CCI", "CCI", 250);
    indicator.parameters:addGroup("Style"); 
    indicator.parameters:addColor("clr1", "Color of CCI_K", "Color of CCI_K", core.rgb(0, 255, 0));
	indicator.parameters:addInteger("width1", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style1", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style1", core.FLAG_LINE_STYLE);
	
	
    indicator.parameters:addColor("clr2", "Color of CCI", "Color of CCI", core.rgb(255, 0, 0));
	indicator.parameters:addInteger("width2", "Line width", "", 1, 1, 5);
    indicator.parameters:addInteger("style2", "Line style", "", core.LINE_SOLID);
    indicator.parameters:setFlag("style2", core.FLAG_LINE_STYLE);

    indicator.parameters:addColor("clr3", "Up Color", "Up Color", core.rgb(0, 0, 255));
    indicator.parameters:addColor("clr4", "Dn Color", "Dn Color", core.rgb(0, 255, 255));
end

local first;
local source = nil;
local periodAMA;
local nfast;
local nslow;
local G;
local dK;
local CCI;
local CCI_Ind;
local buff1;
local buff2;
local buff3;
local buff4;
local AMA0;

 function Prepare(nameOnly)  
    source = instance.source;
    periodAMA=instance.parameters.periodAMA;
    nfast=instance.parameters.nfast;
    nslow=instance.parameters.nslow;
    G=instance.parameters.G;
    dK=instance.parameters.dK;
    CCI=instance.parameters.CCI;
	
	
	 local name = profile:id() .. "(" .. source:name() .. ", " .. instance.parameters.periodAMA .. ", " .. instance.parameters.nfast .. ", " .. instance.parameters.nslow .. ", " .. instance.parameters.G .. ", " .. instance.parameters.dK .. ", " .. instance.parameters.CCI .. ")";
    instance:name(name);
	
	if   (nameOnly) then
        return;
    end
	
    CCI_Ind = core.indicators:create("CCI", source, CCI);
    first = CCI_Ind.DATA:first()+2;
  
	
    buff1 = instance:addStream("buff1", core.Line, name .. ".CCI_K", "CCI_K", instance.parameters.clr1, first);
	buff1:setWidth(instance.parameters.width1);
    buff1:setStyle(instance.parameters.style1);
    buff2 = instance:addStream("buff2", core.Line, name .. ".CCI", "CCI", instance.parameters.clr2, first);
	buff2:setWidth(instance.parameters.width2);
    buff2:setStyle(instance.parameters.style2);
    buff3 = instance:createTextOutput ("Up", "Up", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr3, first);
    buff4 = instance:createTextOutput ("Dn", "Dn", "Wingdings", 10, core.H_Center, core.V_Center, instance.parameters.clr4, first);
end

function Update(period, mode)
    CCI_Ind:update(mode);
    if (period>first+periodAMA) then
     local slowSC=2./(nslow+1.);
     local fastSC=2./(nfast+1.);
     buff2[period]=CCI_Ind.DATA[period];
     local signal=math.abs(CCI_Ind.DATA[period]-CCI_Ind.DATA[period-periodAMA]);
     local noise=0.000000001;
     for i=period-periodAMA+1,period,1 do
      noise=noise+math.abs(CCI_Ind.DATA[i]-CCI_Ind.DATA[i-1]);
     end
     local ER=signal/noise;
     local dSC=fastSC-slowSC;
     local ERSC=ER*dSC;
     local SSC=ERSC+slowSC;
     local AMA=AMA0+math.pow(SSC,G)*(CCI_Ind.DATA[period]-AMA0);
     buff1[period]=AMA;
     local ddK=AMA-AMA0;
     if math.abs(ddK)>dK*source:pipSize() and ddK>0. then
      buff3:set(period, AMA, "\159", "");
     end
     if math.abs(ddK)>dK*source:pipSize() and ddK<0. then
      buff4:set(period, AMA, "\159", "");
     end
     AMA0=AMA;
    else
     AMA0=CCI_Ind.DATA[period-1]; 
    end 
end