-- http://vtsystems.com/resources/helps/0000/HTML_VTtrader_Help_Manual/index.html?ti_donchianchannel.html
--

-- initializes the indicator
function Init()
    -- indicator:fail()
    indicator:name("Donchian Channel")
    indicator:description("The simple trend-following indicator. Shows highest high and lowest low for the specified number of periods.");
    indicator:requiredSource(core.Bar);
    indicator:type(core.Indicator);

    indicator.parameters:addInteger("N", "Number of periods", "", 20, 2, 10000);
    indicator.parameters:addString("AC", "Analyze the current period", "", "yes");
    indicator.parameters:addStringAlternative("AC", "no", "", "no");
    indicator.parameters:addStringAlternative("AC", "yes", "", "yes");
    indicator.parameters:addColor("clrDU", "Color of the Up line", "", core.rgb(255, 255, 0));
    indicator.parameters:addColor("clrDN", "Color of the Down line", "", core.rgb(255, 255, 0));
    indicator.parameters:addColor("clrDM", "Color of the middle line", "", core.rgb(255, 255, 0));
    indicator.parameters:addString("SM", "Show middle line", "", "no");
    indicator.parameters:addStringAlternative("SM", "no", "", "no");
    indicator.parameters:addStringAlternative("SM", "yes", "", "yes");

end

local first = 0;
local n = 0;
local ac = true;
local sm = false;
local source = nil;
local dn = nil;
local du = nil;
local dm = nil;

-- initializes the instance of the indicator
function Prepare()
    source = instance.source;
    n = instance.parameters.N;
    ac = (instance.parameters.AC == "yes");
    sm = (instance.parameters.SM == "yes");

    first = n + source:first() - 1;
    if (not ac) then
        first = first + 1;
    end
    local name = profile:id() .. "(" .. source:name() .. "," .. n .. ")";
    instance:name(name);
    dn = instance:addStream("DU", core.Line, name .. ".DU", "DU", instance.parameters.clrDU,  first)
    du = instance:addStream("DN", core.Line, name .. ".DN", "DN", instance.parameters.clrDN,  first)
    if (sm) then
        dm = instance:addStream("DM", core.Line, name .. ".DM", "DM", instance.parameters.clrDM,  first)
    end
end

-- calculate the value
function Update(period)
    if (period >= first) then
        local range;
        if (ac) then
            range = core.rangeTo(period, n);
        else
            range = core.rangeTo(period - 1, n);
        end
        du[period] = core.max(source.high, range);
        dn[period] = core.min(source.low, range);
        if (sm) then
            dm[period] = (du[period] + dn[period]) / 2;
        end
    end
end