//original study by QuantAlgo

#include "sierrachart.h"

SCDLLName("APZ Oscillator")

SCSFExport scsf_APZOscillator(SCStudyInterfaceRef sc)
{
    SCSubgraphRef TrendPlot = sc.Subgraph[0];

    SCInputRef Length = sc.Input[0];
    SCInputRef Threshold = sc.Input[1];
    SCInputRef Smooth = sc.Input[2];

    if (sc.SetDefaults)
    {
        sc.GraphName = "APZ Oscillator";
        sc.AutoLoop = 1;
        sc.GraphRegion = 1;
        sc.ValueFormat = VALUEFORMAT_INHERITED;

        TrendPlot.Name = "Trend";
        TrendPlot.DrawStyle = DRAWSTYLE_LINE;
        TrendPlot.LineWidth = 2;
        TrendPlot.PrimaryColor = RGB(0, 255, 170); 
        TrendPlot.SecondaryColor = RGB(255, 0, 0); 
        TrendPlot.SecondaryColorUsed = 1;
        TrendPlot.DrawZeros = false;

        Length.Name = "APZ Length";
        Length.SetInt(21);
        Length.SetIntLimits(1, MAX_STUDY_LENGTH);

        Threshold.Name = "Threshold";
        Threshold.SetFloat(2.0f);
        Threshold.SetFloatLimits(0.1f, 100.0f);

        Smooth.Name = "Smoothing";
        Smooth.SetInt(5);
        Smooth.SetIntLimits(1, MAX_STUDY_LENGTH);

        return;
    }

    const SCFloatArrayRef Close = sc.Close;
    const SCFloatArrayRef High = sc.High;
    const SCFloatArrayRef Low = sc.Low;
    const int index = sc.Index;

    SCFloatArrayRef Typical = sc.Subgraph[0].Arrays[0];
    SCFloatArrayRef AbsDelta = sc.Subgraph[0].Arrays[1];
    SCFloatArrayRef Volatility = sc.Subgraph[0].Arrays[2];
    SCFloatArrayRef SmoothedTypical = sc.Subgraph[0].Arrays[3];
    SCFloatArrayRef UpperBand = sc.Subgraph[0].Arrays[4];
    SCFloatArrayRef LowerBand = sc.Subgraph[0].Arrays[5];
    SCFloatArrayRef PrevTrend = sc.Subgraph[0].Arrays[6];

//typical price
    Typical[index] = (High[index] + Low[index] + Close[index]) / 3.0f;

//vol
    AbsDelta[index] = index > 0 ? fabsf(Typical[index] - Typical[index - 1]) : 0.0f;

//abs delta
    sc.ExponentialMovAvg(AbsDelta, Volatility, Length.GetInt());

//ema 
    sc.ExponentialMovAvg(Typical, SmoothedTypical, Smooth.GetInt());

//bands
    float threshold = Threshold.GetFloat();
    UpperBand[index] = SmoothedTypical[index] + threshold * Volatility[index];
    LowerBand[index] = SmoothedTypical[index] - threshold * Volatility[index];

//trend
    float currentTrend = 0.0f;
    if (index > 0)
    {
        if (Typical[index] > UpperBand[index - 1])
            currentTrend = 1.0f;
        else if (Typical[index] < LowerBand[index - 1])
            currentTrend = -1.0f;
        else
            currentTrend = PrevTrend[index - 1];
    }

    PrevTrend[index] = currentTrend;
    TrendPlot[index] = currentTrend;

//color
    TrendPlot.DataColor[index] = (currentTrend > 0) ? TrendPlot.PrimaryColor : TrendPlot.SecondaryColor;
}