/*********************************************************
Alexis C. Montenegro © December 2005                      
Use and/or modify this code freely. If you redistribute it
please include this and/or any other comment blocks and a 
description of any changes you make.                      
**********************************************************/

var fpArray = new Array();

function preMain() {
    setPriceStudy(true);
    setStudyTitle("IE/2");
    setCursorLabelName("IE/2",0);
    setDefaultBarFgColor(Color.blue,0);
    setPlotType(PLOTTYPE_LINE,0);
    setDefaultBarThickness(1,0);
    var x=0;
    fpArray[x] = new FunctionParameter("Length", FunctionParameter.NUMBER);
	with(fpArray[x++]){
        setLowerLimit(1);		
        setDefault(15);
    }
    fpArray[x] = new FunctionParameter("Source", FunctionParameter.STRING);
	with(fpArray[x++]){
        addOption("open"); 
        addOption("high");
        addOption("low");
        addOption("close");
        addOption("hl2");
        addOption("hlc3");
        addOption("ohlc4"); 
        setDefault("close"); 
    }
	fpArray[x] = new FunctionParameter("Symbol", FunctionParameter.STRING);
    with(fpArray[x++]){
        setDefault();
	}
	fpArray[x] = new FunctionParameter("Interval", FunctionParameter.STRING);
	with(fpArray[x++]){
        setDefault();
    }
    fpArray[x] = new FunctionParameter("Params", FunctionParameter.BOOLEAN);
	with(fpArray[x++]){
        setName("Show Parameters");
        setDefault(false);
    }
}

var bInit = false
var xIE2 = null;

function main(Length,Source,Symbol,Interval,Params){
    if(bInit==false){
        if(Symbol == null) Symbol = getSymbol();
        if(Interval == null) Interval = getInterval();
        var vSymbol = Symbol+","+Interval;
        xIE2 = getSeries(efsInternal("calcIE2",Length,eval(Source)(vSymbol)));
        bInit=true;
    }
    return xIE2;
}

var xInit = false;
var xMA = null;
var xLRS = null;
var xLR = null;

function calcIE2(length,source){
    if(xInit==false){
        xMA = sma(length, source); 
        xLR = efsInternal("calcLR",length,source);
        xLRS = efsInternal("calcLRS",length,source);
        xInit=true;
    }
    var nMA = xMA.getValue(0);
    var nLRS = xLRS.getValue(0);
    var nLR = xLR.getValue(0);
    if(nMA==null || nLRS==null || nLR==null) return;
    return ((nLRS+nMA)+nLR)/2;
}

function calcLR(length,source) { 
    var sum = 0;
    if (source.getValue(-(length)) == null){
    return;
    }
	for (var i=length; i>0; i--){
        sum += (i-(length+1)/3)*source.getValue(i-(length)); 
    }
    var LR = 6/(length*(length+1))*sum;
    return (LR);
}

function calcLRS(length,source){ 
    if(getCurrentBarCount()<length) 
    return;
    var Sum1 = 0;
    var Sum2 = 0;
    var SumBars = length*(length-1)*.5;   
    var SumSqBars = (length-1)*length*(2*length-1)/6;
    for(var i=0; i<length; i++) {
        Sum1 = Sum1+i*source.getValue(-i);
        Sum2 += source.getValue(-i);
    }
    var Sum3 = SumBars*Sum2;
    var Num = length*Sum1-Sum3;   
    var Den = SumBars*SumBars-length*SumSqBars;    
    if (Den != 0) {
        var LRS = Num/Den;
	}
	return (LRS);
}