/*********************************************************
Alexis C. Montenegro © April 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.                      
**********************************************************/

function preMain() {
    setPriceStudy(true);
    setStudyTitle("StdevEnvelope3");
    setCursorLabelName("Upper", 0);
    setCursorLabelName("Basis", 1);
    setCursorLabelName("Lower", 2);
    setDefaultBarStyle(PS_SOLID, 0);
    setDefaultBarStyle(PS_SOLID, 1);
    setDefaultBarStyle(PS_SOLID, 2);
    setDefaultBarFgColor(Color.blue, 0);
    setDefaultBarFgColor(Color.red, 1);
    setDefaultBarFgColor(Color.blue, 2);
    setDefaultBarThickness(1, 0);
    setDefaultBarThickness(1, 1);
    setDefaultBarThickness(1, 2);
    setPlotType(PLOTTYPE_LINE, 0);
    setPlotType(PLOTTYPE_LINE, 1);
    setPlotType(PLOTTYPE_LINE, 2);
    var fp1 = new FunctionParameter("Source", FunctionParameter.STRING);
	fp1.addOption("open");
    fp1.addOption("high");
    fp1.addOption("low");
    fp1.addOption("close");
    fp1.addOption("hl2");
    fp1.addOption("hlc3");
    fp1.addOption("ohlc4");
    fp1.setDefault("close"); 
    var fp2 = new FunctionParameter("Length", FunctionParameter.NUMBER);
	fp2.setLowerLimit(1);		
	fp2.setDefault(20);
	var fp3 = new FunctionParameter("Constant", FunctionParameter.NUMBER);
	fp3.setLowerLimit(1);		
	fp3.setDefault(2);
	var fp4 = new FunctionParameter("Interval", FunctionParameter.STRING);
	fp4.setDefault();
	var fp5 = new FunctionParameter("Params", FunctionParameter.BOOLEAN);
	fp5.setName("Show Parameters");
    fp5.setDefault(false);
}

var bInit=false;
var xBandsBasis = null;
var xBands = null;
var xBandsUpper = null;
var xBandsLower = null;

function main(Source,Length,Constant,Interval,Params) {
    if(bInit==false){
        if(Interval == null) Interval = getInterval();
        xBandsBasis = getSeries(ema(3,ema(3,ema(3,middleDonchian(3,inv(Interval))))));
        xBands = efsInternal("calcUpper",Length,Constant,xBandsBasis,eval(Source)(inv(Interval)));
        xBandsUpper = getSeries(xBands,0);
        xBandsLower = getSeries(xBands,1);
        setShowTitleParameters(eval(Params));
        bInit=true;
    }
    return new Array (xBandsUpper,xBandsBasis,xBandsLower);
}

var xInit1 = false;
var xStdDev = null;

function calcUpper(xLength,xConstant,xBasis,xSource){
    if(xInit1==false){
        xStdDev = efsInternal("calcStdDev",xLength,xSource);
        xInit1=true;
    }
    var nBasis = xBasis.getValue(0);
    var nStdDev = xStdDev.getValue(0);
    if(nBasis==null||nStdDev==null) return;
    var xUpper = nBasis+nBasis*nStdDev*xConstant/Math.sqrt(261);
    var xLower = nBasis-nBasis*nStdDev*xConstant/Math.sqrt(261);
    return new Array (xUpper,xLower);
}

var nStdDev2 = 0;
var nStdDev2_1 = 0;
var nLogReturns = 0;
var nLogReturns_1 = 0;

function calcStdDev(_length,_source){
    if(_source.getValue(-1)==null) return;   
    Source = _source.getValue(0)/_source.getValue(-1); 
    if(getBarState()==BARSTATE_NEWBAR){
        nStdDev2_1=nStdDev2;
        nLogReturns_1=nLogReturns;
    }
    nLogReturns = Math.abs(Math.log(Source));  
    if(nStdDev2_1==0){
        nStdDev2 = nLogReturns_1; 
    }else{
        nStdDev2 = nStdDev2_1 + ((2/(_length+1))*(nLogReturns*Math.sqrt(261) - nStdDev2_1));
    }
    return nStdDev2;
}