[pshaiCmd] Hirashima Sugita Support & Resistance

DefineCommand('HSSR', 'Hirashima Sugita Support & Resistance levels')

local length = DefineParameter(NumberType, 'length', 'Length of the calculation period.', true, 100, 'Input, Number')
local interval = DefineParameter(NumberType, 'interval', 'Interval of the calculation data.', false, 0, 'InputInterval, Number')

if length > 100 then
    LogWarning('[HSSR] Limiting the length from '..length..' to 100. Use interval parameter for "longer" calculations periods (i.e. 100 length with 10min data overlayed on 1min data will be the same as 1000 length with 1min data).')
    length = 100
end 

if interval == 0 then
    interval = CurrentInterval()
end

local c = ClosePrices(interval)

local ma = EMA(c, length)
local d = c - ma

local s = LINEARREG(d, length)
local x = ma + s

local d_ = c - x
local s_ = LINEARREG(d_, length)
local basis = (ma + s) + Change(s_)

local add = WMA(Abs(d), length)
local upper = basis + add
local lower = basis - add
local upper_ = upper + add
local lower_ = lower - add

DefineOutput(ListDynamicType, {upper_, upper, basis, lower, lower_}, 'Output values of HSSR', 'Plot')
DefineOutputIndex(1, ListNumberType, 'upper2', 'Highest upper band')
DefineOutputIndex(2, ListNumberType, 'upper1', 'High upper band')
DefineOutputIndex(3, ListNumberType, 'basis', 'Basis, aka middle-line')
DefineOutputIndex(4, ListNumberType, 'lower1', 'Low lower band')
DefineOutputIndex(5, ListNumberType, 'lower2', 'Lowest lower band')