Raghee Wave and GRaB Candles

using System;
using System.Collections.Generic;
using cAlgo.API;
using cAlgo.API.Indicators;

namespace cAlgo
{
    [Indicator("Raghee Wave and GRaB Candles", IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class RagheeWaveandGRaBCandles : Indicator
    {
        private ExponentialMovingAverage closeMa;
        private ExponentialMovingAverage hiMa;
        private ExponentialMovingAverage loMa;
        private const Colors LookbackMinColor = Colors.Yellow;
        private const Colors LookbackMaxColor = Colors.YellowGreen;
        private const LineStyle LookbackLineStyle = LineStyle.DotsVeryRare;

        private readonly Dictionary<TimeFrame, LookbackConfig> lookback = new Dictionary<TimeFrame, LookbackConfig>();

        [Parameter("Candle Width", DefaultValue = 5, MinValue = 1, MaxValue = 15, Step = 1)]
        public double CandleWidth { get; set; }

        [Output("Wave Mid", LineStyle = LineStyle.Solid, Thickness = 1, Color = Colors.Blue)]
        public IndicatorDataSeries Close { get; set; }

        [Output("Wave Hi", LineStyle = LineStyle.Solid, Thickness = 1, Color = Colors.Green)]
        public IndicatorDataSeries Hi { get; set; }

        [Output("Wave Lo", LineStyle = LineStyle.Solid, Thickness = 1, Color = Colors.Red)]
        public IndicatorDataSeries Lo { get; set; }

        public override void Calculate(int index)
        {
            this.Hi[index] = this.hiMa.Result[index];
            this.Close[index] = this.closeMa.Result[index];
            this.Lo[index] = this.loMa.Result[index];

            var color = this.GetCandleColor(index);
            this.PaintCandle(index, color);

            if (this.IsLastBar)
            {
                this.PaintLookbackRange(index);
            }
        }

        private void PaintLookbackRange(int index)
        {
            if (!this.lookback.ContainsKey(this.TimeFrame))
            {
                this.Print("Time Frame not supported");
                return;
            }

            var lookbackConfig = this.lookback[this.TimeFrame];
            var minLookbackDateTime = this.MarketSeries.OpenTime[index - lookbackConfig.MinPeriods];
            var maxLookbackDateTime = this.MarketSeries.OpenTime[index - lookbackConfig.MaxPeriods];
            this.ChartObjects.DrawVerticalLine("minlookback", minLookbackDateTime, LookbackMinColor, 1, LookbackLineStyle);
            this.ChartObjects.DrawVerticalLine("maxlookback", maxLookbackDateTime, LookbackMaxColor, 1, LookbackLineStyle);
        }

        protected override void Initialize()
        {
            this.hiMa = this.Indicators.ExponentialMovingAverage(this.MarketSeries.High, 34);
            this.closeMa = this.Indicators.ExponentialMovingAverage(this.MarketSeries.Close, 34);
            this.loMa = this.Indicators.ExponentialMovingAverage(this.MarketSeries.Low, 34);

            this.lookback.Add(TimeFrame.Minute5, new LookbackConfig 
            {
                MinPeriods = 576,
                MaxPeriods = 1440
            });
            this.lookback.Add(TimeFrame.Minute15, new LookbackConfig 
            {
                MinPeriods = 336,
                MaxPeriods = 672
            });
            this.lookback.Add(TimeFrame.Minute30, new LookbackConfig 
            {
                MinPeriods = 672,
                MaxPeriods = 1344
            });
            this.lookback.Add(TimeFrame.Hour, new LookbackConfig 
            {
                MinPeriods = 360,
                MaxPeriods = 1080
            });
            this.lookback.Add(TimeFrame.Hour4, new LookbackConfig 
            {
                MinPeriods = 270,
                MaxPeriods = 540
            });
            this.lookback.Add(TimeFrame.Daily, new LookbackConfig 
            {
                MinPeriods = 365,
                MaxPeriods = 366
            });
            this.lookback.Add(TimeFrame.Weekly, new LookbackConfig 
            {
                MinPeriods = 260,
                MaxPeriods = 261
            });
        }

        private Colors GetCandleColor(int index)
        {
            var open = this.MarketSeries.Open[index];
            var close = this.MarketSeries.Close[index];

            var hiMaValue = this.hiMa.Result[index];
            var closeMaValue = this.closeMa.Result[index];
            var loMaValue = this.loMa.Result[index];

            var isBearish = this.IsBearish(index);

            if (open > hiMaValue && close > hiMaValue)
            {
                return isBearish ? Colors.Green : Colors.DarkGreen;
            }

            if (open < loMaValue && close < loMaValue)
            {
                return isBearish ? Colors.Red : Colors.DarkRed;
            }

            return isBearish ? Colors.Blue : Colors.DarkBlue;
        }

        private bool IsBearish(int index)
        {
            return this.MarketSeries.Close[index] >= this.MarketSeries.Open[index];
        }

        private void PaintCandle(int index, Colors color)
        {
            var open = this.MarketSeries.Open[index];
            var close = this.MarketSeries.Close[index];
            var hi = this.MarketSeries.High[index];
            var lo = this.MarketSeries.Low[index];

            var candleY1 = open >= close ? open : close;
            var candleY2 = open >= close ? close : open;

            this.ChartObjects.DrawLine(string.Format("wick{0}", index), index, hi, index, lo, color, 1, LineStyle.Solid);
            this.ChartObjects.DrawLine(string.Format("candle{0}", index), index, candleY1, index, candleY2, color, this.CandleWidth, LineStyle.Solid);
        }

        private class LookbackConfig
        {
            internal int MaxPeriods { get; set; }
            internal int MinPeriods { get; set; }
        }
    }
}