Stridsman Volatility Quality

using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class VolatilityQuality : Indicator
    {
        [Parameter("Smoothing", DefaultValue = 5)]
        public int smt { get; set; }
        [Parameter("Short MA", DefaultValue = 9)]
        public int shortMA { get; set; }
        [Parameter("Long MA", DefaultValue = 200)]
        public int longMA { get; set; }


        [Output("Main", LineColor = "Lime")]
        public IndicatorDataSeries Result { get; set; }
        [Output("Long MA", LineColor = "Gray", LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries MALong { get; set; }
        [Output("Short MA", LineColor = "Gray", LineStyle = LineStyle.Lines)]
        public IndicatorDataSeries MAShort { get; set; }

        private TrueRange tr;
        private IndicatorDataSeries vqi_t, vqi;
        private SimpleMovingAverage smaLong, smaShort;
        private SimpleMovingAverage closeSmt, openSmt, highSmt, lowSmt;

        protected override void Initialize()
        {
            tr = Indicators.TrueRange();
            vqi_t = CreateDataSeries();
            vqi = CreateDataSeries();

            smaLong = Indicators.SimpleMovingAverage(Result, longMA);
            smaShort = Indicators.SimpleMovingAverage(Result, shortMA);

            closeSmt = Indicators.SimpleMovingAverage(MarketSeries.Close, smt);
            openSmt = Indicators.SimpleMovingAverage(MarketSeries.Open, smt);
            highSmt = Indicators.SimpleMovingAverage(MarketSeries.High, smt);
            lowSmt = Indicators.SimpleMovingAverage(MarketSeries.Low, smt);
        }

        public override void Calculate(int index)
        {
            //(((close-close[1])/tr)+((close-open)/(high-low)))*0.5
            vqi_t[index] = ((closeSmt.Result[index] - closeSmt.Result[index - 1]) / tr.Result[index] + (closeSmt.Result[index] - openSmt.Result[index]) / (highSmt.Result[index] - lowSmt.Result[index])) * 0.5;
            //abs(vqi_t) * ((close - close[1] + (close - open)) * 0.5)
            vqi[index] = Math.Abs(vqi_t[index]) * ((closeSmt.Result[index] - closeSmt.Result[index - 1] + (closeSmt.Result[index] - openSmt.Result[index])) * 0.5);

            Result[index] = 0;

            for (int i = 1; i < index; i++)
            {
                if (!double.IsNaN(vqi[i]))
                    Result[index] += vqi[i];
            }

            MALong[index] = smaLong.Result[index];
            MAShort[index] = smaShort.Result[index];
        }
    }
}