Zlema Cross

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ZLEMACross : Indicator
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }
        [Parameter("Slow Period", DefaultValue = 12)]
        public int sPer { get; set; }
        [Parameter("Fast Period", DefaultValue = 26)]
        public int fPer { get; set; }

        [Parameter("Show ZLEMAs", DefaultValue = true)]
        public bool show { get; set; }
        [Parameter("Show Info", Group = "Infos", DefaultValue = true)]
        public bool showInfo { get; set; }
        [Parameter("Text Color", Group = "Infos", DefaultValue = "White")]
        public string color { get; set; }
        [Parameter("Text Spacing", Group = "Infos", DefaultValue = 0)]
        public int spacing { get; set; }

        private double _alpha, _alpha2;
        private int _lag, _lag2;

        private IndicatorDataSeries ZLEMAslow, ZLEMAfast;

        [Output("Zlema Slow", LineColor = "Red")]
        public IndicatorDataSeries zls { get; set; }
        [Output("Zlema Fast", LineColor = "Cyan")]
        public IndicatorDataSeries zlf { get; set; }
        [Output("Zlema Cross", LineColor = "Gray")]
        public IndicatorDataSeries zlc { get; set; }


        protected override void Initialize()
        {
            ZLEMAfast = CreateDataSeries();
            ZLEMAslow = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            calculateFast(index);
            calculateSlow(index);

            if ((ZLEMAslow[index] > ZLEMAfast[index] && ZLEMAslow[index - 1] < ZLEMAfast[index - 1]) || (ZLEMAslow[index] < ZLEMAfast[index] && ZLEMAslow[index - 1] > ZLEMAfast[index - 1]))
                zlc[index] = (ZLEMAslow[index] + ZLEMAfast[index] + ZLEMAslow[index - 1] + ZLEMAfast[index - 1]) / 4;
            else
                zlc[index] = zlc[index - 1];

            if (showInfo)
            {
                string space = "";
                for (int i = 0; i < spacing; i++)
                {
                    space += "\n";
                }
                Chart.DrawStaticText("ZLEMAinfo", space + "Pips from last cross: " + (Math.Round((MarketSeries.Close[index] - zlc[index]) / Symbol.PipSize, 2)), VerticalAlignment.Top, HorizontalAlignment.Right, Color.FromName(color));
            }
        }

        private void calculateFast(int index)
        {
            if (index == 0)
            {
                _alpha = 2.0 / (sPer + 1);
                _lag = (int)Math.Ceiling((sPer - 1) / 2.0);
            }
            if (index < _lag)
            {
                ZLEMAslow[index] = Source[index];
                return;
            }

            ZLEMAslow[index] = _alpha * (2 * Source[index] - Source[index - _lag]) + (1 - _alpha) * ZLEMAslow[index - 1];
            if (show)
                zls[index] = ZLEMAslow[index];
        }

        private void calculateSlow(int index)
        {
            if (index == 0)
            {
                _alpha2 = 2.0 / (fPer + 1);
                _lag2 = (int)Math.Ceiling((fPer - 1) / 2.0);
            }
            if (index < _lag2)
            {
                ZLEMAfast[index] = Source[index];
                return;
            }

            ZLEMAfast[index] = _alpha2 * (2 * Source[index] - Source[index - _lag2]) + (1 - _alpha2) * ZLEMAfast[index - 1];
            if (show)
                zlf[index] = ZLEMAfast[index];
        }
    }
}