Ergodic CCI

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 ErgodicCCI : Indicator
    {
        [Parameter("First Smoothing", Group = "Ergodic CCI", DefaultValue = 2)]
        public int pq { get; set; }

        [Parameter("Second Smoothing", Group = "Ergodic CCI", DefaultValue = 10)]
        public int pr { get; set; }

        [Parameter("Third Smoothing", Group = "Ergodic CCI", DefaultValue = 5)]
        public int ps { get; set; }

        [Parameter("Signal", Group = "Ergodic CCI", DefaultValue = 8)]
        public int trigger { get; set; }

        [Parameter("Period RSI", Group = "RSI", DefaultValue = 14)]
        public int rsiPer { get; set; }
        [Parameter("Show RSI", Group = "RSI", DefaultValue = true)]
        public bool showRSI { get; set; }

        [Output("CCI", LineColor = "RoyalBlue")]
        public IndicatorDataSeries CCI { get; set; }
        [Output("Trigger", LineColor = "Yellow")]
        public IndicatorDataSeries signal { get; set; }
        [Output("RSI", LineColor = "AcquaMarine", Thickness = 2)]
        public IndicatorDataSeries RSI { get; set; }

        private IndicatorDataSeries mtm, absmtm;
        private ExponentialMovingAverage emaMTM, emaABS, emaEMAMTM, emaEMAEMAMTM, emaEMAABS, emaEMAEMAABS, emaSignal;
        private RelativeStrengthIndex rsi;

        protected override void Initialize()
        {
            mtm = CreateDataSeries();
            absmtm = CreateDataSeries();
            emaMTM = Indicators.ExponentialMovingAverage(mtm, pq);
            emaEMAMTM = Indicators.ExponentialMovingAverage(emaMTM.Result, pr);
            emaEMAEMAMTM = Indicators.ExponentialMovingAverage(emaEMAMTM.Result, ps);
            emaABS = Indicators.ExponentialMovingAverage(absmtm, pq);
            emaEMAABS = Indicators.ExponentialMovingAverage(emaABS.Result, pr);
            emaEMAEMAABS = Indicators.ExponentialMovingAverage(emaEMAABS.Result, ps);
            emaSignal = Indicators.ExponentialMovingAverage(CCI, trigger);
            rsi = Indicators.RelativeStrengthIndex(CCI, rsiPer);
            Chart.ScrollChanged += OnChartScrollChanged;
        }

        void OnChartScrollChanged(ChartScrollEventArgs obj)
        {
            if (showRSI)
                if (IsLastBar)
                    calcRSI();
        }

        public override void Calculate(int index)
        {
            for (int i = 0; i <= index; i++)
            {
                mtm[i] = MarketSeries.Close[i] - MarketSeries.Close[i - 1];

                absmtm[i] = Math.Abs(mtm[i]);
            }

            CCI[index] = 500 * emaEMAEMAMTM.Result[index] / emaEMAEMAABS.Result[index];
            signal[index] = emaSignal.Result[index];

            if (showRSI)
                if (IsLastBar)
                    calcRSI();
        }

        public void calcRSI()
        {
            int startInd = Chart.FirstVisibleBarIndex;
            int endIndex = Chart.LastVisibleBarIndex;

            double max = 0, min = double.PositiveInfinity;
            for (int k = startInd; k <= endIndex; k++)
            {
                max = Math.Max(max, CCI[k]);
                min = Math.Min(min, CCI[k]);
            }

            for (int k = startInd; k <= endIndex; k++)
            {
                RSI[k] = (max - min) * (rsi.Result[k] - 50) / 100;
            }

            IndicatorArea.DrawHorizontalLine("85", (max - min) * (85 - 50) / 100, Color.DarkRed);
            IndicatorArea.DrawHorizontalLine("15", (max - min) * (15 - 50) / 100, Color.Green);
        }
    }
}