Custom Wavetrend

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

namespace cAlgo.Indicators
{
    [Cloud("OB1 Level", "OB2 Level")]
    [Cloud("OS1 Level", "OS2 Level")]
    [Cloud("WAVE", "Zero Level")]
    [Cloud("WAVE", "SIGNAL")]
    [Cloud("WAVE", "SIGNAL")]

    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    public class CUSTOMWAVETREND : Indicator
    {
        /////////////////////////////////////////////////////// PARAMETERS 
        [Parameter("RSI/MFI/RMI Length", Group = "General", DefaultValue = 10)]
        public int rsiPeriod { get; set; }
        [Parameter("Momentum Length", Group = "General", DefaultValue = 5, MinValue = 0)]
        public int RMImomentum { get; set; }
        [Parameter("Histogram auto-color", Group = "General", DefaultValue = false)]
        public bool OnAdaptive { get; set; }

        // Smoothing
        [Parameter("MA type", Group = "Smoothing", DefaultValue = MovingAverageType.Exponential)]
        public MovingAverageType ALL_MAtype { get; set; }
        [Parameter("Length", Group = "Smoothing", DefaultValue = 4, MinValue = 0)]
        public int ALL_smooth { get; set; }

        // Signal
        [Parameter("ST Signal | MA type", Group = "Signal Lines", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType ST_Signal_MAtype { get; set; }
        [Parameter("ST Signal | Length", Group = "Signal Lines", DefaultValue = 5)]
        public int ST_Signal_length { get; set; }

        // OS/OB levels
        [Parameter("OS1 Level", Group = "Levels", DefaultValue = -30)]
        public int OS1_value { get; set; }
        [Parameter("OS2 Level", Group = "Levels", DefaultValue = -40)]
        public int OS2_value { get; set; }
        [Parameter("OB1 Level", Group = "Levels", DefaultValue = 30)]
        public int OB1_value { get; set; }
        [Parameter("OB2 Level", Group = "Levels", DefaultValue = 40)]
        public int OB2_value { get; set; }

        /////////////////////////////////////////////////////// LEVELS 
        [Output("OB1 Level", LineColor = "DarkRed", LineStyle = LineStyle.Dots, Thickness = 1)]
        public IndicatorDataSeries OB1_level { get; set; }
        [Output("OB2 Level", LineColor = "DarkRed", LineStyle = LineStyle.Dots, Thickness = 1)]
        public IndicatorDataSeries OB2_level { get; set; }
        // ---------------
        [Output("OS1 Level", LineColor = "DarkGreen", LineStyle = LineStyle.Dots, Thickness = 1)]
        public IndicatorDataSeries OS1_level { get; set; }
        [Output("OS2 Level", LineColor = "DarkGreen", LineStyle = LineStyle.Dots, Thickness = 1)]
        public IndicatorDataSeries OS2_level { get; set; }
        // ---------------
        [Output("Zero Level", LineColor = "Red", LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries midlevel { get; set; }

        /////////////////////////////////////////////////////// LINES 
        [Output("WAVE", LineColor = "Lime", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries ALL { get; set; }

        [Output("SIGNAL", LineColor = "DarkRed", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries SIGNAL { get; set; }

        /////////////////////////////////////////////////////// HISTOGRAM 
        [Output("Histogram Up", PlotType = PlotType.Histogram, LineColor = "88FFC000", Thickness = 4)]
        public IndicatorDataSeries HistogramPositive { get; set; }
        [Output("Histogram Down", PlotType = PlotType.Histogram, LineColor = "44FFC000", Thickness = 4)]
        public IndicatorDataSeries HistogramNegative { get; set; }


        //////////////////////   
        private RelativeStrengthIndex _rsi;
        private MoneyFlowIndex _mfi;
        private IndicatorDataSeries _together;
        private IndicatorDataSeries _rmi_momdown;
        private IndicatorDataSeries _rmi_momup;
        private IndicatorDataSeries _rmi;
        private IndicatorDataSeries _histogram;
        private ExponentialMovingAverage _rmi_up;
        private ExponentialMovingAverage _rmi_down;
        private MovingAverage _all;
        private MovingAverage _signal;

        /////////////////////////////////////////////////////// INITIALIZE 
        protected override void Initialize()
        {
            DataSeries _ds = Bars.TypicalPrices;
            _together = CreateDataSeries();
            _histogram = CreateDataSeries();

            _rmi_momup = CreateDataSeries();
            _rmi_momdown = CreateDataSeries();
            _rmi = CreateDataSeries();

            _rmi_up = Indicators.ExponentialMovingAverage(_rmi_momup, rsiPeriod);
            _rmi_down = Indicators.ExponentialMovingAverage(_rmi_momdown, rsiPeriod);

            _rsi = Indicators.RelativeStrengthIndex(_ds, rsiPeriod);
            _mfi = Indicators.MoneyFlowIndex(rsiPeriod);

            _all = Indicators.MovingAverage(_together, ALL_smooth, ALL_MAtype);
            _signal = Indicators.MovingAverage(_all.Result, ST_Signal_length, ST_Signal_MAtype);
        }


        /////////////////////////////////////////////////////// CALCULATE 
        public override void Calculate(int index)
        {
            // Levels
            OS1_level[index] = OS1_value;
            OS2_level[index] = OS2_value;
            OB1_level[index] = OB1_value;
            OB2_level[index] = OB2_value;
            midlevel[index] = 0;

            // RMI calculation
            _rmi_momup[index] = Math.Max(Bars.ClosePrices[index] - Bars.ClosePrices[index - RMImomentum], 0);
            _rmi_momdown[index] = Math.Max(Bars.ClosePrices[index - RMImomentum] - Bars.ClosePrices[index], 0);
            _rmi[index] = 100 - (100 / (1 + _rmi_up.Result[index] / _rmi_down.Result[index]));

            _together[index] = (_rsi.Result[index] + _mfi.Result[index] + _rmi[index]) / 3;

            // Histogram
            _histogram[index] = _all.Result[index] - _signal.Result[index];

            if (OnAdaptive)
            {
                if (_histogram[index] > _histogram[index - 1])
                    HistogramPositive[index] = _histogram[index];

                else if (_histogram[index] < _histogram[index - 1])
                    HistogramNegative[index] = _histogram[index];
            }
            else
            {
                if (_histogram[index] > 0)
                    HistogramPositive[index] = _histogram[index];

                else if (_histogram[index] < 0)
                    HistogramNegative[index] = _histogram[index];
            }

            // Plots
            ALL[index] = _all.Result[index] - 50;
            SIGNAL[index] = _signal.Result[index] - 50;

        }
    }
}