USD CUSTOM WEIGHTED INDEX

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


using System.Collections.Generic;



namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class USDWeighedCurrencyIndex : Indicator
    {

        [Parameter("EUR Weight", DefaultValue = 39.59)]
        public double eurWeight { get; set; }

        [Parameter("CAD Weight", DefaultValue = 27.966)]
        public double cadWeight { get; set; }

        [Parameter("AUD Weight", DefaultValue = 9.915)]
        public double audWeight { get; set; }

        [Parameter("GBP Weight", DefaultValue = 11.087)]
        public double gbpWeight { get; set; }

        [Parameter("JPY Weight", DefaultValue = 13.105)]
        public double jpyWeight { get; set; }

        [Parameter("CHF Weight", DefaultValue = 5.337)]
        public double chfWeight { get; set; }

        [Parameter("Line TimeFrame", DefaultValue = 0)]
        public TimeFrame TF { get; set; }


        [Output("USD Index", LineColor = "Green")]

        public IndicatorDataSeries Result { get; set; }



        public Bars Eurusd;
        public Bars Gbpusd;
        public Bars Audusd;
        public Bars Usdcad;
        public Bars Usdjpy;
        public Bars Usdchf;


        public Bars[] usd_Pairs = new Bars[6];

        public string[] usd_symbols = new string[6];

        public double[] weights = new double[6];


        public double[] f_pairs = new double[6];

        public double[] r_pairs = new double[6];

        public double[] l_weight = new double[6];


        public double f_eurusd, f_gbpusd, f_audusd, f_usdjpy, f_usdcad, f_usdchf;

        public double r_eurusd, r_gbpusd, r_audusd, r_usdjpy, r_usdcad, r_usdchf;

        protected override void Initialize()
        {


            // Reference Exhchange Rates from close prices of 02/02/2020
            //-------------------------------------------------------------------------------------------------------------------------------------------------------------

            f_eurusd = 1 / (1.11725);
            f_gbpusd = 1 / (1.31353);
            f_audusd = 1 / (0.69894);
            f_usdcad = 1.29866;
            f_usdjpy = 108.555;
            f_usdchf = 0.97115;

            //-------------------------------------------------------------------------------------------------------------------------------------------------------------

            f_pairs[0] = f_eurusd;
            f_pairs[1] = f_gbpusd;
            f_pairs[2] = f_audusd;
            f_pairs[3] = f_usdcad;
            f_pairs[4] = f_usdjpy;
            f_pairs[5] = f_usdchf;

            r_pairs[0] = r_eurusd;
            r_pairs[1] = r_gbpusd;
            r_pairs[2] = r_audusd;
            r_pairs[3] = r_usdcad;
            r_pairs[4] = r_usdjpy;
            r_pairs[5] = r_usdchf;

            usd_Pairs[0] = Eurusd;
            usd_Pairs[1] = Gbpusd;
            usd_Pairs[2] = Audusd;
            usd_Pairs[3] = Usdcad;
            usd_Pairs[4] = Usdjpy;
            usd_Pairs[5] = Usdchf;

            l_weight[0] = eurWeight;
            l_weight[1] = gbpWeight;
            l_weight[2] = audWeight;
            l_weight[3] = cadWeight;
            l_weight[4] = jpyWeight;
            l_weight[5] = chfWeight;

            usd_symbols[0] = "EURUSD";
            usd_symbols[1] = "GBPUSD";
            usd_symbols[2] = "AUDUSD";
            usd_symbols[3] = "USDCAD";
            usd_symbols[4] = "USDJPY";
            usd_symbols[5] = "USDCHF";



            for (int i = 0; i < usd_Pairs.Length; i++)
            {
                usd_Pairs[i] = MarketData.GetBars(TF, usd_symbols[i]);
            }

        }

        public override void Calculate(int index)
        {
            // Setting the reference quote


            //var index2 = GetIndexByTF(BarSeries[i], this.Bars, index);

            double sum = 0;



            for (int i = 0; i < usd_Pairs.Length; i++)
            {
                var index2 = GetIndexByTF(usd_Pairs[i], this.Bars, index);

                if (i <= 2)
                {

                    r_pairs[i] = ((1 / usd_Pairs[i].ClosePrices[index2]) / f_pairs[i]) * l_weight[i];

                    sum += r_pairs[i];
                }

                else
                {

                    r_pairs[i] = (usd_Pairs[i].ClosePrices[index2] / f_pairs[i]) * l_weight[i];

                    sum += r_pairs[i];
                }


            }

            Result[index] = sum;

        }


        int GetIndexByTF(Bars B1, Bars B2, int index)
        {
            var index2 = B1.OpenTimes.GetIndexByTime(B2.OpenTimes[index]);
            return index2;
        }

    }
}