DrawPriceMove V3

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 DrawPriceMoveV3 : Indicator
    {
        [Output("ZigZag", Thickness = 2, PlotType = PlotType.Line, LineColor = "Lime")]
        public IndicatorDataSeries Value { get; set; }


        private Bars tf1;
        enum Direction
        {
            up,
            down
        }

        private Direction direction = Direction.down;
        private double extremumPrice = 0.0;
        private int extremumIndex = 0;

        private void moveExtremum(int index, double price)
        {
            Value[extremumIndex] = Double.NaN;
            setExtremum(index, price);
        }

        private void setExtremum(int index, double price)
        {
            extremumIndex = index;
            extremumPrice = price;
            Value[extremumIndex] = extremumPrice;
        }

        private bool isInside(int index)
        {
            return (Bars.LowPrices[index] >= Bars.LowPrices[index - 1]) && (Bars.HighPrices[index] <= Bars.HighPrices[index - 1]);
        }

        private bool isOutside(int index)
        {
            return (Bars.LowPrices[index] <= Bars.LowPrices[index - 1]) && (Bars.HighPrices[index] >= Bars.HighPrices[index - 1]);
        }


        private int isHighFirst(int index)
        {
            // Get data from last bar.
            double prevHigh = Bars.HighPrices[index - 1];
            double prevLow = Bars.LowPrices[index - 1];

            // Find where we're searching between:
            DateTime barOpen = Bars.OpenTimes[index];
            int minuteStartIndex = tf1.OpenTimes.GetIndexByTime(barOpen);

            int signal = 0;
            int count = minuteStartIndex;

            while (signal == 0)
            {
                signal = compareMinMax(prevHigh, prevLow, count);
                count++;
            }

            return signal;
        }

        private int compareMinMax(double high, double low, int minuteIndex)
        {
            double barHigh = tf1.HighPrices[minuteIndex];
            double barLow = tf1.LowPrices[minuteIndex];

            if (barHigh > high)
                return 1;
            else if (barLow < low)
                return -1;
            else
                return 0;
        }

        protected override void Initialize()
        {
            tf1 = MarketData.GetBars(TimeFrame.Minute);
        }

        public override void Calculate(int index)
        {
            double low = Bars.LowPrices[index];
            double high = Bars.HighPrices[index];

            if (extremumPrice == 0.0)
                extremumPrice = high;

            if (Bars.OpenTimes.Count < 2)
                return;

            if (direction == Direction.down)
            {
                if (isInside(index))
                {
                    setExtremum(index, high);
                    direction = Direction.up;
                }
                else if (isOutside(index))
                {
                    if (isHighFirst(index) == 1)
                    {
                        setExtremum(index, high);
                        direction = Direction.up;
                    }
                    else
                        moveExtremum(index, low);
                }
                else if (Bars.HighPrices[index] <= Bars.HighPrices[index - 1])
                    moveExtremum(index, low);
                else
                {
                    setExtremum(index, high);
                    direction = Direction.up;
                }
            }
            else
            {
                if (isInside(index))
                {
                    setExtremum(index, low);
                    direction = Direction.down;
                }
                else if (isOutside(index))
                {
                    if (isHighFirst(index) == -1)
                    {
                        setExtremum(index, low);
                        direction = Direction.down;
                    }
                    else
                        moveExtremum(index, high);
                }
                else if (Bars.HighPrices[index] >= Bars.HighPrices[index - 1])
                    moveExtremum(index, high);
                else
                {
                    setExtremum(index, low);
                    direction = Direction.down;
                }
            }
        }
    }
}