SmaCloseBandWidthOverlay2

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 SmaCloseBandWidthOverlay2 : Indicator
    {
        [Parameter(DefaultValue = 15)]
        public int Periods { get; set; }

        [Parameter("Volatility Periods", DefaultValue = 15)]
        public int vPeriods { get; set; }

        [Output("Result1", LineColor = "Red")]
        public IndicatorDataSeries Result1 { get; set; }

        [Output("Result2", LineColor = "Green")]
        public IndicatorDataSeries Result2 { get; set; }

        [Output("Result3", LineColor = "Aqua")]
        public IndicatorDataSeries Result3 { get; set; }

        [Output("Result4", LineColor = "LightCoral")]
        public IndicatorDataSeries Result4 { get; set; }

        [Output("Result5", LineColor = "LightGreen")]
        public IndicatorDataSeries Result5 { get; set; }

        private SimpleMovingAverage sma;
        private double hband, lband;
        private IndicatorDataSeries hbMean, lbMean;

        protected override void Initialize()
        {
            sma = Indicators.SimpleMovingAverage(Bars.ClosePrices, Periods);
            hbMean = CreateDataSeries();
            lbMean = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            if (Bars.ClosePrices[index] == Bars.ClosePrices.Maximum(Periods))
                hband = Bars.ClosePrices.Maximum(Periods) - sma.Result[index];

            if (Bars.ClosePrices[index] == Bars.ClosePrices.Minimum(Periods))
                lband = Bars.ClosePrices.Minimum(Periods) - sma.Result[index];

            Result1[index] = sma.Result[index] + hband;
            Result2[index] = sma.Result[index] + lband;
            Result3[index] = sma.Result[index];

            hbMean[index] = Result1[index] - Result3[index];
            lbMean[index] = Result3[index] - Result2[index];

            Result4[index] = sma.Result[index] + hbMean.Sum(vPeriods) / vPeriods;
            Result5[index] = sma.Result[index] - lbMean.Sum(vPeriods) / vPeriods;
        }
    }
}