Frequency3

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 Frequency3 : Indicator
    {
        [Parameter(DefaultValue = 15)]
        public int periods { get; set; }

        [Output("Result1", LineColor = "Aqua", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries Result1 { get; set; }

        private double volume, range, close, result;
        private IndicatorDataSeries bullVolume, bearVolume;

        protected override void Initialize()
        {
            bullVolume = CreateDataSeries();
            bearVolume = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            volume = Bars.TickVolumes[index];
            range = Bars.HighPrices[index] - Bars.LowPrices[index];
            close = Bars.ClosePrices[index] - Bars.OpenPrices[index];
            result = close / range * volume;

            if (result > 0)
            {
                bullVolume[index] = result;
                bearVolume[index] = result - volume;
            }

            if (result < 0)
            {
                bullVolume[index] = volume + result;
                bearVolume[index] = result;
            }

            if (result == 0)
            {
                bullVolume[index] = volume / 2;
                bearVolume[index] = -volume / 2;
            }

            Result1[index] = bullVolume.Sum(periods) + bearVolume.Sum(periods);
        }
    }
}