Absolute Strength Averages

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 AbsoluteStrengthAverages : Indicator
    {
        [Parameter("Periods", DefaultValue = 14)]
        public int per { get; set; }
        [Parameter("Smoothing", DefaultValue = 4)]
        public int smt { get; set; }
        [Parameter("Mode", DefaultValue = 1)]
        public int mode { get; set; }
        [Parameter("MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType maType { get; set; }
        [Parameter("Histo", DefaultValue = false)]
        public bool histo { get; set; }

        [Output("Up Histogram", LineColor = "Aqua", PlotType = PlotType.Histogram)]

        public IndicatorDataSeries uRes { get; set; }

        [Output("Down Histogram", PlotType = PlotType.Histogram, LineColor = "Red")]

        public IndicatorDataSeries dRes { get; set; }
        [Output("Bulls", Color = Colors.DarkGreen)]
        public IndicatorDataSeries BullsSma { get; set; }
        [Output("Bears", Color = Colors.Red)]
        public IndicatorDataSeries BearsSma { get; set; }

        private IndicatorDataSeries bulls, bears;
        private MovingAverage avgBulls, avgBears, smtBulls, smtBears;


        protected override void Initialize()
        {
            mode = mode > 2 ? 2 : mode < 1 ? 1 : mode;

            bulls = CreateDataSeries();
            bears = CreateDataSeries();

            avgBulls = Indicators.MovingAverage(bulls, per, maType);
            avgBears = Indicators.MovingAverage(bears, per, maType);
            smtBulls = Indicators.MovingAverage(avgBulls.Result, smt, maType);
            smtBears = Indicators.MovingAverage(avgBears.Result, smt, maType);
        }

        public override void Calculate(int index)
        {
            bulls[index] = mode == 1 ? 0.5 * (Math.Abs(MarketSeries.Close[index] - MarketSeries.Close[index - 1]) + (MarketSeries.Close[index] - MarketSeries.Close[index - 1])) : MarketSeries.Close[index] - MarketSeries.Low.Minimum(per);
            bears[index] = mode == 1 ? 0.5 * (Math.Abs(MarketSeries.Close[index] - MarketSeries.Close[index - 1]) - (MarketSeries.Close[index] - MarketSeries.Close[index - 1])) : MarketSeries.High.Maximum(per) - MarketSeries.Close[index];

            if (histo == true)
            {
                if (smtBulls.Result[index] > smtBears.Result[index])
                {
                    uRes[index] = smtBulls.Result[index];
                }
                if (smtBulls.Result[index] < smtBears.Result[index])
                {
                    dRes[index] = smtBears.Result[index];
                }
                BullsSma[index] = smtBulls.Result[index];
                BearsSma[index] = smtBears.Result[index];
            }
            else
            {
                BullsSma[index] = smtBulls.Result[index];
                BearsSma[index] = smtBears.Result[index];
            }

        }
    }
}