Chandelier Exit

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ChandelierExit : Indicator
    {
        [Parameter(DefaultValue = 22)]
        public int Period { get; set; }

        [Parameter(DefaultValue = 3)]
        public double AtrMultiplier { get; set; }

        [Output("Exit", PlotType = PlotType.Line, LineColor = "Red", Thickness = 2)]
        public IndicatorDataSeries Exit { get; set; }


        private AverageTrueRange _atr;
        private IndicatorDataSeries _longExit, _shortExit;
        private int _direction;

        protected override void Initialize()
        {
            _atr = Indicators.AverageTrueRange(Period, MovingAverageType.Exponential);

            _longExit = CreateDataSeries();
            _shortExit = CreateDataSeries();

            _direction = 0;
        }

        public override void Calculate(int index)
        {
            var adjustedAtr = _atr.Result[index] * AtrMultiplier;
            var longExit = Bars.HighPrices.Maximum(Period) - adjustedAtr;
            var shortExit = Bars.LowPrices.Minimum(Period) + adjustedAtr;
            var close = Bars.ClosePrices[index];
            var closePrev = Bars.ClosePrices[index - 1];

            _longExit[index] = double.IsNaN(_longExit[index - 1]) ? longExit : close < _longExit[index - 1] ? longExit : Math.Max(longExit, _longExit[index - 1]);
            _shortExit[index] = double.IsNaN(_shortExit[index - 1]) ? shortExit : close > _shortExit[index - 1] ? shortExit : Math.Min(shortExit, _shortExit[index - 1]);


            var shortSwitch = (close <= _longExit[index - 1] && closePrev > _longExit[index - 1]);
            var longSwtich = (close >= _shortExit[index - 1] && closePrev < _shortExit[index - 1]);

            _direction = _direction <= 0 && longSwtich ? 1 : _direction >= 0 && shortSwitch ? -1 : _direction;

            Exit[index] = _direction > 0 ? _longExit[index] : _shortExit[index];
        }
    }
}