bgc

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AutoRescale = false, AccessRights = AccessRights.None)]

    public class BelkhayateCog : Indicator
    {

        [Parameter("Degree", DefaultValue = 3, MinValue = 0)]
        public int degree { get; set; }

        [Parameter("Period", DefaultValue = 270, MinValue = 0)]
        public int period { get; set; }

        [Parameter("strdDev", DefaultValue = 0, MinValue = 0)]
        public double strdDev { get; set; }

        [Parameter("strdDev2", DefaultValue = 1.618, MinValue = 0)]
        public double strdDev2 { get; set; }

        [Parameter("strdDev3", DefaultValue = 2.618, MinValue = 0)]
        public double strdDev3 { get; set; }

        public IndicatorDataSeries Prc { get; set; }

        [Output("SQL2", Color = Colors.Red)]
        public IndicatorDataSeries Sql2 { get; set; }

        [Output("SQL3", Color = Colors.Red)]
        public IndicatorDataSeries Sql3 { get; set; }

        [Output("SQL", Color = Colors.Red)]
        public IndicatorDataSeries Sql { get; set; }

        [Output("SQH", Color = Colors.Green)]
        public IndicatorDataSeries Sqh { get; set; }

        [Output("SQH2", Color = Colors.Green)]
        public IndicatorDataSeries Sqh2 { get; set; }

        [Output("SQH3", Color = Colors.Green)]
        public IndicatorDataSeries Sqh3 { get; set; }

        private IndicatorDataSeries prc;
        private IndicatorDataSeries sql2;
        private IndicatorDataSeries sqh2;
        private IndicatorDataSeries sql;
        private IndicatorDataSeries sqh;
        private IndicatorDataSeries sqh3;
        private IndicatorDataSeries sql3;
        ////////////////////////////////////////////////////////////////////
        //////////////////////HelpFull Settings//////////////////////////////
        //int degree = 3;
        //int period = 270;
        //int strdDev = 0;
        //double strdDev2 = 1.618;
        //double strdDev3 = 2.618;
        /////////////////////////////////////////////////////////////////
        /////////////////////////////////////////////////////////////////
        double[,] ai = new double[10, 10];
        double[] b = new double[10];
        double[] x = new double[10];
        double[] sx = new double[10];
        double sum;
        int ip;
        int p;
        int n;
        double qq;
        double mm;
        double tt;
        int ii;
        int jj;
        int kk;
        int ll;
        int nn;
        double sq;
        double sq2;
        double sq3;
        int i0 = 0;
        int mi;

        protected override void Initialize()
        {
            prc = CreateDataSeries();
            sql2 = CreateDataSeries();
            sqh2 = CreateDataSeries();
            sql = CreateDataSeries();
            sqh = CreateDataSeries();
            sqh3 = CreateDataSeries();
            sql3 = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            try
            {
                if (Bars.Count < period)
                {
                    return;
                }

                //int i = index;
                ip = period;
                p = ip;
                sx[1] = p + 1;
                nn = degree + 1;
                //----------------------sx-------------------------------------------------------------------
                // 

                for (mi = 1; mi <= nn * 2 - 2; mi++)
                {
                    sum = 0;
                    for (n = i0; n <= i0 + p; n++)
                    {
                        sum += Math.Pow(n, mi);
                    }
                    sx[mi + 1] = sum;
                }
                //----------------------syx-----------

                for (mi = 1; mi <= nn; mi++)
                {
                    sum = 0.0;
                    for (n = i0; n <= i0 + p; n++)
                    {
                        if (mi == 1)
                            sum += Bars.ClosePrices[index - n];
                        else
                            sum += Bars.ClosePrices[index - n] * Math.Pow(n, mi - 1);
                    }
                    b[mi] = sum;
                }
                //===============Matrix=======================================================================================================

                for (jj = 1; jj <= nn; jj++)
                {
                    for (ii = 1; ii <= nn; ii++)
                    {
                        kk = ii + jj - 1;
                        ai[ii, jj] = sx[kk];
                    }
                }

                //===============Gauss========================================================================================================
                for (kk = 1; kk <= nn - 1; kk++)
                {
                    ll = 0;
                    mm = 0;
                    for (ii = kk; ii <= nn; ii++)
                    {
                        if (Math.Abs(ai[ii, kk]) > mm)
                        {
                            mm = Math.Abs(ai[ii, kk]);
                            ll = ii;
                        }
                    }
                    if (ll == 0)
                        return;
                    if (ll != kk)
                    {
                        for (jj = 1; jj <= nn; jj++)
                        {
                            tt = ai[kk, jj];
                            ai[kk, jj] = ai[ll, jj];
                            ai[ll, jj] = tt;
                        }
                        tt = b[kk];
                        b[kk] = b[ll];
                        b[ll] = tt;
                    }
                    for (ii = kk + 1; ii <= nn; ii++)
                    {
                        qq = ai[ii, kk] / ai[kk, kk];
                        for (jj = 1; jj <= nn; jj++)
                        {
                            if (jj == kk)
                                ai[ii, jj] = 0;
                            else
                                ai[ii, jj] = ai[ii, jj] - qq * ai[kk, jj];
                        }
                        b[ii] = b[ii] - qq * b[kk];
                    }
                }

                x[nn] = b[nn] / ai[nn, nn];
                for (ii = nn - 1; ii >= 1; ii--)
                {
                    tt = 0;
                    for (jj = 1; jj <= nn - ii; jj++)
                    {
                        tt = tt + ai[ii, ii + jj] * x[ii + jj];
                        x[ii] = (1 / ai[ii, ii]) * (b[ii] - tt);
                    }
                }
                sq = 0.0;
                sq2 = 0.0;
                sq3 = 0.0;
                for (n = i0; n <= i0 + p; n++)
                {
                    sum = 0;
                    for (kk = 1; kk <= degree; kk++)
                    {
                        sum += x[kk + 1] * Math.Pow(n, kk);
                    }

                    prc[index - n] = (x[1] + sum);
                    sq += Math.Pow(Bars.ClosePrices[index - n] - prc[index - n], 2);
                    sq2 = sq;
                    sq3 = sq;
                }

                sq = Math.Sqrt(sq / (p + 1)) * strdDev;
                sq2 = Math.Sqrt(sq2 / (p + 1)) * strdDev2;
                sq3 = Math.Sqrt(sq3 / (p + 1)) * strdDev3;
                Sqh[index] = sqh[index - 1];
                Sqh2[index] = sqh2[index - 4];
                Sqh3[index] = sqh3[index - 6];
                Sql[index] = sql[index - 2];
                Sql2[index] = sql2[index - 3];
                Sql3[index] = sql3[index - 5];

                for (n = 0; n <= period; n++)
                {

                    Sqh[index - n] = prc[index - n] + sq;
                    Sqh2[index - n] = prc[index - n] + sq2;
                    Sqh3[index - n] = prc[index - n] + sq3;
                    Sql[index - n] = prc[index - n] - sq;
                    Sql2[index - n] = prc[index - n] - sq2;
                    Sql3[index - n] = prc[index - n] - sq3;

                }


            } catch (Exception e)
            {
                Print("Error : {0}", e);
            }

        }
    }
}