DCT - ADR

using System;
using System.ComponentModel.Design;
using System.Diagnostics;
using cAlgo.API;


// Name:            DCT - ADR
// Purpose:         To indicate average Daily range irrespective of the timeframe of the current chart. 
// Author:          TimT - Deckchair Trader, timt@deckchairtrader.com
// Version:         1.0
// Date Created:    26 May 2023
// THIS CODE AND INFORMATION IS PROVIDED "AS IS" WITHOUT WARRANTY OF 
// ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO 
// THE IMPLIED WARRANTIES OF MERCHANTABILITY AND/OR FITNESS FOR A 
// PARTICULAR PURPOSE. 
// 
// Copyright (c) Deckchair Trader 2023


namespace cAlgo.Indicators
{
#if DEBUG
    [Indicator(IsOverlay = false, AccessRights = AccessRights.FullAccess)]
#else
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
#endif


    public class ADR : Indicator
    {

        [Parameter("Periods", Group = "ADR", DefaultValue = 5)]
        public int Periods { get; set; } // how many daily periods to take into account

        [Parameter("Multiplier", Group = "ADR", DefaultValue = 1)]
        public double Multiplier { get; set; } // useful if we only want half of the ADR or twice the ADR for ref purposes

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

        private Bars DailyBars;
        
        protected override void Initialize()
        {
#if DEBUG
            System.Diagnostics.Debugger.Launch();
#endif
            ReLoadDailyBars();

        }
        private void ReLoadDailyBars()
        {
            DailyBars = MarketData.GetBars(TimeFrame.Daily); // we always measure against days, get the main set
        }
        
        public override void Calculate(int index)
        {
            DrawValue(index);
        }

        private void DrawValue(int index)
        {
            double val = 0;
            
            
            int DailyIndex = DailyBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]); // work out the correct index for the daily chart
            //Print($"HourlyOpenTime={Bars.OpenTimes[index]} index={index} DailyOpenTime={DailyBars.OpenTimes[DailyIndex]} DailyIndex={DailyIndex} DailyBarsCount={DailyBars.Count} Periods={Periods} High={DailyBars[DailyIndex].High} Low={DailyBars[DailyIndex].Low}" );
            
            if (DailyIndex >= Periods)
            {
                for (int n = 1; n <= Periods; n++)
                {
                    val += (DailyBars[DailyIndex - n].High - DailyBars[DailyIndex - n].Low);
                }
                ADRSeries[index] = val / Periods * Multiplier; // get average
            }
        }

    }
}