FIR Momentum indicator

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

namespace cAlgo
{
    [Indicator(AccessRights = AccessRights.None)]
    public class mFIRmomentum : Indicator
    {
        [Parameter("Data Source (close)", DefaultValue = enumPriceTypes.Close)]
        public enumPriceTypes inpPriceType { get; set; }

        [Output("FIR Momentum Fast", LineColor = "Black", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outFast { get; set; }
        [Output("FIR Momentum Slow", LineColor = "Red", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outSlow { get; set; }
        
        private IndicatorDataSeries _price, _fir0, _fir1, _fir2;
        

        protected override void Initialize()
        {
            _price = CreateDataSeries();
            _fir0 = CreateDataSeries();
            _fir1 = CreateDataSeries();
            _fir2 = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            switch(inpPriceType)
            {
                case enumPriceTypes.Open:
                    _price[i] = Bars.OpenPrices[i];
                    break;
                case enumPriceTypes.Close:
                    _price[i] = Bars.ClosePrices[i];
                    break;
                case enumPriceTypes.High:
                    _price[i] = Bars.HighPrices[i];
                    break;
                case enumPriceTypes.Low:
                    _price[i] = Bars.LowPrices[i];
                    break;
                case enumPriceTypes.Median:
                    _price[i] = Bars.MedianPrices[i];
                    break;
                case enumPriceTypes.Typical:
                    _price[i] = Bars.TypicalPrices[i];
                    break;
                case enumPriceTypes.Weighted:
                    _price[i] = Bars.WeightedPrices[i];
                    break;
                default:
                    _price[i] = Bars.ClosePrices[i];
                    break;
            }
            _fir0[i] = i>3 ? (_price[i] + 2.0 * _price[i-1] + 2.0 * _price[i-2] + _price[i-3]) / 6.0 : Bars.ClosePrices[i];
            _fir1[i] = i>3 ? (_fir0[i] + 2.0 * _fir0[i-1] + 2.0 * _fir0[i-2] + _fir0[i-3]) / 6.0 : Bars.ClosePrices[i];
            _fir2[i] = i>3 ? (_fir1[i] + 2.0 * _fir1[i-1] + 2.0 * _fir1[i-2] + _fir1[i-3]) / 6.0 : Bars.ClosePrices[i];
            
            outFast[i] = _fir0[i] - _fir2[i];
            outSlow[i] = _fir1[i] - _fir2[i];
        }
    }

    public enum enumPriceTypes
    {
        Open,
        Close,
        High,
        Low,
        Median,
        Typical,
        Weighted
    }
}