Momentum Oscillator 5x

This indicator shows the sentiment of five Momentum Oscillators, each with different lookback periods.

Trading zones are selected or identified when all indicators have the same sentiment (green for Long, red for Short).

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

namespace cAlgo
{
    [Cloud("Polarity", "LevelZero", FirstColor = "Green", SecondColor = "Red", Opacity = 0.1)]  
    [Levels(-5,0,+5)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mMomentum5x : Indicator
    {
        [Parameter("Data Source (close)", DefaultValue = enumPriceTypes.Close)]
        public enumPriceTypes inpPriceType { get; set; }
        [Parameter("Period (10)", DefaultValue = 10, MinValue = 2)]
        public int inpPeriod1 { get; set; }
        [Parameter("Period (20)", DefaultValue = 20, MinValue = 2)]
        public int inpPeriod2 { get; set; }
        [Parameter("Period (50)", DefaultValue = 50, MinValue = 2)]
        public int inpPeriod3 { get; set; }
        [Parameter("Period (100)", DefaultValue = 100, MinValue = 2)]
        public int inpPeriod4 { get; set; }
        [Parameter("Period (200)", DefaultValue = 200, MinValue = 2)]
        public int inpPeriod5 { get; set; }

        [Output("Polarity", LineColor = "Silver", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outPol { get; set; }
        [Output("LevelZero", LineColor = "Transparent", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outLevelZero { get; set; }
        [Output("Bulls", LineColor = "Green", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outBulls { get; set; }
        [Output("Bears", LineColor = "Red", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outBears { get; set; }
        
        private MomentumOscillator _i1, _i2, _i3, _i4, _i5;
        private IndicatorDataSeries _price, _fir, _haclose, _pos, _neg, _pol;
        

        protected override void Initialize()
        {
            _price = CreateDataSeries();
            _fir = CreateDataSeries();
            _haclose = CreateDataSeries();
            _i1 = Indicators.MomentumOscillator(_price, inpPeriod1);
            _i2 = Indicators.MomentumOscillator(_price, inpPeriod2);
            _i3 = Indicators.MomentumOscillator(_price, inpPeriod3);
            _i4 = Indicators.MomentumOscillator(_price, inpPeriod4);
            _i5 = Indicators.MomentumOscillator(_price, inpPeriod5);
            _pos = CreateDataSeries();
            _neg = CreateDataSeries();
            _pol = 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;
                case enumPriceTypes.FIR:
                    _price[i] = i>3 ? (Bars.ClosePrices[i] + 2.0 * Bars.ClosePrices[i-1] + 2.0 * Bars.ClosePrices[i-2] + Bars.ClosePrices[i-3]) / 6.0 : Bars.ClosePrices[i];
                    break;
                case enumPriceTypes.HeikinAshiClose:
                    _price[i] = (Bars.OpenPrices[i] + Bars.ClosePrices[i] + Bars.HighPrices[i] + Bars.LowPrices[i]) / 4;
                    break;
                default:
                    _price[i] = Bars.ClosePrices[i];
                    break;
            }
        
            _pos[i] = _neg[i] = 0;
            _pos[i] += _i1.Result[i] > 100 ? +1 : 0;
            _pos[i] += _i2.Result[i] > 100 ? +1 : 0;
            _pos[i] += _i3.Result[i] > 100 ? +1 : 0;
            _pos[i] += _i4.Result[i] > 100 ? +1 : 0;
            _pos[i] += _i5.Result[i] > 100 ? +1 : 0;

            _neg[i] += _i1.Result[i] < 100 ? -1 : 0;
            _neg[i] += _i2.Result[i] < 100 ? -1 : 0;
            _neg[i] += _i3.Result[i] < 100 ? -1 : 0;
            _neg[i] += _i4.Result[i] < 100 ? -1 : 0;
            _neg[i] += _i5.Result[i] < 100 ? -1 : 0;
            
            _pol[i] =     _pos[i] == +5 && _neg[i] == 0 ? +5
                        : _neg[i] == -5 && _pos[i] == 0 ? -5
                        : 0;
                        
            outBulls[i] = _pos[i];
            outBears[i] = _neg[i];
            outPol[i] = _pol[i];
            outLevelZero[i] = 0;
        }
    }

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