TGR (The God Rules)

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

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ATGRBARSv3 : Indicator
    {
        [Parameter("Indicator Type", DefaultValue = EnumIndicatorType.Over_Buy_Sell, Group = " TGR Setting")]
        public EnumIndicatorType IndicatorType { get; set; }
        public enum EnumIndicatorType
        {
            Over_Buy_Sell,
            Under_Over_Middle,
            AllType
        }

        [Parameter("Initial Periods", DefaultValue = 55, Group = "Initialization")]
        public int Periods { get; set; }
        [Parameter("Sources Bars", DefaultValue = EnumSourcesBars.High_And_Low, Group = "Initialization")]
        public EnumSourcesBars SourcesBars { get; set; }
        public enum EnumSourcesBars
        {
            Open,
            Close,
            High,
            Low,
            High_And_Low,
            Switch_High_And_Low,
            Median_Price,
            Typical_Price,
            Weighted_Price,
        }
        [Parameter("Sources Over(Buy/Sell)", DefaultValue = EnumSourcesOverBuySell.Switch_High_And_Low, Group = "Initialization")]
        public EnumSourcesOverBuySell SourcesOverBuySell { get; set; }
        public enum EnumSourcesOverBuySell
        {
            Open,
            Close,
            High_And_Low,
            Switch_High_And_Low,
            Median_Price,
            Typical_Price,
            Weighted_Price,
        }

        [Parameter("Nbrs Indicator Load  ", DefaultValue = 10, Group = "LoadCount")]
        public int NbrsLoad { get; set; }
        [Parameter("Periods Multiplicator ", DefaultValue = 1.618, Group = "LoadCount")]
        public double PeriodsMultiTgr { get; set; }

        [Parameter("Smooth Sensibility Over(Buy/Sell) ", DefaultValue = 10, Group = "  Over(Buy/Sell")]
        public int SensibilityOverBuySell { get; set; }
        [Parameter("Smooth Result", DefaultValue = 1, Group = "  Over(Buy/Sell")]
        public int Smooth { get; set; }
        [Parameter("Smooth Type", DefaultValue = MovingAverageType.Weighted, Group = "  Over(Buy/Sell")]
        public MovingAverageType SmoothType { get; set; }

        [Parameter("Period Signal Result", DefaultValue = 89, Group = "Signal")]
        public int PeriodSignalResult { get; set; }
        [Parameter("MaType Signal Result", DefaultValue = MovingAverageType.Weighted, Group = "Signal")]
        public MovingAverageType MaTypeSignalResult { get; set; }

        [Parameter("Period Histo 1", DefaultValue = 2, Group = "Histogram")]
        public int PeriodS1 { get; set; }
        [Parameter("MaType Histo 1", DefaultValue = MovingAverageType.Exponential, Group = "Histogram")]
        public MovingAverageType MaTypeS1 { get; set; }

        [Parameter("Period Histo 2", DefaultValue = 55, Group = "Histogram")]
        public int PeriodS2 { get; set; }
        [Parameter("MaType Histo 2", DefaultValue = MovingAverageType.Exponential, Group = "Histogram")]
        public MovingAverageType MaTypeS2 { get; set; }

        [Parameter("Level Extra High ", DefaultValue = 80, Group = " Level Setting")]
        public double SetLevelExtraHigh { get; set; }
        [Parameter("Level High", DefaultValue = 50, Group = " Level Setting")]
        public double SetLevelHigh { get; set; }
        [Parameter("Level Middle ", DefaultValue = 0, Group = " Level Setting")]
        public double SetLevelMiddle { get; set; }

        [Parameter("Use Bars Color", DefaultValue = true, Group = "Bars Colors")]
        public bool UseBarsColors { get; set; }
        [Parameter("Level 1 Max ", DefaultValue = 95, Group = "Bars Colors")]
        public int LevelBarsColor1 { get; set; }
        [Parameter("Level 2 ", DefaultValue = 85, Group = "Bars Colors")]
        public int LevelBarsColor2 { get; set; }
        [Parameter("Level 3 ", DefaultValue = 70, Group = "Bars Colors")]
        public int LevelBarsColor3 { get; set; }
        [Parameter("Level 4 ", DefaultValue = 60, Group = "Bars Colors")]
        public int LevelBarsColor4 { get; set; }
        [Parameter("Level 5 MiddleMax", DefaultValue = 53, Group = "Bars Colors")]
        public int LevelBarsColor5 { get; set; }
        [Parameter("Level 6 Middle Min", DefaultValue = 47, Group = "Bars Colors")]
        public int LevelBarsColor6 { get; set; }
        [Parameter("Level 7 Middle Min", DefaultValue = 40, Group = "Bars Colors")]
        public int LevelBarsColor7 { get; set; }
        [Parameter("Level 8 ", DefaultValue = 30, Group = "Bars Colors")]
        public int LevelBarsColor8 { get; set; }
        [Parameter("Level 9 ", DefaultValue = 15, Group = "Bars Colors")]
        public int LevelBarsColor9 { get; set; }
        [Parameter("Level 10 ", DefaultValue = 5, Group = "Bars Colors")]
        public int LevelBarsColor10 { get; set; }

        [Output("Histo Up", PlotType = PlotType.Histogram, LineColor = "Lime", Thickness = 3)]
        public IndicatorDataSeries HistolUp { get; set; }
        [Output("Histo Down", PlotType = PlotType.Histogram, LineColor = "Red", Thickness = 3)]
        public IndicatorDataSeries HistoDown { get; set; }
        [Output("Histo Up Retracement", PlotType = PlotType.Histogram, LineColor = "FF268AAD", Thickness = 3)]
        public IndicatorDataSeries HistoUpRetracement { get; set; }
        [Output("Histo Down Retracement", PlotType = PlotType.Histogram, LineColor = "FFFF9B00", Thickness = 3)]
        public IndicatorDataSeries HistoDownRetracement { get; set; }

        [Output("Level Extra High", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "7BFF0000", Thickness = 1)]
        public IndicatorDataSeries LevelExtraHigh { get; set; }
        [Output("Level High", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "81FFA500", Thickness = 1)]
        public IndicatorDataSeries LevelHigh { get; set; }
        [Output("Level Middle", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "40808080", Thickness = 1)]
        public IndicatorDataSeries LevelMiddle { get; set; }
        [Output("Level Low", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "81FFA500", Thickness = 1)]
        public IndicatorDataSeries LevelLow { get; set; }
        [Output("Level ExtraLow", PlotType = PlotType.Line, LineStyle = LineStyle.LinesDots, LineColor = "7BFF0000", Thickness = 1)]
        public IndicatorDataSeries LevelExtraLow { get; set; }

        [Output("Result Count", PlotType = PlotType.Line, LineColor = "White", Thickness = 1)]
        public IndicatorDataSeries Result { get; set; }
        [Output("Signal Result", PlotType = PlotType.Line, LineColor = "DeepSkyBlue", Thickness = 1)]
        public IndicatorDataSeries SignalResult { get; set; }

        private MovingAverage ma, maSignalRes, signal, signal2;
        private IndicatorDataSeries[] res;
        public IndicatorDataSeries totalLoad;
        public IndicatorDataSeries resTgr;

        public IndicatorDataSeries[] Top;
        public IndicatorDataSeries[] Middle;
        public IndicatorDataSeries[] Bottom;
        public IndicatorDataSeries SourceBars;

        public IndicatorDataSeries HistoUpRes;
        public IndicatorDataSeries HistoDownRes;

        private int[] periods;
        private double resIndicator;

        private double barsCount;

        private double indicatorsLoad;
        private double indicatorsNeedLoad;
        private double barCount;
        private int pct = 0;

        protected override void Initialize()
        {
            res = new IndicatorDataSeries[NbrsLoad];
            periods = new int[NbrsLoad];
            Top = new IndicatorDataSeries[NbrsLoad];
            Bottom = new IndicatorDataSeries[NbrsLoad];
            Middle = new IndicatorDataSeries[NbrsLoad];
            resIndicator = 0.00;
            totalLoad = CreateDataSeries();
            resTgr = CreateDataSeries();
            SourceBars = CreateDataSeries();

            barsCount = Bars.Count;
            indicatorsLoad = 0;
            indicatorsNeedLoad = 0;
            pct = 0;

            barCount = Bars.Count;

            for (int i = 0; i < res.Length; i++)
            {
                periods[i] = (int)(Math.Round(Math.Pow(PeriodsMultiTgr, i) * Periods));
                res[i] = CreateDataSeries();
                Top[i] = CreateDataSeries();
                Bottom[i] = CreateDataSeries();
                Middle[i] = CreateDataSeries();

            }

            ma = Indicators.MovingAverage(resTgr, Smooth, SmoothType);
            maSignalRes = Indicators.MovingAverage(Result, PeriodSignalResult, MaTypeSignalResult);
            HistoUpRes = CreateDataSeries();
            HistoDownRes = CreateDataSeries();

            signal = Indicators.MovingAverage(resTgr, PeriodS1, MaTypeS1);
            signal2 = Indicators.MovingAverage(resTgr, PeriodS2, MaTypeS2);
        }

        public override void Calculate(int index)
        {
            LevelExtraHigh[index] = SetLevelExtraHigh;
            LevelHigh[index] = SetLevelHigh;

            LevelMiddle[index] = SetLevelMiddle;

            LevelLow[index] = 100 - SetLevelHigh;
            LevelExtraLow[index] = 100 - SetLevelExtraHigh;

            resIndicator = 0.00;
            barsCount = Bars.Count;
            int tgrUpTotal = 0;
            int tgrDownTotal = 0;
            int tgrMiddleTotal = 0;

            for (int i = 0; i < res.Length; i++)
            {
                if (SourcesOverBuySell == EnumSourcesOverBuySell.Open)
                {
                    Top[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.OpenPrices.Maximum(periods[i]);
                    Bottom[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.OpenPrices.Minimum(periods[i]);
                    Middle[i][index + SensibilityOverBuySell] = (Top[i][index] - Bottom[i][index]) / 2 + Bottom[i][index];
                }
                else if (SourcesOverBuySell == EnumSourcesOverBuySell.Close)
                {
                    Top[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.ClosePrices.Maximum(periods[i]);
                    Bottom[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.ClosePrices.Minimum(periods[i]);
                    Middle[i][index + SensibilityOverBuySell] = (Top[i][index] - Bottom[i][index]) / 2 + Bottom[i][index];
                }
                else if (SourcesOverBuySell == EnumSourcesOverBuySell.High_And_Low)
                {
                    Top[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.HighPrices.Maximum(periods[i]);
                    Bottom[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.LowPrices.Minimum(periods[i]);
                    Middle[i][index + SensibilityOverBuySell] = (Top[i][index] - Bottom[i][index]) / 2 + Bottom[i][index];
                }
                else if (SourcesOverBuySell == EnumSourcesOverBuySell.Switch_High_And_Low)
                {
                    Top[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.LowPrices.Maximum(periods[i]);
                    Bottom[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.HighPrices.Minimum(periods[i]);
                    Middle[i][index + SensibilityOverBuySell] = (Top[i][index] - Bottom[i][index]) / 2 + Bottom[i][index];
                }
                else if (SourcesOverBuySell == EnumSourcesOverBuySell.Median_Price)
                {
                    Top[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.MedianPrices.Maximum(periods[i]);
                    Bottom[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.MedianPrices.Minimum(periods[i]);
                    Middle[i][index + SensibilityOverBuySell] = (Top[i][index] - Bottom[i][index]) / 2 + Bottom[i][index];
                }
                else if (SourcesOverBuySell == EnumSourcesOverBuySell.Typical_Price)
                {
                    Top[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.TypicalPrices.Maximum(periods[i]);
                    Bottom[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.TypicalPrices.Minimum(periods[i]);
                    Middle[i][index + SensibilityOverBuySell] = (Top[i][index] - Bottom[i][index]) / 2 + Bottom[i][index];
                }
                else if (SourcesOverBuySell == EnumSourcesOverBuySell.Weighted_Price)
                {
                    Top[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.WeightedPrices.Maximum(periods[i]);
                    Bottom[i][index + SensibilityOverBuySell] = index < periods[i] ? double.NaN : Bars.WeightedPrices.Minimum(periods[i]);
                    Middle[i][index] = (Top[i][index] - Bottom[i][index]) / 2 + Bottom[i][index];
                }

                if (SourcesBars == EnumSourcesBars.Close)
                    SourceBars[index] = Bars.ClosePrices.Last(0);
                if (SourcesBars == EnumSourcesBars.Open)
                    SourceBars[index] = Bars.OpenPrices.Last(0);
                if (SourcesBars == EnumSourcesBars.High)
                    SourceBars[index] = Bars.HighPrices.Last(0);
                if (SourcesBars == EnumSourcesBars.Low)
                    SourceBars[index] = Bars.LowPrices.Last(0);
                if (SourcesBars == EnumSourcesBars.High_And_Low)
                    SourceBars[index] = Bars.ClosePrices.Last(0) > Middle[0][index - 5] ? Bars.HighPrices.Last(0) : Bars.ClosePrices.Last(0) < Middle[0][index - 5] ? Bars.LowPrices.Last(0) : Bars.ClosePrices.Last(0);
                if (SourcesBars == EnumSourcesBars.Switch_High_And_Low)
                    SourceBars[index] = Bars.ClosePrices.Last(0) > Middle[0][index - 5] ? Bars.LowPrices.Last(0) : Bars.ClosePrices.Last(0) < Middle[0][index - 5] ? Bars.HighPrices.Last(0) : Bars.ClosePrices.Last(0);
                if (SourcesBars == EnumSourcesBars.Median_Price)
                    SourceBars[index] = Bars.MedianPrices.Last(0);
                if (SourcesBars == EnumSourcesBars.Typical_Price)
                    SourceBars[index] = Bars.TypicalPrices.Last(0);
                if (SourcesBars == EnumSourcesBars.Weighted_Price)
                    SourceBars[index] = Bars.WeightedPrices.Last(0);

                res[i][index] = (SourceBars[index] - Bottom[i][index]) / ((Top[i][index] - Bottom[i][index]) > double.Epsilon ? (Top[i][index] - Bottom[i][index]) : 0.1) * 100;

                resIndicator += res[i][index];

                tgrUpTotal += GetTgrUp(i);
                tgrDownTotal += GetTgrDown(i);
                tgrMiddleTotal += GetTgrMiddle(i);

                if (barsCount > (periods[i]))
                    indicatorsLoad = i + 1;
            }
            var up = -(200.0 * tgrUpTotal / (res.Length * (res.Length - 1.0)));
            var down = (200.0 * tgrDownTotal / (res.Length * (res.Length - 1.0))); ;
            var midd = (200.0 * tgrMiddleTotal / (res.Length * (res.Length - 1.0))); ;

            indicatorsNeedLoad = NbrsLoad - indicatorsLoad;
            totalLoad[index] = indicatorsLoad;

            var res0Smooth = ((resIndicator / (totalLoad[index])));

            resTgr[index] = IndicatorType == EnumIndicatorType.Over_Buy_Sell ? res0Smooth : IndicatorType == EnumIndicatorType.Under_Over_Middle ? ((midd + down + (up + 100)) / 3) : (((midd + down + (up + 100)) / 3) + res0Smooth) / 2;
            Result[index] = ma.Result.Last(0);

            var si2 = signal2.Result.Last(0) > 80 ? 80 : signal2.Result.Last(0) < 20 ? 20 : signal2.Result.Last(0);

            HistoUpRes[index] = signal.Result.Last(0) > si2 ? signal.Result.Last(0) - si2 : double.NaN;
            HistoDownRes[index] = signal.Result.Last(0) < si2 ? signal.Result.Last(0) - si2 : double.NaN;

            HistolUp[index] = HistoUpRes[index] > HistoUpRes[index - 1] || double.IsNaN(HistoUpRes[index - 1]) ? HistoUpRes[index] : double.NaN;
            HistoDown[index] = HistoDownRes[index] < HistoDownRes[index - 1] || double.IsNaN(HistoDownRes[index - 1]) ? HistoDownRes[index] : double.NaN;

            HistoUpRetracement[index] = HistoUpRes[index] < HistoUpRes[index - 1] && !double.IsNaN(HistoUpRes[index - 1]) ? HistoUpRes[index] : double.NaN;
            HistoDownRetracement[index] = HistoDownRes[index] > HistoDownRes[index - 1] && !double.IsNaN(HistoDownRes[index - 1]) ? HistoDownRes[index] : double.NaN;

            SignalResult[index] = maSignalRes.Result.Last(0);

            double test = index / barCount * 100;

            if (pct < test + 0.1 && pct < 105)
            {
                Print("Load : " + test.ToString("F0") + " %");
                pct += 10;
            }
            if (index == periods[NbrsLoad - 1])
            {
                Chart.DrawVerticalLine("Load All Vertical Ligne" + index, index, Color.Lime, 1);
                IndicatorArea.DrawText("Load All Indicators" + index, "100 % Loading", index, 90, Color.Lime);
                IndicatorArea.DrawText("Load All Indicators 2" + index, "100 % Loading", index, 0, Color.White);
                IndicatorArea.DrawText("Load All Indicators 3" + index, "100 % Loading", index, -90, Color.Red);
            }
            if (UseBarsColors == true)
            {

                if (Result.Last(0) > LevelBarsColor1)
                    Chart.SetBarColor(index, "White");
                else if (Result.Last(0) <= LevelBarsColor1 && Result.Last(0) > LevelBarsColor2)
                    Chart.SetBarColor(index, "DeepSkyBlue");
                else if (Result.Last(0) <= LevelBarsColor2 && Result.Last(0) > LevelBarsColor3)
                    Chart.SetBarColor(index, "FF01FF01");
                else if (Result.Last(0) <= LevelBarsColor3 && Result.Last(0) > LevelBarsColor4)
                    Chart.SetBarColor(index, "FF00BF00");
                else if (Result.Last(0) <= LevelBarsColor4 && Result.Last(0) > LevelBarsColor5)
                    Chart.SetBarColor(index, "FF00843B");
                else if (Result.Last(0) <= LevelBarsColor5 && Result.Last(0) > LevelBarsColor6)
                    Chart.SetBarColor(index, "FF262626");
                else if (Result.Last(0) <= LevelBarsColor6 && Result.Last(0) > LevelBarsColor7)
                    Chart.SetBarColor(index, "FF5B0003");
                else if (Result.Last(0) <= LevelBarsColor7 && Result.Last(0) > LevelBarsColor8)
                    Chart.SetBarColor(index, "FF890002");
                else if (Result.Last(0) <= LevelBarsColor8 && Result.Last(0) > LevelBarsColor9)
                    Chart.SetBarColor(index, "FFFE0000");
                else if (Result.Last(0) <= LevelBarsColor9 && Result.Last(0) > LevelBarsColor10)
                    Chart.SetBarColor(index, "Orange");
                else if (Result.Last(0) <= LevelBarsColor10)
                    Chart.SetBarColor(index, "FFFF00C5");
            }
            // Comment for Botting           
            if (indicatorsNeedLoad != 0)
            {
                Chart.DrawStaticText("Indicators", indicatorsLoad + "/" + NbrsLoad + " Indicators are Load (" + (indicatorsLoad / NbrsLoad * 100).ToString("F0") + "%)" + "\nScroll and Load more Bars for " + indicatorsNeedLoad + " Indicators (100%)"
                , VerticalAlignment.Bottom, HorizontalAlignment.Right, Color.Red);
            }
            else
            {
                Chart.RemoveObject("Indicators");
                Chart.DrawStaticText("Indicators Load Ok", " Indicators Load : " + indicatorsLoad + "/" + NbrsLoad + "\n" + "Higher Period : " + periods[res.Length - 1] + "\n" + " Bars at 100% : " + (barCount - periods[res.Length - 1]).ToString("F0"), VerticalAlignment.Bottom, HorizontalAlignment.Right, Color.Green);
            }
        }
        private int GetTgrUp(int reference)
        {
            int count = 0;
            for (int i = reference + 1; i < res.Length; i++)
            {
                if (Top[i].Last(0) > Top[reference].Last(0))
                    count++;
            }
            // Print(count);
            return count;
        }
        private int GetTgrMiddle(int reference)
        {
            int count = 0;
            for (int i = reference + 1; i < res.Length; i++)
            {
                if (Middle[i].Last(0) < Middle[reference].Last(0))
                    count++;
            }
            // Print(count);
            return count;
        }
        private int GetTgrDown(int reference)
        {
            int count = 0;
            for (int i = reference + 1; i < res.Length; i++)
            {
                if (Bottom[i].Last(0) < Bottom[reference].Last(0))
                    count++;
            }
            return count;
        }
    }
}