Intrinsic Tendency Oscillator

// This work is licensed under a Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0) https://creativecommons.org/licenses/by-nc-sa/4.0/
// © mfejza
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;

namespace cAlgo
{
    [Levels(-1,0,+1)]
    [Cloud("Level Tendence", "Level Zero", FirstColor = "Green", SecondColor = "Red", Opacity = 0.1)]  
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mIntrinsicTendencyOsc : Indicator
    {
        [Parameter("Period Fast (13)", DefaultValue = 13)]
        public int inpPeriodFast { get; set; }
        [Parameter("Period Slow (55)", DefaultValue = 55)]
        public int inpPeriodSlow { get; set; }

        [Output("Level Tendence", LineColor = "Black", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outTendence { get; set; }
        [Output("Level Zero", LineColor = "Transparent", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outLevelZero { get; set; }
        
        private IndicatorDataSeries _fasthh, _fastll, _slowhh, _slowll, _fastavg, _slowavg, _tendence;
        

        protected override void Initialize()
        {
            _fasthh = CreateDataSeries();
            _fastll = CreateDataSeries();
            _slowhh = CreateDataSeries();
            _slowll = CreateDataSeries();
            _fastavg = CreateDataSeries();
            _slowavg = CreateDataSeries();
            _tendence = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _fasthh[i] = i>inpPeriodFast ? Bars.HighPrices.Maximum(inpPeriodFast) : Bars.HighPrices[i];
            _fastll[i] = i>inpPeriodFast ? Bars.LowPrices.Minimum(inpPeriodFast) : Bars.LowPrices[i];
            _slowhh[i] = i>inpPeriodSlow ? Bars.HighPrices.Maximum(inpPeriodSlow) : Bars.HighPrices[i];
            _slowll[i] = i>inpPeriodSlow ? Bars.LowPrices.Minimum(inpPeriodSlow) : Bars.LowPrices[i];
            _fastavg[i] = (_fasthh[i] + _fastll[i]) / 2;
            _slowavg[i] = (_slowhh[i] + _slowll[i]) / 2;
            _tendence[i] = i>1 ? _tendence[i-1] : Bars.ClosePrices[i];
            if(_fastavg[i] > _slowavg[i] && _fastavg[i-1] < _slowavg[i-1])
                _tendence[i] = (_fastavg[i] + _slowavg[i]) / 2;
            if(_fastavg[i] < _slowavg[i] && _fastavg[i-1] > _slowavg[i-1])
                _tendence[i] = (_fastavg[i] + _slowavg[i]) / 2;
            if(_fastavg[i] > _slowavg[i] && _fastavg[i-1] > _slowavg[i-1])
                _tendence[i] = Math.Max((_fastavg[i] + _slowavg[i]) / 2, _tendence[i-1]);
            if(_fastavg[i] < _slowavg[i] && _fastavg[i-1] < _slowavg[i-1])
                _tendence[i] = Math.Min((_fastavg[i] + _slowavg[i]) / 2, _tendence[i-1]);
            
            outTendence[i] = Bars.ClosePrices[i] > _tendence[i] ? +1 : Bars.ClosePrices[i] < _tendence[i] ? -1 : i>1 ? _tendence[i-1] : 0;
            outLevelZero[i] = 0;
        }
    }
}