DEmark

using cAlgo.API;

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class DeMarkPivotPoints : Indicator
    {
        [Parameter("Source")]
        public DataSeries Source { get; set; }

        [Output("Pivot", Color = Colors.Blue)]
        public IndicatorDataSeries Pivot { get; set; }

        [Output("R1", Color = Colors.Red)]
        public IndicatorDataSeries R1 { get; set; }

        [Output("S1", Color = Colors.Green)]
        public IndicatorDataSeries S1 { get; set; }

        protected override void Initialize()
        {
            CalculatePivotPoints();
        }

        public override void Calculate(int index)
        {
            CalculatePivotPoints();
        }

        private void CalculatePivotPoints()
        {
            double previousClose = Source[1];
            double highest = MarketSeries.High.Maximum(5);
            double lowest = MarketSeries.Low.Minimum(5);

            Pivot[0] = (previousClose + highest + lowest + Source[0]) / 4;
            R1[0] = (2 * Pivot[0]) - lowest;
            S1[0] = (2 * Pivot[0]) - highest;
        }
    }
}