Volume Pulse V.2.1 =)

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class VolumePulsev21 : Indicator
    {
        [Parameter("Lower Timeframe Volume Cumulation", DefaultValue = "Minute")]
        public TimeFrame TF { get; set; }

        [Parameter("Period", DefaultValue = 1)]
        public int Period { get; set; }
        [Parameter("Lower Timeframe Volume Cumulation", DefaultValue = MovingAverageType.Weighted)]
        public MovingAverageType MaType { get; set; }

        [Output("Volume Delta Plus", LineColor = "Lime")]
        public IndicatorDataSeries VolumeDeltaPlus2 { get; set; }
        [Output("Volume Delta Min ", LineColor = "Red")]
        public IndicatorDataSeries VolumeDeltaMin2 { get; set; }

        [Output("Histo Plus", LineColor = "Lime", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries HistoUp { get; set; }
        [Output("Histo Min ", LineColor = "Red", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries HistoDown { get; set; }

        private Bars barsTick;
        private DateTime prevBars;
        private MovingAverage smoothvolumPlus, smoothvolumMinus;
        private IndicatorDataSeries resvolumPlus, resolumMinus;
        private IndicatorDataSeries VolumeDeltaPlus, VolumeDeltaMin;

        private double barsCount;
        private int pct = 0;
        private int nbBarsLast;
        private bool isLastB;

        protected override void Initialize()
        {
            barsTick = MarketData.GetBars(TF);
            if (!IsBacktesting)
            {
                while (barsTick.OpenTimes[0] > Bars.OpenTimes[0])
                    barsTick.LoadMoreHistory();
            }
            prevBars = Bars.OpenTimes.Last(0);
            resvolumPlus = CreateDataSeries();
            resolumMinus = CreateDataSeries();

            VolumeDeltaPlus = CreateDataSeries();
            VolumeDeltaMin = CreateDataSeries();


            smoothvolumPlus = Indicators.MovingAverage(resvolumPlus, Period, MaType);
            smoothvolumMinus = Indicators.MovingAverage(resolumMinus, Period, MaType);
            pct = 0;
            barsCount = Bars.Count;
            nbBarsLast = 0;
            isLastB = false;
            Bars.BarOpened += Bars_BarOpened;
            barsTick.BarOpened += BarsTick_BarOpened;
        }

        private void BarsTick_BarOpened(BarOpenedEventArgs obj)
        {
            nbBarsLast++;
            isLastB = true;
        }

        private void Bars_BarOpened(BarOpenedEventArgs obj)
        {
            nbBarsLast = 0;
            isLastB = true;

        }
        public override void Calculate(int index)
        {
            barsCount = Bars.Count;
            if (index == 0) return;

            var index1 = barsTick.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            if (Bars.OpenTimes.Last(0) != prevBars || isLastB)
            {
                double deltaVolumePlus = 0.0;
                double deltaVolumeMin = 0.0;
                double countDeltaPlus = 0;
                double countDeltaMinus = 0;
                int nbBars = 0;
                DateTime BarsTick = barsTick.OpenTimes[index1];
                if (!isLastB)
                    for (int i = 0; Bars.OpenTimes[index - 1] < BarsTick; i++)
                    {
                        BarsTick = barsTick.OpenTimes[index1 - i];
                        nbBars++;
                    }
                for (int i = 0; i < (isLastB ? nbBarsLast : nbBars); i++)
                {
                    double prevClose = barsTick.OpenPrices[index1 - i];
                    double currentClose = barsTick.ClosePrices[index1 - i];
                    double volume = barsTick.TickVolumes[index1 - i];
                    double pipsizeUp = Math.Abs(barsTick.ClosePrices[index1 - i] - barsTick.LowPrices[index1 - i]) / (barsTick.HighPrices[index1 - i] - barsTick.LowPrices[index1 - i]);
                    double pipsizeDown = Math.Abs(barsTick.HighPrices[index1 - i] - barsTick.ClosePrices[index1 - i]) / (barsTick.HighPrices[index1 - i] - barsTick.LowPrices[index1 - i]);

                    if (currentClose > prevClose)
                    {
                        deltaVolumePlus = deltaVolumePlus + volume * pipsizeUp;
                        //countDeltaPlus++;
                    }
                    else if (currentClose < prevClose)
                    {
                        deltaVolumeMin = deltaVolumeMin + volume * pipsizeDown;
                        //countDeltaMinus++;
                    }
                }

                resvolumPlus[index] = deltaVolumePlus / Bars.TickVolumes.Last(0);
                resolumMinus[index] = deltaVolumeMin / Bars.TickVolumes.Last(0);

                VolumeDeltaPlus[index] = smoothvolumPlus.Result.Last(0);
                VolumeDeltaMin[index] = smoothvolumMinus.Result.Last(0); ;

                VolumeDeltaPlus2[index] = VolumeDeltaPlus[index] / (VolumeDeltaMin[index] + VolumeDeltaPlus[index]);
                VolumeDeltaMin2[index] = VolumeDeltaMin[index] / (VolumeDeltaMin[index] + VolumeDeltaPlus[index]);

            }

            if (Bars.ClosePrices[index] > Bars.OpenPrices[index])
            {
                Chart.RemoveObject("VolumeDowntxt" + index);
                Chart.RemoveObject("VolumeDown" + index);

                Chart.DrawTrendLine("VolumeUp" + index, index, (Bars.ClosePrices[index] - Bars.OpenPrices[index]) * (VolumeDeltaPlus[index] / (VolumeDeltaMin[index] + VolumeDeltaPlus[index])) + Bars.OpenPrices[index], index, Bars.OpenPrices[index], Color.Lime, 5);
                Chart.DrawText("VolumeUptxt" + index, ((VolumeDeltaPlus[index] / (VolumeDeltaMin[index] + VolumeDeltaPlus[index])) * 100).ToString("F0"), index, Bars.HighPrices[index] + 5 * Symbol.PipSize, Color.Lime);

            }
            else if (Bars.ClosePrices[index] < Bars.OpenPrices[index])
            {
                Chart.RemoveObject("VolumeUptxt" + index);
                Chart.RemoveObject("VolumeUp" + index);

                Chart.DrawTrendLine("VolumeDown" + index, index, Bars.OpenPrices[index] - (Bars.OpenPrices[index] - Bars.ClosePrices[index]) * (VolumeDeltaMin[index] / (VolumeDeltaPlus[index] + VolumeDeltaMin[index])), index, Bars.OpenPrices[index], Color.Red, 5);
                Chart.DrawText("VolumeDowntxt" + index, ((VolumeDeltaMin[index] / (VolumeDeltaMin[index] + VolumeDeltaPlus[index])) * 100).ToString("F0"), index, Bars.LowPrices[index] - 5 * Symbol.PipSize, Color.Red);

            }

            if (!isLastB)
                prevBars = Bars.OpenTimes.Last(0);

            double test = index / barsCount * 100;

            if (pct < test + 0.1 && pct < 105)
            {
                Print("Load : " + test.ToString("F0") + " %");
                pct += 10;
            }
        }
    }
}