EURUSD Index V2

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

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, AutoRescale = true, ScalePrecision = 2, TimeZone = TimeZones.UTC)]
    [Levels( -2, -1.5, -1, -.5, 0, .5, 1, 1.5, 2)]
    public class myIndexEURUSD : Indicator
    {
        [Parameter(DefaultValue = true)]
        public bool HideYeilds { get; set; }
        [Parameter(DefaultValue = false)]
        public bool Weighted { get; set; }
        [Parameter(DefaultValue = true)]
        public bool AllPairs { get; set; }
        [Parameter(DefaultValue = true)]
        public bool DailyMeasure { get; set; }

        [Output("USD Index", Color = Colors.Green)]
        public IndicatorDataSeries USDIDX { get; set; }
        [Output("USD Points", Color = Colors.LightGreen, Thickness = 2, PlotType = PlotType.Points)]
        public IndicatorDataSeries USDIDXPts { get; set; }
        [Output("EUR Index", Color = Colors.Blue)]
        public IndicatorDataSeries EURIDX { get; set; }
        [Output("EUR Points", Color = Colors.LightBlue, Thickness = 2, PlotType = PlotType.Points)]
        public IndicatorDataSeries EURIDXPts { get; set; }
        [Output("ProjYld", Color = Colors.Red)]
        public IndicatorDataSeries ProjYld { get; set; }
        [Output("ProjYld Points", Color = Colors.Pink, Thickness = 2, PlotType = PlotType.Points)]
        public IndicatorDataSeries ProjYldPts { get; set; }
        [Output("EURUSD", Color = Colors.Yellow)]
        public IndicatorDataSeries YldEURUSD { get; set; }
        [Output("EURUSD Points", Color = Colors.LightYellow, Thickness = 2, PlotType = PlotType.Points)]
        public IndicatorDataSeries YldEURUSDPts { get; set; }

        [Output("Delta", PlotType = PlotType.Histogram, Color = Colors.Purple)]
        public IndicatorDataSeries Delta { get; set; }
       
        [Output("USDJPY", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldUSDJPY { get; set; }
        [Output("GBPUSD", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldGBPUSD { get; set; }
        [Output("AUDUSD", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldAUDUSD { get; set; }
        [Output("USDCHF", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldUSDCHF { get; set; }
        [Output("NZDUSD", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldNZDUSD { get; set; }
        [Output("USDCAD", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldUSDCAD { get; set; }
        [Output("USDNOK", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldUSDNOK { get; set; }
        [Output("USDSEK", Color = Colors.LightGreen)]
        public IndicatorDataSeries YldUSDSEK { get; set; }

        [Output("EURJPY", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURJPY { get; set; }
        [Output("EURGBP", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURGBP { get; set; }
        [Output("EURAUD", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURAUD { get; set; }
        [Output("EURCHF", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURCHF { get; set; }
        [Output("EURNZD", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURNZD { get; set; }
        [Output("EURCAD", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURCAD { get; set; }
        [Output("EURNOK", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURNOK { get; set; }
        [Output("EURSEK", Color = Colors.LightBlue)]
        public IndicatorDataSeries YldEURSEK { get; set; }
        
        [Output("Center", LineStyle = LineStyle.DotsRare, Color = Colors.White)]
        public IndicatorDataSeries CenterLine { get; set; }
        [Output("UpperLimit", PlotType = PlotType.Line, LineStyle = LineStyle.DotsRare, Thickness = 1, Color = Colors.Red)]
        public IndicatorDataSeries UpperLimit { get; set; }
        [Output("LowerLimit", PlotType = PlotType.Line, LineStyle = LineStyle.DotsRare, Thickness = 1, Color = Colors.Red)]
        public IndicatorDataSeries LowerLimit { get; set; }
        
        private MarketSeries[] prdMS =new MarketSeries[17];
        private MarketSeries[] dlyMS =new MarketSeries[17];
        private MarketSeries[] wlyMS =new MarketSeries[17];
           
        protected override void Initialize()
        {
            string IndicatorName = this.ToString();//  returns ClassName
            Print("{0,20}{1,18}{2,15}{3,15}","Indicator","TimeZone","Offset","DST");
            Print("{0,0}{1,10}{2,20}{3,15}",IndicatorName,TimeZone,TimeZone.BaseUtcOffset,TimeZone.SupportsDaylightSavingTime);
       
            string[] Pairs=
            {"EURUSD",
             "USDJPY","GBPUSD","AUDUSD","USDCHF", 
             "NZDUSD","USDCAD","USDNOK","USDSEK",
             "EURJPY","EURGBP","EURAUD","EURCHF",
             "EURNZD","EURCAD","EURNOK","EURSEK"};
             
//Get period, daily and weekly series' for each currency pair
            for (int i=0;i<Pairs.Length; i++)
            {
                prdMS[i]=MarketData.GetSeries(Pairs[i],TimeFrame);
                dlyMS[i]=MarketData.GetSeries(Pairs[i],TimeFrame.Daily);
                wlyMS[i]=MarketData.GetSeries(Pairs[i],TimeFrame.Weekly);
            }            
        }

        public override void Calculate(int index)
        {
            if (index<1)return;

            int[] prdIDX = new int[17];
            int[] dlyIDX = new int[17];
            int[] wlyIDX = new int[17];
            int[] PairSigns={1,1,-1,-1,1,-1,1,1,1,1,1,1,1,1,1,1,1};
//Get the period, daily and weekly indexes for each seriies account for timeZone where daily candles are calculated. This may vary depending on broker.                       
            for (int i=0;i<prdMS.Length; i++)
            {
                prdIDX[i]=prdMS[i].OpenTime.GetIndexByTime(MarketSeries.OpenTime[index]);
                dlyIDX[i]=dlyMS[i].OpenTime.GetIndexByTime(MarketSeries.OpenTime[index].AddHours(3).Date);
                wlyIDX[i]=wlyMS[i].OpenTime.GetIndexByTime(MarketSeries.OpenTime[index].AddHours(3).Date);
            }
//Calculate the daily or weekly yields for each pair            
            int DateDifference;
            double[] yld = new double[17];
            for (int i=0;i < prdMS.Length; i++)
            {
                DateDifference = (int)(dlyMS[i].OpenTime[dlyIDX[i]].AddHours(3).Date - prdMS[i].OpenTime[prdIDX[i]].AddHours(3).Date).TotalDays;
                if (DailyMeasure)
                {
                    if(DateDifference>0)yld[i]=0;//correct yeilds when no period candle is produced dafter a change in day; prevents using yesterday's candle to calculate the yeild for the current week.
                    else yld[i]=((prdMS[i].Close[prdIDX[i]]-dlyMS[i].Open[dlyIDX[i]])/dlyMS[i].Open[dlyIDX[i]])*100*PairSigns[i];
                }
                else
                {                
                    if(DateDifference>1)yld[i]=0;//correct yeilds when no period candle is produced dafter a change in week; prevents using last week's candle to calculate the yeild for the current week.
                    else yld[i]=((prdMS[i].Close[prdIDX[i]]-wlyMS[i].Open[wlyIDX[i]])/wlyMS[i].Open[wlyIDX[i]])*100*PairSigns[i];
                }
            }

                YldEURUSD[index] = yld[0];
            
            if (!HideYeilds)
            {
                YldUSDJPY[index] = yld[1];
                YldGBPUSD[index] = yld[2];
                YldAUDUSD[index] = yld[3];
                YldUSDCHF[index] = yld[4];
                YldNZDUSD[index] = yld[5];
                YldUSDCAD[index] = yld[6];
                YldUSDNOK[index] = yld[7];
                YldUSDSEK[index] = yld[8];
                
                YldEURJPY[index] = yld[9];
                YldEURGBP[index] = yld[10];
                YldEURAUD[index] = yld[11];
                YldEURCHF[index] = yld[12];
                YldEURNZD[index] = yld[13];
                YldEURCAD[index] = yld[14];
                YldEURNOK[index] = yld[15];
                YldEURSEK[index] = yld[16];
            }
//calculate the Eur and USd indexes based on equal wieghting or volume weighting
            double totUSDvol=0;
            double totEURvol=0;
            double usdidx0=0;
            double euridx0=0;
            double usdpairsum=0;
            double eurpairsum=0;

            if (AllPairs)
            {
                if (Weighted)
                {
                    for(int i=1;i<9;i++)totUSDvol += prdMS[i].TickVolume[prdIDX[i]];
                    for(int i=9;i<17;i++)totEURvol += prdMS[i].TickVolume[prdIDX[i]];
                    for(int i=1;i<9;i++)usdidx0 += (yld[i]*(prdMS[i].TickVolume[prdIDX[i]]/totUSDvol));
                    for(int i=9;i<17;i++)euridx0 += (yld[i]*(prdMS[i].TickVolume[prdIDX[i]]/totEURvol));
                } 
                else
                {
                    for(int i=1;i<9;i++)usdpairsum += yld[i];
                    usdidx0=usdpairsum/8;
                    for(int i=9;i<17;i++)eurpairsum += yld[i];
                    euridx0=eurpairsum/8;
                }
            }
            else
            {
                if (Weighted)
                { 
                    for(int i=1;i<5;i++)totUSDvol += prdMS[i].TickVolume[prdIDX[i]];
                    for(int i=9;i<13;i++)totEURvol += prdMS[i].TickVolume[prdIDX[i]];
                    for(int i=1;i<5;i++)usdidx0 += (yld[i]*(prdMS[i].TickVolume[prdIDX[i]]/totUSDvol));
                    for(int i=9;i<13;i++)euridx0 += (yld[i]*(prdMS[i].TickVolume[prdIDX[i]]/totEURvol));
                } 
                else
                { 
                    for(int i=1;i<5;i++)usdpairsum += yld[i];
                    usdidx0=usdpairsum/4;
                    for(int i=9;i<13;i++)eurpairsum += yld[i];
                    euridx0=eurpairsum/4;
                }
            }
            
            USDIDX[index] = usdidx0;
            EURIDX[index] = euridx0;
//Calculate the projected yeid based on the indexes
            ProjYld[index] = euridx0 - usdidx0;
//Calculate the change in yield            
            Delta[index]= ProjYld[index]-ProjYld[index-1];
            
            USDIDXPts[index] = USDIDX[index];
            EURIDXPts[index] = EURIDX[index];            
            YldEURUSDPts[index] = YldEURUSD[index];
            ProjYldPts[index]= ProjYld[index];
            
            CenterLine[index] = 0;
            LowerLimit[index]=-.5;
            UpperLimit[index]=.5;
            
            string USDTxt = string.Format("USD {0}", Math.Round(USDIDX[index], 2));
            string EURTxt = string.Format("EUR {0}", Math.Round(EURIDX[index], 2));
            string ACTTxt = string.Format("Act {0}", Math.Round(YldEURUSD[index], 2));
            string PROJTxt = string.Format("Pro {0}", Math.Round(ProjYld[index], 2));
            ChartObjects.DrawText("USDlabel", USDTxt, index, USDIDX[index], VerticalAlignment.Center, HorizontalAlignment.Right, Colors.Green);
            ChartObjects.DrawText("EURlabel", EURTxt, index, EURIDX[index], VerticalAlignment.Center, HorizontalAlignment.Right, Colors.Blue);
            ChartObjects.DrawText("ACTlabel", ACTTxt, index, YldEURUSD[index], VerticalAlignment.Top, HorizontalAlignment.Right, Colors.Yellow);
            ChartObjects.DrawText("PROJlabel", PROJTxt, index, ProjYld[index], VerticalAlignment.Bottom, HorizontalAlignment.Right, Colors.Red);
        }
    }
}