Average Wick Indicator

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


namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class AverageWick : Indicator
    {
        [Parameter("Period", DefaultValue = 10)]
        public int _Period { get; set; }

        [Output("UpWick", Color = Colors.Blue)]
        public IndicatorDataSeries _UpWick { get; set; }
        [Output("DownWick", Color = Colors.Red)]
        public IndicatorDataSeries _DownWick { get; set; }

        double _upresult, _downresult;

        protected override void Initialize()
        {
        }

        public override void Calculate(int index)
        {
            if (MarketSeries.Open.LastValue < MarketSeries.Close.LastValue)
            {
                for (int i = _Period; i >= 1; i--)
                {
                    _upresult += MarketSeries.High.Last(i) - MarketSeries.Close.Last(i);
                }
                _UpWick[index] = (_upresult / _Period) / Symbol.PipSize;
                _upresult = 0;
            }
            else if (MarketSeries.Open.LastValue > MarketSeries.Close.LastValue)
            {
                for (int i = _Period; i >= 1; i--)
                {
                    _downresult += MarketSeries.Close.Last(i) - MarketSeries.Low.Last(i);
                }
                _DownWick[index] = (_downresult / _Period) / Symbol.PipSize;
                _downresult = 0;
            }
        }
    }
}