Account Stats Indicator

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]

    public class AccountStatsIndicator : Indicator
    {

        private double totalVolume = 0;
        private double totalPips = 0;
        private double totalVWP = 0;
        private double pipsToTP = 0;
        private double pipsToSL = 0;
        private double gain = 0;
        private double totalNetPL = 0;
        private double procEquity = 0;
        private double htotalVolume = 0;
        private double htotalPips = 0;
        private double targetPips = 0;
        private double htotalVWP = 0;
        private double htotalNetPL = 0;
        private double profitBreakdown = 0;
        private double startingBalance = 1000;
        private double hgain = 0;
        private int _totBuy, _totSell;
        private double _avg_buy, _avg_sell;

        protected override void Initialize()
        {
            Timer.Start(2);
        }


        private void GetAveragePrice(out double _avg_buy, out double _avg_sell)
        {
            double Result = Symbol.Bid;
            //double AveragePrice = 0;
            long bCount = 0, sCount = 0;
            double _aBuy = 0, _aSell = 0;
            double _swap = 0;
            _totBuy = 0;
            _totSell = 0;
            _avg_buy = 0;
            _avg_sell = 0;

            foreach (Position _pos in Positions)
            {
                if (_pos.SymbolCode == Symbol.Code)
                {
                    _swap = _pos.Swap;

                    if (_pos.TradeType == TradeType.Buy)
                    {
                        _aBuy += (_pos.EntryPrice * _pos.Volume);
                        bCount += _pos.Volume;
                        // if (TypeOfTrade == TradeType.Buy)




                        _totBuy++;
                        _aBuy += Math.Abs(_pos.Commissions);
                        if (_swap < 0)
                            _aBuy += Math.Abs(_swap);

                    }
                    else
                    {

                        _aSell += (_pos.EntryPrice * _pos.Volume);
                        sCount += _pos.Volume;
                        _totSell++;
                        _aSell -= Math.Abs(_pos.Commissions);
                        if (_swap < 0)
                            _aSell -= Math.Abs(_swap);

                    }
                }
            }
            if (_aBuy > 0 && bCount > 0)
            {
                _avg_buy = Math.Round(_aBuy / bCount, Symbol.Digits);
                // Print("avg {0}", Result);
            }
            if (_aSell > 0 && sCount > 0)
            {
                _avg_sell = Math.Round(_aSell / sCount, Symbol.Digits);
                // Print("avg {0}", Result);
            }
            return;
        }

        protected override void OnTimer()
        {
            double ask = Math.Round(Symbol.Ask, 5);
            double bid = Math.Round(Symbol.Bid, 5);
            double spread = Math.Round(Symbol.Spread / Symbol.PipSize, 5);

            procEquity = Math.Round(100 * (1 - (Account.Balance - Account.Equity) / Account.Balance), 2);
            var procEquityDD = Math.Round((100 - procEquity), 2);
            if (procEquityDD < 0)
                procEquityDD = 0.0;

            string text = string.Format("Symbol Spread : {0,0} \n\n Account Equity % : {1,0} \n Account Equity Drawdown % : {2,0}", spread, procEquity, procEquityDD);
            ChartObjects.DrawText("spread", "\t" + text, StaticPosition.TopRight, Colors.White);

            GetAveragePrice(out _avg_buy, out _avg_sell);

            foreach (var pos in Positions)
            {
                if (pos.SymbolCode == Symbol.Code)
                {
                    totalVolume += pos.Volume;
                    totalPips += pos.Pips;
                    totalVWP += (pos.Pips * pos.Volume);
                    totalNetPL += pos.NetProfit;
                    if (pos.TradeType == TradeType.Buy)
                    {
                        pipsToTP = (double)(pos.TakeProfit - Symbol.Bid) / Symbol.PipSize;
                        pipsToSL = (double)(Symbol.Bid - pos.StopLoss) / Symbol.PipSize;
                        targetPips = (double)(pos.TakeProfit - _avg_buy) / Symbol.PipSize;
                    }
                    else
                    {
                        pipsToTP = (double)(Symbol.Ask - pos.TakeProfit) / Symbol.PipSize;
                        pipsToSL = (double)(pos.StopLoss - Symbol.Ask) / Symbol.PipSize;
                        targetPips = (double)(_avg_sell - pos.TakeProfit) / Symbol.PipSize;
                    }
                }
            }

            gain = Math.Round(100 * (((Account.Balance + totalNetPL) / Account.Balance) - 1), 5);

            string text1 = string.Format("\n\n\n\n\nExposure: \nSymbol Volume : {0,0} \nSymbol Pips : {1,0} \nTarget Pips : {2,0} \nVolume Weighted Pips : {3,0} \nPips To TP : {4,0} \nPips To SL : {5,0} \nSymbol Net P&L : {6,0} \n Symbol Gain % : {7,0}", totalVolume, Math.Round(totalPips, 1), Math.Round(targetPips, 1), Math.Round(totalVWP / totalVolume, 1), Math.Round(pipsToTP, 1), Math.Round(pipsToSL, 1), Math.Round(totalNetPL, 2), gain);
            ChartObjects.DrawText("TWD1", "\t" + text1, StaticPosition.TopRight, Colors.White);

            totalVolume = 0;
            totalPips = 0;
            totalNetPL = 0;
            targetPips = 0;
            gain = 0;
            procEquity = 0;
            pipsToTP = 0;
            pipsToSL = 0;
            totalVWP = 0;

            foreach (var deal in History)
            {
                if (deal.SymbolCode == Symbol.Code)
                {
                    htotalVolume += deal.Volume;
                    if (deal.TradeType == TradeType.Buy)
                    {
                        htotalPips += (deal.ClosingPrice - deal.EntryPrice) / Symbol.PipSize;
                        htotalVWP += ((deal.ClosingPrice - deal.EntryPrice) / Symbol.PipSize) * deal.Volume;
                    }
                    else
                    {
                        htotalPips += (deal.EntryPrice - deal.ClosingPrice) / Symbol.PipSize;
                        htotalVWP += ((deal.EntryPrice - deal.ClosingPrice) / Symbol.PipSize) * deal.Volume;
                    }
                    htotalNetPL += deal.NetProfit;
                }
            }

            hgain = Math.Round(100 * (((startingBalance + htotalNetPL) / startingBalance) - 1), 2);
            profitBreakdown = Math.Round(100 * ((((Account.Balance - startingBalance) + htotalNetPL) / (Account.Balance - startingBalance)) - 1), 2);

            string text2 = string.Format("\n\n\n\n\n\n\n\n\n\n\n\n\n\n\nHistory: \nSymbol Volume : {0,0} \nSymbol Pips : {1,0} \nVolume Weighted Pips : {2,0} \nSymbol Net P&L : {3,0} \nSymbol Gained % : {4,0} \nSymbol Profit Breakdown % : {5,0}", htotalVolume, Math.Round(htotalPips, 1), Math.Round(htotalVWP / htotalVolume, 1), Math.Round(htotalNetPL, 2), hgain, profitBreakdown);
            ChartObjects.DrawText("TWD2", "\t" + text2, StaticPosition.TopRight, Colors.White);

            htotalVolume = 0;
            htotalPips = 0;
            htotalNetPL = 0;
            htotalVWP = 0;
            hgain = 0;
        }

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