HMACD

using System;
using cAlgo.API;
using cAlgo.API.Indicators;
using System.Dynamic;

namespace cAlgo.Indicators
{
    [Indicator(ScalePrecision = 5, AccessRights = AccessRights.None)]
    public class HMACD : Indicator
    {
        private HullMovingAverage _hmaLong;
        private HullMovingAverage _hmaShort;
        private HullMovingAverage _hmaSignal;
        private HullMovingAverage _hmaLong2;
        private HullMovingAverage _hmaShort2;

        [Parameter("Long Cycle", DefaultValue = 26)]
        public int LongCycle { get; set; }

        [Parameter("Short Cycle", DefaultValue = 12)]
        public int ShortCycle { get; set; }

        [Parameter("Signal Periods", DefaultValue = 9)]
        public int SignalPeriods { get; set; }

        [Output("Histogram", Color = Colors.Purple, PlotType = PlotType.Histogram)]
        public IndicatorDataSeries Histogram { get; set; }

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

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

        [Parameter("Price Point ( 1  = Close Price, 2 = Median Price, 3 = Weighted Close, 4 Typical Price", DefaultValue = 1)]
        public int PricePoint { get; set; }

        private IndicatorDataSeries _reducedLagHullShort;
        private IndicatorDataSeries _reducedLagHullLong;

        private TypicalPrice _tp;
        private WeightedClose _wc;
        private MedianPrice _mp;
        protected override void Initialize()
        {
            _tp = Indicators.TypicalPrice();
            _wc = Indicators.WeightedClose();
            _mp = Indicators.MedianPrice();

            _reducedLagHullShort = CreateDataSeries();
            _reducedLagHullLong = CreateDataSeries();

            _hmaLong = Indicators.GetIndicator<HullMovingAverage>(ActualPricePoint, LongCycle);
            _hmaLong2 = Indicators.GetIndicator<HullMovingAverage>(_hmaLong.Result, LongCycle);
            _hmaShort = Indicators.GetIndicator<HullMovingAverage>(ActualPricePoint, ShortCycle);
            _hmaShort2 = Indicators.GetIndicator<HullMovingAverage>(_hmaShort.Result, ShortCycle);
            _hmaSignal = Indicators.GetIndicator<HullMovingAverage>(Hmacd, SignalPeriods);
        }


        private DataSeries ActualPricePoint
        {
            get
            {
                switch (PricePoint)
                {
                    case 1:
                        return MarketSeries.Close;
                    case 2:
                        return _mp.Result;
                    case 3:
                        return _wc.Result;
                    case 4:
                        return _tp.Result;
                }

                return MarketSeries.Close;
            }
        }

        public override void Calculate(int index)
        {
            _reducedLagHullShort[index] = _hmaShort.Result[index] * 2 - _hmaShort2.Result[index];
            _reducedLagHullLong[index] = _hmaLong.Result[index] * 2 - _hmaLong2.Result[index];
            Hmacd[index] = _reducedLagHullShort[index] - _reducedLagHullLong[index];
            Signal[index] = _hmaSignal.Result[index];
            Histogram[index] = Hmacd[index] - Signal[index];
        }
    }
}