Inverse Cyber Cycle

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

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = false, AccessRights = AccessRights.None)]
    [Levels(0.0)]
    public class InverseCycle : Indicator
    {
        [Parameter(DefaultValue = 0.01)]
        public double Alpha { get; set; }

        [Parameter(DefaultValue = 21, MinValue = 5)]
        public int length { get; set; }

        [Output("InverseCyberCycle", Color = Colors.YellowGreen, Thickness = 2)]
        public IndicatorDataSeries invcycle { get; set; }

        private IndicatorDataSeries _price;
        private IndicatorDataSeries _smooth;
        private IndicatorDataSeries cycle;
        private IndicatorDataSeries value1;

        protected override void Initialize()
        {
            _price = CreateDataSeries();
            _smooth = CreateDataSeries();
            cycle = CreateDataSeries();
            value1 = CreateDataSeries();
        }

        public override void Calculate(int index)
        {
            _price[index] = (MarketSeries.High[index] + MarketSeries.Low[index]) / 2;

            _smooth[index] = (_price[index] + 2 * _price[index - 1] + 2 * _price[index - 2] + _price[index - 3]) / 6;

            cycle[index] = (1 - 0.5 * Alpha) * (1 - 0.5 * Alpha) * (_smooth[index] - 2 * _smooth[index - 1] + _smooth[index - 2]) + 2 * (1 - Alpha) * cycle[index - 1] - (1 - Alpha) * (1 - Alpha) * (cycle[index - 2]);

            if (index < 7)
            {
                cycle[index] = (_price[index] - 2 * _price[index - 1] + _price[index - 2]) / 4;
            }

            double ccgH = cycle[index];
            double ccgL = cycle[index];
            for (int i = index - length + 1; i <= index; i++)
            {
                if (ccgH < cycle[i])
                {
                    ccgH = cycle[i];
                }
                if (ccgL > cycle[i])
                {
                    ccgL = cycle[i];
                }
            }
            if (ccgH != ccgL)
            {
                value1[index] = ((cycle[index] - ccgL) / (ccgH - ccgL));
            }

            invcycle[index] = (Math.Exp(2 * value1[index]) - 1) / (Math.Exp(2 * value1[index]) + 1);
        }
    }
}