Linear Regression Channels

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

#pragma warning disable

namespace cAlgo.Indicators
{
    [Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
    public class LinearRegressionChannel : Indicator
    {
        [Parameter("Projection Length", DefaultValue = 50)]
        public int ProjLength { get; set; }

        [Parameter("Center", DefaultValue = true)]
        public bool ShowCenter { get; set; }

        [Parameter("Channel", DefaultValue = true)]
        public bool ShowChannel { get; set; }

        [Parameter("Standard deviation", DefaultValue = true)]
        public bool ShowDeviantion { get; set; }

        public Dictionary<string, LR> LRs = new Dictionary<string, LR>();

        protected override void Initialize()
        {
            ///Add the button in the topleft corner
            Border border = new Border 
            {
                VerticalAlignment = VerticalAlignment.Top,
                HorizontalAlignment = HorizontalAlignment.Right,
                Margin = "20 40 20 20",
                Width = 50,
                Child = new Toolbar(this)
            };

            Chart.AddControl(border);

            ///Events for calculating and drawing
            Chart.ObjectUpdated += OnChartObjectUpdated;
            Chart.ObjectRemoved += OnChartObjectRemoved;

            foreach (ChartObject o in Chart.Objects)
                if (o.Name.Length > 24 && o.Name.Substring(0, 24) == "LinearRegressionChannel " && o.IsInteractive && o.ObjectType == ChartObjectType.TrendLine)
                {
                    LRs.Add(o.Name, new LR((ChartTrendLine)o));
                    o.IsInteractive = false;
                    o.IsInteractive = true;
                }
        }

        void OnChartObjectRemoved(ChartObjectRemovedEventArgs obj)
        {
            try
            {
                if (IsCleaning)
                    return;
                RemoveAllObjectsConnectedWith(obj.ChartObject);
                if (LRs.ContainsKey(obj.ChartObject.Name))
                    LRs.Remove(obj.ChartObject.Name);
            } catch (Exception e)
            {
                Print(e);
                Print("Errore nella rimozione dell'oggetto");
            }
        }

        bool IsCleaning = false;

        void RemoveAllObjectsConnectedWith(ChartObject o)
        {
            if (LRs.ContainsKey(o.Name))
            {
                IsCleaning = true;
                for (int i = 0; i < LRs[o.Name].Children.Count; ++i)
                {
                    try
                    {
                        Chart.RemoveObject(LRs[o.Name].Children[i].Name);
                    } catch (Exception e)
                    {
                        Print(e);
                        continue;
                    }
                }
            }
            LRs[o.Name].Children.Clear();
            IsCleaning = false;
        }


        public override void Calculate(int index)
        {
        }

        void OnChartObjectUpdated(ChartObjectUpdatedEventArgs obj)
        {
            try
            {
                RemoveAllObjectsConnectedWith(obj.ChartObject);
                ///Check if object is a rectangle and if it's part of this indicator
                if (!LRs.ContainsKey(obj.ChartObject.Name))
                    return;

                ChartTrendLine lr = (ChartTrendLine)obj.ChartObject;

                // Linear regresion
                double sum_x = 0, sum_x2 = 0, sum_y = 0, sum_xy = 0;

                int start = Bars.OpenTimes.GetIndexByTime(lr.Time1);
                int end = Bars.OpenTimes.GetIndexByTime(lr.Time2);

                int length = Math.Abs(end - start) + 1;

                if (start > end)
                {
                    start = Bars.OpenTimes.GetIndexByTime(lr.Time2);
                    end = Bars.OpenTimes.GetIndexByTime(lr.Time1);
                }

                for (int i = start; i <= end; i++)
                {
                    sum_x += 1.0 * i;
                    sum_x2 += 1.0 * i * i;
                    sum_y += Bars[i].Close;
                    sum_xy += Bars[i].Close * i;
                }

                double a = (length * sum_xy - sum_x * sum_y) / (length * sum_x2 - sum_x * sum_x);
                double b = (sum_y - a * sum_x) / length;

                // Calculate maximum and standard devaitions

                double maxUpperDeviation = 0, maxLowerDeviation = 0;
                double sumDevation = 0;

                for (int i = start; i <= end; i++)
                {
                    double price = a * i + b;
                    maxUpperDeviation = Math.Max(Bars[i].Close - price, maxUpperDeviation);
                    maxLowerDeviation = Math.Min(Bars[i].Close - price, maxLowerDeviation);
                    sumDevation += Math.Pow(Bars[i].Close - price, 2.0);
                }

                double stdDeviation = Math.Sqrt(sumDevation / length);

                // draw in future
                end += (int)(length * 0.01 * ProjLength);

                double pr1 = a * start + b;
                double pr2 = a * end + b;

                if (ShowCenter)
                {
                    LRs[lr.Name].Children.Add(Chart.DrawTrendLine("Center " + lr.Name, start, pr1, end, pr2, lr.Color));
                }

                if (ShowChannel)
                {
                    LRs[lr.Name].Children.Add(Chart.DrawTrendLine("Top " + lr.Name, start, pr1 + maxUpperDeviation, end, pr2 + maxUpperDeviation, lr.Color));
                    LRs[lr.Name].Children.Add(Chart.DrawTrendLine("Bottom " + lr.Name, start, pr1 + maxLowerDeviation, end, pr2 + maxLowerDeviation, lr.Color));
                }

                if (ShowDeviantion)
                {
                    LRs[lr.Name].Children.Add(Chart.DrawTrendLine("Dev-Top " + lr.Name, start, pr1 + stdDeviation, end, pr2 + stdDeviation, lr.Color, 1, LineStyle.DotsRare));
                    LRs[lr.Name].Children.Add(Chart.DrawTrendLine("Dev-Bottom " + lr.Name, start, pr1 - stdDeviation, end, pr2 - stdDeviation, lr.Color, 1, LineStyle.DotsRare));
                }
            } catch (Exception)
            {
            }
        }
    }

    public class Toolbar : CustomControl
    {
        LinearRegressionChannel LR;

        public Toolbar(LinearRegressionChannel lr)
        {
            LR = lr;
            var AddButton = new Button 
            {
                Text = "Add",
                Style = new Style(DefaultStyles.ButtonStyle),
                Height = 25
            };

            AddButton.Click += AddArea;

            AddChild(AddButton);
        }

        void AddArea(ButtonClickEventArgs e)
        {
            double Y = (LR.Chart.TopY - LR.Chart.BottomY) * 0.6 + LR.Chart.BottomY;
            string name = "LinearRegressionChannel " + LR.Time;
            LR.LRs.Add(name, new LR(LR.Chart.DrawTrendLine(name, LR.Chart.LastVisibleBarIndex - 2, Y, (int)(LR.Chart.LastVisibleBarIndex - (LR.Chart.LastVisibleBarIndex - LR.Chart.FirstVisibleBarIndex) * 0.2), Y, Color.Cyan)));
            LR.LRs[name].Parent.IsInteractive = true;
        }
    }

    public class LR
    {
        public ChartTrendLine Parent;
        public List<ChartTrendLine> Children = new List<ChartTrendLine>();

        public LR(ChartTrendLine cr)
        {
            Parent = cr;
        }
    }
}