Scalextric

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class SmoothedOpenCloseOverlay : Indicator
    {
        [Parameter("Periods", DefaultValue = 20)]
        public int Periods { get; set; }

        [Output("Result1", LineColor = "Tomato")]
        public IndicatorDataSeries Result1 { get; set; }

        [Output("Result2", LineColor = "LightGreen")]
        public IndicatorDataSeries Result2 { get; set; }

        [Output("Result3", LineColor = "Red")]
        public IndicatorDataSeries Result3 { get; set; }

        [Output("Result4", LineColor = "Green")]
        public IndicatorDataSeries Result4 { get; set; }

        private double maxOpen, minOpen;
        private double maxClose, minClose;

        protected override void Initialize()
        {
        }

        public override void Calculate(int index)
        {

            maxOpen = 0;
            minOpen = 0;
            maxClose = 0;
            minClose = 0;
            for (int i = 1; i <= Periods; i++)
            {
                maxOpen += Bars.OpenPrices.Maximum(i);
                minOpen += Bars.OpenPrices.Minimum(i);
                maxClose += Bars.ClosePrices.Maximum(i);
                minClose += Bars.ClosePrices.Minimum(i);
            }
            maxOpen = maxOpen / Periods;
            minOpen = minOpen / Periods;
            maxClose = maxClose / Periods;
            minClose = minClose / Periods;

            Result1[index] = maxOpen;
            Result2[index] = minOpen;
            Result3[index] = maxClose;
            Result4[index] = minClose;
        }
    }
}