DrawPriceMove

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 DrawPriceMove : Indicator
    {
        [Output("ZigZag", Thickness = 1, PlotType = PlotType.Line)]
        public IndicatorDataSeries Value { get; set; }

        /*
        [Output("UpTrend", Thickness = 2, PlotType = PlotType.DiscontinuousLine, LineColor = "Lime")]
        public IndicatorDataSeries UpTrend { get; set; }

        [Output("DownTrend", Thickness = 1, PlotType = PlotType.DiscontinuousLine, LineColor = "Tomato")]
        public IndicatorDataSeries DownTrend { get; set; }
        */

        enum Direction
        {
            up,
            down
        }

        private Direction direction = Direction.down;
        private double extremumPrice = 0.0;
        private int extremumIndex = 0;

        private void moveExtremum(int index, double price)
        {
            Value[extremumIndex] = Double.NaN;
            setExtremum(index, price);
        }

        private void setExtremum(int index, double price)
        {
            extremumIndex = index;
            extremumPrice = price;
            Value[extremumIndex] = extremumPrice;
        }

        public override void Calculate(int index)
        {
            double low = Bars.LowPrices[index];
            double high = Bars.HighPrices[index];

            if (extremumPrice == 0.0)
                extremumPrice = high;

            if (Bars.OpenTimes.Count < 2)
                return;

            if (direction == Direction.down)
            {
                if (Bars.HighPrices[index] <= Bars.HighPrices[index - 1])
                    moveExtremum(index, low);
                else
                {
                    setExtremum(index, high);
                    direction = Direction.up;
                }
            }
            else
            {
                if (Bars.HighPrices[index] >= Bars.HighPrices[index - 1])
                    moveExtremum(index, high);
                else
                {
                    setExtremum(index, low);
                    direction = Direction.down;
                }
            }
        }
    }
}