SmaCloseBandWidthOverlay

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 SmaCloseBandWidthOverlay : Indicator
    {
        [Parameter(DefaultValue = 15)]
        public int Periods { get; set; }

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

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

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

        private SimpleMovingAverage sma;
        private double hband, lband;

        protected override void Initialize()
        {
            sma = Indicators.SimpleMovingAverage(Bars.ClosePrices, Periods);
        }

        public override void Calculate(int index)
        {
            if (Bars.ClosePrices[index] == Bars.ClosePrices.Maximum(Periods))
                hband = Bars.ClosePrices.Maximum(Periods) - sma.Result[index];

            if (Bars.ClosePrices[index] == Bars.ClosePrices.Minimum(Periods))
                lband = Bars.ClosePrices.Minimum(Periods) - sma.Result[index];

            Result1[index] = sma.Result[index] + hband;
            Result2[index] = sma.Result[index] + lband;
            Result3[index] = sma.Result[index];
        }
    }
}