Renko Range

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class RenkoRange : Indicator
    {

        [Parameter("Load to (dd/mm/yyyy):", DefaultValue = "01/01/2019")]
        public string LoadDate { get; set; }

        [Parameter("Draw as wicks?", DefaultValue = true)]
        public bool DrawWicks { get; set; }

        [Parameter("Cut odd points?", DefaultValue = true)]
        public bool CutPoints { get; set; }

        private DateTime dateTime;
        private Bars customBars;


        [Output("High", PlotType = PlotType.Points, LineColor = "Lime", Thickness = 2)]
        public IndicatorDataSeries High { get; set; }

        [Output("Low", PlotType = PlotType.Points, LineColor = "Red", Thickness = 2)]
        public IndicatorDataSeries Low { get; set; }




        protected override void Initialize()
        {
            customBars = MarketData.GetBars(TimeFrame.Minute);
            // Get datetime to load until:
            string[] pieces = LoadDate.Split('/');
            dateTime = new DateTime(int.Parse(pieces[2]), int.Parse(pieces[1]), int.Parse(pieces[0]));

            Print("{0} bar on the chart. Loading 10 000 bars", Bars.Count);
            while (customBars.OpenTimes.Reverse().LastOrDefault() > dateTime)
            {
                var loadedCount = customBars.LoadMoreHistory();
                Print("Loaded {0} bars", loadedCount);
                if (loadedCount == 0)
                    break;
            }
            Print("Finished, earliest open: {0}", customBars.OpenTimes.Reverse().LastOrDefault());
        }

        public override void Calculate(int index)
        {
            int startIndex = customBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            // on the one minute timeframe, where do we start?

            int endIndex;
            if (IsLastBar)
                endIndex = customBars.OpenTimes.GetIndexByTime(Server.Time);
            else
                endIndex = customBars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index + 1]);


            double high, low;
            high = double.NegativeInfinity;
            low = double.PositiveInfinity;

            for (int count = startIndex; count <= endIndex; count++)
            {
                double newHigh = customBars.HighPrices[count];
                double newLow = customBars.LowPrices[count];

                if (newLow < low)
                    low = newLow;
                if (newHigh > high)
                    high = newHigh;
            }

            bool isUpBar = Bars.ClosePrices[index] > Bars.OpenPrices[index];

            if (!IsLastBar && CutPoints)
            {
                if (isUpBar)
                    high = Bars.ClosePrices[index];
                else
                    low = Bars.LowPrices[index];
            }

            High[index] = high;
            Low[index] = low;



            if (DrawWicks)
            {
                Color color = isUpBar ? Color.Green : Color.Orange;
                Chart.RemoveObject("Renko Wick " + index);
                Chart.DrawTrendLine("Renko Wick " + index, index, high, index, low, color, 1);
            }


        }
    }
}