EUR Weighted Currency Index

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


using System.Collections.Generic;



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

        [Parameter("USD Weight", DefaultValue = 37.97)]
        public double usdWeight { get; set; }

        [Parameter("CAD Weight", DefaultValue = 3.54)]
        public double cadWeight { get; set; }

        [Parameter("GBP Weight", DefaultValue = 30.12)]
        public double gbpWeight { get; set; }

        [Parameter("AUD Weight", DefaultValue = 2.02)]
        public double audWeight { get; set; }

        [Parameter("JPY Weight", DefaultValue = 9.62)]
        public double jpyWeight { get; set; }

        [Parameter("CHF Weight", DefaultValue = 14.68)]
        public double chfWeight { get; set; }

        [Parameter("Line TimeFrame", DefaultValue = 0)]
        public TimeFrame TF { get; set; }



        [Parameter("MA Period", DefaultValue = 20)]
        public int Period { get; set; }


        [Output("Average", LineColor = "White")]

        public IndicatorDataSeries Result2 { get; set; }


        [Output("EUR Index", LineColor = "Blue")]

        public IndicatorDataSeries Result { get; set; }



        public Bars Eurgbp;
        public Bars Euraud;
        public Bars Eurusd;
        public Bars Eurcad;
        public Bars Eurjpy;
        public Bars Eurchf;


        public Bars[] eur_Pairs = new Bars[6];

        public string[] eur_Symbols = new string[6];

        public double[] weights = new double[6];


        public double[] f_pairs = new double[6];

        public double[] r_pairs = new double[6];

        public double[] l_weight = new double[6];


        public double f_Euraud, f_Eurusd, f_Eurgbp, f_Eurjpy, f_Eurcad, f_Eurchf;

        public double r_Euraud, r_Eurusd, r_Eurgbp, r_Eurjpy, r_Eurcad, r_Eurchf;
        private IndicatorDataSeries averagebff;

        private IndicatorDataSeries temp;

        private MovingAverage average;

        protected override void Initialize()
        {

            // Reference Exhchange Rates from close prices of 02/01/2020
            //-------------------------------------------------------------------------------------------------------------------------------------------------------------
            temp = CreateDataSeries();

            averagebff = CreateDataSeries();

            average = Indicators.MovingAverage(averagebff, Period, MovingAverageType.Exponential);

            f_Eurgbp = 1 / 0.855;
            f_Euraud = 1 / 1.59731;
            f_Eurusd = 1 / 1.11558;
            f_Eurcad = 1 / 1.44981;
            f_Eurjpy = 1 / 121.3;
            f_Eurchf = 1 / 1.085;
            //-------------------------------------------------------------------------------------------------------------------------------------------------------------

            f_pairs[0] = f_Eurgbp;
            f_pairs[1] = f_Euraud;
            f_pairs[2] = f_Eurusd;
            f_pairs[3] = f_Eurcad;
            f_pairs[4] = f_Eurjpy;
            f_pairs[5] = f_Eurchf;

            r_pairs[0] = r_Eurgbp;
            r_pairs[1] = r_Euraud;
            r_pairs[2] = r_Eurusd;
            r_pairs[3] = r_Eurcad;
            r_pairs[4] = r_Eurjpy;
            r_pairs[5] = r_Eurchf;

            eur_Pairs[0] = Eurgbp;
            eur_Pairs[1] = Euraud;
            eur_Pairs[2] = Eurusd;
            eur_Pairs[3] = Eurcad;
            eur_Pairs[4] = Eurjpy;
            eur_Pairs[5] = Eurchf;

            l_weight[0] = gbpWeight;
            l_weight[1] = audWeight;
            l_weight[2] = usdWeight;
            l_weight[3] = cadWeight;
            l_weight[4] = jpyWeight;
            l_weight[5] = chfWeight;

            eur_Symbols[0] = "EURGBP";
            eur_Symbols[1] = "EURAUD";
            eur_Symbols[2] = "EURUSD";
            eur_Symbols[3] = "EURCAD";
            eur_Symbols[4] = "EURJPY";
            eur_Symbols[5] = "EURCHF";



            for (int i = 0; i < eur_Pairs.Length; i++)
            {
                eur_Pairs[i] = MarketData.GetBars(TF, eur_Symbols[i]);
            }

        }

        public override void Calculate(int index)
        {
            // Setting the reference quote


            //var index2 = GetIndexByTF(BarSeries[i], this.Bars, index);

            double sum = 0;



            for (int i = 0; i < eur_Pairs.Length; i++)
            {
                var index2 = GetIndexByTF(eur_Pairs[i], this.Bars, index);

                if (i >= eur_Pairs.Length)
                {

                    r_pairs[i] = ((1 / eur_Pairs[i].ClosePrices[index2]) / f_pairs[i]) * l_weight[i];

                    sum += r_pairs[i];
                }

                else
                {

                    r_pairs[i] = (eur_Pairs[i].ClosePrices[index2] / f_pairs[i]) * l_weight[i];

                    sum += r_pairs[i];
                }

            }

            averagebff[index] = sum;

            Result[index] = sum;

            if (double.IsNaN(average.Result[index]) == false)
            {
                Result2[index] = average.Result[index];
            }

        }

        int GetIndexByTF(Bars B1, Bars B2, int index)
        {
            var index2 = B1.OpenTimes.GetIndexByTime(B2.OpenTimes[index]);
            return index2;
        }

    }
}