Mean Reversion Overlay - Multi TimeFrame

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 MeanReversionOverlayMultiTF : Indicator
    {
        [Parameter()]
        public TimeFrame SourceTf { get; set; }
        [Output("sellAverage", LineColor = "lightGreen")]
        public IndicatorDataSeries SellAvg { get; set; }

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

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

        private Bars ctf;

        private int idx;
        private int previousIdx;
        private int buyPeriod;
        private int sellPeriod;

        private double buyAverage;
        private double sellAverage;
        private int savedbp;
        private int savedsp;
        private double mean;
        private int buyCount, sellCount;

        protected override void Initialize()
        {
            ctf = MarketData.GetBars(SourceTf);
        }

        public override void Calculate(int index)
        {
            idx = ctf.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            if (idx > previousIdx)
            {
                buyPeriod++;
                savedbp = buyPeriod;
                sellPeriod++;
                savedsp = sellPeriod;
            }

            if (buyPeriod == 0)
                buyPeriod = savedbp;

            if (sellPeriod == 0)
                sellPeriod = savedsp;

            buyAverage = 0;
            buyCount = 0;
            for (int i = idx - buyPeriod + 1; i <= idx; i++)
                if (ctf.ClosePrices[i] - ctf.ClosePrices[i - 1] < 0)
                {
                    buyAverage += ctf.OpenPrices[i];
                    buyCount++;
                }
            if (buyCount > 0)
                buyAverage = buyAverage / buyCount;
            else
                buyAverage = ctf.ClosePrices[idx];

            sellAverage = 0;
            sellCount = 0;
            for (int i = idx - sellPeriod + 1; i <= idx; i++)
                if (ctf.ClosePrices[i] - ctf.ClosePrices[i - 1] > 0)
                {
                    sellAverage += ctf.OpenPrices[i];
                    sellCount++;
                }
            if (sellCount > 0)
                sellAverage = sellAverage / sellCount;
            else
                sellAverage = ctf.ClosePrices[idx];


            if (ctf.ClosePrices[idx] > buyAverage)
            {
                buyAverage = ctf.ClosePrices[idx];
                buyPeriod = 0;
            }

            if (ctf.ClosePrices[idx] < sellAverage)
            {
                sellAverage = ctf.ClosePrices[idx];
                sellPeriod = 0;
            }

            mean = (buyAverage + sellAverage) / 2;

            SellAvg[index] = sellAverage;
            BuyAvg[index] = buyAverage;
            Result[index] = mean;

            previousIdx = idx;
        }
    }
}