Pulsar

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

namespace cAlgo
{
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Pulsar : Indicator
    {
        [Parameter("Brick Size", DefaultValue = 0.0001, Step = 1E-05)]
        public double brickSize { get; set; }

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

        private double price, level, previousLevel, result;
        private bool bullish, bearish;

        private double step;

        protected override void Initialize()
        {
            previousLevel = Math.Round(Bars.ClosePrices.LastValue, 4);
            bullish = true;
            bearish = false;
        }

        public override void Calculate(int index)
        {
            price = Bars.ClosePrices[index];
            step = brickSize * 10000;
            level = Math.Round((price / step), 4) * step;

            if (level > previousLevel)
                if (price < level)
                    level = level - brickSize;

            if (level < previousLevel)
                if (price > level)
                    level = level + brickSize;

            result = Math.Round((level - previousLevel) * 10, 4) / 10;

            if (bullish)
            {
                if (result == -brickSize)
                    level = level + brickSize;
                if (result == -2 * brickSize || result < -2 * brickSize)
                {
                    bullish = false;
                    bearish = true;
                }
            }

            if (bearish)
            {
                if (result == brickSize)
                    level = level - brickSize;
                if (result == 2 * brickSize || result > 2 * brickSize)
                {
                    bullish = true;
                    bearish = false;
                }
            }

            result = Math.Round((level - previousLevel) * 10, 4) / 10;

            Result1[index] = result;

            previousLevel = level;
        }
    }
}