Damiani Volameter: cTrader edition

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 DamianiVolatometer : Indicator
    {
        [Parameter("Viscosity", DefaultValue = 13)]
        public int viscosity { get; set; }

        [Parameter("Sedimentation", DefaultValue = 50)]
        public int sedimentation { get; set; }

        [Parameter("Threshold_level", DefaultValue = 1.3)]
        public double threshold { get; set; }

        [Parameter("Lag_supressor", DefaultValue = true)]
        public bool lag_supressor { get; set; }

        [Parameter(DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType MA { get; set; }

        [Parameter()]
        public DataSeries Source { get; set; }

        [Output("LineP", Color = Colors.LimeGreen)]
        public IndicatorDataSeries lineP { get; set; }
        [Output("LineM", LineColor = "#FFFFFF66")]
        public IndicatorDataSeries lineM { get; set; }

        private AverageTrueRange atrV, atrS;
        private StandardDeviation sdV, sdS;
        private double lag_s_K = 0.5;


        protected override void Initialize()
        {
            atrV = Indicators.AverageTrueRange(viscosity, MovingAverageType.Simple);
            atrS = Indicators.AverageTrueRange(sedimentation, MovingAverageType.Simple);
            sdV = Indicators.StandardDeviation(Source, viscosity, MA);
            sdS = Indicators.StandardDeviation(Source, sedimentation, MA);


        }

        public override void Calculate(int index)
        {

            if (lag_supressor == true)
            {
                double s1 = NZ(lineP[index - 1]);
                double s3 = NZ(lineP[index - 3]);
                lineP[index] = atrV.Result[index] / atrS.Result[index] + lag_s_K * (s1 - s3);
                lineM[index] = threshold - (sdV.Result[index] / sdS.Result[index]);
            }
            else
            {
                lineP[index] = atrV.Result[index] / atrS.Result[index];
                lineM[index] = threshold - (sdV.Result[index] / sdS.Result[index]);
            }



        }

        private double NZ(double number)
        {
            if (double.IsNaN(number))
            {
                return 0;

            }
            else
            {
                return number;
            }

        }


    }
}