Waves

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 Waves : Indicator
    {
        [Parameter("slowPeriods", DefaultValue = 14)]
        public int slowPeriods { get; set; }

        [Parameter("fastPeriods", DefaultValue = 14)]
        public int fastPeriods { get; set; }

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

        [Output("Result2", LineColor = "Green")]
        public IndicatorDataSeries Result2 { get; set; }

        [Output("Result3", LineColor = "Aqua")]
        public IndicatorDataSeries Result3 { get; set; }

        private IndicatorDataSeries haOpen, haClose, result;
        private ExponentialMovingAverage openEma, closeEma;
        private double open, close, high, low;
        private double max, min;

        protected override void Initialize()
        {
            haOpen = CreateDataSeries();
            haClose = CreateDataSeries();
            result = CreateDataSeries();
            openEma = Indicators.ExponentialMovingAverage(haOpen, slowPeriods);
            closeEma = Indicators.ExponentialMovingAverage(haClose, slowPeriods);
        }

        public override void Calculate(int index)
        {
            open = Bars.OpenPrices[index];
            high = Bars.HighPrices[index];
            low = Bars.LowPrices[index];
            close = Bars.ClosePrices[index];

            haClose[index] = (open + high + low + close) / 4;

            if (index > 0)
                haOpen[index] = (haOpen[index - 1] + haClose[index - 1]) / 2;
            else
                haOpen[index] = (open + close) / 2;

            result[index] = closeEma.Result[index] - openEma.Result[index];

            max = 0;
            min = 0;
            for (int i = 1; i <= fastPeriods; i++)
            {
                max += result.Maximum(i);
                min += result.Minimum(i);
            }
            max = max / fastPeriods;
            min = min / fastPeriods;

            Result1[index] = max;
            Result2[index] = min;
            Result3[index] = result[index];
        }
    }
}