Waddah Attar Explosion Indicator MTF

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

namespace cAlgo
{

    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class Wae : Indicator
    {
        private BollingerBands _bb;
        private ExponentialMovingAverage _fastEma;
        private ExponentialMovingAverage _slowEma;
        private IndicatorDataSeries _macd;
        private Bars _bars;

        #region Parameters
        [Parameter("Sensitivity", DefaultValue = 250)]
        public int Sensitivity { get; set; }
        [Parameter("FastEMA Length", Group = "MA", DefaultValue = 50)]
        public int FastLength { get; set; }
        [Parameter("SlowEMA Length", Group = "MA", DefaultValue = 80)]
        public int SlowLength { get; set; }
        [Parameter("BB Channel Length", Group = "BB", DefaultValue = 20)]
        public int ChannelLength { get; set; }
        [Parameter("BB Stdev Multiplier", Group = "BB", DefaultValue = 1.0)]
        public double Multi { get; set; }


        [Parameter("Time Frame", DefaultValue = "Minute5")]
        public TimeFrame IndicatorTimeFrame { get; set; }

        #endregion




        [Output("Positive Histogram", LineColor = "Green", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries PositiveHistogram { get; set; }

        [Output("Negetive Histogram", LineColor = "Red", PlotType = PlotType.Histogram)]
        public IndicatorDataSeries NegetiveHistogram { get; set; }

        [Output("Explosion", LineColor = "White")]
        public IndicatorDataSeries Explosion { get; set; }
        protected override void Initialize()
        {
            _bars = MarketData.GetBars(IndicatorTimeFrame);
            _bb = Indicators.BollingerBands(_bars.ClosePrices, ChannelLength, Multi, MovingAverageType.Simple);
            _fastEma = Indicators.ExponentialMovingAverage(_bars.ClosePrices, FastLength);
            _slowEma = Indicators.ExponentialMovingAverage(_bars.ClosePrices, SlowLength);
            _macd = CreateDataSeries();
        }



        public override void Calculate(int index)
        {
            var idx = _bars.OpenTimes.GetIndexByTime(Bars.OpenTimes[index]);
            if (idx == -1)
                return;


            _macd[idx] = _fastEma.Result[idx] - _slowEma.Result[idx];
            var t1 = (_macd[idx] - _macd[idx - 1]) * Sensitivity;
            Explosion[index] = _bb.Top[idx] - _bb.Bottom[idx];

            PositiveHistogram[index] = t1 > 0 ? t1 : 0;
            NegetiveHistogram[index] = t1 < 0 ? -t1 : 0;
        }
    }
}