BH Ergodic Mod v1.1

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 BHErgodicModv1 : Indicator
    {
        [Parameter("Bar Difference", DefaultValue = 1, MinValue = 1, Step = 1)]
        public int barDiff { get; set; }

        [Parameter("1. MA Period", DefaultValue = 2, MinValue = 1, Step = 1)]
        public int r { get; set; }

        [Parameter("1. MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType rType { get; set; }

        [Parameter("2. MA Period", DefaultValue = 10, MinValue = 1, Step = 1)]
        public int s { get; set; }

        [Parameter("2. MA Type", DefaultValue = MovingAverageType.Simple, MinValue = 1)]
        public MovingAverageType sType { get; set; }

        [Parameter("3. MA Period", DefaultValue = 5, MinValue = 1, Step = 1)]
        public int u { get; set; }

        [Parameter("3. MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType uType { get; set; }

        [Parameter("Trigger Period", DefaultValue = 3, MinValue = 1, Step = 1)]
        public int trigger { get; set; }

        [Parameter("Trigger MA Type", DefaultValue = MovingAverageType.Simple)]
        public MovingAverageType triggerType { get; set; }

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

        [Parameter("Arrow Distance", DefaultValue = 1)]
        public double arrowDistance { get; set; }


        [Output("BHE", LineColor = "FF008080", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries BHE { get; set; }

        [Output("Signal", LineColor = "FFA52A2A", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries Signal { get; set; }

        private IndicatorDataSeries Price_Delta1_Buffer;
        private IndicatorDataSeries Price_Delta2_Buffer;

        private MovingAverage M11, M21, M31;
        private MovingAverage M12, M22, M32;
        private MovingAverage M4;
        private AverageTrueRange atr;



        protected override void Initialize()
        {
            Price_Delta1_Buffer = CreateDataSeries();
            Price_Delta2_Buffer = CreateDataSeries();

            M11 = Indicators.MovingAverage(Price_Delta1_Buffer, r, rType);
            M21 = Indicators.MovingAverage(M11.Result, s, sType);
            M31 = Indicators.MovingAverage(M21.Result, u, uType);

            M12 = Indicators.MovingAverage(Price_Delta2_Buffer, r, rType);
            M22 = Indicators.MovingAverage(M12.Result, s, sType);
            M32 = Indicators.MovingAverage(M22.Result, u, uType);

            M4 = Indicators.MovingAverage(BHE, trigger, triggerType);

            atr = Indicators.AverageTrueRange(27, MovingAverageType.Simple);
        }

        public override void Calculate(int index)
        {
            // Indicator
            Price_Delta1_Buffer[index] = Bars.ClosePrices[index] - Bars.ClosePrices[index - barDiff];
            Price_Delta2_Buffer[index] = Math.Abs(Bars.ClosePrices[index] - Bars.ClosePrices[index - barDiff]);

            BHE[index] = (100 * M31.Result[index]) / M32.Result[index];
            Signal[index] = M4.Result[index];

            // Arrows
            if (arrows)
            {
                if (BHE[index] > Signal[index] && BHE[index - 1] <= Signal[index - 1])
                {
                    Chart.DrawIcon("BHup" + Bars.OpenTimes.Last(0).ToString(), ChartIconType.UpArrow, Bars.OpenTimes.Last(0), Bars.LowPrices.Last(0) - (arrowDistance * atr.Result.Last(1)), "Teal");
                }
                else
                {
                    Chart.RemoveObject("BHup" + Bars.OpenTimes.Last(0).ToString());
                }

                if (BHE[index] < Signal[index] && BHE[index - 1] >= Signal[index - 1])
                {
                    Chart.DrawIcon("BHdown" + Bars.OpenTimes.Last(0).ToString(), ChartIconType.DownArrow, Bars.OpenTimes.Last(0), Bars.HighPrices.Last(0) + (arrowDistance * atr.Result.Last(1)), "Brown");
                }
                else
                {
                    Chart.RemoveObject("BHdown" + Bars.OpenTimes.Last(0).ToString());
                }
            }
        }
    }
}