Camarilla Pivot Points

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.GTBStandardTime, AccessRights = AccessRights.None)]
    public class CamarillaPivotPoints : Indicator
    {

        [Parameter(DefaultValue = 200)]
        public int Periods { get; set; }

        [Output("Daily R1", LineStyle = LineStyle.DotsVeryRare, LineColor = "Blue")]
        public IndicatorDataSeries dR1 { get; set; }

        [Output("Daily R2", LineStyle = LineStyle.DotsVeryRare, LineColor = "Blue")]
        public IndicatorDataSeries dR2 { get; set; }

        [Output("Daily R3", LineStyle = LineStyle.DotsVeryRare, LineColor = "Blue")]
        public IndicatorDataSeries dR3 { get; set; }

        [Output("Daily R4", LineStyle = LineStyle.DotsVeryRare, LineColor = "Blue")]
        public IndicatorDataSeries dR4 { get; set; }

        [Output("Daily S1", LineStyle = LineStyle.DotsVeryRare, LineColor = "Red")]
        public IndicatorDataSeries dS1 { get; set; }

        [Output("Daily S2", LineStyle = LineStyle.DotsVeryRare, LineColor = "Red")]
        public IndicatorDataSeries dS2 { get; set; }

        [Output("Daily S3", LineStyle = LineStyle.DotsVeryRare, LineColor = "Red")]
        public IndicatorDataSeries dS3 { get; set; }

        [Output("Daily S4", LineStyle = LineStyle.DotsVeryRare, LineColor = "Red")]
        public IndicatorDataSeries dS4 { get; set; }

        [Output("Weekly R1", LineStyle = LineStyle.DotsVeryRare, LineColor = "Cyan")]
        public IndicatorDataSeries wR1 { get; set; }

        [Output("Weekly R2", LineStyle = LineStyle.DotsVeryRare, LineColor = "Cyan")]
        public IndicatorDataSeries wR2 { get; set; }

        [Output("Weekly R3", LineStyle = LineStyle.DotsVeryRare, LineColor = "Cyan")]
        public IndicatorDataSeries wR3 { get; set; }

        [Output("Weekly R4", LineStyle = LineStyle.DotsVeryRare, LineColor = "Cyan")]
        public IndicatorDataSeries wR4 { get; set; }

        [Output("Weekly S1", LineStyle = LineStyle.DotsVeryRare, LineColor = "Magenta")]
        public IndicatorDataSeries wS1 { get; set; }

        [Output("Weekly S2", LineStyle = LineStyle.DotsVeryRare, LineColor = "Magenta")]
        public IndicatorDataSeries wS2 { get; set; }

        [Output("Weekly S3", LineStyle = LineStyle.DotsVeryRare, LineColor = "Magenta")]
        public IndicatorDataSeries wS3 { get; set; }

        [Output("Weekly S4", LineStyle = LineStyle.DotsVeryRare, LineColor = "Magenta")]
        public IndicatorDataSeries wS4 { get; set; }

        private Bars dailyBars;
        private Bars weeklyBars;

        protected override void Initialize()
        {
            dailyBars = MarketData.GetBars(TimeFrame.Daily, SymbolName);
            weeklyBars = MarketData.GetBars(TimeFrame.Weekly, SymbolName);

            while (dailyBars.Count < Periods)
            {
                int loadedCount = dailyBars.LoadMoreHistory();
                if (loadedCount == 0)
                    break;
            }

            while (weeklyBars.Count < Periods / 5 + 1)
            {
                int loadedCount = weeklyBars.LoadMoreHistory();
                if (loadedCount == 0)
                    break;
            }
        }

        public override void Calculate(int index)
        {
            if (index < Bars.Count - Periods)
                return;
            DateTime date = Bars.OpenTimes[index].Date;
            int d = 0;
            while (dailyBars.OpenTimes[d].Date.CompareTo(date) < 0)
                d++;
            Bar previousDayBar = dailyBars[d - 1];

            double c, h, l;
            c = previousDayBar.Close;
            h = previousDayBar.High;
            l = previousDayBar.Low;

            dR4[index] = (h - l) * 1.1 / 2 + c;
            dR3[index] = (h - l) * 1.1 / 4 + c;
            dR2[index] = (h - l) * 1.1 / 6 + c;
            dR1[index] = (h - l) * 1.1 / 12 + c;
            dS1[index] = c - (h - l) * 1.1 / 12;
            dS2[index] = c - (h - l) * 1.1 / 6;
            dS3[index] = c - (h - l) * 1.1 / 4;
            dS4[index] = c - (h - l) * 1.1 / 2;


            int diff = (7 + (date.DayOfWeek - DayOfWeek.Monday)) % 7;
            DateTime startOfWeek = date.AddDays(-diff);
            int w = 0;
            while (weeklyBars.OpenTimes[w].Date.CompareTo(startOfWeek) < 0)
                w++;
            Bar previousWeekBar = weeklyBars[w - 1];

            c = previousWeekBar.Close;
            h = previousWeekBar.High;
            l = previousWeekBar.Low;

            wR4[index] = (h - l) * 1.1 / 2 + c;
            wR3[index] = (h - l) * 1.1 / 4 + c;
            wR2[index] = (h - l) * 1.1 / 6 + c;
            wR1[index] = (h - l) * 1.1 / 12 + c;
            wS1[index] = c - (h - l) * 1.1 / 12;
            wS2[index] = c - (h - l) * 1.1 / 6;
            wS3[index] = c - (h - l) * 1.1 / 4;
            wS4[index] = c - (h - l) * 1.1 / 2;
        }
    }
}