Elder Impulse System with ATR Bands

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

namespace cAlgo
{
    [Cloud("Upper ATR Band 3", "Upper ATR Band 2", Opacity = 0.2, FirstColor = "FFFE0000")]
    [Cloud("Lower ATR Band 3", "Lower ATR Band 2", Opacity = 0.2, SecondColor = "FFFE0000")]
    [Cloud("Upper ATR Band 2", "Upper ATR Band 1", Opacity = 0.2, FirstColor = "FFFFC000")]
    [Cloud("Lower ATR Band 2", "Lower ATR Band 1", Opacity = 0.2, SecondColor = "FFFFC000")]
    [Cloud("Upper ATR Band 1", "Lower ATR Band 1", Opacity = 0.2, FirstColor = "FF737373")]
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class ElderImpulseSystem : Indicator
    {
        [Parameter("Short-Term EMA", DefaultValue = 13)]
        public int EMA_St { get; set; }

        [Parameter("Long-Term EMA (not considered for coloring)", DefaultValue = 65)]
        public int EMA_Lt { get; set; }

        [Parameter("Slow MACD", DefaultValue = 26)]
        public int MACD_Slow { get; set; }

        [Parameter("Fast MACD", DefaultValue = 12)]
        public int MACD_Fast { get; set; }

        [Parameter("Signal MACD", DefaultValue = 9)]
        public int MACD_Signal { get; set; }

        [Parameter("Lookback", DefaultValue = 1)]
        public int Lookback { get; set; }

        [Parameter("ATR Period", DefaultValue = 10)]
        public int ATRPeriod { get; set; }

        [Parameter("ATR Band 1", DefaultValue = 1.0)]
        public double ATRBand1 { get; set; }

        [Parameter("ATR Band 2", DefaultValue = 2.0)]
        public double ATRBand2 { get; set; }

        [Parameter("ATR Band 3", DefaultValue = 3.0)]
        public double ATRBand3 { get; set; }

        [Parameter("Show ATR Bands", DefaultValue = true)]
        public bool ShowATRBands { get; set; }

        [Parameter("Recolor Bars", DefaultValue = true)]
        public bool RecolorBars { get; set; }



        [Output("Fast EMA", LineColor = "Cyan", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries FastEMA { get; set; }

        [Output("Slow EMA", LineColor = "White", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries SlowEMA { get; set; }

        [Output("Upper ATR Band 1", LineColor = "Transparent")]
        public IndicatorDataSeries UpperATRBand1 { get; set; }

        [Output("Upper ATR Band 2", LineColor = "Transparent")]
        public IndicatorDataSeries UpperATRBand2 { get; set; }

        [Output("Upper ATR Band 3", LineColor = "Transparent")]
        public IndicatorDataSeries UpperATRBand3 { get; set; }

        [Output("Lower ATR Band 1", LineColor = "Transparent")]
        public IndicatorDataSeries LowerATRBand1 { get; set; }

        [Output("Lower ATR Band 2", LineColor = "Transparent")]
        public IndicatorDataSeries LowerATRBand2 { get; set; }

        [Output("Lower ATR Band 3", LineColor = "Transparent")]
        public IndicatorDataSeries LowerATRBand3 { get; set; }



        public int dir = 0;
        private ExponentialMovingAverage emaFast, emaSlow;
        private MacdCrossOver macd;
        private AverageTrueRange atr;



        protected override void Initialize()
        {
            emaFast = Indicators.ExponentialMovingAverage(Bars.ClosePrices, EMA_St);
            emaSlow = Indicators.ExponentialMovingAverage(Bars.ClosePrices, EMA_Lt);
            macd = Indicators.MacdCrossOver(MACD_Slow, MACD_Fast, MACD_Signal);
            atr = Indicators.AverageTrueRange(ATRPeriod, MovingAverageType.WilderSmoothing);
        }

        public override void Calculate(int index)
        {
            double fast = emaFast.Result[index];
            double slow = emaSlow.Result[index];
            double atrValue = atr.Result[index];

            FastEMA[index] = fast;
            SlowEMA[index] = slow;

            if (ShowATRBands)
            {
                UpperATRBand1[index] = fast + ATRBand1 * atrValue;
                UpperATRBand2[index] = fast + ATRBand2 * atrValue;
                UpperATRBand3[index] = fast + ATRBand3 * atrValue;

                LowerATRBand1[index] = fast - ATRBand1 * atrValue;
                LowerATRBand2[index] = fast - ATRBand2 * atrValue;
                LowerATRBand3[index] = fast - ATRBand3 * atrValue;
            }

            dir = 0;

            if (fast > emaFast.Result[index - Lookback] && macd.Histogram[index] > macd.Histogram[index - Lookback])
                dir = 1;

            if (fast < emaFast.Result[index - Lookback] && macd.Histogram[index] < macd.Histogram[index - Lookback])
                dir = -1;

            if (RecolorBars)
            {
                bool up = Bars.ClosePrices[index] > Bars.OpenPrices[index];

                Color color = dir == 1 ? (up ? Color.LimeGreen : Color.DarkGreen) : dir == -1 ? (up ? Color.Tomato : Color.Crimson) : (up ? Color.LightBlue : Color.Blue);
                Chart.SetBarColor(index, color);
            }
        }
    }
}