Disparity Index indicator


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

namespace cAlgo
{
    [Levels(0)]
    [Indicator(IsOverlay = false, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mDisparityIndex : Indicator
    {
        [Parameter("Periods (10)", DefaultValue = 10, Group = "DisparityIndex")]
        public int inpPeriods { get; set; }
        [Parameter("Levels Coefficients (2.618)", DefaultValue = 2.618, Group = "DisparityIndex")]
        public double inpLevelsCoefficients { get; set; }
        [Parameter("Smooth Type (sma)", DefaultValue = MovingAverageType.Simple, Group = "DisparityIndex")]
        public MovingAverageType inpSmoothType { get; set; }

        [Output("Disparity Index", LineColor = "Transparent", LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outDisparityIndex { get; set; }
        [Output("Band Up", LineColor = "Black", LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outDisparityIndexUp { get; set; }
        [Output("Band Down", LineColor = "Black", LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outDisparityIndexDown { get; set; }
        [Output("Histogram Up", PlotType = PlotType.Histogram, LineColor = "Green", Thickness = 3)]
        public IndicatorDataSeries outDisparityIndexUpC { get; set; }
        [Output("Histogram Down", PlotType = PlotType.Histogram, LineColor = "Red", Thickness = 3)]
        public IndicatorDataSeries outDisparityIndexDnC { get; set; }


        private IndicatorDataSeries _absroc, _di;
        private MovingAverage _maprice, _maabsroc;


        protected override void Initialize()
        {
            _absroc = CreateDataSeries();
            _di = CreateDataSeries();
            _maprice = Indicators.MovingAverage(Bars.ClosePrices, inpPeriods, inpSmoothType);
            _maabsroc = Indicators.MovingAverage(_absroc, inpPeriods, inpSmoothType);
        }

        public override void Calculate(int i)
        {
            _absroc[i] = Math.Abs(Bars.ClosePrices[i] - Bars.ClosePrices[i - 1]) / Bars.ClosePrices[i] * 100;

            _di[i] = 100 * (Bars.ClosePrices[i] - _maprice.Result[i]) / (_maprice.Result[i]);

            outDisparityIndex[i] = _di[i];
            outDisparityIndexUp[i] = _maabsroc.Result[i] * inpLevelsCoefficients;
            outDisparityIndexDown[i] = -_maabsroc.Result[i] * inpLevelsCoefficients;

            if (!double.IsNaN(_di[i]))
            {
                if (_di[i] > 0)
                {
                    outDisparityIndexUpC[i] = _di[i];
                    outDisparityIndexDnC[i] = double.NaN;
                }
                else
                {
                    outDisparityIndexUpC[i] = double.NaN;
                    outDisparityIndexDnC[i] = _di[i];
                }
            }
            else
            {
                outDisparityIndexUpC[i] = double.NaN;
                outDisparityIndexDnC[i] = double.NaN;
            }
        }
    }
}