Leavitt Projection 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 mLeavittProjection : Indicator
    {
        [Parameter("Period Fast (14)", DefaultValue = 14)]
        public int inpPeriodFast { get; set; }
        [Parameter("Period Slow (14)", DefaultValue = 30)]
        public int inpPeriodSlow { get; set; }

        [Output("Main")]
        public IndicatorDataSeries outLeavittProjection { get; set; }

        private IndicatorDataSeries _price, _delta;
        private LinearRegressionForecast _lrffast, _lrfslow;


        protected override void Initialize()
        {
            _price = CreateDataSeries();
            _delta = CreateDataSeries();
            _lrffast = Indicators.LinearRegressionForecast(_price, inpPeriodFast);
            _lrfslow = Indicators.LinearRegressionForecast(_price, inpPeriodSlow);
        }

        public override void Calculate(int i)
        {
            _price[i] = (Bars.HighPrices[i] + Bars.LowPrices[i] + Bars.ClosePrices[i] + Bars.ClosePrices[i]) / 4;
            _delta[i] = _lrffast.Result[i - 1] - _lrfslow.Result[i - 1];

            outLeavittProjection[i] = _delta[i];
        }
    }
}