Fisher Transform of Normalized Prices

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

namespace cAlgo
{
    [Levels(0)]
    [Indicator(AccessRights = AccessRights.None)]
    public class mFTNP : Indicator
    {
        [Parameter("DataSeries (close)", DefaultValue = "Close")]
        public DataSeries inDataSeries { get; set; }
        [Parameter("Periods (10)", DefaultValue = 10)]
        public int inpPeriods { get; set; }

        [Output("Fisher", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outFisher { get; set; }
        [Output("Trigger", LineColor = "Red", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 1)]
        public IndicatorDataSeries outTrigger { get; set; }
        
        private IndicatorDataSeries _fisher, _trigger, _raw;
        private MovingAverage _pr;
                

        protected override void Initialize()
        {
            _fisher = CreateDataSeries();
            _trigger = CreateDataSeries();
            _raw = CreateDataSeries();
            _pr = Indicators.MovingAverage(inDataSeries, 1, MovingAverageType.Simple);
        }

        public override void Calculate(int i)
        {
            _raw[i] = 0.667 * ((_pr.Result[i] - _pr.Result.Minimum(inpPeriods)) / (_pr.Result.Maximum(inpPeriods) - _pr.Result.Minimum(inpPeriods)) - 0.5 + (i>inpPeriods ? _raw[i-1] : 0));
            _raw[i] = Math.Max(Math.Min(_raw[i], 0.999),-0.999);
            
            _fisher[i] = i>inpPeriods ? 0.5 * (Math.Log((1.0 + _raw[i]) / (1.0 - _raw[i])) + _fisher[i-1]) : 0;
            _trigger[i] = i>inpPeriods ? _fisher[i-1] : _fisher[i];
            
            outFisher[i] = _fisher[i];
            outTrigger[i] = _trigger[i];
        }
    }
}