Volatility Channel by Larry Williams ind

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mVolatilityChannelLWilliams : Indicator
    {
        [Parameter("Periods (10)", DefaultValue = 10)]
        public int inpPeriods { get; set; }

        [Output("Volatility Channel Top", LineColor = "Green", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelTop { get; set; }
        [Output("Volatility Channel Bottom", LineColor = "Red", PlotType = PlotType.Line, Thickness = 2)]
        public IndicatorDataSeries outVolatilityChannelBottom { get; set; }
        
        private MovingAverage _pr;
        private IndicatorDataSeries _traw, _braw, _top, _bottom;
        

        protected override void Initialize()
        {
            _pr = Indicators.MovingAverage(Bars.TypicalPrices, 1, MovingAverageType.Simple);
            _traw = CreateDataSeries();
            _braw = CreateDataSeries();
            _top = CreateDataSeries();
            _bottom = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _traw[i] = 2.0 * _pr.Result[i] - Bars.HighPrices[i];
            _braw[i] = 2.0 * _pr.Result[i] - Bars.LowPrices[i];
            
            _top[i] = i>inpPeriods ? Math.Max(_traw.Maximum(inpPeriods), _traw[i]) : Bars.HighPrices[i];
            _bottom[i] = i>inpPeriods ? Math.Min(_braw.Minimum(inpPeriods), _braw[i]) : Bars.LowPrices[i];
            
            outVolatilityChannelTop[i] = _top[i];
            outVolatilityChannelBottom[i] = _bottom[i];
        }
    }
}