TrailingStop Cycles indicator

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 mTrailingStopCycles : Indicator
    {
        [Parameter("ATR Periods (20)", DefaultValue = 20)]
        public int inpPeriods { get; set; }
        [Parameter("ShortCycle Bars (3)", DefaultValue = 3)]
        public int inpCycleShort { get; set; }
        [Parameter("LongCycle Bars (10)", DefaultValue = 10)]
        public int inpCycleLong { get; set; }

        [Output("TrailingStop Bullish", LineColor = "Green", PlotType = PlotType.DiscontinuousLine, LineStyle = LineStyle.Dots, Thickness = 2)]
        public IndicatorDataSeries outTrailingStopBullish { get; set; }
        [Output("TrailingStop Bearish", LineColor = "Red", PlotType = PlotType.DiscontinuousLine, LineStyle = LineStyle.Dots, Thickness = 2)]
        public IndicatorDataSeries outTrailingStopBearish { get; set; }
        
        private AverageTrueRange _atr;
        private IndicatorDataSeries _rawbullish, _rawbearish, _tsbullish, _tsbearish;
        

        protected override void Initialize()
        {
            _atr = Indicators.AverageTrueRange(inpPeriods, MovingAverageType.Simple);
            _rawbullish = CreateDataSeries();
            _rawbearish = CreateDataSeries();
            _tsbullish = CreateDataSeries();
            _tsbearish = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _rawbullish[i] = (i>inpCycleShort ? Bars.LowPrices.Minimum(inpCycleShort) : Bars.LowPrices[i]) + 1/3 * _atr.Result[i];
            _tsbullish[i] = i>inpCycleLong ? _rawbullish.Maximum(inpCycleLong) : _rawbullish[i];
            _rawbearish[i] = (i>inpCycleShort ? Bars.HighPrices.Maximum(inpCycleShort) : Bars.HighPrices[i]) + 1/3 * _atr.Result[i];
            _tsbearish[i] = i>inpCycleLong ? _rawbearish.Minimum(inpCycleLong) : _rawbearish[i];
            
            outTrailingStopBullish[i] = _tsbullish[i];
            outTrailingStopBearish[i] = _tsbearish[i];
        }
    }
}