Adaptive Market Level

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

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class mAdaptiveMarketLevel : Indicator
    {
        [Parameter("Periods (6)", DefaultValue = 6)]
        public int inpPeriods { get; set; }
        [Parameter("Dimension (7)", DefaultValue = 6)]
        public int inpDimension { get; set; }

        [Output("Adaptive Market Level", LineColor = "DodgerBlue", PlotType = PlotType.Line, Thickness = 1)]
        public IndicatorDataSeries outAML { get; set; }

        private IndicatorDataSeries _range, _range3, _fr;
        private int fractal, lag, period_max;
        private double lag2;
        

        protected override void Initialize()
        {
            fractal = (inpPeriods < 1 ? 1 : inpPeriods);
            lag = (inpDimension < 1 ? 1 : inpDimension);
            period_max = Math.Max(fractal, lag);
            lag2 = lag * lag * Symbol.TickSize;
            _range = CreateDataSeries();
            _range3 = CreateDataSeries();
            _fr = CreateDataSeries();
        }

        public override void Calculate(int i)
        {
            _range[i] = i > fractal ? ((Bars.HighPrices.Maximum(fractal) - Bars.LowPrices.Minimum(fractal)) / fractal) : Bars.TypicalPrices[i];
            _range3[i] = i > fractal * 2 ? ((Bars.HighPrices.Maximum(fractal * 2) - Bars.LowPrices.Minimum(fractal * 2)) / (2.0 * fractal)) : Bars.MedianPrices[i];
            double dim = (_range[i] + (i > 1 ? _range[i - 1] : Bars.TypicalPrices[i]) > 0 && _range3[i] > 0 ? 1.44269504088896 * (Math.Log(_range[i] + (i > 1 ? _range[i - 1] : Bars.TypicalPrices[i])) - Math.Log(_range3[i])) : 0);
            double alpha = Math.Max(Math.Min(Math.Exp(-1.0 * lag * (dim - 1.0)), 1.0), 0.01);
            double price = (Bars.HighPrices[i] + Bars.LowPrices[i] + 2.0 * Bars.OpenPrices[i] + 2.0 * Bars.ClosePrices[i]) / 6.0;
            _fr[i] = alpha * price + (1.0 - alpha) * (i > 1 ? _fr[i - 1] : Bars.ClosePrices[i]);

            outAML[i] = (Math.Abs(_fr[i] - _fr[i - lag]) < lag2 ? (i > 1 ? outAML[i - 1] : Bars.ClosePrices[i]) : _fr[i]);
        }
    }
}